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
101
MDLZMONDELEZ INTL INC
539,208$24.5B0.19%
102
KMIKINDER MORGAN INC DEL
1,303,498$24.4B0.19%
103
MASMASCO CORP
777,188$24.0B0.19%
104
COSTCOSTCO WHSL CORP NEW
152,208$23.9B0.19%
105
CBCHUBB LIMITED
182,609$23.9B0.19%
106
HEHAWAIIAN ELEC INDUSTRIES
717,971$23.5B0.18%
107
SPGSIMON PPTY GROUP INC NEW
107,442$23.3B0.18%
108
LAMRLAMAR ADVERTISING CO NEW
348,100$23.1B0.18%
109
DHRDANAHER CORP DEL
219,971$22.2B0.17%
110
BKNGPRICELINE GRP INC
17,221$21.5B0.17%
111
ST JUDE MED INC
274,983$21.4B0.17%
112
ABTABBOTT LABS
544,363$21.4B0.17%
113
NEENEXTERA ENERGY INC
160,253$20.9B0.16%
114
AIGAMERICAN INTL GROUP INC
392,872$20.8B0.16%
115
WPCW P CAREY INC
299,202$20.8B0.16%
116
ADPAUTOMATIC DATA PROCESSING IN
221,893$20.4B0.16%
117
TWXCHFTIME WARNER INC
273,203$20.1B0.16%
118
OXYOCCIDENTAL PETE CORP DEL
265,340$20.0B0.16%
119
AVGOBROADCOM LTD
128,850$20.0B0.16%
120
NCMIEURNATIONAL CINEMEDIA INC
1,291,000$20.0B0.16%
121
DU PONT E I DE NEMOURS + CO
303,435$19.7B0.15%
122
DOW CHEM CO
390,077$19.4B0.15%
123
SOSOUTHERN CO
359,490$19.3B0.15%
124
IJRISHARES TR
165,000$19.2B0.15%
125
SKAASKECHERS U S A INC
642,300$19.1B0.15%
126
COPCONOCOPHILLIPS
430,215$18.8B0.15%
127
TC PIPELINES LP
325,500$18.6B0.15%
128
E M C CORP MASS
678,554$18.4B0.14%
129
BIIBBIOGEN INC
76,101$18.4B0.14%
130
KHCKRAFT HEINZ CO
207,002$18.3B0.14%
131
ALLYALLY FINL INC
1,068,966$18.2B0.14%
132
EXPRESS SCRIPTS HLDG CO
233,828$17.7B0.14%
133
GSKGLAXOSMITHKLINE PLC
404,000$17.5B0.14%
134
KMBKIMBERLY CLARK CORP
125,138$17.2B0.13%
135
FFORD MTR CO DEL
1,355,538$17.0B0.13%
136
AMTAMERICAN TOWER CORP
147,530$16.8B0.13%
137
DDOMINION RES INC VA NEW
214,113$16.7B0.13%
138
EOGEOG RES INC
191,160$15.9B0.12%
139
MONSANTO CO NEW
151,735$15.7B0.12%
140
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
270,554$15.5B0.12%
141
CATCATERPILLAR INC
202,854$15.4B0.12%
142
METMETLIFE INC
381,701$15.2B0.12%
143
BLKCHFBLACKROCK INC
43,660$15.0B0.12%
144
AETNA INC
121,782$14.9B0.12%
145
GISGENERAL MLS INC
206,518$14.7B0.12%
146
BKBANK NEW YORK MELLON CORP
374,132$14.5B0.11%
147
DYHTARGET CORP
204,678$14.3B0.11%
148
PNCPNC FINL SVCS GROUP INC
173,492$14.1B0.11%
149
RTN1USDRAYTHEON CO
103,216$14.0B0.11%
150
EMREMERSON ELEC CO
268,527$14.0B0.11%
151
PYPLPAYPAL HLDGS INC
383,186$14.0B0.11%
152
GMGENERAL MTRS CO
486,800$13.8B0.11%
153
DWDMORGAN STANLEY
524,855$13.6B0.11%
154
NFLXNETFLIX INC
148,762$13.6B0.11%
155
BRIDGEPOINT ED INC
1,877,754$13.6B0.11%
156
COFCAPITAL ONE FINL CORP
213,856$13.6B0.11%
157
HALHALLIBURTON CO
298,507$13.5B0.11%
158
VECTREN CORP
255,960$13.5B0.11%
159
PPGPPG INDS INC
129,164$13.5B0.11%
160
PSOPEARSON PLC SPONSORED ADR
1,025,100$13.3B0.10%
161
FSLRFIRST SOLAR INC
273,779$13.3B0.10%
162
FDXFEDEX CORP
86,696$13.2B0.10%
163
PSAPUBLIC STORAGE
51,241$13.1B0.10%
164
SYKSTRYKER CORP
109,092$13.1B0.10%
165
PSXPHILLIPS 66
162,503$12.9B0.10%
166
MRSHMARSH + MCLENNAN COS INC
181,077$12.4B0.10%
167
KRKROGER CO
331,328$12.2B0.10%
168
TRVTRAVELERS COMPANIES INC
101,567$12.1B0.09%
169
ELVANTHEM INC
91,392$12.0B0.09%
170
AEPAMERICAN ELEC PWR INC
170,697$12.0B0.09%
171
NGGNATIONAL GRID PLC
158,131$11.8B0.09%
172
YUMYUM BRANDS INC
141,590$11.7B0.09%
173
OUTOUTFRONT MEDIA INC
485,742$11.7B0.09%
174
ITWILLINOIS TOOL WKS INC
112,313$11.7B0.09%
175
PEOEXELON CORP
320,189$11.6B0.09%
176
CMECME GROUP INC
117,681$11.5B0.09%
177
ALSALLSTATE CORP
163,673$11.4B0.09%
178
DGDOLLAR GEN CORP NEW
121,542$11.4B0.09%
179
YAHOO INC
303,555$11.4B0.09%
180
CICIGNA CORP
89,080$11.4B0.09%
181
OMCOMNICOM GROUP
137,506$11.2B0.09%
182
PXGBXPRAXAIR INC
99,105$11.1B0.09%
183
PCGP G + E CORP
172,341$11.0B0.09%
184
BSXBOSTON SCIENTIFIC CORP
471,336$11.0B0.09%
185
PRUPRUDENTIAL FINL INC
153,580$11.0B0.09%
186
EPDENTERPRISE PRODS PARTNERS L
373,000$10.9B0.09%
187
ECLECOLAB INC
91,653$10.9B0.09%
188
VEAVANGUARD TAX MANAGED INTL
300,000$10.6B0.08%
189
FISVFISERV INC
97,476$10.6B0.08%
190
ICEINTERCONTINENTAL EXCHANGE IN
41,376$10.6B0.08%
191
SCHWSCHWAB CHARLES CORP NEW
417,817$10.6B0.08%
192
HPEHEWLETT PACKARD ENTERPRIS
577,213$10.5B0.08%
193
BAXBAXTER INTL INC
231,614$10.5B0.08%
194
PGRPROGRESSIVE CORP
307,745$10.3B0.08%
195
TWENTY FIRST CENTY FOX
380,677$10.3B0.08%
196
AZOAUTOZONE INC
12,947$10.3B0.08%
197
BBTUSDBB+T CORP
285,141$10.2B0.08%
198
STZCONSTELLATION BRANDS INC
61,323$10.1B0.08%
199
9990302DAPACHE CORP
181,445$10.1B0.08%
200
AONAON PLC
92,019$10.1B0.08%
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