STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2018 Filing

Filed October 26, 2018

Portfolio Value

$13.7T

Holdings

940

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (940 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
2,399,591$541.7B3.96%
2
SPYSPDR S P 500 ETF TR
1,529,415$444.6B3.25%
3
AGNCAGNC INVT CORP
22,485,845$418.9B3.06%
4
MSFTMICROSOFT CORP
2,957,317$338.2B2.47%
5
AMZNAMAZON COM INC
162,902$326.3B2.39%
6
NLYEURANNALY CAP MGMT INC
27,582,275$282.2B2.06%
7
GOOGLALPHABET INC
219,938$265.5B1.94%
8
BRK/BBERKSHIRE HATHAWAY INC DEL
1,122,370$240.3B1.76%
9
VVISA INC
1,528,944$229.5B1.68%
10
PEOEXELON CORP
4,787,797$209.0B1.53%
11
METAFACEBOOK INC
1,209,116$198.9B1.45%
12
HDHOME DEPOT INC
918,828$190.3B1.39%
13
GILDGILEAD SCIENCES INC
2,449,460$189.1B1.38%
14
REEVEREST RE GROUP LTD
812,200$185.6B1.36%
15
JPMJPMORGAN CHASE CO
1,531,285$172.8B1.26%
16
TWOEURTWO HBRS INVT CORP
11,552,142$172.5B1.26%
17
JNJJOHNSON JOHNSON
946,964$130.8B0.96%
18
AXPAMERICAN EXPRESS CO
1,148,101$122.3B0.89%
19
ZTSZOETIS INC
1,243,592$113.9B0.83%
20
CVSCVS HEALTH CORP
1,437,340$113.1B0.83%
21
ARIAPOLLO COML REAL EST FIN INC
5,919,968$111.7B0.82%
22
GOOGALPHABET INC
91,717$109.5B0.80%
23
WFCWELLS FARGO CO NEW
2,060,830$108.3B0.79%
24
XOMEXXON MOBIL CORP
1,261,532$107.3B0.78%
25
ALLYALLY FINL INC
3,762,933$99.5B0.73%
26
ADBEADOBE SYS INC
366,653$99.0B0.72%
27
INTCINTEL CORP
2,047,111$96.8B0.71%
28
TMOTHERMO FISHER SCIENTIFIC INC
368,431$89.9B0.66%
29
BABOEING CO
239,350$89.0B0.65%
30
BACVERIZON COMMUNICATIONS INC
1,630,515$87.1B0.64%
31
PFEPFIZER INC
1,968,226$86.7B0.63%
32
TATT INC
2,563,096$86.1B0.63%
33
BACBANK AMER CORP
2,767,935$81.5B0.60%
34
SYKSTRYKER CORP
447,496$79.5B0.58%
35
ORCLORACLE CORP
1,484,960$76.6B0.56%
36
IJHISHARES TR
379,951$76.5B0.56%
37
UNHUNITEDHEALTH GROUP INC
286,813$76.3B0.56%
38
DISDISNEY WALT CO
638,553$74.7B0.55%
39
IBMINTERNATIONAL BUSINESS MACHS
480,487$72.7B0.53%
40
4I1PHILIP MORRIS INTL INC
869,965$70.9B0.52%
41
CVXCHEVRON CORP NEW
570,968$69.8B0.51%
42
AMDADVANCED MICRO DEVICES
2,255,600$69.7B0.51%
43
PGPROCTER AND GAMBLE CO
831,703$69.2B0.51%
44
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$68.7B0.50%
45
CSCOCISCO SYS INC
1,362,091$66.3B0.48%
46
ACNACCENTURE PLC IRELAND
384,186$65.4B0.48%
47
ILMNILLUMINA INC
173,760$63.8B0.47%
48
MAMASTERCARD INCORPORATED
281,778$62.7B0.46%
49
MOALTRIA GROUP INC
1,030,702$62.2B0.45%
50
ABBVABBVIE INC
654,003$61.9B0.45%
51
BKNGBOOKING HLDGS INC
31,125$61.8B0.45%
52
AMGNAMGEN INC
287,294$59.6B0.44%
53
USBUS BANCORP DEL
1,124,842$59.4B0.43%
54
MRKMERCK CO INC
831,549$59.0B0.43%
55
RCLROYAL CARIBBEAN CRUISES LTD
437,072$56.8B0.42%
56
SHWSHERWIN WILLIAMS CO
124,491$56.7B0.41%
57
TJXTJX COS INC NEW
496,790$55.6B0.41%
58
RITMNEW RESIDENTIAL INVT CORP
3,096,176$55.2B0.40%
59
XLFSELECT SECTOR SPDR TR
1,990,600$54.9B0.40%
60
TRVCCITIGROUP INC
749,856$53.8B0.39%
61
KOCOCA COLA CO
1,140,538$52.7B0.39%
62
ALXNALEXION PHARMACEUTICALS INC
366,378$50.9B0.37%
63
NVDANVIDIA CORP
181,192$50.9B0.37%
64
XYZSQUARE INC
500,000$49.5B0.36%
65
NFLXNETFLIX INC
129,734$48.5B0.36%
66
CMCSACOMCAST CORP NEW
1,362,522$48.2B0.35%
67
WBAWALGREENS BOOTS ALLIANCE INC
660,061$48.1B0.35%
68
LMTLOCKHEED MARTIN CORP
138,218$47.8B0.35%
69
XLISELECT SECTOR SPDR TR
604,400$47.4B0.35%
70
PEPPEPSICO INC
421,429$47.1B0.34%
71
BMYBRISTOL MYERS SQUIBB CO
752,917$46.7B0.34%
72
IDXXIDEXX LABS INC
180,800$45.1B0.33%
73
DOWDUPONT INC
687,534$44.2B0.32%
74
HCAHCA HEALTHCARE INC
300,620$41.8B0.31%
75
WMTWALMART INC
427,634$40.2B0.29%
76
MDTMEDTRONIC PLC
402,438$39.6B0.29%
77
BABAALIBABA GROUP HLDG LTD
239,193$39.4B0.29%
78
CLSCA INC
887,680$39.2B0.29%
79
MCDMCDONALDS CORP
231,157$38.7B0.28%
80
ABTABBOTT LABS
522,743$38.3B0.28%
81
DGDOLLAR GEN CORP NEW
347,142$37.9B0.28%
82
BRK-BBERKSHIRE HATHAWAY INC DEL
116$37.1B0.27%
83
GPMTGRANITE PT MTG TR INC
1,918,000$37.0B0.27%
84
MMM3M CO
174,776$36.8B0.27%
85
PKNPERKINELMER INC
373,029$36.3B0.27%
86
APTVAPTIV PLC
428,922$36.0B0.26%
87
UNPUNION PAC CORP
220,312$35.9B0.26%
88
CRMSALESFORCE COM INC
225,456$35.9B0.26%
89
LYBLYONDELLBASELL INDUSTRIES N
342,604$35.1B0.26%
90
CPRTCOPART INC
668,900$34.5B0.25%
91
DALDELTA AIR LINES INC DEL
575,632$33.3B0.24%
92
RHIROBERT HALF INTL INC
460,960$32.4B0.24%
93
NKENIKE INC
381,592$32.3B0.24%
94
ITWILLINOIS TOOL WKS INC
228,597$32.3B0.24%
95
AVGOBROADCOM INC
128,678$31.7B0.23%
96
AVYAVERY DENNISON CORP
291,426$31.6B0.23%
97
SWKSTANLEY BLACK DECKER INC
214,248$31.4B0.23%
98
UTXZUNITED TECHNOLOGIES CORP
224,103$31.3B0.23%
99
TXNTEXAS INSTRS INC
289,718$31.1B0.23%
100
PYPLPAYPAL HLDGS INC
352,734$31.0B0.23%
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