STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2017 Filing

Filed July 19, 2017

Portfolio Value

$13.2B

Holdings

948

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (948 positions)

#StockSharesValue% PortfolioType
101
NKENIKE INC
435,492$25.7B194.12%
102
BOFI HLDG INC
1,061,487$25.2B190.22%
103
ELLINGTON FINANCIAL LLC
1,544,778$25.0B189.19%
104
KMIKINDER MORGAN INC DEL
1,298,806$24.9B188.01%
105
CHTRCHARTER COMMUNICATIONS INC N
70,900$23.9B180.44%
106
DOW CHEM CO
369,377$23.3B176.01%
107
HEHAWAIIAN ELEC INDUSTRIES
719,471$23.3B176.00%
108
COSTCOSTCO WHSL CORP NEW
144,136$23.1B174.16%
109
DU PONT E I DE NEMOURS CO
284,915$23.0B173.73%
110
LOWLOWES COS INC
294,725$22.9B172.63%
111
CBCHUBB LIMITED
153,477$22.3B168.57%
112
WBAWALGREENS BOOTS ALLIANCE INC
280,661$22.0B166.05%
113
NEENEXTERA ENERGY INC
153,873$21.6B162.90%
114
MDLZMONDELEZ INTL INC
498,656$21.5B162.71%
115
NFLXNETFLIX INC
141,634$21.2B159.88%
116
TC PIPELINES LP
382,500$21.0B158.94%
117
COACH INC
442,347$20.9B158.21%
118
DWDMORGAN STANLEY
468,155$20.9B157.61%
119
CATCATERPILLAR INC DEL
193,666$20.8B157.23%
120
ABMDEURABIOMED INC
141,800$20.3B153.52%
121
PNCPNC FINL SVCS GROUP
159,076$19.9B150.07%
122
WPCW P CAREY INC
299,202$19.8B149.21%
123
PYPLPAYPAL HLDGS INC
367,134$19.7B148.87%
124
METMETLIFE INC
355,085$19.5B147.38%
125
MCOMOODYS CORP
159,015$19.3B146.18%
126
BIIBBIOGEN INC
70,177$19.0B143.87%
127
CRMSALESFORCE COM INC
219,756$19.0B143.78%
128
AMTAMERICAN TOWER CORP NEW
139,726$18.5B139.69%
129
AIGAMERICAN INTL GROUP INC
289,052$18.1B136.54%
130
COPCONOCOPHILLIPS
406,555$17.9B135.02%
131
XLISELECT SECTOR SPDR TR
261,100$17.8B134.36%
132
FDXFEDEX CORP
80,812$17.6B132.69%
133
BKBANK NEW YORK MELLON CORP
341,748$17.4B131.73%
134
GSKGLAXOSMITHKLINE PLC
404,000$17.4B131.61%
135
SCHWSCHWAB CHARLES CORP NEW
399,937$17.2B129.80%
136
EOGEOG RES INC
189,728$17.2B129.75%
137
BLKCHFBLACKROCK INC
39,880$16.8B127.27%
138
KHCKRAFT HEINZ CO
196,046$16.8B126.84%
139
SPGSIMON PPTY GROUP INC NEW
102,598$16.6B125.38%
140
AETNA INC NEW
109,034$16.6B125.07%
141
CSXCSX CORP
303,231$16.5B124.99%
142
ADPAUTOMATIC DATA PROCESSING IN
159,931$16.4B123.81%
143
ELVANTHEM INC
87,044$16.4B123.72%
144
BRIDGEPOINT ED INC
1,109,000$16.4B123.67%
145
DDOMINION ENERGY INC
206,749$15.8B119.70%
146
GMGENERAL MTRS CO
451,320$15.8B119.11%
147
SOSOUTHERN CO
326,830$15.6B118.23%
148
RTN1USDRAYTHEON CO
95,636$15.4B116.67%
149
TJXTJX COS INC NEW
211,390$15.3B115.26%
150
PRUPRUDENTIAL FINL INC
141,032$15.3B115.22%
151
KMBKIMBERLY CLARK CORP
116,646$15.1B113.78%
152
OXYOCCIDENTAL PETE CORP DEL
251,256$15.0B113.65%
153
VECTREN CORP
256,860$15.0B113.41%
154
NOCNORTHROP GRUMMAN CORP
57,417$14.7B111.36%
155
ITWILLINOIS TOOL WKS INC
102,197$14.6B110.61%
156
AMATAPPLIED MATLS INC
353,209$14.6B110.24%
157
FFORD MTR CO DEL
1,285,390$14.4B108.67%
158
CICIGNA CORP
84,128$14.1B106.39%
159
CMECME GROUP INC
111,677$14.0B105.67%
160
CITIGROUP INC
89,144,993$13.4B101.03%
161
JCIJOHNSON CTLS INTL PLC
308,287$13.4B100.99%
162
MRSHMARSH MCLENNAN COS INC
169,401$13.2B99.78%
163
ATVIEURACTIVISION BLIZZARD INC
227,844$13.1B99.10%
164
COFCAPITAL ONE FINL CORP
158,748$13.1B99.09%
165
EPDENTERPRISE PRODS PARTNERS L
483,000$13.1B98.82%
166
DALDELTA AIR LINES INC DEL
241,932$13.0B98.22%
167
AJXGREAT AJAX CORP
930,000$13.0B98.22%
168
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
193,554$12.9B97.10%
169
ICEINTERCONTINENTAL EXCHANGE IN
194,600$12.8B96.92%
170
BSXBOSTON SCIENTIFIC CORP
450,096$12.5B94.26%
171
EXPRESS SCRIPTS HLDG CO
195,092$12.5B94.10%
172
PXGBXPRAXAIR INC
93,945$12.5B94.08%
173
VEAVANGUARD TAX MANAGED INTL FD
300,000$12.4B93.65%
174
LUVSOUTHWEST AIRLS CO
198,684$12.3B93.28%
175
REGNREGENERON PHARMACEUTICALS
25,044$12.3B92.93%
176
HALHALLIBURTON CO
285,179$12.2B92.02%
177
BBTUSDBB T CORP
266,661$12.1B91.48%
178
DEDEERE CO
96,754$12.0B90.34%
179
PSXPHILLIPS 66
144,135$11.9B90.05%
180
TRVTRAVELERS COMPANIES INC
91,783$11.6B87.74%
181
NSCNORFOLK SOUTHERN CORP
95,249$11.6B87.58%
182
EBAEBAY INC
330,842$11.6B87.28%
183
AONAON PLC
86,147$11.5B86.53%
184
ETNEATON CORP PLC
147,008$11.4B86.45%
185
HUMHUMANA INC
47,426$11.4B86.22%
186
MCKMCKESSON CORP
69,333$11.4B86.19%
187
ECLECOLAB INC
85,829$11.4B86.08%
188
ISRGINTUITIVE SURGICAL INC
12,156$11.4B85.90%
189
OUTOUTFRONT MEDIA INC
485,742$11.2B84.84%
190
AEPAMERICAN ELEC PWR INC
161,581$11.2B84.81%
191
PCGPG E CORP
167,829$11.1B84.16%
192
EQIXEQUINIX INC
25,638$11.0B83.13%
193
PEOEXELON CORP
304,397$11.0B82.95%
194
STZCONSTELLATION BRANDS INC
56,375$10.9B82.52%
195
EAELECTRONIC ARTS INC
101,906$10.8B81.40%
196
GLNGGOLAR LNG LTD BERMUDA
477,700$10.6B80.30%
197
INTUINTUIT
79,984$10.6B80.26%
198
ALSALLSTATE CORP
119,837$10.6B80.07%
199
VRTXVERTEX PHARMACEUTICALS INC
81,868$10.6B79.71%
200
FISFIDELITY NATL INFORMATION SV
123,306$10.5B79.56%
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