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
76
$47.9M 0.27%
207,194
-700
77
$47.7M 0.27%
116
78
$46.3M 0.26%
240,629
-300
79
$45.2M 0.26%
187,563
80
$43.2M 0.25%
222,442
-300
81
$42.3M 0.24%
337,437
-800
82
$41.4M 0.24%
709,625
-500
83
$41.1M 0.23%
145,183
-500
84
$39.9M 0.23%
112,448
+3,600
85
$38.7M 0.22%
492,560
-500
86
$38.4M 0.22%
547,014
-10,700
87
$38M 0.22%
129,664
-1,100
88
$37.1M 0.21%
391,351
-411,000
89
$36.8M 0.21%
173,325
-1,300
90
$36.5M 0.21%
283,274
-284,300
91
$36.3M 0.21%
230,206
-100
92
$36M 0.21%
413,628
-43,000
93
$36M 0.2%
177,473
-175,700
94
$35.7M 0.2%
366,522
-667,000
95
$35.4M 0.2%
138,285
+14,900
96
$34.5M 0.2%
401,042
-2,200
97
$34.3M 0.2%
258,177
+419
98
$33.9M 0.19%
+88,200
99
$33.8M 0.19%
147,543
-100
100
$33.7M 0.19%
89,183
-141,900
2 3
4
5 6