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
801
$1.17M 0.01%
26,900
-200
802
$1.17M 0.01%
10,900
803
$1.16M 0.01%
8,625
804
$1.16M 0.01%
8,959
-100
805
$1.15M 0.01%
14,329
806
$1.15M 0.01%
+6,831
807
$1.15M 0.01%
26,101
-100
808
$1.14M 0.01%
17,376
+100
809
$1.13M 0.01%
59,265
-300
810
$1.13M 0.01%
15,019
-100
811
$1.13M 0.01%
50,565
+3,400
812
$1.13M 0.01%
32,600
-200
813
$1.12M 0.01%
+24,300
814
$1.12M 0.01%
27,425
-100
815
$1.12M 0.01%
55,155
-400
816
$1.11M 0.01%
44,600
-1,100
817
$1.11M 0.01%
13,445
-100
818
$1.1M 0.01%
13,700
819
$1.09M 0.01%
55,366
-300
820
$1.09M 0.01%
36,464
+800
821
$1.08M 0.01%
10,407
-230,700
822
$1.08M 0.01%
20,400
+3,000
823
$1.07M 0.01%
10,993
-100
824
$1.06M 0.01%
21,457
-200
825
$1.06M 0.01%
22,881
-100
31 32
33
34 35