SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Est. Return 23.66%
This Quarter Est. Return
1 Year Est. Return
+23.66%
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
1
$2.02B 11.5%
4,711,440
+3,405,200
2
$702M 3.99%
2,491,525
-264,200
3
$672M 3.82%
4,752,154
-748,400
4
$482M 2.74%
3,626,900
+368,600
5
$460M 2.61%
2,798,540
+22,000
6
$335M 1.9%
2,913,300
7
$318M 1.81%
5,366,543
+1,405,700
8
$296M 1.68%
2,213,580
9
$294M 1.67%
14,399,441
+4,014,235
10
$289M 1.64%
1,645,540
+910,050
11
$269M 1.53%
3,902,800
12
$256M 1.46%
754,257
-3,800
13
$192M 1.09%
1,437,220
-16,000
14
$191M 1.09%
3,539,535
+738,800
15
$183M 1.04%
1,814,700
+1,712,200
16
$178M 1.01%
1,354,098
+1,269,248
17
$175M 0.99%
8,424,840
-6,000
18
$158M 0.9%
611,100
+30,000
19
$154M 0.88%
567,492
+95,700
20
$154M 0.87%
1,182,935
-500,100
21
$142M 0.81%
637,449
+66,200
22
$138M 0.78%
530,020
-300
23
$133M 0.76%
3,115,908
-200
24
$127M 0.72%
220,899
-600
25
$126M 0.72%
323,615
+9,500
1
2 3 4 5