SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.8B
1-Year Est. Return 27.5%
This Quarter Est. Return
1 Year Est. Return
+27.5%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$17.6B
AUM Growth
+$549M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
997
New
Increased
Reduced
Closed

Top Buys

1
+$1.46B
2
+$172M
3
+$167M
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$160M
5
BMY icon
Bristol-Myers Squibb
BMY
+$83.2M

Top Sells

1
+$106M
2
+$74.5M
3
+$65M
4
MS icon
Morgan Stanley
MS
+$64.9M
5
CSCO icon
Cisco
CSCO
+$59.2M

Sector Composition

1 Technology 19.41%
2 Healthcare 11.8%
3 Financials 11.02%
4 Communication Services 9.44%
5 Consumer Discretionary 8.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
626
$1.96M 0.01%
41,503
-32,690
627
$1.96M 0.01%
34,500
+700
628
$1.93M 0.01%
+24,660
629
$1.93M 0.01%
60,000
630
$1.92M 0.01%
14,913
-100
631
$1.92M 0.01%
39,300
-200
632
$1.9M 0.01%
18,600
-100
633
$1.9M 0.01%
43,983
-300
634
$1.9M 0.01%
15,497
-100
635
$1.9M 0.01%
10,707
+200
636
$1.89M 0.01%
+15,800
637
$1.89M 0.01%
34,317
-200
638
$1.88M 0.01%
21,900
+3,000
639
$1.88M 0.01%
107,442
-100
640
$1.87M 0.01%
31,334
-252
641
$1.86M 0.01%
10,898
+100
642
$1.86M 0.01%
62,161
+500
643
$1.86M 0.01%
32,420
+122
644
$1.85M 0.01%
21,581
-100
645
$1.85M 0.01%
19,413
-200
646
$1.85M 0.01%
27,570
-100
647
$1.85M 0.01%
17,956
648
$1.84M 0.01%
33,800
-200
649
$1.84M 0.01%
38,100
650
$1.84M 0.01%
31,431
+100
24 25
26
27 28