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SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $22.6B
1-Year Est. Return 40.24%
This Fund
S&P 500
This Quarter Est. Return
+3.9%
1 Year Est. Return
+40.24%
3 Year Est. Return
+127.54%
5 Year Est. Return
+152.65%
10 Year Est. Return
+534.6%
AUM
$12.7B
AUM Growth
+$242M
Cap. Flow
-$121M
Cap. Flow %
-0.96%
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23

Top Buys

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$83.8M
2
EXC icon
Exelon
EXC
+$70.1M
3
ORCL icon
Oracle
ORCL
+$29.3M
4
AVY icon
Avery Dennison
AVY
+$28.1M
5
NLSN
Nielsen Holdings plc
NLSN
+$27.4M

Top Sells

Rank Stock Value
1
AFL icon
Aflac
AFL
+$146M
2
MON
Monsanto Co
MON
+$61.8M
3
XYZ
Block Inc
XYZ
+$58.9M
4
VLO icon
Valero Energy
VLO
+$41.2M
5
TWX
Time Warner Inc
TWX
+$39.4M

Sector Composition

Rank Sector Weight
1 Financials 16.69%
2 Technology 15.7%
3 Healthcare 15.25%
4 Consumer Discretionary 9.01%
5 Communication Services 8.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MNK
926
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$571K ﹤0.01%
30,600
-900
-3% -$14.3K
SPN
927
DELISTED
Superior Energy Services, Inc.
SPN
$547K ﹤0.01%
5,620
– –
DNOW icon
928
DNOW Inc
DNOW
$2.99B
$516K ﹤0.01%
38,727
– –
WKC icon
929
World Kinect Corp
WKC
$1.86B
$506K ﹤0.01%
24,800
+100
+0.4% +$2.32K
GEF icon
930
Greif
GEF
$5.04B
$502K ﹤0.01%
9,500
+100
+1% +$5.75K
ROKU icon
931
Roku
ROKU
$22.7B
$497K ﹤0.01%
11,650
-92,771
-89% -$3.38M
DO
932
DELISTED
Diamond Offshore Drilling
DO
$496K ﹤0.01%
23,800
+300
+1% +$5.58K
CLDR
933
DELISTED
Cloudera, Inc.
CLDR
$490K ﹤0.01%
+35,908
New +$548K
PZZA icon
934
Papa John's
PZZA
$806M
$441K ﹤0.01%
8,700
-200
-2% -$11.2K
ISCA
935
DELISTED
International Speedway Corp
ISCA
$400K ﹤0.01%
8,950
– –
TR icon
936
Tootsie Roll Industries
TR
$2.98B
$219K ﹤0.01%
8,979
– –
AUPH icon
937
Aurinia Pharmaceuticals
AUPH
$2.11B
– –
-22,500
Closed -$117K
AVNS
938
DELISTED
Avanos Medical
AVNS
– –
-17,120
Closed -$789K
DDD icon
939
3D Systems Corp
DDD
$613M
– –
-40,900
Closed -$474K
GME icon
940
GameStop
GME
$8.6B
– –
-147,600
Closed -$466K
KDP icon
941
Keurig Dr Pepper
KDP
$40.8B
– –
-52,936
Closed -$6.27M
KN icon
942
Knowles
KN
$3.34B
– –
-32,111
Closed -$404K
NTNX icon
943
Nutanix
NTNX
$16.9B
– –
-141,290
Closed -$6.94M
ODP
944
DELISTED
ODP
ODP
– –
-18,510
Closed -$398K
OZK icon
945
Bank OZK
OZK
$5.61B
– –
-44,300
Closed -$2.14M
DBD
946
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-27,130
Closed -$418K
ENDP
947
DELISTED
Endo International plc
ENDP
– –
-73,300
Closed -$435K
CTB
948
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-18,500
Closed -$542K
SGYP
949
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-45,000
Closed -$82K
TWX
950
DELISTED
Time Warner Inc
TWX
– –
-416,427
Closed -$39.4M
35 36 37
38
39

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FAM
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BA
Bridgewater Associates Westport, Connecticut $22.4B AUM 34.48% 1-Year Est. Return
Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return
AM
AGF Management Toronto, Ontario, Canada $22.3B AUM 46.42% 1-Year Est. Return
Capital Fund Management (CFM)
Capital Fund Management (CFM) Paris, France $22.1B AUM 20.49% 1-Year Est. Return
CAM
Cresset Asset Management Chicago, Illinois $23.1B AUM 27.04% 1-Year Est. Return
Luther King Capital Management (LKCM)
Luther King Capital Management (LKCM) Fort Worth, Texas $23.1B AUM 21.31% 1-Year Est. Return
DSA
Davis Selected Advisers Tucson, Arizona $21.8B AUM 23.45% 1-Year Est. Return

State of Michigan Retirement System's Q2 2018 Portfolio in Review

As of Q2 2018, State of Michigan Retirement System held 959 positions worth $12.7B, up 1.9% from $12.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Trading was light in Q2 2018: portfolio turnover was 4.4%. State of Michigan Retirement System opened 19 new positions and exited 23, leaving the 959-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q2 2018 buy was Rithm Capital: 670,000 shares worth $11.7M.
  • State of Michigan Retirement System added most to AGNC Investment in Q2 2018, an estimated $83.8M increase.
  • State of Michigan Retirement System's biggest Q2 2018 reduction was Aflac, cutting an estimated $146M.
  • State of Michigan Retirement System fully exited Monsanto Co in Q2 2018, selling an estimated $61.8M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $12.7B portfolio in Q2 2018.
  • State of Michigan Retirement System opened 19 new positions and closed 23 in Q2 2018.
  • State of Michigan Retirement System's portfolio value rose 1.9% quarter-over-quarter to $12.7B.

Based on State of Michigan Retirement System's 13F filing for Q2 2018, filed 8 Aug 2018.