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
$12.4B
AUM Growth
-$256M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
956
New
Increased
Reduced
Closed

Top Buys

1
+$113M
2
+$85.1M
3
+$84.2M
4
XYZ
Block Inc
XYZ
+$56.4M
5
MTGE
MTGE Investment Corp. Common Stock
MTGE
+$39.4M

Top Sells

1
+$259M
2
+$179M
3
+$141M
4
PG icon
Procter & Gamble
PG
+$86.8M
5
AFL icon
Aflac
AFL
+$31.9M

Sector Composition

1 Financials 18.14%
2 Technology 16.41%
3 Healthcare 14.86%
4 Communication Services 8.71%
5 Consumer Discretionary 8.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
926
$474K ﹤0.01%
40,900
927
$474K ﹤0.01%
56,200
+1,200
928
$466K ﹤0.01%
147,600
+2,000
929
$456K ﹤0.01%
31,500
-2,600
930
$445K ﹤0.01%
7,413
931
$435K ﹤0.01%
73,300
+1,100
932
$418K ﹤0.01%
27,130
933
$404K ﹤0.01%
32,111
934
$398K ﹤0.01%
18,510
935
$396K ﹤0.01%
38,727
936
$395K ﹤0.01%
8,950
+200
937
$345K ﹤0.01%
23,500
+300
938
$209K ﹤0.01%
8,717
-1
939
$117K ﹤0.01%
22,500
940
$82K ﹤0.01%
45,000
941
– –
-59,711
942
– –
-38,882
943
– –
-22,000
944
– –
-15,803
945
– –
-300,000
946
– –
-42,639
947
– –
-126,155
948
– –
-32,750
949
– –
-2,998,643
950
– –
-60,877
35 36 37
38
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