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
101
$33.5M 0.19%
39,898
+200
102
$33.3M 0.19%
182,819
+1,000
103
$32.7M 0.19%
296,042
-200
104
$32.2M 0.18%
250,024
-278,200
105
$32.1M 0.18%
163,748
-3,200
106
$31.3M 0.18%
147,182
-1,900
107
$30.4M 0.17%
138,371
+200
108
$30.3M 0.17%
114,295
109
$29.6M 0.17%
89,421
110
$29.1M 0.17%
482,056
-200
111
$28.4M 0.16%
442,442
-321
112
$27.5M 0.16%
376,940
-100
113
$27.2M 0.15%
185,708
-478
114
$26.4M 0.15%
137,476
-200
115
$24.5M 0.14%
10,304
116
$24.4M 0.14%
225,800
117
$24.2M 0.14%
193,044
-300
118
$23.9M 0.14%
71,289
-7,100
119
$23.8M 0.14%
63,910
-300
120
$23.6M 0.13%
68,290
-116,600
121
$23.3M 0.13%
327,763
+800
122
$23.1M 0.13%
31,816
-2,800
123
$22.8M 0.13%
136,424
+43,721
124
$22.8M 0.13%
336,198
-3,000
125
$22.5M 0.13%
495,124
-776,200
3 4
5
6 7