STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2017 Filing

Filed October 19, 2017

Portfolio Value

$12.4B

Holdings

944

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (944 positions)

#StockSharesValue% PortfolioType
201
PSAPUBLIC STORAGE
45,377$9.7B78.62%
202
WMWASTE MGMT INC DEL
122,878$9.6B77.88%
203
ADIANALOG DEVICES INC
111,595$9.6B77.86%
204
BAXBAXTER INTL INC
152,122$9.5B77.29%
205
FISVFISERV INC
73,928$9.5B77.20%
206
LUVSOUTHWEST AIRLS CO
167,084$9.4B75.73%
207
LRCXEURLAM RESEARCH CORP
49,260$9.1B73.80%
208
GISGENERAL MLS INC
175,138$9.1B73.40%
209
TELTE CONNECTIVITY LTD
107,276$8.9B72.14%
210
DXCDXC TECHNOLOGY CO
102,525$8.8B71.29%
211
MVISMICROVISION INC DEL
3,144,199$8.7B70.77%
212
SUNTRUST BKS INC
145,592$8.7B70.46%
213
SRESEMPRA ENERGY
76,238$8.7B70.45%
214
ROSTROSS STORES INC
134,138$8.7B70.13%
215
SSYSSTRATASYS LTD
374,603$8.7B70.13%
216
MPCMARATHON PETE CORP
153,666$8.6B69.78%
217
BANK AMER CORP
10,986,671$8.6B69.50%
218
PGRPROGRESSIVE CORP OHIO
176,581$8.6B69.23%
219
PPGPPG INDS INC
77,868$8.5B68.51%
220
TWENTY FIRST CENTY FOX INC
319,441$8.4B68.23%
221
EARNELLINGTON RESIDENTIAL MTG RE
580,000$8.4B68.19%
222
APCANADARKO PETE CORP
170,027$8.3B67.25%
223
GLWCORNING INC
274,069$8.2B66.39%
224
CMICUMMINS INC
47,764$8.0B64.99%
225
CCLCARNIVAL CORP
123,760$8.0B64.70%
226
SYYSYSCO CORP
147,379$8.0B64.38%
227
PPLPPL CORP
207,266$7.9B63.69%
228
WELLWELLTOWER INC
111,909$7.9B63.68%
229
APHAMPHENOL CORP NEW
92,652$7.8B63.50%
230
WYWEYERHAEUSER CO
228,461$7.8B62.95%
231
WDCWESTERN DIGITAL CORP
89,449$7.7B62.57%
232
PCARPACCAR INC
106,618$7.7B62.45%
233
YUMYUM BRANDS INC
104,654$7.7B62.38%
234
EIXEDISON INTL
98,884$7.6B61.79%
235
PXDEURPIONEER NAT RES
51,602$7.6B61.64%
236
EDCONSOLIDATED EDISON INC
94,028$7.6B61.42%
237
ROPROPER TECHNOLOGIES INC
31,002$7.5B61.10%
238
WMBWILLIAMS COS INC DEL
250,886$7.5B60.96%
239
GGALGRUPO FINANCIERO SANTANDER M
744,300$7.5B60.81%
240
AVBAVALONBAY CMNTYS INC
41,923$7.5B60.56%
241
ADSKAUTODESK INC
66,520$7.5B60.47%
242
MTBM T BK CORP
46,070$7.4B60.07%
243
EQREQUITY RESIDENTIAL
111,503$7.4B59.52%
244
FQIDIGITAL RLTY TR INC
62,060$7.3B59.46%
245
HPEHEWLETT PACKARD ENTERPRISE C
498,497$7.3B59.37%
246
ELLAUDER ESTEE COS INC
67,918$7.3B59.30%
247
XELXCEL ENERGY INC
154,034$7.3B59.02%
248
DFSEURDISCOVER FINL SVCS
112,943$7.3B58.97%
249
ADMARCHER DANIELS MIDLAND CO
170,700$7.3B58.75%
250
ZBHZIMMER BIOMET HLDGS INC
61,343$7.2B58.16%
251
IPINTL PAPER CO
125,273$7.1B57.63%
252
PEGPUBLIC SVC ENTERPRISE GROUP
153,522$7.1B57.49%
253
BCRUSDBARD C R INC
22,077$7.1B57.29%
254
PHPARKER HANNIFIN CORP
40,395$7.1B57.24%
255
SYFSYNCHRONY FINL
226,910$7.0B57.05%
256
VENVENTAS INC
108,110$7.0B57.01%
257
SWKSTANLEY BLACK DECKER INC
46,448$7.0B56.78%
258
EWEDWARDS LIFESCIENCES CORP
64,056$7.0B56.69%
259
HCAHCA HEALTHCARE INC
87,720$7.0B56.53%
260
MNSTMONSTER BEVERAGE CORP NEW
125,892$7.0B56.32%
261
ROKROCKWELL AUTOMATION INC
38,990$6.9B56.26%
262
IRINGERSOLL RAND PLC
76,940$6.9B55.55%
263
CERNCHFCERNER CORP
95,568$6.8B55.19%
264
A4SAMERIPRISE FINL INC
45,516$6.8B54.73%
265
TROWPRICE T ROWE GROUP INC
72,961$6.6B53.55%
266
FTVFORTIVE CORP
92,519$6.5B53.03%
267
GPNGLOBAL PMTS INC
68,164$6.5B52.45%
268
ROCKWELL COLLINS INC
49,309$6.4B52.18%
269
CAHCARDINAL HEALTH INC
96,015$6.4B52.02%
270
DGDOLLAR GEN CORP NEW
79,042$6.4B51.87%
271
CBS CORP NEW
110,427$6.4B51.86%
272
OKEONEOK INC NEW
115,326$6.4B51.74%
273
NWLNEWELL BRANDS INC
148,771$6.3B51.40%
274
VFCV F CORP
99,128$6.3B51.03%
275
WTWWILLIS TOWERS WATSON PUB LTD
40,778$6.3B50.92%
276
AG8AGILENT TECHNOLOGIES INC
97,469$6.3B50.67%
277
FITBFIFTH THIRD BANCORP
223,604$6.3B50.65%
278
AALAMERICAN AIRLS GROUP INC
131,556$6.2B50.59%
279
DLTRDOLLAR TREE INC
71,910$6.2B50.55%
280
KEYKEYCORP NEW
330,027$6.2B50.29%
281
RCLROYAL CARIBBEAN CRUISES LTD
52,172$6.2B50.07%
282
TSNTYSON FOODS INC
87,736$6.2B50.05%
283
HIGHARTFORD FINL SVCS GROUP INC
110,575$6.1B49.63%
284
SYMCEURSYMANTEC CORP
186,529$6.1B49.55%
285
NEMNEWMONT MINING CORP
161,855$6.1B49.16%
286
INCYINCYTE CORP
51,800$6.0B48.96%
287
WECWEC ENERGY GROUP INC
95,777$6.0B48.69%
288
NTRSNORTHERN TR CORP
65,154$6.0B48.50%
289
RHT1EURRED HAT INC
53,896$6.0B48.38%
290
CXOEURCONCHO RES INC
45,132$5.9B48.14%
291
DVNDEVON ENERGY CORP NEW
159,563$5.9B47.43%
292
DTEDTE ENERGY CO
54,423$5.8B47.31%
293
PAYXPAYCHEX INC
97,111$5.8B47.15%
294
ESEVERSOURCE ENERGY
96,164$5.8B47.06%
295
ORLYO REILLY AUTOMOTIVE INC NEW
26,747$5.8B46.65%
296
BXPBOSTON PROPERTIES INC
46,828$5.8B46.59%
297
CFGCITIZENS FINL GROUP INC
151,900$5.8B46.57%
298
FCXFREEPORT MCMORAN INC
408,323$5.7B46.42%
299
AWMSKYWORKS SOLUTIONS INC
55,708$5.7B45.97%
300
RFREGIONS FINL CORP NEW
362,670$5.5B44.72%
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