STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2018 Filing

Filed August 8, 2018

Portfolio Value

$12.7B

Holdings

936

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (936 positions)

#	Stock	Shares	Value	% Portfolio
1	AAPLAPPLE INC	2,487,591	$460.5M	3.64%
2	SPYSPDR S P 500 ETF TR	1,487,150	$403.4M	3.19%
3	AGNCAGNC INVT CORP	18,541,100	$344.7M	2.72%
4	GILDGILEAD SCIENCES INC	4,209,724	$298.2M	2.35%
5	MSFTMICROSOFT CORP	2,947,117	$290.6M	2.29%
6	AMZNAMAZON COM INC	160,002	$272.0M	2.15%
7	GOOGLALPHABET INC	219,338	$247.7M	1.96%
8	WFCWELLS FARGO CO NEW	4,400,297	$244.0M	1.93%
9	METAFACEBOOK INC	1,200,616	$233.3M	1.84%
10	JPMJPMORGAN CHASE CO	2,182,400	$227.4M	1.80%
11	VVISA INC	1,524,844	$202.0M	1.59%
12	BRK/BBERKSHIRE HATHAWAY INC DEL	1,078,062	$201.2M	1.59%
13	HDHOME DEPOT INC	919,428	$179.4M	1.42%
14	PEOEXELON CORP	4,185,797	$178.3M	1.41%
15	CVSCVS HEALTH CORP	2,645,040	$170.2M	1.34%
16	BACVERIZON COMMUNICATIONS INC	2,772,615	$139.5M	1.10%
17	TWOEURTWO HBRS INVT CORP	8,382,142	$132.4M	1.05%
18	ZTSZOETIS INC	1,463,292	$124.7M	0.98%
19	AXPAMERICAN EXPRESS CO	1,179,701	$115.6M	0.91%
20	JNJJOHNSON JOHNSON	941,664	$114.3M	0.90%
21	ARIAPOLLO COML REAL EST FIN INC	5,919,968	$108.2M	0.85%
22	XOMEXXON MOBIL CORP	1,253,532	$103.7M	0.82%
23	INTCINTEL CORP	2,052,911	$102.0M	0.81%
24	GOOGALPHABET INC	89,917	$100.3M	0.79%
25	ALLYALLY FINL INC	3,762,933	$98.9M	0.78%
26	TMOTHERMO FISHER SCIENTIFIC INC	449,531	$93.1M	0.74%
27	XYZSQUARE INC	1,470,500	$90.6M	0.72%
28	ADBEADOBE SYS INC	366,553	$89.4M	0.71%
29	TATT INC	2,547,396	$81.8M	0.65%
30	BABOEING CO	242,250	$81.3M	0.64%
31	BACBANK AMER CORP	2,791,835	$78.7M	0.62%
32	USBUS BANCORP DEL	1,531,042	$76.6M	0.60%
33	SYKSTRYKER CORP	450,196	$76.0M	0.60%
34	SHWSHERWIN WILLIAMS CO	179,391	$73.1M	0.58%
35	IJHISHARES TR	369,800	$72.0M	0.57%
36	CVXCHEVRON CORP NEW	565,768	$71.5M	0.56%
37	PFEPFIZER INC	1,953,326	$70.9M	0.56%
38	4I1PHILIP MORRIS INTL INC	867,065	$70.0M	0.55%
39	UNHUNITEDHEALTH GROUP INC	284,513	$69.8M	0.55%
40	AFLAFLAC INC	1,621,880	$69.8M	0.55%
41	FTAIEURFORTRESS TRANS INFRST INVS L	3,776,923	$68.2M	0.54%
42	ORCLORACLE CORP	1,524,960	$67.2M	0.53%
43	DISDISNEY WALT CO	635,553	$66.6M	0.53%
44	PGPROCTER AND GAMBLE CO	834,503	$65.1M	0.51%
45	IBMINTERNATIONAL BUSINESS MACHS	461,287	$64.4M	0.51%
46	BKNGBOOKING HLDGS INC	31,225	$63.3M	0.50%
47	ACNACCENTURE PLC IRELAND	383,686	$62.8M	0.50%
48	ABBVABBVIE INC	651,503	$60.4M	0.48%
49	CSCOCISCO SYS INC	1,392,391	$59.9M	0.47%
50	MOALTRIA GROUP INC	1,029,402	$58.5M	0.46%
51	MAMASTERCARD INCORPORATED	278,978	$54.8M	0.43%
52	AMGNAMGEN INC	291,594	$53.8M	0.43%
53	XLFSELECT SECTOR SPDR TR	1,990,600	$52.9M	0.42%
54	MRKMERCK CO INC	835,649	$50.7M	0.40%
55	TRVCCITIGROUP INC	754,956	$50.5M	0.40%
56	NFLXNETFLIX INC	128,734	$50.4M	0.40%
57	KOCOCA COLA CO	1,133,838	$49.7M	0.39%
58	ILMNILLUMINA INC	173,560	$48.5M	0.38%
59	TJXTJX COS INC NEW	495,590	$47.2M	0.37%
60	PEPPEPSICO INC	419,829	$45.7M	0.36%
61	ALXNALEXION PHARMACEUTICALS INC	365,878	$45.4M	0.36%
62	—DOWDUPONT INC	687,134	$45.3M	0.36%
63	RCLROYAL CARIBBEAN CRUISES LTD	436,172	$45.2M	0.36%
64	CMCSACOMCAST CORP NEW	1,359,622	$44.6M	0.35%
65	—MTGE INVT CORP	2,200,000	$43.1M	0.34%
66	BABAALIBABA GROUP HLDG LTD	230,000	$42.7M	0.34%
67	NVDANVIDIA CORP	179,692	$42.6M	0.34%
68	BMYBRISTOL MYERS SQUIBB CO	750,617	$41.5M	0.33%
69	LMTLOCKHEED MARTIN CORP	137,918	$40.7M	0.32%
70	WBAWALGREENS BOOTS ALLIANCE INC	661,161	$39.7M	0.31%
71	APTVAPTIV PLC	428,422	$39.3M	0.31%
72	TWTRUSDTWITTER INC	893,900	$39.0M	0.31%
73	GPMTGRANITE PT MTG TR INC	2,108,739	$38.7M	0.31%
74	LYBLYONDELLBASELL INDUSTRIES N	342,704	$37.6M	0.30%
75	WMTWALMART INC	428,334	$36.7M	0.29%
76	MCDMCDONALDS CORP	232,457	$36.4M	0.29%
77	GEGENERAL ELECTRIC CO	2,669,760	$36.3M	0.29%
78	XLISELECT SECTOR SPDR TR	500,900	$35.9M	0.28%
79	MMM3M CO	175,776	$34.6M	0.27%
80	MCHPMICROCHIP TECHNOLOGY INC	379,572	$34.5M	0.27%
81	MDTMEDTRONIC PLC	400,938	$34.3M	0.27%
82	BRK-BBERKSHIRE HATHAWAY INC DEL	116	$32.7M	0.26%
83	UNPUNION PAC CORP	229,612	$32.5M	0.26%
84	TXNTEXAS INSTRS INC	289,818	$32.0M	0.25%
85	CBRECBRE GROUP INC	664,932	$31.7M	0.25%
86	ABTABBOTT LABS	519,043	$31.7M	0.25%
87	CLSCA INC	886,680	$31.6M	0.25%
88	ITWILLINOIS TOOL WKS INC	226,997	$31.4M	0.25%
89	ETRAE TRADE FINANCIAL CORP	510,158	$31.2M	0.25%
90	HCAHCA HEALTHCARE INC	302,920	$31.1M	0.25%
91	NKENIKE INC	379,792	$30.3M	0.24%
92	—NIELSEN HLDGS PLC	973,344	$30.1M	0.24%
93	RHIROBERT HALF INTL INC	461,060	$30.0M	0.24%
94	AVYAVERY DENNISON CORP	291,426	$29.8M	0.23%
95	AVGOBROADCOM INC	118,878	$28.8M	0.23%
96	DALDELTA AIR LINES INC DEL	579,232	$28.7M	0.23%
97	CRMSALESFORCE COM INC	208,856	$28.5M	0.22%
98	SWKSTANLEY BLACK DECKER INC	214,348	$28.5M	0.22%
99	JCIJOHNSON CTLS INTL PLC	826,287	$27.6M	0.22%
100	UTXZUNITED TECHNOLOGIES CORP	220,303	$27.5M	0.22%

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