STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2017 Filing

Filed July 19, 2017

Portfolio Value

$13.2T

Holdings

948

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (948 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
3,767,310$542.6B4.10%
2
BRK/BBERKSHIRE HATHAWAY INC DEL
2,795,162$473.4B3.58%
3
JPMJPMORGAN CHASE CO
4,414,800$403.5B3.05%
4
SPYSPDR S P 500 ETF TR
1,462,650$353.7B2.67%
5
BACVERIZON COMMUNICATIONS INC
6,989,118$312.1B2.36%
6
WFCWELLS FARGO CO NEW
5,139,997$284.8B2.15%
7
METAFACEBOOK INC
1,507,316$227.6B1.72%
8
GILDGILEAD SCIENCES INC
3,158,901$223.6B1.69%
9
GOOGLALPHABET INC
239,238$222.4B1.68%
10
MSFTMICROSOFT CORP
3,209,717$221.2B1.67%
11
AFLAFLAC INC
2,817,182$218.8B1.65%
12
PGPROCTER AND GAMBLE CO
2,344,203$204.3B1.54%
13
HDHOME DEPOT INC
1,192,128$182.9B1.38%
14
VALIDUS HOLDINGS LTD
3,408,643$177.1B1.34%
15
AMZNAMAZON COM INC
171,202$165.7B1.25%
16
CVSCVS HEALTH CORP
2,013,440$162.0B1.22%
17
TWOTWO HBRS INVT CORP
15,604,284$154.6B1.17%
18
WTWWILLIS TOWERS WATSON PUB LTD
1,025,155$149.1B1.13%
19
JNJJOHNSON JOHNSON
1,077,464$142.5B1.08%
20
DISDISNEY WALT CO
1,255,253$133.4B1.01%
21
VVISA INC
1,329,744$124.7B0.94%
22
XOMEXXON MOBIL CORP
1,392,532$112.4B0.85%
23
ADBEADOBE SYS INC
754,853$106.8B0.81%
24
PFEPFIZER INC
3,076,826$103.4B0.78%
25
TATT INC
2,724,259$102.8B0.78%
26
SHWSHERWIN WILLIAMS CO
281,591$98.8B0.75%
27
ZTSZOETIS INC
1,561,292$97.4B0.74%
28
CMCSACOMCAST CORP NEW
2,369,222$92.2B0.70%
29
GEGENERAL ELECTRIC CO
3,413,060$92.2B0.70%
30
4I1PHILIP MORRIS INTL INC
777,365$91.3B0.69%
31
GOOGALPHABET INC
98,017$89.1B0.67%
32
BACBANK AMER CORP
3,270,635$79.3B0.60%
33
ORCLORACLE CORP
1,560,960$78.3B0.59%
34
CELGCELGENE CORP
583,652$75.8B0.57%
35
AXPAMERICAN EXPRESS CO
895,001$75.4B0.57%
36
INTCINTEL CORP
2,220,811$74.9B0.57%
37
MRKMERCK CO INC
1,122,449$71.9B0.54%
38
ABBVABBVIE INC
940,703$68.2B0.52%
39
HONHONEYWELL INTL INC
511,338$68.2B0.51%
40
CVXCHEVRON CORP NEW
622,668$65.0B0.49%
41
WMTWAL MART STORES INC
854,034$64.6B0.49%
42
UPSUNITED PARCEL SERVICE INC
563,386$62.3B0.47%
43
IJHISHARES TR
357,000$62.1B0.47%
44
USBUS BANCORP DEL
1,189,242$61.7B0.47%
45
TMOTHERMO FISHER SCIENTIFIC INC
347,831$60.7B0.46%
46
TRVCCITIGROUP INC
904,856$60.5B0.46%
47
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$60.2B0.45%
48
UTXZUNITED TECHNOLOGIES CORP
492,603$60.2B0.45%
49
UNHUNITEDHEALTH GROUP INC
316,713$58.7B0.44%
50
KOCOCA COLA CO
1,263,738$56.7B0.43%
51
MONSANTO CO NEW
476,263$56.4B0.43%
52
XLFSELECT SECTOR SPDR TR
2,267,600$55.9B0.42%
53
ARIAPOLLO COML REAL EST FIN INC
2,980,768$55.3B0.42%
54
PEPPEPSICO INC
469,429$54.2B0.41%
55
BKNGPRICELINE GRP INC
28,825$53.9B0.41%
56
TWXCHFTIME WARNER INC
534,527$53.7B0.41%
57
MAMASTERCARD INCORPORATED
434,628$52.8B0.40%
58
CSCOCISCO SYS INC
1,643,291$51.4B0.39%
59
CLCOLGATE PALMOLIVE CO
682,684$50.6B0.38%
60
QCOMQUALCOMM INC
886,471$49.0B0.37%
61
MOALTRIA GROUP INC
645,702$48.1B0.36%
62
GDGENERAL DYNAMICS CORP
240,427$47.6B0.36%
63
LMTLOCKHEED MARTIN CORP
163,918$45.5B0.34%
64
ALXNALEXION PHARMACEUTICALS INC
373,778$45.5B0.34%
65
SYKSTRYKER CORP
326,996$45.4B0.34%
66
BMYBRISTOL MYERS SQUIBB CO
808,117$45.0B0.34%
67
ILMNILLUMINA INC
256,960$44.6B0.34%
68
IBMINTERNATIONAL BUSINESS MACHS
288,987$44.5B0.34%
69
DHRDANAHER CORP DEL
523,967$44.2B0.33%
70
ABTABBOTT LABS
873,043$42.4B0.32%
71
AMGNAMGEN INC
241,894$41.7B0.31%
72
MCDMCDONALDS CORP
267,857$41.0B0.31%
73
MMM3M CO
196,376$40.9B0.31%
74
ACNACCENTURE PLC IRELAND
327,686$40.5B0.31%
75
MDTMEDTRONIC PLC
449,838$39.9B0.30%
76
EMREMERSON ELEC CO
663,123$39.5B0.30%
77
PPGPPG INDS INC
342,368$37.6B0.28%
78
TXNTEXAS INSTRS INC
488,718$37.6B0.28%
79
XYZSQUARE INC
1,590,000$37.3B0.28%
80
BABOEING CO
184,450$36.5B0.28%
81
REYNOLDS AMERICAN INC
557,114$36.2B0.27%
82
VLOVALERO ENERGY CORP NEW
514,176$34.7B0.26%
83
AGNCAGNC INVT CORP
1,609,500$34.3B0.26%
84
CBS CORP NEW
504,727$32.2B0.24%
85
AVGOBROADCOM LTD
131,878$30.7B0.23%
86
FSLRFIRST SOLAR INC
754,373$30.1B0.23%
87
SLBSCHLUMBERGER LTD
456,672$30.1B0.23%
88
ALLYALLY FINL INC
1,430,966$29.9B0.23%
89
DUKDUKE ENERGY CORP NEW
355,684$29.7B0.22%
90
BRK-BBERKSHIRE HATHAWAY INC DEL
116$29.5B0.22%
91
UNPUNION PAC CORP
265,412$28.9B0.22%
92
CLSCA INC
824,380$28.4B0.21%
93
NVDANVIDIA CORP
195,592$28.3B0.21%
94
8CWCROWN CASTLE INTL CORP NEW
282,074$28.3B0.21%
95
SBUXSTARBUCKS CORP
475,960$27.8B0.21%
96
ALLERGAN PLC
110,356$26.8B0.20%
97
GSGOLDMAN SACHS GROUP INC
120,350$26.7B0.20%
98
LLYLILLY ELI CO
319,138$26.3B0.20%
99
CHRWC H ROBINSON WORLDWIDE INC
377,629$25.9B0.20%
100
LAMRLAMAR ADVERTISING CO NEW
349,400$25.7B0.19%
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