STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2016 Filing

Filed May 6, 2016

Portfolio Value

$12.6T

Holdings

958

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (958 positions)

#StockSharesValue% PortfolioType
1
WFCWELLS FARGO + CO NEW
13,073,834$632.3B5.02%
2
AAPLAPPLE INC
4,564,973$497.5B3.95%
3
SPYSPDR S+P 500 ETF TR
2,189,950$450.2B3.57%
4
GILDGILEAD SCIENCES INC
3,380,612$310.5B2.46%
5
MSFTMICROSOFT CORP
5,220,069$288.3B2.29%
6
BACVERIZON COMMUNICATIONS INC
4,523,755$244.6B1.94%
7
HDHOME DEPOT INC
1,669,040$222.7B1.77%
8
BRK/BBERKSHIRE HATHAWAY INC DEL
1,528,466$216.9B1.72%
9
METAFACEBOOK INC
1,876,700$214.1B1.70%
10
AFLAFLAC INC
3,314,495$209.3B1.66%
11
GOOGLALPHABET INC
273,918$209.0B1.66%
12
AXPAMERICAN EXPRESS CO
2,800,811$172.0B1.36%
13
CVSCVS HEALTH CORP
1,618,800$167.9B1.33%
14
VALIDUS HOLDINGS LTD
3,393,900$160.2B1.27%
15
CSCOCISCO SYS INC
5,107,663$145.4B1.15%
16
TMOTHERMO FISHER SCIENTIFIC INC
950,403$134.6B1.07%
17
JNJJOHNSON + JOHNSON
1,220,760$132.1B1.05%
18
TWOTWO HBRS INVT CORP
16,500,000$131.0B1.04%
19
BMYBRISTOL MYERS SQUIBB CO
2,044,853$130.6B1.04%
20
VVISA INC
1,703,680$130.3B1.03%
21
GSGOLDMAN SACHS GROUP INC
781,782$122.7B0.97%
22
AMZNAMAZON COM INC
202,950$120.5B0.96%
23
XOMEXXON MOBIL CORP
1,429,864$119.5B0.95%
24
GEGENERAL ELECTRIC CO
3,746,688$119.1B0.95%
25
JPMJPMORGAN CHASE + CO
1,902,597$112.7B0.89%
26
VIABVIACOM INC NEW
2,557,304$105.6B0.84%
27
TAT+T INC
2,641,983$103.5B0.82%
28
WTWWILLIS TOWERS WATSON PUB LTD
849,878$100.8B0.80%
29
PFEPFIZER INC
2,990,950$88.7B0.70%
30
4I1PHILIP MORRIS INTL INC
871,245$85.5B0.68%
31
DELPHI AUTOMOTIVE PLC
1,130,890$84.8B0.67%
32
PGPROCTER + GAMBLE CO
959,912$79.0B0.63%
33
GOOGALPHABET INC
102,321$76.2B0.60%
34
IBMINTERNATIONAL BUSINESS MACHS
501,435$75.9B0.60%
35
INTCINTEL CORP
2,341,255$75.7B0.60%
36
DISDISNEY WALT CO
708,525$70.4B0.56%
37
CRMSALESFORCE COM INC
924,184$68.2B0.54%
38
UNPUNION PAC CORP
854,456$68.0B0.54%
39
ORCLORACLE CORP
1,653,148$67.6B0.54%
40
XLFSELECT SECTOR SPDR TR
2,967,200$66.8B0.53%
41
CVXCHEVRON CORP NEW
685,004$65.3B0.52%
42
CMCSACOMCAST CORP NEW
1,045,649$63.9B0.51%
43
MRKMERCK + CO INC NEW
1,179,053$62.4B0.50%
44
KOCOCA COLA CO
1,341,646$62.2B0.49%
45
UTXZUNITED TECHNOLOGIES CORP
616,979$61.8B0.49%
46
TSCOTRACTOR SUPPLY CO
681,000$61.6B0.49%
47
BOFI HLDG INC
2,842,100$60.6B0.48%
48
MOALTRIA GROUP INC
965,474$60.5B0.48%
49
HONHONEYWELL INTL INC
489,949$54.9B0.44%
50
ABBVABBVIE INC
940,163$53.7B0.43%
51
BACBANK AMER CORP
3,876,477$52.4B0.42%
52
USBUS BANCORP DEL
1,283,838$52.1B0.41%
53
PEPPEPSICO INC
497,673$51.0B0.40%
54
TRVCCITIGROUP INC
1,118,030$46.7B0.37%
55
ACNACCENTURE PLC IRELAND
402,002$46.4B0.37%
56
UNHUNITEDHEALTH GROUP INC
356,313$45.9B0.36%
57
EMREMERSON ELEC CO
750,627$40.8B0.32%
58
MCDMCDONALDS CORP
310,389$39.0B0.31%
59
WMTWAL-MART STORES INC
568,734$39.0B0.31%
60
AMGNAMGEN INC NEW
258,962$38.8B0.31%
61
GDGENERAL DYNAMICS CORP
295,111$38.8B0.31%
62
LMTLOCKHEED MARTIN CORP
172,527$38.2B0.30%
63
TXNTEXAS INSTRS INC
665,014$38.2B0.30%
64
RTN1USDRAYTHEON CO
309,316$37.9B0.30%
65
ARIAPOLLO COML REAL EST FIN
2,319,000$37.8B0.30%
66
REGNREGENERON PHARMACEUTICALS
101,900$36.7B0.29%
67
ALLERGAN PLC
135,852$36.4B0.29%
68
MDTMEDTRONIC PLC
484,190$36.3B0.29%
69
UPSUNITED PARCEL SERVICE
343,662$36.2B0.29%
70
DALDELTA AIR LINES INC
739,400$36.0B0.29%
71
VLOVALERO ENERGY CORP NEW
543,760$34.9B0.28%
72
MMM3M CO
208,352$34.7B0.28%
73
NOCNORTHROP GRUMMAN CORP
165,089$32.7B0.26%
74
MONSANTO CO NEW
370,035$32.5B0.26%
75
MAMASTERCARD INC
343,000$32.4B0.26%
76
CBS CORP NEW
587,067$32.3B0.26%
77
SLBSCHLUMBERGER LTD
431,483$31.8B0.25%
78
IJHISHARES
216,700$31.2B0.25%
79
EBAEBAY INC
1,306,386$31.2B0.25%
80
SBUXSTARBUCKS CORP
508,964$30.4B0.24%
81
TYCO INTL PLC
826,785$30.4B0.24%
82
DUKDUKE ENERGY CORP NEW
362,636$29.3B0.23%
83
NKENIKE INC
464,764$28.6B0.23%
84
FTAIEURFORTRESS TRANS INFRST INVS L
3,076,923$28.2B0.22%
85
REYNOLDS AMERICAN INC
556,086$28.0B0.22%
86
NOVEURNATIONAL OILWELL VARCO INC
893,810$27.8B0.22%
87
CLSCA INC
891,324$27.4B0.22%
88
QCOMQUALCOMM INC
535,695$27.4B0.22%
89
BABOEING CO
214,390$27.2B0.22%
90
ELLINGTON FINANCIAL LLC
1,550,000$27.0B0.21%
91
CELGCELGENE CORP
269,180$26.9B0.21%
92
NVRNVR INC
15,464$26.8B0.21%
93
AIGAMERICAN INTL GROUP INC
477,872$25.8B0.20%
94
WBAWALGREENS BOOTS ALLIANCE INC
297,117$25.0B0.20%
95
MANMANPOWERGROUP INC
304,730$24.8B0.20%
96
BRK-BBERKSHIRE HATHAWAY INC DEL
116$24.8B0.20%
97
LOWLOWES COS INC
324,895$24.6B0.20%
98
LLYLILLY ELI + CO
335,102$24.1B0.19%
99
TSLATESLA MTRS INC
104,821$24.1B0.19%
100
COSTCOSTCO WHSL CORP NEW
151,408$23.9B0.19%
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