STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2016 Filing

Filed August 3, 2016

Portfolio Value

$12.8T

Holdings

967

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (967 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
4,977,050$475.8B3.72%
2
SPYSPDR S+P 500 ETF TRUST
2,189,950$458.9B3.59%
3
WFCWELLS FARGO + CO NEW
9,367,701$443.4B3.47%
4
BRK/BBERKSHIRE HATHAWAY INC DEL
2,721,466$394.0B3.08%
5
BACVERIZON COMMUNICATIONS INC
5,618,790$313.8B2.46%
6
MSFTMICROSOFT CORP
4,653,969$238.1B1.86%
7
GILDGILEAD SCIENCES INC
2,682,189$223.7B1.75%
8
AFLAFLAC INC
2,889,926$208.5B1.63%
9
METAFACEBOOK INC
1,680,846$192.1B1.50%
10
HDHOME DEPOT INC
1,388,040$177.2B1.39%
11
GOOGLALPHABET INC
249,918$175.8B1.38%
12
JPMJPMORGAN CHASE + CO
2,740,040$170.3B1.33%
13
VALIDUS HOLDINGS LTD
3,408,643$165.6B1.30%
14
WTWWILLIS TOWERS WATSON PUB LTD
1,203,455$149.6B1.17%
15
CSCOCISCO SYS INC
5,091,163$146.1B1.14%
16
CVSCVS HEALTH CORP
1,507,700$144.3B1.13%
17
BMYBRISTOL MYERS SQUIBB CO
1,961,353$144.3B1.13%
18
AMZNAMAZON COM INC
198,950$142.4B1.11%
19
XOMEXXON MOBIL CORP
1,453,664$136.3B1.07%
20
TWOTWO HBRS INVT CORP
15,604,284$133.6B1.05%
21
JNJJOHNSON + JOHNSON
1,088,860$132.1B1.03%
22
VVISA INC
1,731,680$128.4B1.01%
23
TMOTHERMO FISHER SCIENTIFIC INC
836,703$123.6B0.97%
24
HONHONEYWELL INTL INC
1,035,049$120.4B0.94%
25
GEGENERAL ELECTRIC CO
3,745,488$117.9B0.92%
26
TAT+T INC
2,717,283$117.4B0.92%
27
AXPAMERICAN EXPRESS CO
1,914,348$116.3B0.91%
28
XYZSQUARE INC
11,349,190$102.7B0.80%
29
PGPROCTER + GAMBLE CO
1,164,712$98.6B0.77%
30
PFEPFIZER INC
2,778,150$97.8B0.77%
31
4I1PHILIP MORRIS INTL INC
864,445$87.9B0.69%
32
CMCSACOMCAST CORP NEW
1,289,049$84.0B0.66%
33
DISDISNEY WALT CO
811,725$79.4B0.62%
34
UNPUNION PAC CORP
842,156$73.5B0.58%
35
IBMINTERNATIONAL BUSINESS MACHS
483,335$73.4B0.57%
36
CRMSALESFORCE COM INC
919,284$73.0B0.57%
37
TSLATESLA MTRS INC
339,623$72.1B0.56%
38
GOOGALPHABET INC
102,621$71.0B0.56%
39
ORCLORACLE CORP
1,707,648$69.9B0.55%
40
CVXCHEVRON CORP NEW
666,204$69.8B0.55%
41
MRKMERCK + CO INC NEW
1,185,053$68.3B0.53%
42
XLFSELECT SECTOR SPDR TR
2,967,200$67.7B0.53%
43
MOALTRIA GROUP INC
942,474$65.0B0.51%
44
UTXZUNITED TECHNOLOGIES CORP
615,879$63.2B0.49%
45
TSCOTRACTOR SUPPLY CO
681,400$62.1B0.49%
46
ADBEADOBE SYS INC
640,765$61.4B0.48%
47
KOCOCA COLA CO
1,352,546$61.3B0.48%
48
LMTLOCKHEED MARTIN CORP
241,627$60.0B0.47%
49
INTCINTEL CORP
1,640,355$53.8B0.42%
50
PEPPEPSICO INC
501,773$53.2B0.42%
51
USBUS BANCORP DEL
1,290,738$52.1B0.41%
52
UNHUNITEDHEALTH GROUP INC
367,313$51.9B0.41%
53
ABBVABBVIE INC
812,363$50.3B0.39%
54
ARIAPOLLO COML REAL EST FIN INC
2,980,768$47.9B0.37%
55
BACBANK AMER CORP
3,584,977$47.6B0.37%
56
IJHISHARES TR
316,700$47.3B0.37%
57
ACNACCENTURE PLC
402,002$45.5B0.36%
58
TXNTEXAS INSTRS INC
719,814$45.1B0.35%
59
MAMASTERCARD INC
509,700$44.9B0.35%
60
WMTWAL-MART STORES INC
608,034$44.4B0.35%
61
MDTMEDTRONIC PLC
501,790$43.5B0.34%
62
TRVCCITIGROUP INC
1,024,830$43.4B0.34%
63
VIABVIACOM INC NEW
993,968$41.2B0.32%
64
CLCOLGATE PALMOLIVE CO
551,844$40.4B0.32%
65
MCKMCKESSON CORP
215,753$40.3B0.32%
66
REGNREGENERON PHARMACEUTICALS
115,100$40.2B0.31%
67
AMGNAMGEN INC
260,962$39.7B0.31%
68
TJXTJX COS INC NEW
507,886$39.2B0.31%
69
GSGOLDMAN SACHS GROUP INC
261,082$38.8B0.30%
70
GDGENERAL DYNAMICS CORP
278,111$38.7B0.30%
71
SLBSCHLUMBERGER LTD
482,744$38.2B0.30%
72
MMM3M CO
217,152$38.0B0.30%
73
UPSUNITED PARCEL SERVICE INC
345,862$37.3B0.29%
74
BOFI HLDG INC
2,100,487$37.2B0.29%
75
MCDMCDONALDS CORP
304,989$36.7B0.29%
76
AGGISHARES TR
325,500$36.6B0.29%
77
NOCNORTHROP GRUMMAN CORP
163,189$36.3B0.28%
78
JOHNSON CTLS INC
788,742$34.9B0.27%
79
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$34.7B0.27%
80
REYNOLDS AMERICAN INC
620,086$33.4B0.26%
81
CAHCARDINAL HEALTH INC
427,831$33.4B0.26%
82
SWKSTANLEY BLACK + DECKER INC
291,636$32.4B0.25%
83
ALLERGAN PLC
137,452$31.8B0.25%
84
CLSCA INC
960,624$31.5B0.25%
85
VLOVALERO ENERGY CORP NEW
616,560$31.4B0.25%
86
DUKDUKE ENERGY CORP NEW
364,936$31.3B0.25%
87
SBUXSTARBUCKS CORP
508,864$29.1B0.23%
88
QCOMQUALCOMM INC
539,295$28.9B0.23%
89
FBINFORTUNE BRANDS HOME + SEC IN
478,400$27.7B0.22%
90
BABOEING CO
207,990$27.0B0.21%
91
LLYLILLY ELI + CO
337,402$26.6B0.21%
92
CELGCELGENE CORP
269,080$26.5B0.21%
93
ELLINGTON FINANCIAL LLC
1,544,778$26.5B0.21%
94
LOWLOWES COS INC
330,095$26.1B0.20%
95
8CWCROWN CASTLE INTL CORP NEW
255,754$25.9B0.20%
96
NKENIKE INC
462,564$25.5B0.20%
97
ATHENAHEALTH INC
183,000$25.3B0.20%
98
BRK-BBERKSHIRE HATHAWAY INC DEL
116$25.2B0.20%
99
DGXQUEST DIAGNOSTICS INC
308,583$25.1B0.20%
100
WBAWALGREENS BOOTS ALLIANCE INC
300,217$25.0B0.20%
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