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
826
$1.06M 0.01%
13,366
+1,100
827
$1.04M 0.01%
10,798
-200
828
$1.04M 0.01%
8,246
+1,000
829
$1.04M 0.01%
8,194
-100
830
$1.04M 0.01%
+18,800
831
$1.03M 0.01%
22,524
-3,500
832
$1.03M 0.01%
21,786
-100
833
$1.02M 0.01%
42,800
+100
834
$1.01M 0.01%
18,324
+1,200
835
$1M 0.01%
20,018
836
$1M 0.01%
38,163
+100
837
$1M 0.01%
5,987
-300
838
$999K 0.01%
14,953
-300
839
$999K 0.01%
9,025
840
$999K 0.01%
23,300
841
$999K 0.01%
5,309
+300
842
$998K 0.01%
15,898
+100
843
$993K 0.01%
14,845
+200
844
$991K 0.01%
11,272
-400
845
$986K 0.01%
38,222
+200
846
$978K 0.01%
23,586
-200
847
$978K 0.01%
+33,459
848
$973K 0.01%
+15,300
849
$968K 0.01%
44,668
850
$963K 0.01%
17,200
+7,800
32 33
34
35 36