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
926
$668K ﹤0.01%
33,226
-200
927
$666K ﹤0.01%
14,035
-100
928
$664K ﹤0.01%
28,643
-1,100
929
$659K ﹤0.01%
83,800
+12,400
930
$657K ﹤0.01%
6,962
-100
931
$653K ﹤0.01%
11,214
-100
932
$651K ﹤0.01%
21,591
-300
933
$644K ﹤0.01%
17,297
-400
934
$636K ﹤0.01%
+31,394
935
$634K ﹤0.01%
11,277
-100
936
$626K ﹤0.01%
25,100
-2,000
937
$624K ﹤0.01%
40,820
-200
938
$614K ﹤0.01%
15,736
+1,100
939
$601K ﹤0.01%
12,000
+500
940
$600K ﹤0.01%
28,537
-1,300
941
$599K ﹤0.01%
1,768
-100
942
$588K ﹤0.01%
8,415
-100
943
$585K ﹤0.01%
17,052
-1,200
944
$580K ﹤0.01%
984
945
$569K ﹤0.01%
20,927
+500
946
$569K ﹤0.01%
10,893
-100
947
$565K ﹤0.01%
35,385
+3,700
948
$555K ﹤0.01%
13,329
-700
949
$551K ﹤0.01%
7,741
950
$550K ﹤0.01%
8,541
36 37
38
39 40