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
$13.7B
AUM Growth
+$1.01B
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
956
New
Increased
Reduced
Closed

Top Buys

1
+$282M
2
+$183M
3
+$73.5M
4
TWO
Two Harbors Investment
TWO
+$47.3M
5
RITM icon
Rithm Capital
RITM
+$43.2M

Top Sells

1
+$136M
2
+$123M
3
+$96.1M
4
CVS icon
CVS Health
CVS
+$95.1M
5
JPM icon
JPMorgan Chase
JPM
+$73.5M

Sector Composition

1 Technology 16.53%
2 Financials 15.53%
3 Healthcare 14.69%
4 Real Estate 10.27%
5 Consumer Discretionary 9.1%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
926
$560K ﹤0.01%
18,700
+100
927
$557K ﹤0.01%
57,200
+1,000
928
$542K ﹤0.01%
7,100
-200
929
$516K ﹤0.01%
20,300
+600
930
$515K ﹤0.01%
9,600
+100
931
$502K ﹤0.01%
10,000
-3,500
932
$501K ﹤0.01%
36,844
+800
933
$492K ﹤0.01%
69,500
+400
934
$478K ﹤0.01%
23,900
+100
935
$452K ﹤0.01%
34,800
+200
936
$426K ﹤0.01%
8,300
-400
937
$396K ﹤0.01%
9,050
+100
938
$342K ﹤0.01%
+24,039
939
$203K ﹤0.01%
+3,543
940
$201K ﹤0.01%
8,471
-246
941
– –
-294,320
942
– –
-73,854
943
– –
-28,400
944
– –
-11,650
945
– –
-1,353,331
946
– –
-61,523
947
– –
-10,986,671
948
– –
-27,900
949
– –
-38,900
950
– –
-40,800
35 36 37
38
39