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
126
$22.5M 0.13%
427,062
+43,600
127
$22.3M 0.13%
1,218,930
128
$22M 0.13%
110,054
-700
129
$21.1M 0.12%
1,600,000
130
$21.1M 0.12%
369,850
-1,000
131
$20.9M 0.12%
106,747
-100
132
$20.4M 0.12%
351,003
-2,100
133
$20.1M 0.11%
338,799
-2,000
134
$20M 0.11%
164,433
-800
135
$20M 0.11%
302,945
-200
136
$19.7M 0.11%
335,126
-3,000
137
$19.3M 0.11%
127,236
-600
138
$19.1M 0.11%
110,139
-2,900
139
$19.1M 0.11%
117,904
-1,500
140
$18.9M 0.11%
193,170
-200
141
$18.8M 0.11%
147,300
142
$18.8M 0.11%
108,507
-100
143
$18.3M 0.1%
134,500
+26,500
144
$18.2M 0.1%
160,943
+300
145
$18.2M 0.1%
90,874
-900
146
$18.1M 0.1%
64,547
+700
147
$18M 0.1%
62,924
148
$17.9M 0.1%
1,320,000
149
$17.9M 0.1%
1,930,000
150
$17.8M 0.1%
22,490
4 5
6
7 8