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
51
$63.8M 0.36%
6,294,655
-600
52
$63M 0.36%
1,464,332
+600
53
$62.6M 0.36%
1,175,235
+3,500
54
$62.6M 0.36%
1,150,273
-1,087,900
55
$62.5M 0.36%
1,063,018
-1,200
56
$62M 0.35%
99,700
+14,100
57
$60.7M 0.35%
216,100
+56,500
58
$59.8M 0.34%
1,136,560
+114,000
59
$56.5M 0.32%
214,227
+11,800
60
$54.6M 0.31%
1,501,250
-5,000
61
$52.6M 0.3%
445,119
-1,600
62
$52.5M 0.3%
116,805
-100
63
$52.4M 0.3%
1,128,573
+40,800
64
$52.2M 0.3%
346,998
-300
65
$51.4M 0.29%
214,604
-100
66
$51.2M 0.29%
975,522
67
$50.9M 0.29%
350,340
+400
68
$50.6M 0.29%
684,370
-20,000
69
$49.9M 0.28%
1,029,720
-995,000
70
$49.9M 0.28%
462,750
-384,600
71
$49.4M 0.28%
658,117
-900
72
$49.3M 0.28%
485,568
-300
73
$48.7M 0.28%
296,302
+20,000
74
$48.6M 0.28%
179,959
75
$48.1M 0.27%
200,646
-10,000
1 2
3
4 5