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
201
$12.6M 0.07%
32,255
-200
202
$12.3M 0.07%
513,000
203
$12.1M 0.07%
350,000
204
$12M 0.07%
368,663
+200
205
$12M 0.07%
61,102
-271,100
206
$12M 0.07%
193,775
-4,200
207
$11.9M 0.07%
87,001
-600
208
$11.8M 0.07%
65,134
+100
209
$11.8M 0.07%
26,447
210
$11.8M 0.07%
53,534
-1,100
211
$11.7M 0.07%
100,089
+5,900
212
$11.5M 0.07%
38,323
213
$11.3M 0.06%
217,843
+12,500
214
$11.2M 0.06%
273,721
-70,000
215
$11.2M 0.06%
181,274
+100
216
$11.2M 0.06%
84,567
-300
217
$11M 0.06%
300,392
218
$10.9M 0.06%
+69,500
219
$10.9M 0.06%
200,626
-800
220
$10.9M 0.06%
103,421
-1,900
221
$10.8M 0.06%
71,554
-500
222
$10.8M 0.06%
187,291
-500
223
$10.8M 0.06%
207,509
-3,400
224
$10.6M 0.06%
74,852
-500
225
$10.6M 0.06%
259,605
-3,000
7 8
9
10 11