STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2016 Filing

Filed February 2, 2017

Portfolio Value

$12.6B

Holdings

958

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (958 positions)

#StockSharesValue% PortfolioType
101
ALLYALLY FINL INC
1,230,966$23.4B185.77%
102
LLYLILLY ELI CO
317,738$23.4B185.42%
103
WBAWALGREENS BOOTS ALLIANCE INC
279,861$23.2B183.77%
104
AVGOBROADCOM LTD
129,978$23.0B182.30%
105
CBCHUBB LIMITED
173,477$22.9B181.85%
106
COSTCOSTCO WHSL CORP NEW
142,936$22.9B181.58%
107
TC PIPELINES LP
382,500$22.5B178.57%
108
MDLZMONDELEZ INTL INC
505,056$22.4B177.64%
109
NKENIKE INC
436,992$22.2B176.24%
110
LOWLOWES COS IN
309,975$22.0B174.91%
111
BANK AMER CORP
22,463,400$21.6B171.10%
112
METMETLIFE INC
394,485$21.3B168.68%
113
AIGAMERICAN INTL GROUP INC
323,284$21.1B167.53%
114
DOW CHEM CO
366,777$21.0B166.52%
115
DU PONT E I DE NEMOURS CO
284,315$20.9B165.58%
116
CHTRCHARTER COMMUNICATIONS INC N
70,800$20.4B161.74%
117
COPCONOCOPHILLIPS
405,155$20.3B161.18%
118
BIIBBIOGEN INC
71,177$20.2B160.15%
119
DWDMORGAN STANLEY
471,655$19.9B158.11%
120
ABTABBOTT LABS
515,511$19.8B157.11%
121
XYZSQUARE INC
1,422,700$19.4B153.85%
122
ST JUDE MED INC
239,472$19.2B152.36%
123
EOGEOG RES INC
188,528$19.1B151.23%
124
NCMIEURNATIONAL CINEMEDIA INC
1,291,000$19.0B150.88%
125
BRIDGEPOINT ED INC
1,837,754$18.6B147.71%
126
PNCPNC FINL SVCS GROUP INC
159,076$18.6B147.63%
127
SPGSIMON PPTY GROUP INC NEW
102,798$18.3B144.91%
128
NEENEXTERA ENERGY INC
152,773$18.3B144.80%
129
ILMNILLUMINA INC
140,060$17.9B142.29%
130
ADPAUTOMATIC DATA PROCESSING
173,281$17.8B141.31%
131
OXYOCCIDENTAL PETE CORP DEL
249,956$17.8B141.26%
132
CATCATERPILLAR INC DEL
191,366$17.7B140.81%
133
WPCW P CAREY INC
299,202$17.7B140.28%
134
SOSOUTHERN CO
353,930$17.4B138.14%
135
NFLXNETFLIX INC
140,334$17.4B137.84%
136
KHCKRAFT HEINZ CO
195,046$17.0B135.13%
137
TWTRUSDTWITTER INC
1,038,866$16.9B134.36%
138
BKBANK NEW YORK MELLON CORP
345,748$16.4B129.98%
139
GMGENERAL MTRS CO
453,620$15.8B125.39%
140
DDOMINION RES INC VA NEW
204,949$15.7B124.54%
141
SCHWSCHWAB CHARLES CORP NEW
394,537$15.6B123.55%
142
GSKGLAXOSMITHKLINE PLC
404,000$15.6B123.44%
143
FFORD MTR CO DEL
1,276,390$15.5B122.85%
144
COFCAPITAL ONE FINL CORP
176,248$15.4B122.00%
145
EXPRESS SCRIPTS HLDG CO
222,692$15.3B121.55%
146
HALHALLIBURTON CO
282,679$15.3B121.32%
147
BLKCHFBLACKROCK INC
39,780$15.1B120.11%
148
MONSANTO CO NEW
143,263$15.1B119.59%
149
FDXFEDEX CORP
79,912$14.9B118.06%
150
AMTAMERICAN TOWER CORP NEW
139,226$14.7B116.74%
151
PRUPRUDENTIAL FINL INC
140,632$14.6B116.11%
152
MCOMOODYS CORP
154,315$14.5B115.42%
153
PYPLPAYPAL HLDGS INC
367,034$14.5B114.94%
154
AETNA INC
114,734$14.2B112.89%
155
RTN1USDRAYTHEON CO
96,036$13.6B108.20%
156
NOCNORTHROP GRUMMAN CORP
57,617$13.4B106.33%
157
KMBKIMBERLY CLARK CORP
117,146$13.4B106.07%
158
VECTREN CORP
256,060$13.4B105.95%
159
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
237,454$13.3B105.57%
160
DYHTARGET CORP
183,710$13.3B105.28%
161
EPDENTERPRISE PRODS PARTNERS L
483,000$13.1B103.62%
162
CMECME GROUP INC
110,977$12.8B101.57%
163
APCANADARKO PETE CORP
182,827$12.7B101.15%
164
ITWILLINOIS TOOL WKS INC
103,297$12.7B100.37%
165
JCIJOHNSON CTLS INTL PLC
306,287$12.6B100.10%
166
HPEHEWLETT PACKARD ENTERPRIS
544,797$12.6B100.03%
167
PSXPHILLIPS 66
144,735$12.5B99.23%
168
BBTUSDBBT CORP
265,361$12.5B99.00%
169
ELVANTHEM INC
86,144$12.4B98.27%
170
SYKSTRYKER CORP
101,596$12.2B96.58%
171
OUTOUTFRONT MEDIA INC
485,742$12.1B95.85%
172
GISGENERAL MLS INC
193,438$11.9B94.81%
173
DALDELTA AIR LINES INC
240,832$11.8B94.00%
174
AMATAPPLIED MATLS INC
353,509$11.4B90.51%
175
MRSHMARSH MCLENNAN COS INC
168,601$11.4B90.42%
176
TRVTRAVELERS COMPANIES INC
92,883$11.4B90.22%
177
CICIGNA CORPORATION
83,928$11.2B88.82%
178
YAHOO INC
287,035$11.1B88.07%
179
9990302DAPACHE CORP
174,089$11.0B87.67%
180
ALSALLSTATE CORP
148,837$11.0B87.53%
181
CSXCSX CORP
306,331$11.0B87.33%
182
ICEINTERCONTINENTAL EXCHANGE IN
194,800$11.0B87.21%
183
VEAVANGUARD TAX MANAGED INTL FD
300,000$11.0B86.98%
184
GLNGGOLAR LNG LTD BERMUDA
477,700$11.0B86.94%
185
TROWPRICE T ROWE GROUP INC
145,461$10.9B86.86%
186
PXGBXPRAXAIR INC
93,345$10.9B86.79%
187
PSAPUBLIC STORAGE
48,777$10.9B86.50%
188
PEOEXELON CORP
301,897$10.7B85.01%
189
KRKROGER CO
308,776$10.7B84.55%
190
ROSTROSS STORES INC
161,788$10.6B84.21%
191
PSOPEARSON PLC
1,040,100$10.4B82.45%
192
MCKMCKESSON CORP
73,933$10.4B82.39%
193
FISFIDELITY NATL INFORMATION SV
136,656$10.3B82.02%
194
NSCNORFOLK SOUTHERN CORP
95,449$10.3B81.84%
195
APDAIR PRODS CHEMS INC
71,102$10.2B81.14%
196
AEPAMERICAN ELEC PWR INC
160,781$10.1B80.32%
197
EBAEBAY INC
340,042$10.1B80.10%
198
ECLECOLAB INC
85,829$10.1B79.83%
199
PCGPGE CORP
165,329$10.0B79.72%
200
LUVSOUTHWEST AIRLS CO
201,284$10.0B79.60%
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