SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $19.3B
1-Year Est. Return 23.66%
This Quarter Est. Return
1 Year Est. Return
+23.66%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$13.1B
AUM Growth
+$1.68B
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
970
New
Increased
Reduced
Closed

Top Buys

1
+$217M
2
+$155M
3
+$151M
4
IBM icon
IBM
IBM
+$78.6M
5
AZO icon
AutoZone
AZO
+$77.1M

Top Sells

1
+$184M
2
+$61.2M
3
+$57.9M
4
AIG icon
American International
AIG
+$51.1M
5
JNJ icon
Johnson & Johnson
JNJ
+$27.2M

Sector Composition

1 Financials 16.68%
2 Healthcare 13.73%
3 Technology 12.26%
4 Consumer Discretionary 8.93%
5 Consumer Staples 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1
$648M 4.95%
3,510,550
+1,175,000
2
$450M 3.44%
22,437,492
-2,889,600
3
$371M 2.84%
13,296,332
-68,255
4
$370M 2.82%
4,034,694
-296,700
5
$317M 2.42%
9,069,932
+4,427,000
6
$268M 2.04%
17,183,034
-13,006
7
$204M 1.55%
10,417,405
+7,748,854
8
$201M 1.53%
1,984,864
+182,900
9
$199M 1.52%
1,121,055
+331,500
10
$176M 1.34%
2,119,988
-3,800
11
$170M 1.3%
946,353
+438,379
12
$165M 1.26%
3,624,834
-600
13
$150M 1.14%
1,718,145
+83,900
14
$142M 1.09%
1,060,592
+5,529
15
$142M 1.09%
3,797,769
+66,500
16
$141M 1.08%
1,848,425
-11,400
17
$139M 1.06%
2,901,318
-2,620
18
$139M 1.06%
1,109,274
+105,200
19
$136M 1.04%
1,813,412
+800
20
$133M 1.02%
2,326,815
-414,498
21
$132M 1.01%
1,783,795
-11,000
22
$123M 0.94%
1,513,512
+5,700
23
$112M 0.85%
3,848,418
+67,246
24
$111M 0.85%
5,575,000
+4,000
25
$110M 0.84%
230,872
+161,400
1
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