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 9.45%
5 Consumer Discretionary 8.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
176
$14.8M 0.08%
203,023
+300
177
$14.5M 0.08%
97,274
-400
178
$14.5M 0.08%
66,187
+400
179
$14.3M 0.08%
+1,045,000
180
$14.2M 0.08%
39,533
+200
181
$14.1M 0.08%
150,104
-700
182
$14M 0.08%
22,454
-100
183
$13.8M 0.08%
70,200
-2,700
184
$13.7M 0.08%
60,931
185
$13.7M 0.08%
365,417
-365,000
186
$13.6M 0.08%
86,263
-500
187
$13.3M 0.08%
39,693
-100
188
$13.3M 0.08%
97,008
-400
189
$13M 0.07%
62,495
190
$13M 0.07%
377,821
-280
191
$12.9M 0.07%
190,085
-1,400
192
$12.9M 0.07%
+77,000
193
$12.7M 0.07%
42,900
194
$12.7M 0.07%
158,724
-100
195
$12.7M 0.07%
182,742
+500
196
$12.7M 0.07%
64,638
-100
197
$12.6M 0.07%
132,204
198
$12.6M 0.07%
229,696
-1,000
199
$12.6M 0.07%
59,308
-100
200
$12.6M 0.07%
155,252
6 7
8
9 10