STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2017 Filing

Filed May 1, 2017

Portfolio Value

$12.9B

Holdings

945

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (945 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
4,237,210$608.7B4705.99%
2
BRK/BBERKSHIRE HATHAWAY INC DEL
2,794,862$465.8B3601.46%
3
JPMJPMORGAN CHASE CO
4,670,500$410.3B3171.69%
4
BACVERIZON COMMUNICATIONS INC
6,987,318$340.6B2633.42%
5
SPYSPDR S P 500 EFT TR
1,359,450$320.5B2477.60%
6
WFCWELLS FARGO CO NEW
5,480,997$305.1B2358.51%
7
METAFACEBOOK INC
1,659,116$235.7B1822.02%
8
HDHOME DEPOT INC
1,470,028$215.8B1668.69%
9
GILDGILEAD SCIENCES INC
3,175,801$215.7B1667.57%
10
MSFTMICROSOFT CORP
3,210,717$211.5B1634.78%
11
AFLAFLAC INC
2,818,582$204.1B1578.06%
12
GOOGLALPHABET INC
239,038$202.7B1566.73%
13
PGPROCTER AND GAMBLE CO
2,193,303$197.1B1523.53%
14
VALIDUS HOLDINGS LTD
3,408,643$192.2B1486.00%
15
DISDISNEY WALT CO
1,355,053$153.6B1187.86%
16
AMZNAMAZON COM INC
170,902$151.5B1171.33%
17
TWOTWO HBRS INVT CORP
15,604,284$149.6B1156.90%
18
JNJJOHNSON JOHNSON
1,083,364$134.9B1043.16%
19
WTWWILLIS TOWERS WATSON PUB LTD
1,025,455$134.2B1037.67%
20
VVISA INC
1,333,344$118.5B916.08%
21
ADBEADOBE SYS INC
877,153$114.1B882.45%
22
TAT T INC
2,721,059$113.1B874.07%
23
CVSCVS HEALTH CORP
1,439,540$113.0B873.63%
24
XOMEXXON MOBIL CORP
1,362,032$111.7B863.55%
25
PFEPFIZER INC
3,070,526$105.0B812.09%
26
GEGENERAL ELECTRIC CO
3,416,860$101.8B787.18%
27
HONHONEYWELL INTL INC
798,213$99.7B770.57%
28
CMCSACOMCAST CORP NEW
2,368,322$89.0B688.25%
29
4I1PHILIP MORRIS INTL INC
776,465$87.7B677.72%
30
GOOGALPHABET INC
97,017$80.5B622.20%
31
INTCINTEL CORP
2,226,211$80.3B620.79%
32
BACBANK AMER CORP
3,292,935$77.7B600.54%
33
AXPAMERICAN EXPRESS CO
960,496$76.0B587.44%
34
ZTSZOETIS INC
1,391,592$74.3B574.17%
35
MRKMERCK CO INC
1,125,349$71.5B552.80%
36
ORCLORACLE CORP
1,558,260$69.5B537.41%
37
SHWSHERWIN WILLIAMS CO
216,691$67.2B519.64%
38
CVXCHEVRON CORP NEW
621,868$66.8B516.20%
39
CELGCELGENE CORP
535,552$66.6B515.19%
40
WMTWAL MART STORES INC
863,234$62.2B481.04%
41
USBUS BANCORP
1,191,642$61.4B474.45%
42
ABBVABBVIE INC
941,203$61.3B474.13%
43
UPSUNITED PARCEL SERVICE INC
563,386$60.5B467.35%
44
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$56.3B435.36%
45
ARIAPOLLO COML REAL EST FIN INC
2,980,768$56.1B433.46%
46
CSCOCISCO SYS INC
1,644,891$55.6B429.82%
47
UTXZUNITED TECHNOLOGIES CORP
493,903$55.4B428.46%
48
BKNGPRICELINE GRP INC
30,825$54.9B424.18%
49
TRVCCITIGROUP INC
910,056$54.4B420.87%
50
IJHISHARES TR
315,500$54.0B417.63%
51
KOCOCA COLA CO
1,269,238$53.9B416.44%
52
XLFSELECT SECTOR SPDR TR
2,267,600$53.8B416.00%
53
TMOTHERMO FISHER SCIENTIFIC INC
347,531$53.4B412.69%
54
PEPPEPSICO INC
468,829$52.4B405.44%
55
TWXCHFTIME WARNER INC
533,927$52.2B403.33%
56
UNHUNITEDHEALTH GROUP INC
315,913$51.8B400.57%
57
QCOMQUALCOMM INC
886,071$50.8B392.79%
58
IBMINTERNATIONAL BUSINESS MACHS
289,887$50.5B390.27%
59
CLCOLGATE PALMOLIVE CO
682,384$49.9B386.12%
60
MAMASTERCARD INCORPORATED
435,828$49.0B378.96%
61
NVDANVIDIA CORP
443,492$48.3B373.48%
62
MOALTRIA GROUP INC
647,902$46.3B357.74%
63
GDGENERAL DYNAMICS CORP
240,627$45.0B348.24%
64
DHRDANAHER CORP DEL
523,567$44.8B346.20%
65
BMYBRISTOL MYERS SQUIBB CO
816,117$44.4B343.10%
66
LMTLOCKHEED MARTIN CORP
164,118$43.9B339.53%
67
ILMNILLUMINA INC
257,060$43.9B339.12%
68
MONSANTO CO NEW
381,063$43.1B333.48%
69
TJXTJX COS INC NEW
544,090$43.0B332.64%
70
EMREMERSON ELEC CO
663,223$39.7B306.93%
71
AMGNAMGEN INC
241,894$39.7B306.83%
72
TXNTEXAS INSTRS INC
489,618$39.4B304.94%
73
ACNACCENTURE PLC IRELAND
328,386$39.4B304.35%
74
ABTABBOTT LABS
852,243$37.8B292.60%
75
MMM3M CO
195,876$37.5B289.73%
76
MDTMEDTRONIC PLC
449,638$36.2B280.04%
77
PPGPPG INDS INC
342,668$36.0B278.38%
78
SLBSCHLUMBERGER LTD
457,972$35.8B276.52%
79
REYNOLDS AMERICAN INC
556,814$35.1B271.28%
80
CBS CORP NEW
505,827$35.1B271.23%
81
MCDMCDONALDS CORP
269,057$34.9B269.59%
82
VLOVALERO ENERGY CORP NEW
515,376$34.2B264.12%
83
ALXNALEXION PHARMACEUTICALS INC
273,778$33.2B256.61%
84
BABOEING CO
187,050$33.1B255.76%
85
CHRWC H ROBINSON WORLDWIDE INC
377,729$29.2B225.71%
86
DUKDUKE ENERGY CORP NEW
355,484$29.2B225.38%
87
BRK-BBERKSHIRE HATHAWAY INC DEL
116$29.0B224.07%
88
AVGOBROADCOM LTD
131,778$28.9B223.07%
89
UNPUNION PAC CORP
267,312$28.3B218.90%
90
KMIKINDER MORGAN INC DEL
1,298,506$28.2B218.25%
91
SBUXSTARBUCKS CORP
478,760$28.0B216.12%
92
GSGOLDMAN SACHS GROUP INC
121,650$27.9B216.04%
93
BOFI HLDG INC
1,061,487$27.7B214.43%
94
LLYLILLY ELI CO
318,938$26.8B207.39%
95
8CWCROWN CASTLE INTL CORP NEW
280,174$26.5B204.58%
96
ALLERGAN PLC
110,156$26.3B203.46%
97
CLSCA INC
824,380$26.1B202.16%
98
LAMRLAMAR ADVERTISING CO NEW
348,700$26.1B201.48%
99
ALLYALLY FINL INC
1,230,966$25.0B193.48%
100
ELLINGTON FINANCIAL LLC
1,544,778$24.5B189.05%
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