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
901
$795K ﹤0.01%
24,449
+900
902
$793K ﹤0.01%
12,956
-100
903
$789K ﹤0.01%
12,461
-100
904
$785K ﹤0.01%
5,009
-100
905
$777K ﹤0.01%
13,050
-100
906
$775K ﹤0.01%
12,950
-100
907
$760K ﹤0.01%
28,170
-100
908
$760K ﹤0.01%
12,661
-100
909
$753K ﹤0.01%
31,979
-1,200
910
$744K ﹤0.01%
10,572
-1,700
911
$743K ﹤0.01%
12,961
+200
912
$738K ﹤0.01%
27,900
+500
913
$738K ﹤0.01%
32,935
-200
914
$737K ﹤0.01%
33,500
-1,300
915
$736K ﹤0.01%
17,474
-100
916
$720K ﹤0.01%
15,013
-100
917
$718K ﹤0.01%
20,967
-100
918
$712K ﹤0.01%
14,209
-100
919
$710K ﹤0.01%
18,849
+4,000
920
$710K ﹤0.01%
30,544
-100
921
$707K ﹤0.01%
9,903
-200
922
$701K ﹤0.01%
16,687
-300
923
$694K ﹤0.01%
34,400
-6,200
924
$689K ﹤0.01%
54,588
-900
925
$685K ﹤0.01%
15,463
+1,100
35 36
37
38 39