SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.6B
1-Year Est. Return 26.99%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+26.99%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$19.3B
AUM Growth
+$1.98B
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
951
New
Increased
Reduced
Closed

Top Buys

1
+$31.3M
2
+$28.6M
3
+$26.1M
4
VZ icon
Verizon
VZ
+$20.6M
5
COF icon
Capital One
COF
+$13.5M

Top Sells

1
+$66.9M
2
+$59.1M
3
+$36.9M
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$19.4M
5
DFS
Discover Financial Services
DFS
+$11.6M

Sector Composition

1 Technology 31.42%
2 Financials 12%
3 Consumer Discretionary 9.92%
4 Communication Services 9.88%
5 Healthcare 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1
$1.33B 6.9%
8,440,160
-5,400
2
$1.12B 5.82%
2,258,967
+1,100
3
$899M 4.66%
4,383,099
-32,500
4
$751M 3.89%
1,215,240
+45,700
5
$689M 3.57%
3,142,020
+10,400
6
$638M 3.31%
864,814
-6,400
7
$527M 2.73%
1,911,560
+7,000
8
$354M 1.84%
2,011,280
-100
9
$290M 1.5%
1,206,090
-89,000
10
$285M 1.48%
1,608,660
+60,500
11
$268M 1.39%
925,631
+24,100
12
$242M 1.25%
761,957
+2,800
13
$238M 1.23%
2,172,400
14
$229M 1.19%
1,712,490
15
$213M 1.1%
600,023
+6,100
16
$207M 1.07%
265,504
+1,700
17
$174M 0.9%
175,569
+300
18
$168M 0.87%
346,529
+1,200
19
$142M 0.73%
252,081
-3,700
20
$128M 0.66%
938,400
+12,300
21
$126M 0.65%
1,171,918
-9,000
22
$122M 0.63%
857,600
+54,560
23
$121M 0.63%
330,284
+30,800
24
$116M 0.6%
76,292
+100
25
$115M 0.59%
1,174,820
-2,000
1
2 3 4 5