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
76
$36.4M 0.29%
232,457
-2,200
77
$36.3M 0.29%
557,078
+3,172
78
$35.9M 0.28%
500,900
+7,100
79
$34.6M 0.27%
210,228
+598
80
$34.5M 0.27%
759,144
-716,800
81
$34.3M 0.27%
400,938
+1,900
82
$32.7M 0.26%
116
83
$32.5M 0.26%
229,612
-2,100
84
$32M 0.25%
289,818
-161,100
85
$31.7M 0.25%
664,932
-74,500
86
$31.7M 0.25%
519,043
-232,500
87
$31.6M 0.25%
886,680
+400
88
$31.4M 0.25%
226,997
+136,500
89
$31.2M 0.25%
510,158
+431,700
90
$31.1M 0.25%
302,920
+220,500
91
$30.3M 0.24%
379,792
-2,300
92
$30.1M 0.24%
973,344
+874,600
93
$30M 0.24%
461,060
+424,500
94
$29.8M 0.24%
291,426
+265,500
95
$28.8M 0.23%
1,188,780
-20,000
96
$28.7M 0.23%
579,232
+387,800
97
$28.5M 0.22%
208,856
+6,800
98
$28.5M 0.22%
214,348
+169,200
99
$27.6M 0.22%
826,287
+553,600
100
$27.5M 0.22%
350,061
-391,530
2 3
4
5 6