STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2018 Filing

Filed February 1, 2019

Portfolio Value

$11.1T

Holdings

944

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (944 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S P 500 ETF TR
1,927,226$481.7B4.32%
2
AGNCAGNC INVT CORP
23,815,845$417.7B3.75%
3
AAPLAPPLE INC
2,021,191$318.8B2.86%
4
NLYEURANNALY CAP MGMT INC
27,582,275$270.9B2.43%
5
MSFTMICROSOFT CORP
2,482,017$252.1B2.26%
6
AMZNAMAZON COM INC
141,402$212.4B1.91%
7
BRK/BBERKSHIRE HATHAWAY INC DEL
942,234$192.4B1.73%
8
REEVEREST RE GROUP LTD
811,600$176.7B1.59%
9
JPMJPMORGAN CHASE CO
1,661,385$162.2B1.46%
10
HDHOME DEPOT INC
892,028$153.3B1.38%
11
TWOEURTWO HBRS INVT CORP
11,882,142$152.6B1.37%
12
GOOGLALPHABET INC
120,438$125.9B1.13%
13
VVISA INC
925,944$122.2B1.10%
14
GILDGILEAD SCIENCES INC
1,779,884$111.3B1.00%
15
JNJJOHNSON JOHNSON
854,064$110.2B0.99%
16
METAFACEBOOK INC
828,574$108.6B0.97%
17
INTCINTEL CORP
2,279,011$107.0B0.96%
18
BACVERIZON COMMUNICATIONS INC
1,878,015$105.6B0.95%
19
WFCWELLS FARGO CO NEW
2,242,830$103.3B0.93%
20
RITMNEW RESIDENTIAL INVT CORP
7,154,734$101.7B0.91%
21
ARIAPOLLO COML REAL EST FIN INC
5,919,968$98.6B0.88%
22
DISDISNEY WALT CO
842,353$92.4B0.83%
23
GOOGALPHABET INC
88,117$91.3B0.82%
24
PEOEXELON CORP
2,006,897$90.5B0.81%
25
ALLYALLY FINL INC
3,762,933$85.3B0.76%
26
XOMEXXON MOBIL CORP
1,212,132$82.7B0.74%
27
CSCOCISCO SYS INC
1,904,891$82.5B0.74%
28
PGPROCTER AND GAMBLE CO
888,203$81.6B0.73%
29
PFEPFIZER INC
1,731,226$75.6B0.68%
30
ABBVABBVIE INC
793,403$73.1B0.66%
31
CMCSACOMCAST CORP NEW
2,131,322$72.6B0.65%
32
MAMASTERCARD INCORPORATED
384,628$72.6B0.65%
33
IBMINTERNATIONAL BUSINESS MACHS
635,287$72.2B0.65%
34
TMOTHERMO FISHER SCIENTIFIC INC
317,731$71.1B0.64%
35
IJHISHARES TR
422,291$70.1B0.63%
36
UNHUNITEDHEALTH GROUP INC
275,413$68.6B0.62%
37
AMGNAMGEN INC
346,794$67.5B0.61%
38
4I1PHILIP MORRIS INTL INC
1,005,665$67.1B0.60%
39
ACNACCENTURE PLC IRELAND
461,686$65.1B0.58%
40
BACBANK AMER CORP
2,613,135$64.4B0.58%
41
MOALTRIA GROUP INC
1,295,802$64.0B0.57%
42
XLFSELECT SECTOR SPDR TR
2,664,900$63.5B0.57%
43
TATT INC
2,147,932$61.3B0.55%
44
USBUS BANCORP DEL
1,330,042$60.8B0.55%
45
MRKMERCK CO INC
783,549$59.9B0.54%
46
CVXCHEVRON CORP NEW
547,068$59.5B0.53%
47
HONHONEYWELL INTL INC
449,600$59.4B0.53%
48
LMTLOCKHEED MARTIN CORP
221,818$58.1B0.52%
49
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$54.2B0.49%
50
KOCOCA COLA CO
1,096,738$51.9B0.47%
51
ADBEADOBE INC
228,033$51.6B0.46%
52
ZTSZOETIS INC
577,592$49.4B0.44%
53
BABOEING CO
151,250$48.8B0.44%
54
RTN1USDRAYTHEON CO
315,436$48.4B0.43%
55
ADPAUTOMATIC DATA PROCESSING IN
343,281$45.0B0.40%
56
PEPPEPSICO INC
404,129$44.6B0.40%
57
LYBLYONDELLBASELL INDUSTRIES N
536,704$44.6B0.40%
58
DALDELTA AIR LINES INC DEL
883,032$44.1B0.40%
59
SYKSTRYKER CORP
260,896$40.9B0.37%
60
JCIJOHNSON CTLS INTL PLC
1,375,287$40.8B0.37%
61
DXCDXC TECHNOLOGY CO
760,925$40.5B0.36%
62
CBRECBRE GROUP INC
981,732$39.3B0.35%
63
MCDMCDONALDS CORP
220,757$39.2B0.35%
64
WMTWALMART INC
407,534$38.0B0.34%
65
BIIBBIOGEN INC
121,077$36.4B0.33%
66
TRVCCITIGROUP INC
699,156$36.4B0.33%
67
ABTABBOTT LABS
502,843$36.4B0.33%
68
ITWILLINOIS TOOL WKS INC
284,797$36.1B0.32%
69
FISVFISERV INC
487,506$35.8B0.32%
70
RHIROBERT HALF INTL INC
625,460$35.8B0.32%
71
ROSTROSS STORES INC
429,388$35.7B0.32%
72
BRK-BBERKSHIRE HATHAWAY INC DEL
116$35.5B0.32%
73
MCKMCKESSON CORP
321,133$35.5B0.32%
74
DOWDUPONT INC
656,834$35.1B0.32%
75
MDTMEDTRONIC PLC
384,538$35.0B0.31%
76
DGXQUEST DIAGNOSTICS INC
415,463$34.6B0.31%
77
GPMTGRANITE PT MTG TR INC
1,918,000$34.6B0.31%
78
BKNGBOOKING HLDGS INC
20,025$34.5B0.31%
79
AZOAUTOZONE INC
40,364$33.8B0.30%
80
NFLXNETFLIX INC
124,834$33.4B0.30%
81
ORCLORACLE CORP
730,760$33.0B0.30%
82
ABGAMERISOURCEBERGEN CORP
435,584$32.4B0.29%
83
MMM3M CO
166,676$31.8B0.28%
84
LLYLILLY ELI CO
269,938$31.2B0.28%
85
BURLBURLINGTON STORES INC
192,000$31.2B0.28%
86
WBAWALGREENS BOOTS ALLIANCE INC
456,661$31.2B0.28%
87
AMDADVANCED MICRO DEVICES
1,651,800$30.5B0.27%
88
AVGOBROADCOM INC
118,378$30.1B0.27%
89
CRMSALESFORCE COM INC
219,056$30.0B0.27%
90
CBS CORP NEW
672,427$29.4B0.26%
91
UNPUNION PAC CORP
210,912$29.2B0.26%
92
PYPLPAYPAL HLDGS INC
337,334$28.4B0.25%
93
ILMNILLUMINA INC
94,060$28.2B0.25%
94
GPNGLOBAL PMTS INC
264,264$27.3B0.24%
95
CITCINTAS CORP
161,767$27.2B0.24%
96
ALTUS MIDSTREAM CO
3,500,000$27.1B0.24%
97
NKENIKE INC
364,492$27.0B0.24%
98
TXNTEXAS INSTRS INC
275,018$26.0B0.23%
99
COSTCOSTCO WHSL CORP NEW
125,436$25.6B0.23%
100
UTXZUNITED TECHNOLOGIES CORP
232,368$24.7B0.22%
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