SOMRS
State of Michigan Retirement System Portfolio holdings
AUM
$19.3B
This Quarter Return
+1.57%
1 Year Return
+23.66%
3 Year Return
+100.94%
5 Year Return
+169.82%
10 Year Return
+358.76%
AUM
$11B
AUM Growth
+$11B
(-0.13%)
Cap. Flow
-$86.6M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
21.24%
Holding
972
New
24
Increased
350
Reduced
511
Closed
28
Top Buys
| 1 |
Exelon
EXC
|
$72.5M |
| 2 |
WEX
WEX
|
$24.1M |
| 3 |
Keysight
KEYS
|
$23.3M |
| 4 |
BlackRock TCP Capital
TCPC
|
$20.7M |
| 5 |
Global Payments
GPN
|
$15.3M |
Top Sells
| 1 |
Annaly Capital Management
NLY
|
$123M |
| 2 |
AGNC Investment
AGNC
|
$54.7M |
| 3 |
RHT
Red Hat Inc
RHT
|
$36.5M |
| 4 |
Rithm Capital
RITM
|
$27.4M |
| 5 |
SS&C Technologies
SSNC
|
$25.1M |
Sector Composition
| 1 | Technology | 17.67% |
| 2 | Financials | 14.13% |
| 3 | Healthcare | 12.59% |
| 4 | Real Estate | 11.88% |
| 5 | Industrials | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
AGNC Investment
AGNC
$10.2B
| $371M | 3.36% | 23,082,030 -3,400,000 | -13% | -$54.7M |
|
2
Microsoft
MSFT
$3.77T
| $359M | 3.25% | 2,579,717 +49,000 | +2% | +$6.81M |
|
3
SPDR S&P 500 ETF Trust
SPY
$658B
| $347M | 3.14% | 1,168,279 | – | – |
|
4
Apple
AAPL
$3.45T
| $259M | 2.35% | 1,157,491 -25,200 | -2% | -$5.64M |
|
5
Amazon
AMZN
$2.44T
| $227M | 2.06% | 130,902 +8,100 | +7% | +$14.1M |
|
6
JPMorgan Chase
JPM
$829B
| $174M | 1.58% | 1,477,985 -7,900 | -0.5% | -$930K |
|
|
7
Annaly Capital Management
NLY
$13.6B
| $168M | 1.52% | 19,100,000 -14,007,190 | -42% | -$123M |
|
8
Berkshire Hathaway Class B
BRK.B
$1.09T
| $150M | 1.36% | 719,299 +7,300 | +1% | +$1.52M |
|
|
TWO
9
Two Harbors Investment
TWO
$1.04B
| $146M | 1.32% | 11,131,542 -750,600 | -6% | -$9.86M |
|
10
Visa
V
$683B
| $144M | 1.31% | 837,944 -1,200 | -0.1% | -$206K |
|
11
Home Depot
HD
$405B
| $144M | 1.3% | 619,928 -100 | -0% | -$23.2K |
|
|
12
Rithm Capital
RITM
$6.57B
| $132M | 1.19% | 8,404,734 -1,750,000 | -17% | -$27.4M |
|
13
Alphabet (Google) Class A
GOOGL
$2.57T
| $130M | 1.18% | 106,838 +400 | +0.4% | +$488K |
|
14
Meta Platforms (Facebook)
META
$1.86T
| $127M | 1.15% | 710,374 +11,400 | +2% | +$2.03M |
|
15
Verizon
VZ
$186B
| $118M | 1.07% | 1,953,415 +4,300 | +0.2% | +$260K |
|
16
Walt Disney
DIS
$213B
| $111M | 1% | 849,191 +15,200 | +2% | +$1.98M |
|
17
Intel
INTC
$107B
| $105M | 0.95% | 2,037,311 -6,800 | -0.3% | -$350K |
|
|
ARI
18
Apollo Commercial Real Estate
ARI
$1.47B
| $105M | 0.95% | 5,459,968 -460,000 | -8% | -$8.82M |
|
19
Wells Fargo
WFC
$263B
| $101M | 0.91% | 1,993,830 -4,500 | -0.2% | -$227K |
|
20
Stryker
SYK
$150B
| $97.9M | 0.89% | 452,596 +46,000 | +11% | +$9.95M |
|
21
Procter & Gamble
PG
$368B
| $96.6M | 0.87% | 776,603 +1,200 | +0.2% | +$149K |
|
22
Thermo Fisher Scientific
TMO
$186B
| $96.1M | 0.87% | 329,931 +13,100 | +4% | +$3.82M |
|
23
Johnson & Johnson
JNJ
$427B
| $93.2M | 0.84% | 720,664 -1,200 | -0.2% | -$155K |
|
24
Mastercard
MA
$538B
| $92.1M | 0.83% | 339,128 -500 | -0.1% | -$136K |
|
|
25
Alphabet (Google) Class C
GOOG
$2.58T
| $88.5M | 0.8% | 72,617 -800 | -1% | -$975K |
|