STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2017 Filing

Filed February 1, 2018

Portfolio Value

$12.7B

Holdings

939

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (939 positions)

#StockSharesValue% PortfolioType
101
NFLXNETFLIX INC
126,834$24.3B192.02%
102
NKENIKE INC
385,192$24.1B190.03%
103
LLYLILLY ELI CO
284,038$24.0B189.21%
104
SBUXSTARBUCKS CORP
417,060$24.0B188.91%
105
LOWLOWES COS INC
256,925$23.9B188.33%
106
COSTCOSTCO WHSL CORP NEW
128,136$23.8B188.10%
107
BANK AMER CORP
10,986,671$23.5B185.43%
108
APTVAPTIV PLC
274,522$23.3B183.67%
109
ELLINGTON FINANCIAL LLC
1,544,778$22.4B176.79%
110
NEENEXTERA ENERGY INC
137,873$21.5B169.84%
111
RCLROYAL CARIBBEAN CRUISES LTD
180,172$21.5B169.50%
112
DWDMORGAN STANLEY
408,055$21.4B168.87%
113
CRMSALESFORCE COM INC
201,156$20.6B162.19%
114
PNCPNC FINL SVCS GROUP
139,476$20.1B158.73%
115
CBCHUBB LIMITED
136,077$19.9B156.83%
116
BIIBBIOGEN INC
61,977$19.7B155.72%
117
DUKDUKE ENERGY CORP NEW
234,484$19.7B155.55%
118
MCOMOODYS CORP
132,915$19.6B154.74%
119
CLCOLGATE PALMOLIVE CO
257,384$19.4B153.17%
120
COPCONOCOPHILLIPS
350,455$19.2B151.71%
121
TPRTAPESTRY INC
433,347$19.2B151.17%
122
CHTRCHARTER COMMUNICATIONS INC N
56,800$19.1B150.51%
123
MDLZMONDELEZ INTL INC
438,056$18.7B147.87%
124
BLKCHFBLACKROCK INC
36,180$18.6B146.59%
125
WBAWALGREENS BOOTS ALLIANCE INC
254,461$18.5B145.74%
126
EOGEOG RES INC
169,528$18.3B144.28%
127
FDXFEDEX CORP
72,312$18.0B142.32%
128
SCHWSCHWAB CHARLES CORP NEW
349,737$18.0B141.70%
129
AMTAMERICAN TOWER CORP NEW
125,726$17.9B141.47%
130
AETNA INC NEW
95,634$17.3B136.06%
131
ELVANTHEM INC
75,244$16.9B133.53%
132
DHRDANAHER CORP DEL
179,467$16.7B131.38%
133
OXYOCCIDENTAL PETE CORP DEL
224,356$16.5B130.34%
134
BKBANK NEW YORK MELLON CORP
300,148$16.2B127.50%
135
8CWCROWN CASTLE INTL CORP NEW
143,874$16.0B125.96%
136
ALLERGAN PLC
97,456$15.9B125.73%
137
RTN1USDRAYTHEON CO
84,736$15.9B125.55%
138
SNAPSNAP INC
1,080,756$15.8B124.54%
139
AIGAMERICAN INTL GROUP INC
263,552$15.7B123.84%
140
SPGSIMON PPTY GROUP INC NEW
91,098$15.6B123.39%
141
METMETLIFE INC
308,485$15.6B123.01%
142
GMGENERAL MTRS CO
374,720$15.4B121.14%
143
DDOMINION ENERGY INC
188,649$15.3B120.61%
144
ADPAUTOMATIC DATA PROCESSING IN
129,981$15.2B120.13%
145
ITWILLINOIS TOOL WKS INC
90,397$15.1B118.96%
146
DEDEERE CO
93,754$14.7B115.73%
147
CICIGNA CORP
72,228$14.7B115.69%
148
CMECME GROUP INC
99,777$14.6B114.93%
149
CSXCSX CORP
262,031$14.4B113.68%
150
PRUPRUDENTIAL FINL INC
124,332$14.3B112.75%
151
FFORD MTR CO DEL
1,143,690$14.3B112.67%
152
TJXTJX COS INC NEW
186,490$14.3B112.46%
153
SOSOUTHERN CO
294,230$14.2B111.60%
154
COFCAPITAL ONE FINL CORP
142,048$14.1B111.56%
155
ATVIEURACTIVISION BLIZZARD INC
221,644$14.0B110.69%
156
MUMICRON TECHNOLOGY INC
338,044$13.9B109.63%
157
KHCKRAFT HEINZ CO
175,046$13.6B107.36%
158
VEAVANGUARD TAX MANAGED INTL FD
300,000$13.5B106.14%
159
EMREMERSON ELEC CO
188,123$13.1B103.40%
160
PXGBXPRAXAIR INC
83,945$13.0B102.41%
161
PSXPHILLIPS 66
125,935$12.7B100.46%
162
HALHALLIBURTON CO
255,779$12.5B98.59%
163
KMBKIMBERLY CLARK CORP
103,146$12.4B98.16%
164
AJXGREAT AJAX CORP
900,000$12.4B98.10%
165
EXPRESS SCRIPTS HLDG CO
165,992$12.4B97.72%
166
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
172,854$12.3B96.82%
167
MARMARRIOTT INTL INC NEW
89,752$12.2B96.08%
168
MRSHMARSH MCLENNAN COS INC
149,601$12.2B96.03%
169
NSCNORFOLK SOUTHERN CORP
83,849$12.2B95.83%
170
ICEINTERCONTINENTAL EXCHANGE IN
171,500$12.1B95.44%
171
ISRGINTUITIVE SURGICAL INC
32,868$12.0B94.60%
172
STZCONSTELLATION BRANDS INC
50,475$11.5B90.99%
173
BBTUSDBB T CORP
231,261$11.5B90.68%
174
INTUINTUIT
71,184$11.2B88.58%
175
VRTXVERTEX PHARMACEUTICALS INC
74,168$11.1B87.66%
176
PEOEXELON CORP
281,397$11.1B87.47%
177
ALSALLSTATE CORP
105,137$11.0B86.83%
178
TRVTRAVELERS COMPANIES INC
80,183$10.9B85.78%
179
DALDELTA AIR LINES INC DEL
192,232$10.8B84.90%
180
EBAEBAY INC
284,742$10.7B84.75%
181
TWENTY FIRST CENTY FOX INC
308,941$10.7B84.14%
182
AEPAMERICAN ELEC PWR INC
144,181$10.6B83.66%
183
STTSTATE STR CORP
108,657$10.6B83.65%
184
FISFIDELITY NATL INFORMATION SV
112,506$10.6B83.49%
185
APDAIR PRODS CHEMS INC
63,902$10.5B82.70%
186
LUVSOUTHWEST AIRLS CO
159,984$10.5B82.58%
187
HUMHUMANA INC
41,926$10.4B82.03%
188
EQIXEQUINIX INC
22,938$10.4B81.99%
189
DYHTARGET CORP
159,310$10.4B81.99%
190
ROSTROSS STORES INC
129,038$10.4B81.67%
191
JCIJOHNSON CTLS INTL PLC
271,287$10.3B81.54%
192
ECLECOLAB INC
76,229$10.2B80.67%
193
ETNEATON CORP PLC
129,108$10.2B80.46%
194
KMIKINDER MORGAN INC DEL
562,956$10.2B80.23%
195
WMWASTE MGMT INC DEL
117,078$10.1B79.69%
196
PLDPROLOGIS INC
156,017$10.1B79.38%
197
BSXBOSTON SCIENTIFIC CORP
402,496$10.0B78.70%
198
GISGENERAL MLS INC
166,638$9.9B77.92%
199
AONAON PLC
73,247$9.8B77.41%
200
TELTE CONNECTIVITY LTD
103,076$9.8B77.26%
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