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
151
$17.7M 0.1%
73,899
-1,025
152
$17.5M 0.1%
58,201
-100
153
$17.4M 0.1%
90,189
-100
154
$17.1M 0.1%
426,983
155
$16.8M 0.1%
566,069
-5,200
156
$16.8M 0.1%
155,158
-100
157
$16.5M 0.09%
27,292
+100
158
$16.5M 0.09%
265,882
-200
159
$16.5M 0.09%
1,163,253
-400
160
$16.4M 0.09%
+51,885
161
$16.4M 0.09%
57,403
-135,200
162
$16.3M 0.09%
110,250
163
$16.2M 0.09%
141,410
-100
164
$16.1M 0.09%
77,843
-300
165
$16M 0.09%
211,836
-800
166
$15.9M 0.09%
142,600
167
$15.7M 0.09%
203,442
-100
168
$15.7M 0.09%
123,528
-8,100
169
$15.7M 0.09%
105,100
-100
170
$15.5M 0.09%
357,565
+400
171
$15.1M 0.09%
166,975
-100
172
$15M 0.09%
61,882
-4,200
173
$15M 0.09%
697,503
174
$15M 0.09%
37,916
+206
175
$14.8M 0.08%
62,011
-900
5 6
7
8 9