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
701
$1.56M 0.01%
+6,334
702
$1.55M 0.01%
75,761
+5,400
703
$1.55M 0.01%
13,435
-300
704
$1.55M 0.01%
6,183
705
$1.54M 0.01%
8,914
-100
706
$1.54M 0.01%
5,883
-111,400
707
$1.54M 0.01%
11,109
+300
708
$1.53M 0.01%
10,203
709
$1.53M 0.01%
11,900
+100
710
$1.52M 0.01%
9,903
711
$1.52M 0.01%
10,500
-100
712
$1.52M 0.01%
9,609
-100
713
$1.51M 0.01%
+21,900
714
$1.5M 0.01%
19,639
+100
715
$1.5M 0.01%
87,702
-100
716
$1.5M 0.01%
133,356
717
$1.5M 0.01%
33,516
718
$1.5M 0.01%
27,100
+3,000
719
$1.5M 0.01%
13,245
-200
720
$1.5M 0.01%
38,818
-233
721
$1.49M 0.01%
16,782
-100
722
$1.49M 0.01%
10,184
-100
723
$1.49M 0.01%
18,826
+1,569
724
$1.49M 0.01%
67,689
-300
725
$1.47M 0.01%
32,058
-3,800
27 28
29
30 31