STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2019 Filing

Filed July 26, 2019

Portfolio Value

$11.1B

Holdings

948

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (948 positions)

#StockSharesValue% PortfolioType
1
AGNCAGNC INVT CORP
26,482,030$445.4B4028.37%
2
SPYSPDR S P 500 ETF TR
1,168,279$342.3B3095.75%
3
MSFTMICROSOFT CORP
2,530,717$339.0B3065.99%
4
NLYEURANNALY CAP MGMT INC
33,107,190$302.3B2733.67%
5
AAPLAPPLE INC
1,182,691$234.1B2116.96%
6
AMZNAMAZON COM INC
122,802$232.5B2103.07%
7
JPMJPMORGAN CHASE CO
1,485,885$166.1B1502.38%
8
RITMNEW RESIDENTIAL INVT CORP
10,154,734$156.3B1413.38%
9
BRK/BBERKSHIRE HATHAWAY INC DEL
711,999$151.8B1372.64%
10
TWOEURTWO HBRS INVT CORP
11,882,142$150.5B1361.52%
11
VVISA INC
839,144$145.6B1317.08%
12
METAFACEBOOK INC
698,974$134.9B1220.03%
13
HDHOME DEPOT INC
620,028$128.9B1166.17%
14
DISDISNEY WALT CO
833,991$116.5B1053.23%
15
GOOGLALPHABET INC
106,438$115.3B1042.31%
16
BACVERIZON COMMUNICATIONS INC
1,949,115$111.4B1007.06%
17
ARIAPOLLO COML REAL EST FIN INC
5,919,968$108.9B984.58%
18
JNJJOHNSON JOHNSON
721,864$100.5B909.27%
19
INTCINTEL CORP
2,044,111$97.9B884.96%
20
WFCWELLS FARGO CO NEW
1,998,330$94.6B855.19%
21
TMOTHERMO FISHER SCIENTIFIC INC
316,831$93.0B841.50%
22
CSCOCISCO SYS INC
1,642,491$89.9B812.99%
23
MAMASTERCARD INC
339,628$89.8B812.51%
24
PGPROCTER AND GAMBLE CO
775,403$85.0B768.93%
25
HONHONEYWELL INTL INC
480,800$83.9B759.17%
26
SYKSTRYKER CORP
406,596$83.6B755.95%
27
CMCSACOMCAST CORP NEW
1,915,822$81.0B732.56%
28
IBMINTERNATIONAL BUSINESS MACHS
587,387$81.0B732.56%
29
ACNACCENTURE PLC IRELAND
431,886$79.8B721.70%
30
GOOGALPHABET INC
73,417$79.4B717.69%
31
REEVEREST RE GROUP LTD
316,800$78.3B708.19%
32
XOMEXXON MOBIL CORP
1,012,932$77.6B701.99%
33
LMTLOCKHEED MARTIN CORP
209,818$76.3B689.84%
34
XLFSELECT SECTOR SPDR TR
2,664,900$73.6B665.18%
35
4I1PHILIP MORRIS INTL INC
933,065$73.3B662.68%
36
UNHUNITEDHEALTH GROUP INC
295,513$72.1B652.13%
37
ORCLORACLE CORP
1,170,960$66.7B603.31%
38
USBUS BANCORP DEL
1,253,342$65.7B593.95%
39
ZTSZOETIS INC
554,592$62.9B569.23%
40
BACBANK AMER CORP
2,117,035$61.4B555.24%
41
PFEPFIZER INC
1,405,426$60.9B550.61%
42
TATT INC
1,811,532$60.7B549.00%
43
ADBEADOBE INC
205,133$60.4B546.63%
44
AMGNAMGEN INC
310,394$57.2B517.30%
45
MOALTRIA GROUP INC
1,205,702$57.1B516.31%
46
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$57.0B515.79%
47
CVXCHEVRON CORP NEW
456,068$56.8B513.26%
48
MRKMERCK CO INC
655,449$55.0B497.04%
49
JCIJOHNSON CTLS INTL PLC
1,301,187$53.8B486.12%
50
ADPAUTOMATIC DATA PROCESSING IN
322,181$53.3B481.73%
51
RTN1USDRAYTHEON CO
300,636$52.3B472.77%
52
ABBVABBVIE INC
716,603$52.1B471.28%
53
GILDGILEAD SCIENCES INC
758,189$51.2B463.25%
54
CBRECBRE GROUP INC
965,832$49.5B448.09%
55
DALDELTA AIR LINES INC DEL
847,032$48.1B434.73%
56
KOCOCA COLA CO
919,238$46.8B423.32%
57
BABOEING CO
125,250$45.6B412.33%
58
LYBLYONDELLBASELL INDUSTRIES N
519,304$44.7B404.51%
59
PEPPEPSICO INC
335,629$44.0B398.03%
60
CVSCVS HEALTH CORP
800,967$43.6B394.72%
61
THIRD PT REINS LTD
4,200,000$43.3B392.00%
62
AZOAUTOZONE INC
38,964$42.8B387.44%
63
CITCINTAS CORP
180,267$42.8B386.86%
64
DGXQUEST DIAGNOSTICS INC
408,663$41.6B376.28%
65
PYPLPAYPAL HLDGS INC
359,334$41.1B371.96%
66
ITWILLINOIS TOOL WKS INC
269,197$40.6B367.16%
67
IQVIQVIA HLDGS INC
246,300$39.6B358.41%
68
DXCDXC TECHNOLOGY CO
717,000$39.5B357.62%
69
GPNGLOBAL PMTS INC
245,464$39.3B355.48%
70
TRVCCITIGROUP INC
553,656$38.8B350.66%
71
NFLXNETFLIX INC
104,634$38.4B347.59%
72
EEFTEURONET WORLDWIDE INC
225,830$38.0B343.61%
73
MCDMCDONALDS CORP
182,757$38.0B343.22%
74
WMTWALMART INC
334,934$37.0B334.68%
75
BRK-BBERKSHIRE HATHAWAY INC DEL
116$36.9B333.98%
76
RHT1EURRED HAT INC
194,596$36.5B330.43%
77
ABTABBOTT LABS
422,343$35.5B321.23%
78
FISFIDELITY NATL INFORMATION SV
288,056$35.3B319.60%
79
RHIROBERT HALF INTL INC
619,060$35.3B319.18%
80
ISRGINTUITIVE SURGICAL INC
66,668$35.0B316.27%
81
EMREMERSON ELEC CO
497,123$33.2B299.97%
82
CBS CORP NEW
660,227$32.9B297.95%
83
ILMNILLUMINA INC
87,160$32.1B290.20%
84
IJHISHARES TR
164,391$31.9B288.81%
85
FISVFISERV INC
343,406$31.3B283.12%
86
MDTMEDTRONIC PLC
320,938$31.3B282.67%
87
GPMTGRANITE PT MTG TR INC
1,600,000$30.7B277.68%
88
COHRII VI INC
832,961$30.5B275.41%
89
ALXNALEXION PHARMACEUTICALS INC
229,678$30.1B272.07%
90
FLT1EURFLEETCOR TECHNOLOGIES INC
106,700$30.0B271.02%
91
BBYBEST BUY INC
425,904$29.7B268.58%
92
EPAMEPAM SYS INC
170,000$29.4B266.13%
93
APDAIR PRODS CHEMS INC
127,702$28.9B261.44%
94
UNPUNION PACIFIC CORP
169,412$28.6B259.10%
95
CRMSALESFORCE COM INC
185,956$28.2B255.17%
96
COSTCOSTCO WHSL CORP NEW
105,336$27.8B251.74%
97
AVGOBROADCOM INC
94,778$27.3B246.74%
98
FSLRFIRST SOLAR INC
414,673$27.2B246.32%
99
SAFESAFEHOLD INC
880,000$26.6B240.35%
100
EFCELLINGTON FINANCIAL INC COM
1,462,778$26.3B237.73%
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