SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+3.47%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11.1B
AUM Growth
+$11.1B
(-11%)
Cap. Flow
-$1.78B
Cap. Flow
% of AUM
-16.09%
Top 10 Holdings %
Top 10 Hldgs %
22.79%
Holding
963
New
13
Increased
19
Reduced
888
Closed
15
Top Buys
| 1 |
Annaly Capital Management
NLY
|
$45.7M |
| 2 |
AGNC Investment
AGNC
|
$37M |
| 3 |
Coherent
COHR
|
$29.2M |
| 4 |
EPAM Systems
EPAM
|
$23.5M |
| 5 |
IQVIA
IQV
|
$14.8M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$147M |
| 2 |
Apple
AAPL
|
$136M |
| 3 |
Everest Group
EG
|
$122M |
| 4 |
Ally Financial
ALLY
|
$98.6M |
| 5 |
iShares Core S&P Mid-Cap ETF
IJH
|
$50.2M |
Sector Composition
| 1 | Technology | 17.23% |
| 2 | Real Estate | 13.86% |
| 3 | Financials | 13.68% |
| 4 | Healthcare | 12.57% |
| 5 | Industrials | 9.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
AGNC Investment
AGNC
$10.2B
| $445M | 4.03% | 26,482,030 +2,200,000 | +9% | +$37M |
|
|
2
SPDR S&P 500 ETF Trust
SPY
$658B
| $342M | 3.1% | 1,168,279 -500,000 | -30% | -$147M |
|
3
Microsoft
MSFT
$3.77T
| $339M | 3.07% | 2,530,717 -86,500 | -3% | -$11.6M |
|
|
4
Annaly Capital Management
NLY
$13.6B
| $302M | 2.73% | 33,107,190 +5,000,000 | +18% | +$45.7M |
|
|
5
Apple
AAPL
$3.45T
| $234M | 2.12% | 1,182,691 -688,700 | -37% | -$136M |
|
6
Amazon
AMZN
$2.44T
| $233M | 2.1% | 122,802 -19,900 | -14% | -$37.7M |
|
7
JPMorgan Chase
JPM
$829B
| $166M | 1.5% | 1,485,885 -167,000 | -10% | -$18.7M |
|
8
Rithm Capital
RITM
$6.57B
| $156M | 1.41% | 10,154,734 | – | – |
|
9
Berkshire Hathaway Class B
BRK.B
$1.09T
| $152M | 1.37% | 711,999 -149,600 | -17% | -$31.9M |
|
|
TWO
10
Two Harbors Investment
TWO
$1.04B
| $151M | 1.36% | 11,882,142 | – | – |
|
11
Visa
V
$683B
| $146M | 1.32% | 839,144 -88,000 | -9% | -$15.3M |
|
12
Meta Platforms (Facebook)
META
$1.86T
| $135M | 1.22% | 698,974 -97,200 | -12% | -$18.8M |
|
13
Home Depot
HD
$405B
| $129M | 1.17% | 620,028 -142,100 | -19% | -$29.6M |
|
14
Walt Disney
DIS
$213B
| $116M | 1.05% | 833,991 -85,400 | -9% | -$11.9M |
|
15
Alphabet (Google) Class A
GOOGL
$2.57T
| $115M | 1.04% | 106,438 -14,600 | -12% | -$15.8M |
|
16
Verizon
VZ
$186B
| $111M | 1.01% | 1,949,115 -200,700 | -9% | -$11.5M |
|
|
ARI
17
Apollo Commercial Real Estate
ARI
$1.47B
| $109M | 0.98% | 5,919,968 | – | – |
|
18
Johnson & Johnson
JNJ
$427B
| $101M | 0.91% | 721,864 -131,800 | -15% | -$18.4M |
|
19
Intel
INTC
$107B
| $97.9M | 0.89% | 2,044,111 -224,100 | -10% | -$10.7M |
|
20
Wells Fargo
WFC
$263B
| $94.6M | 0.86% | 1,998,330 -211,500 | -10% | -$10M |
|
21
Thermo Fisher Scientific
TMO
$186B
| $93M | 0.84% | 316,831 -20,300 | -6% | -$5.96M |
|
22
Cisco
CSCO
$274B
| $89.9M | 0.81% | 1,642,491 -243,800 | -13% | -$13.3M |
|
23
Mastercard
MA
$538B
| $89.8M | 0.81% | 339,628 -45,000 | -12% | -$11.9M |
|
24
Procter & Gamble
PG
$368B
| $85M | 0.77% | 775,403 -120,400 | -13% | -$13.2M |
|
25
Honeywell
HON
$139B
| $83.9M | 0.76% | 480,800 -35,900 | -7% | -$6.27M |
|