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
751
$1.35M 0.01%
76,621
-4,700
752
$1.34M 0.01%
9,500
-300
753
$1.33M 0.01%
9,130
754
$1.33M 0.01%
10,919
-2,700
755
$1.33M 0.01%
29,332
-100
756
$1.32M 0.01%
9,914
-400
757
$1.32M 0.01%
33,100
+3,500
758
$1.31M 0.01%
30,527
+100
759
$1.31M 0.01%
12,641
-100
760
$1.31M 0.01%
33,313
+100
761
$1.3M 0.01%
12,556
-100
762
$1.3M 0.01%
30,527
-709,200
763
$1.3M 0.01%
20,518
+200
764
$1.29M 0.01%
24,844
-100
765
$1.29M 0.01%
10,198
-100
766
$1.28M 0.01%
97,900
-274
767
$1.28M 0.01%
51,200
-160
768
$1.28M 0.01%
15,392
-100
769
$1.28M 0.01%
53,676
-163
770
$1.27M 0.01%
85,000
-500
771
$1.27M 0.01%
16,287
-100
772
$1.26M 0.01%
37,251
+420
773
$1.26M 0.01%
14,172
+400
774
$1.26M 0.01%
15,688
775
$1.25M 0.01%
18,266
+400
29 30
31
32 33