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
851
$963K 0.01%
10,568
-100
852
$960K 0.01%
54,467
+200
853
$957K 0.01%
80,801
+300
854
$956K 0.01%
47,358
-100
855
$945K 0.01%
11,788
-100
856
$944K 0.01%
20,865
-800
857
$935K 0.01%
8,400
-100
858
$930K 0.01%
80,057
-400
859
$925K 0.01%
18,729
-100
860
$923K 0.01%
24,963
-100
861
$921K 0.01%
30,238
-100
862
$919K 0.01%
15,240
+900
863
$916K 0.01%
52,299
+2,900
864
$913K 0.01%
+9,500
865
$909K 0.01%
36,395
-200
866
$907K 0.01%
7,362
867
$903K 0.01%
29,398
-400
868
$900K 0.01%
12,756
-100
869
$899K 0.01%
21,013
+400
870
$891K 0.01%
37,868
-500
871
$891K 0.01%
53,349
+11,200
872
$884K 0.01%
10,098
-200
873
$876K 0.01%
22,497
+100
874
$873K 0.01%
5,400
875
$866K ﹤0.01%
11,503
-100
33 34
35
36 37