SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $20.6B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+27.01%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$20.6B
AUM Growth
-$244M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
963
New
Increased
Reduced
Closed

Top Buys

1
+$130M
2
+$95.7M
3
+$52M
4
CRH icon
CRH
CRH
+$20.9M
5
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$16M

Top Sells

1
+$238M
2
+$55.6M
3
+$40.7M
4
SPOT icon
Spotify
SPOT
+$39.1M
5
MSFT icon
Microsoft
MSFT
+$31M

Sector Composition

1 Technology 33%
2 Financials 12.17%
3 Communication Services 10.58%
4 Consumer Discretionary 9.44%
5 Healthcare 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FOUR icon
851
Shift4
FOUR
$4.11B
$1.01M ﹤0.01%
16,000
ASB icon
852
Associated Banc-Corp
ASB
$5.26B
$996K ﹤0.01%
38,678
-200
MUR icon
853
Murphy Oil
MUR
$5.5B
$992K ﹤0.01%
31,747
-200
IRT icon
854
Independence Realty Trust
IRT
$3.67B
$986K ﹤0.01%
56,400
+800
BBWI icon
855
Bath & Body Works
BBWI
$4.1B
$978K ﹤0.01%
48,700
-1,700
TCBI icon
856
Texas Capital Bancshares
TCBI
$4.55B
$973K ﹤0.01%
10,752
-100
KRC icon
857
Kilroy Realty
KRC
$3.67B
$963K ﹤0.01%
25,765
-100
WHR icon
858
Whirlpool
WHR
$3.58B
$959K ﹤0.01%
13,300
NWS icon
859
News Corp Class B
NWS
$16.8B
$958K ﹤0.01%
32,345
-1,200
CNO icon
860
CNO Financial Group
CNO
$4.06B
$958K ﹤0.01%
22,551
-500
KNF icon
861
Knife River
KNF
$5.01B
$940K ﹤0.01%
13,355
-100
NWE icon
862
NorthWestern Energy
NWE
$4.29B
$938K ﹤0.01%
14,528
-100
DLB icon
863
Dolby
DLB
$6.17B
$931K ﹤0.01%
14,500
-100
AVT icon
864
Avnet
AVT
$6.16B
$923K ﹤0.01%
19,205
-800
FFIN icon
865
First Financial Bankshares
FFIN
$4.58B
$919K ﹤0.01%
30,763
-200
FHI icon
866
Federated Hermes
FHI
$4.33B
$910K ﹤0.01%
17,476
-100
MSM icon
867
MSC Industrial Direct
MSM
$5.35B
$905K ﹤0.01%
10,765
-100
GHC icon
868
Graham Holdings Company
GHC
$5B
$905K ﹤0.01%
824
EPR icon
869
EPR Properties
EPR
$4.26B
$898K ﹤0.01%
17,989
-100
FLG
870
Flagstar Bank National Association
FLG
$5.92B
$890K ﹤0.01%
70,695
-600
TREX icon
871
Trex
TREX
$4.4B
$888K ﹤0.01%
25,322
-200
HAE icon
872
Haemonetics
HAE
$2.84B
$888K ﹤0.01%
11,074
-400
MSTR icon
873
Strategy Inc
MSTR
$62.1B
$881K ﹤0.01%
+5,800
BHF icon
874
Brighthouse Financial
BHF
$3.55B
$873K ﹤0.01%
13,468
-100
VVV icon
875
Valvoline
VVV
$4.2B
$872K ﹤0.01%
30,015
-300
33 34
35
36 37