SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.6B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+27.01%
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
+$119M
2
+$85.4M
3
+$81.7M
4
XYZ
Block Inc
XYZ
+$52.6M
5
MTGE
MTGE Investment Corp. Common Stock
MTGE
+$38.9M

Top Sells

1
+$266M
2
+$189M
3
+$141M
4
PG icon
Procter & Gamble
PG
+$91.3M
5
CELG
Celgene Corp
CELG
+$32.3M

Sector Composition

1 Financials 18.14%
2 Technology 16.4%
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%
5,620
+120
927
$474K ﹤0.01%
40,900
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%
8,979
939
$117K ﹤0.01%
22,500
940
$82K ﹤0.01%
45,000
941
– –
-15,803
942
– –
-28,123
943
– –
-38,882
944
– –
-59,711
945
– –
-22,000
946
– –
-300,000
947
– –
-42,639
948
– –
-126,155
949
– –
-32,750
950
– –
-2,998,643
35 36 37
38
39