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
$12.7B
AUM Growth
+$242M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
959
New
Increased
Reduced
Closed

Top Buys

1
+$82.5M
2
+$74.4M
3
+$29.4M
4
ORCL icon
Oracle
ORCL
+$28M
5
RHI icon
Robert Half
RHI
+$27.6M

Top Sells

1
+$140M
2
+$66M
3
+$61.8M
4
VLO icon
Valero Energy
VLO
+$40.7M
5
TWX
Time Warner Inc
TWX
+$39.4M

Sector Composition

1 Financials 16.69%
2 Technology 15.71%
3 Healthcare 15.25%
4 Consumer Discretionary 9.01%
5 Communication Services 8.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
926
$571K ﹤0.01%
30,600
-900
927
$547K ﹤0.01%
56,200
928
$516K ﹤0.01%
38,727
929
$506K ﹤0.01%
24,800
+100
930
$502K ﹤0.01%
9,500
+100
931
$497K ﹤0.01%
11,650
-92,771
932
$496K ﹤0.01%
23,800
+300
933
$490K ﹤0.01%
+35,908
934
$441K ﹤0.01%
8,700
-200
935
$400K ﹤0.01%
8,950
936
$219K ﹤0.01%
8,717
937
– –
-22,500
938
– –
-17,120
939
– –
-40,900
940
– –
-147,600
941
– –
-52,936
942
– –
-32,111
943
– –
-141,290
944
– –
-18,510
945
– –
-44,300
946
– –
-27,130
947
– –
-73,300
948
– –
-18,500
949
– –
-45,000
950
– –
-416,427
35 36 37
38
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