STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2018 Filing

Filed August 8, 2018

Portfolio Value

$12.7T

Holdings

936

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (936 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
2,487,591$460.5B3.64%
2
SPYSPDR S P 500 ETF TR
1,487,150$403.4B3.19%
3
AGNCAGNC INVT CORP
18,541,100$344.7B2.72%
4
GILDGILEAD SCIENCES INC
4,209,724$298.2B2.35%
5
MSFTMICROSOFT CORP
2,947,117$290.6B2.29%
6
AMZNAMAZON COM INC
160,002$272.0B2.15%
7
GOOGLALPHABET INC
219,338$247.7B1.96%
8
WFCWELLS FARGO CO NEW
4,400,297$244.0B1.93%
9
METAFACEBOOK INC
1,200,616$233.3B1.84%
10
JPMJPMORGAN CHASE CO
2,182,400$227.4B1.80%
11
VVISA INC
1,524,844$202.0B1.59%
12
BRK/BBERKSHIRE HATHAWAY INC DEL
1,078,062$201.2B1.59%
13
HDHOME DEPOT INC
919,428$179.4B1.42%
14
PEOEXELON CORP
4,185,797$178.3B1.41%
15
CVSCVS HEALTH CORP
2,645,040$170.2B1.34%
16
BACVERIZON COMMUNICATIONS INC
2,772,615$139.5B1.10%
17
TWOEURTWO HBRS INVT CORP
8,382,142$132.4B1.05%
18
ZTSZOETIS INC
1,463,292$124.7B0.98%
19
AXPAMERICAN EXPRESS CO
1,179,701$115.6B0.91%
20
JNJJOHNSON JOHNSON
941,664$114.3B0.90%
21
ARIAPOLLO COML REAL EST FIN INC
5,919,968$108.2B0.85%
22
XOMEXXON MOBIL CORP
1,253,532$103.7B0.82%
23
INTCINTEL CORP
2,052,911$102.0B0.81%
24
GOOGALPHABET INC
89,917$100.3B0.79%
25
ALLYALLY FINL INC
3,762,933$98.9B0.78%
26
TMOTHERMO FISHER SCIENTIFIC INC
449,531$93.1B0.74%
27
XYZSQUARE INC
1,470,500$90.6B0.72%
28
ADBEADOBE SYS INC
366,553$89.4B0.71%
29
TATT INC
2,547,396$81.8B0.65%
30
BABOEING CO
242,250$81.3B0.64%
31
BACBANK AMER CORP
2,791,835$78.7B0.62%
32
USBUS BANCORP DEL
1,531,042$76.6B0.60%
33
SYKSTRYKER CORP
450,196$76.0B0.60%
34
SHWSHERWIN WILLIAMS CO
179,391$73.1B0.58%
35
IJHISHARES TR
369,800$72.0B0.57%
36
CVXCHEVRON CORP NEW
565,768$71.5B0.56%
37
PFEPFIZER INC
1,953,326$70.9B0.56%
38
4I1PHILIP MORRIS INTL INC
867,065$70.0B0.55%
39
UNHUNITEDHEALTH GROUP INC
284,513$69.8B0.55%
40
AFLAFLAC INC
1,621,880$69.8B0.55%
41
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$68.2B0.54%
42
ORCLORACLE CORP
1,524,960$67.2B0.53%
43
DISDISNEY WALT CO
635,553$66.6B0.53%
44
PGPROCTER AND GAMBLE CO
834,503$65.1B0.51%
45
IBMINTERNATIONAL BUSINESS MACHS
461,287$64.4B0.51%
46
BKNGBOOKING HLDGS INC
31,225$63.3B0.50%
47
ACNACCENTURE PLC IRELAND
383,686$62.8B0.50%
48
ABBVABBVIE INC
651,503$60.4B0.48%
49
CSCOCISCO SYS INC
1,392,391$59.9B0.47%
50
MOALTRIA GROUP INC
1,029,402$58.5B0.46%
51
MAMASTERCARD INCORPORATED
278,978$54.8B0.43%
52
AMGNAMGEN INC
291,594$53.8B0.43%
53
XLFSELECT SECTOR SPDR TR
1,990,600$52.9B0.42%
54
MRKMERCK CO INC
835,649$50.7B0.40%
55
TRVCCITIGROUP INC
754,956$50.5B0.40%
56
NFLXNETFLIX INC
128,734$50.4B0.40%
57
KOCOCA COLA CO
1,133,838$49.7B0.39%
58
ILMNILLUMINA INC
173,560$48.5B0.38%
59
TJXTJX COS INC NEW
495,590$47.2B0.37%
60
PEPPEPSICO INC
419,829$45.7B0.36%
61
ALXNALEXION PHARMACEUTICALS INC
365,878$45.4B0.36%
62
DOWDUPONT INC
687,134$45.3B0.36%
63
RCLROYAL CARIBBEAN CRUISES LTD
436,172$45.2B0.36%
64
CMCSACOMCAST CORP NEW
1,359,622$44.6B0.35%
65
MTGE INVT CORP
2,200,000$43.1B0.34%
66
BABAALIBABA GROUP HLDG LTD
230,000$42.7B0.34%
67
NVDANVIDIA CORP
179,692$42.6B0.34%
68
BMYBRISTOL MYERS SQUIBB CO
750,617$41.5B0.33%
69
LMTLOCKHEED MARTIN CORP
137,918$40.7B0.32%
70
WBAWALGREENS BOOTS ALLIANCE INC
661,161$39.7B0.31%
71
APTVAPTIV PLC
428,422$39.3B0.31%
72
TWTRUSDTWITTER INC
893,900$39.0B0.31%
73
GPMTGRANITE PT MTG TR INC
2,108,739$38.7B0.31%
74
LYBLYONDELLBASELL INDUSTRIES N
342,704$37.6B0.30%
75
WMTWALMART INC
428,334$36.7B0.29%
76
MCDMCDONALDS CORP
232,457$36.4B0.29%
77
GEGENERAL ELECTRIC CO
2,669,760$36.3B0.29%
78
XLISELECT SECTOR SPDR TR
500,900$35.9B0.28%
79
MMM3M CO
175,776$34.6B0.27%
80
MCHPMICROCHIP TECHNOLOGY INC
379,572$34.5B0.27%
81
MDTMEDTRONIC PLC
400,938$34.3B0.27%
82
BRK-BBERKSHIRE HATHAWAY INC DEL
116$32.7B0.26%
83
UNPUNION PAC CORP
229,612$32.5B0.26%
84
TXNTEXAS INSTRS INC
289,818$32.0B0.25%
85
CBRECBRE GROUP INC
664,932$31.7B0.25%
86
ABTABBOTT LABS
519,043$31.7B0.25%
87
CLSCA INC
886,680$31.6B0.25%
88
ITWILLINOIS TOOL WKS INC
226,997$31.4B0.25%
89
ETRAE TRADE FINANCIAL CORP
510,158$31.2B0.25%
90
HCAHCA HEALTHCARE INC
302,920$31.1B0.25%
91
NKENIKE INC
379,792$30.3B0.24%
92
NIELSEN HLDGS PLC
973,344$30.1B0.24%
93
RHIROBERT HALF INTL INC
461,060$30.0B0.24%
94
AVYAVERY DENNISON CORP
291,426$29.8B0.23%
95
AVGOBROADCOM INC
118,878$28.8B0.23%
96
DALDELTA AIR LINES INC DEL
579,232$28.7B0.23%
97
CRMSALESFORCE COM INC
208,856$28.5B0.22%
98
SWKSTANLEY BLACK DECKER INC
214,348$28.5B0.22%
99
JCIJOHNSON CTLS INTL PLC
826,287$27.6B0.22%
100
UTXZUNITED TECHNOLOGIES CORP
220,303$27.5B0.22%
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