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
726
$1.47M 0.01%
24,634
-700
727
$1.47M 0.01%
13,549
-200
728
$1.46M 0.01%
23,842
-1,900
729
$1.45M 0.01%
35,700
+2,000
730
$1.43M 0.01%
22,481
-100
731
$1.43M 0.01%
10,198
-1,100
732
$1.42M 0.01%
8,983
733
$1.42M 0.01%
33,764
734
$1.42M 0.01%
42,300
-200
735
$1.41M 0.01%
45,332
-300
736
$1.41M 0.01%
38,500
-200
737
$1.39M 0.01%
35,268
-400
738
$1.39M 0.01%
43,915
+2,300
739
$1.39M 0.01%
37,225
-200
740
$1.38M 0.01%
11,824
-1,200
741
$1.38M 0.01%
10,503
-200
742
$1.38M 0.01%
3,400
743
$1.37M 0.01%
29,823
+900
744
$1.37M 0.01%
6,083
-100
745
$1.36M 0.01%
7,200
+200
746
$1.36M 0.01%
87,336
+6,000
747
$1.36M 0.01%
42,065
-200
748
$1.36M 0.01%
12,216
+100
749
$1.36M 0.01%
101,853
-400
750
$1.35M 0.01%
20,866
-100
28 29
30
31 32