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
651
$1.84M 0.01%
39,100
-300
652
$1.84M 0.01%
51,789
-941
653
$1.82M 0.01%
3,920
-100
654
$1.82M 0.01%
30,701
-3,000
655
$1.8M 0.01%
23,386
-200
656
$1.8M 0.01%
31,421
-400
657
$1.8M 0.01%
15,929
+1,200
658
$1.79M 0.01%
19,060
-100
659
$1.79M 0.01%
+38,500
660
$1.78M 0.01%
43,200
+200
661
$1.78M 0.01%
26,256
-200
662
$1.78M 0.01%
26,807
-100
663
$1.76M 0.01%
17,176
-100
664
$1.76M 0.01%
9,325
665
$1.74M 0.01%
26,238
-500
666
$1.73M 0.01%
90,056
-100
667
$1.7M 0.01%
14,224
-300
668
$1.7M 0.01%
8,300
669
$1.7M 0.01%
13,835
-100
670
$1.69M 0.01%
6,188
671
$1.69M 0.01%
40,400
-100
672
$1.69M 0.01%
14,229
673
$1.69M 0.01%
34,848
+100
674
$1.69M 0.01%
10,725
675
$1.69M 0.01%
10,119
25 26
27
28 29