STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2016 Filing

Filed February 2, 2017

Portfolio Value

$12.6T

Holdings

958

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (958 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
4,364,510$505.5B4.01%
2
BRK/BBERKSHIRE HATHAWAY INC DEL
2,837,162$462.4B3.67%
3
JPMJPMORGAN CHASE CO
4,667,400$402.8B3.20%
4
BACVERIZON COMMUNICATIONS INC
7,028,218$375.2B2.98%
5
WFCWELLS FARGO CO NEW
5,535,597$305.1B2.42%
6
SPYSPDR SP 500 ETF TR
1,359,450$303.9B2.41%
7
GILDGILEAD SCIENCES INC
3,032,301$217.1B1.72%
8
MSFTMICROSOFT CORP
3,302,217$205.2B1.63%
9
AFLAFLAC INC
2,879,562$200.4B1.59%
10
GOOGLALPHABET INC
238,138$188.7B1.50%
11
METAFACEBOOK INC
1,639,716$188.6B1.50%
12
VALIDUS HOLDINGS LTD
3,408,643$187.5B1.49%
13
HDHOME DEPOT INC
1,352,628$181.4B1.44%
14
CVSCVS HEALTH CORP
2,056,440$162.3B1.29%
15
AMZNAMAZON COM INC
189,802$142.3B1.13%
16
VVISA INC
1,821,744$142.1B1.13%
17
TWOTWO HBRS INVT CORP
15,604,284$136.1B1.08%
18
JNJJOHNSON JOHNSON
1,135,434$130.8B1.04%
19
WTWWILLIS TOWERS WATSON PUB LTD
1,025,455$125.4B0.99%
20
XOMEXXON MOBIL CORP
1,369,332$123.6B0.98%
21
TATT INC
2,814,659$119.7B0.95%
22
GEGENERAL ELECTRIC CO
3,444,060$108.8B0.86%
23
PFEPFIZER INC
3,100,026$100.7B0.80%
24
BMYBRISTOL MYERS SQUIBB CO
1,707,217$99.8B0.79%
25
TMOTHERMO FISHER SCIENTIFIC INC
681,631$96.2B0.76%
26
HONHONEYWELL INTL INC
814,513$94.4B0.75%
27
ADBEADOBE SYS INC
876,953$90.3B0.72%
28
PGPROCTER AND GAMBLE CO
1,060,703$89.2B0.71%
29
CMCSACOMCAST CORP NEW
1,216,461$84.0B0.67%
30
DISDISNEY WALT CO
782,053$81.5B0.65%
31
INTCINTEL CORP
2,223,011$80.6B0.64%
32
AXPAMERICAN EXPRESS CO
1,017,296$75.4B0.60%
33
BACBANK AMER CORP
3,388,317$74.9B0.59%
34
GOOGALPHABET INC
97,017$74.9B0.59%
35
CVXCHEVRON CORP
628,868$74.0B0.59%
36
4I1PHILIP MORRIS INTL INC
793,265$72.6B0.58%
37
MRKMERCK CO INC
1,125,149$66.2B0.53%
38
WMTWAL-MART STORES INC
938,534$64.9B0.51%
39
ORCLORACLE CORP
1,684,760$64.8B0.51%
40
USBUS BANCORP DEL
1,257,142$64.6B0.51%
41
UPSUNITED PARCEL SERVICE INC
562,486$64.5B0.51%
42
UTXZUNITED TECHNOLOGIES CORP
562,103$61.6B0.49%
43
STZCONSTELLATION BRANDS INC
398,075$61.0B0.48%
44
BKNGPRICELINE GRP INC
41,125$60.3B0.48%
45
QCOMQUALCOMM INC
912,871$59.5B0.47%
46
ABBVABBVIE INC
949,103$59.4B0.47%
47
CSCOCISCO SYS INC
1,889,891$57.1B0.45%
48
TRVCCITIGROUP INC
960,282$57.1B0.45%
49
UNHUNITEDHEALTH GROUP INC
340,313$54.5B0.43%
50
KOCOCA COLA CO
1,269,438$52.6B0.42%
51
IJHISHARES TR
315,500$52.2B0.41%
52
XLFSELECT SECTOR SPDR TR
2,225,600$51.7B0.41%
53
TWXCHFTIME WARNER INC
531,827$51.3B0.41%
54
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$50.2B0.40%
55
ARIAPOLLO COML REAL EST FIN INC
2,980,768$49.5B0.39%
56
PEPPEPSICO INC
469,029$49.1B0.39%
57
AGGISHARES TR
450,000$48.6B0.39%
58
IBMINTERNATIONAL BUSINESS MACHS
290,987$48.3B0.38%
59
CRMSALESFORCE COM INC
695,508$47.6B0.38%
60
DHRDANAHER CORP DEL
604,847$47.1B0.37%
61
MAMASTERCARD INCORPORATED
445,628$46.0B0.37%
62
CLCOLGATE PALMOLIVE CO
683,084$44.7B0.35%
63
NVDANVIDIA CORP
411,292$43.9B0.35%
64
MOALTRIA GROUP INC
648,702$43.9B0.35%
65
TJXTJX COS INC NEW
557,190$41.9B0.33%
66
GDGENERAL DYNAMICS CORP
240,827$41.6B0.33%
67
LMTLOCKHEED MARTIN CORP
164,518$41.1B0.33%
68
ACNACCENTURE PLC IRELAND
343,386$40.2B0.32%
69
ZTSZOETIS INC
729,492$39.0B0.31%
70
SLBSCHLUMBERGER LTD
454,972$38.2B0.30%
71
EMREMERSON ELEC CO
682,523$38.1B0.30%
72
AMGNAMGEN INC
251,794$36.8B0.29%
73
TXNTEXAS INSTRS INC
488,118$35.6B0.28%
74
VLOVALERO ENERGY CORP NEW
515,276$35.2B0.28%
75
MMM3M CO
196,676$35.1B0.28%
76
SKAASKECHERS U S A INC
1,377,700$33.9B0.27%
77
MCDMCDONALDS CORP
271,557$33.1B0.26%
78
PPGPPG INDS INC
344,568$32.7B0.26%
79
CBS CORP NEW
511,927$32.6B0.26%
80
MDTMEDTRONIC PLC
449,038$32.0B0.25%
81
REYNOLDS AMERICAN INC
555,614$31.1B0.25%
82
ALXNALEXION PHARMACEUTICALS INC
253,378$31.0B0.25%
83
FBINFORTUNE BRANDS HOME SEC IN
579,364$31.0B0.25%
84
BOFI HLDG INC
1,061,487$30.3B0.24%
85
UNPUNION PAC CORP
284,812$29.5B0.23%
86
CELGCELGENE CORP
253,552$29.3B0.23%
87
BABOEING CO
187,750$29.2B0.23%
88
GSGOLDMAN SACHS GROUP INC
120,950$29.0B0.23%
89
CLSCA INC
900,680$28.6B0.23%
90
BRK-BBERKSHIRE HATHAWAY INC DEL
116$28.3B0.22%
91
MYLAN N V
725,509$27.7B0.22%
92
CHRWC H ROBINSON WORLDWIDE INC
377,629$27.7B0.22%
93
DUKDUKE ENERGY CORP NEW
350,984$27.2B0.22%
94
KMIKINDER MORGAN INC DEL
1,295,706$26.8B0.21%
95
SBUXSTARBUCKS CORP
475,960$26.4B0.21%
96
ALLERGAN PLC
122,656$25.8B0.20%
97
8CWCROWN CASTLE INTL CORP NEW
279,674$24.3B0.19%
98
ELLINGTON FINANCIAL LLC
1,544,778$24.0B0.19%
99
HEHAWAIIAN ELEC INDUSTRIES
718,371$23.8B0.19%
100
LAMRLAMAR ADVERTISING CO NEW
348,300$23.4B0.19%
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