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
$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
1
$460M 3.64%
9,950,364
-322,000
2
$403M 3.19%
1,487,150
+64,500
3
$345M 2.72%
18,541,100
+4,435,300
4
$298M 2.35%
4,209,724
-700
5
$291M 2.29%
2,947,117
+7,800
6
$272M 2.15%
3,200,040
+18,000
7
$248M 1.96%
4,386,760
+12,000
8
$244M 1.93%
4,400,297
+6,000
9
$233M 1.84%
1,200,616
-46,300
10
$227M 1.8%
2,182,400
-2,300
11
$202M 1.59%
1,524,844
-53,900
12
$201M 1.59%
1,078,062
-14,300
13
$179M 1.42%
919,428
-44,400
14
$178M 1.41%
5,868,487
+2,448,873
15
$170M 1.34%
2,645,040
-304,800
16
$139M 1.1%
2,772,615
-134,419
17
$132M 1.05%
2,095,536
18
$125M 0.98%
1,463,292
-200
19
$116M 0.91%
1,179,701
-600
20
$114M 0.9%
941,664
-40,300
21
$108M 0.85%
5,919,968
+735,000
22
$104M 0.82%
1,253,532
+6,000
23
$102M 0.81%
2,052,911
+1,900
24
$100M 0.79%
1,798,340
+6,000
25
$98.9M 0.78%
3,762,933
1
2 3 4 5