STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2017 Filing

Filed October 19, 2017

Portfolio Value

$12.4T

Holdings

944

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (944 positions)

#StockSharesValue% PortfolioType
1
BRK/BBERKSHIRE HATHAWAY INC DEL
2,454,662$450.0B3.64%
2
AAPLAPPLE INC
2,563,691$395.1B3.20%
3
SPYSPDR S P 500 ETF TR
1,422,650$357.4B2.89%
4
BACVERIZON COMMUNICATIONS INC
6,699,918$331.6B2.68%
5
WFCWELLS FARGO CO NEW
4,457,597$245.8B1.99%
6
METAFACEBOOK INC
1,400,816$239.4B1.94%
7
AFLAFLAC INC
2,806,682$228.4B1.85%
8
MSFTMICROSOFT CORP
3,009,617$224.2B1.82%
9
GOOGLALPHABET INC
221,338$215.5B1.75%
10
JPMJPMORGAN CHASE CO
2,242,200$214.2B1.73%
11
PGPROCTER AND GAMBLE CO
2,334,803$212.4B1.72%
12
CVSCVS HEALTH CORP
2,349,640$191.1B1.55%
13
VALIDUS HOLDINGS LTD
3,798,643$186.9B1.51%
14
GILDGILEAD SCIENCES INC
2,054,724$166.5B1.35%
15
AGNCAGNC INVT CORP
7,614,000$165.1B1.34%
16
HDHOME DEPOT INC
977,728$159.9B1.29%
17
TWOTWO HBRS INVT CORP
15,604,284$157.3B1.27%
18
AMZNAMAZON COM INC
161,802$155.5B1.26%
19
VVISA INC
1,411,144$148.5B1.20%
20
JNJJOHNSON JOHNSON
1,006,564$130.9B1.06%
21
ADBEADOBE SYS INC
709,053$105.8B0.86%
22
XOMEXXON MOBIL CORP
1,285,832$105.4B0.85%
23
DISDISNEY WALT CO
988,353$97.4B0.79%
24
ZTSZOETIS INC
1,468,892$93.7B0.76%
25
ALLYALLY FINL INC
3,762,933$91.3B0.74%
26
GOOGALPHABET INC
91,617$87.9B0.71%
27
PFEPFIZER INC
2,421,326$86.4B0.70%
28
TATT INC
2,192,159$85.9B0.70%
29
CELGCELGENE CORP
564,452$82.3B0.67%
30
INTCINTEL CORP
2,099,111$79.9B0.65%
31
AXPAMERICAN EXPRESS CO
870,901$78.8B0.64%
32
SHWSHERWIN WILLIAMS CO
214,991$77.0B0.62%
33
BACBANK AMER CORP
2,977,435$75.4B0.61%
34
HONHONEYWELL INTL INC
511,338$72.5B0.59%
35
CMCSACOMCAST CORP NEW
1,854,022$71.3B0.58%
36
4I1PHILIP MORRIS INTL INC
635,765$70.6B0.57%
37
IBMINTERNATIONAL BUSINESS MACHS
471,487$68.4B0.55%
38
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$68.1B0.55%
39
CVXCHEVRON CORP NEW
575,068$67.6B0.55%
40
XYZSQUARE INC
2,340,000$67.4B0.55%
41
GEGENERAL ELECTRIC CO
2,739,360$66.2B0.54%
42
TMOTHERMO FISHER SCIENTIFIC INC
340,731$64.5B0.52%
43
IJHISHARES TR
353,500$63.2B0.51%
44
USBUS BANCORP DEL
1,150,842$61.7B0.50%
45
ABBVABBVIE INC
686,503$61.0B0.49%
46
TRVCCITIGROUP INC
826,756$60.1B0.49%
47
MOALTRIA GROUP INC
935,302$59.3B0.48%
48
XLFSELECT SECTOR SPDR TR
2,267,600$58.6B0.47%
49
UNHUNITEDHEALTH GROUP INC
293,413$57.5B0.47%
50
BABOEING CO
221,250$56.2B0.46%
51
MONSANTO CO NEW
465,363$55.8B0.45%
52
MRKMERCK CO INC
869,049$55.6B0.45%
53
UTXZUNITED TECHNOLOGIES CORP
473,103$54.9B0.44%
54
ARIAPOLLO COML REAL EST FIN INC
2,980,768$54.0B0.44%
55
ACNACCENTURE PLC IRELAND
396,886$53.6B0.43%
56
KOCOCA COLA CO
1,164,838$52.4B0.42%
57
SYKSTRYKER CORP
367,596$52.2B0.42%
58
ALXNALEXION PHARMACEUTICALS INC
367,678$51.6B0.42%
59
CSCOCISCO SYS INC
1,517,291$51.0B0.41%
60
BKNGPRICELINE GRP INC
27,625$50.6B0.41%
61
DOWDUPONT INC
708,034$49.0B0.40%
62
BMYBRISTOL MYERS SQUIBB CO
764,317$48.7B0.39%
63
PEPPEPSICO INC
433,529$48.3B0.39%
64
GDGENERAL DYNAMICS CORP
231,727$47.6B0.39%
65
ORCLORACLE CORP
916,360$44.3B0.36%
66
NOCNORTHROP GRUMMAN CORP
150,917$43.4B0.35%
67
TWXCHFTIME WARNER INC
422,827$43.3B0.35%
68
ABTABBOTT LABS
788,543$42.1B0.34%
69
TXNTEXAS INSTRS INC
461,718$41.4B0.34%
70
AMGNAMGEN INC
221,394$41.3B0.33%
71
MAMASTERCARD INCORPORATED
283,328$40.0B0.32%
72
ILMNILLUMINA INC
198,260$39.5B0.32%
73
MCHPMICROCHIP TECHNOLOGY INC
430,572$38.7B0.31%
74
VLOVALERO ENERGY CORP NEW
501,176$38.6B0.31%
75
MCDMCDONALDS CORP
245,757$38.5B0.31%
76
MMM3M CO
181,076$38.0B0.31%
77
LYBLYONDELLBASELL INDUSTRIES N
374,104$37.1B0.30%
78
WMTWAL MART STORES INC
444,134$34.7B0.28%
79
NVDANVIDIA CORP
182,092$32.6B0.26%
80
ABMDEURABIOMED INC
190,800$32.2B0.26%
81
MDTMEDTRONIC PLC
411,038$32.0B0.26%
82
BRK-BBERKSHIRE HATHAWAY INC DEL
116$31.9B0.26%
83
AMATAPPLIED MATLS INC
598,409$31.2B0.25%
84
AVGOBROADCOM LTD
123,378$29.9B0.24%
85
7HPHP INC
1,496,225$29.9B0.24%
86
CLSCA INC
890,080$29.7B0.24%
87
DGXQUEST DIAGNOSTICS INC
314,263$29.4B0.24%
88
SLBSCHLUMBERGER LTD
421,672$29.4B0.24%
89
MANMANPOWERGROUP INC
247,030$29.1B0.24%
90
UNPUNION PAC CORP
242,912$28.2B0.23%
91
CBRECBRE GROUP INC
741,732$28.1B0.23%
92
UPSUNITED PARCEL SERVICE INC
231,686$27.8B0.23%
93
BOFI HLDG INC
961,487$27.4B0.22%
94
DELPHI AUTOMOTIVE PLC
277,622$27.3B0.22%
95
LMTLOCKHEED MARTIN CORP
84,618$26.3B0.21%
96
GSGOLDMAN SACHS GROUP INC
109,150$25.9B0.21%
97
LLYLILLY ELI CO
294,038$25.2B0.20%
98
BMTABRITISH AMERN TOB PLC
393,715$24.6B0.20%
99
ELLINGTON FINANCIAL LLC
1,544,778$24.4B0.20%
100
WYNEURWYNDHAM WORLDWIDE CORP
228,837$24.1B0.20%
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