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
876
$866K ﹤0.01%
16,793
-100
877
$861K ﹤0.01%
29,063
+1,200
878
$850K ﹤0.01%
13,407
879
$847K ﹤0.01%
81,290
+9,100
880
$841K ﹤0.01%
24,149
-100
881
$839K ﹤0.01%
8,756
+1,100
882
$839K ﹤0.01%
+34,600
883
$837K ﹤0.01%
5,988
884
$836K ﹤0.01%
24,701
885
$832K ﹤0.01%
4,929
886
$831K ﹤0.01%
42,094
-3,100
887
$830K ﹤0.01%
10,099
-100
888
$827K ﹤0.01%
3,071
+7
889
$821K ﹤0.01%
38,331
-200
890
$821K ﹤0.01%
19,329
+200
891
$814K ﹤0.01%
55,324
+900
892
$811K ﹤0.01%
27,244
+2,900
893
$810K ﹤0.01%
36,421
-200
894
$810K ﹤0.01%
29,300
895
$809K ﹤0.01%
19,539
+700
896
$809K ﹤0.01%
31,379
-1,100
897
$805K ﹤0.01%
20,996
+1,200
898
$802K ﹤0.01%
16,982
-300
899
$799K ﹤0.01%
8,920
900
$796K ﹤0.01%
10,698
-100
34 35
36
37 38