STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2016 Filing

Filed May 6, 2016

Portfolio Value

$12.6B

Holdings

958

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (958 positions)

StockValue
WFCWELLS FARGO + CO NEW
$632.3M
AAPLAPPLE INC
$497.5M
SPYSPDR S+P 500 ETF TR
$450.2M
GILDGILEAD SCIENCES INC
$310.5M
MSFTMICROSOFT CORP
$288.3M
BACVERIZON COMMUNICATIONS INC
$244.6M
HDHOME DEPOT INC
$222.7M
BRK/BBERKSHIRE HATHAWAY INC DEL
$216.9M
METAFACEBOOK INC
$214.1M
AFLAFLAC INC
$209.3M
GOOGLALPHABET INC
$209.0M
AXPAMERICAN EXPRESS CO
$172.0M
CVSCVS HEALTH CORP
$167.9M
VALIDUS HOLDINGS LTD
$160.2M
CSCOCISCO SYS INC
$145.4M
TMOTHERMO FISHER SCIENTIFIC INC
$134.6M
JNJJOHNSON + JOHNSON
$132.1M
TWOTWO HBRS INVT CORP
$131.0M
BMYBRISTOL MYERS SQUIBB CO
$130.6M
VVISA INC
$130.3M
GSGOLDMAN SACHS GROUP INC
$122.7M
AMZNAMAZON COM INC
$120.5M
XOMEXXON MOBIL CORP
$119.5M
GEGENERAL ELECTRIC CO
$119.1M
JPMJPMORGAN CHASE + CO
$112.7M
VIABVIACOM INC NEW
$105.6M
TAT+T INC
$103.5M
WTWWILLIS TOWERS WATSON PUB LTD
$100.8M
PFEPFIZER INC
$88.7M
4I1PHILIP MORRIS INTL INC
$85.5M
DELPHI AUTOMOTIVE PLC
$84.8M
PGPROCTER + GAMBLE CO
$79.0M
GOOGALPHABET INC
$76.2M
IBMINTERNATIONAL BUSINESS MACHS
$75.9M
INTCINTEL CORP
$75.7M
DISDISNEY WALT CO
$70.4M
CRMSALESFORCE COM INC
$68.2M
UNPUNION PAC CORP
$68.0M
ORCLORACLE CORP
$67.6M
XLFSELECT SECTOR SPDR TR
$66.8M
CVXCHEVRON CORP NEW
$65.3M
CMCSACOMCAST CORP NEW
$63.9M
MRKMERCK + CO INC NEW
$62.4M
KOCOCA COLA CO
$62.2M
UTXZUNITED TECHNOLOGIES CORP
$61.8M
TSCOTRACTOR SUPPLY CO
$61.6M
BOFI HLDG INC
$60.6M
MOALTRIA GROUP INC
$60.5M
HONHONEYWELL INTL INC
$54.9M
ABBVABBVIE INC
$53.7M
BACBANK AMER CORP
$52.4M
USBUS BANCORP DEL
$52.1M
PEPPEPSICO INC
$51.0M
TRVCCITIGROUP INC
$46.7M
ACNACCENTURE PLC IRELAND
$46.4M
UNHUNITEDHEALTH GROUP INC
$45.9M
EMREMERSON ELEC CO
$40.8M
MCDMCDONALDS CORP
$39.0M
WMTWAL-MART STORES INC
$39.0M
AMGNAMGEN INC NEW
$38.8M
GDGENERAL DYNAMICS CORP
$38.8M
LMTLOCKHEED MARTIN CORP
$38.2M
TXNTEXAS INSTRS INC
$38.2M
RTN1USDRAYTHEON CO
$37.9M
ARIAPOLLO COML REAL EST FIN
$37.8M
REGNREGENERON PHARMACEUTICALS
$36.7M
ALLERGAN PLC
$36.4M
MDTMEDTRONIC PLC
$36.3M
UPSUNITED PARCEL SERVICE
$36.2M
DALDELTA AIR LINES INC
$36.0M
VLOVALERO ENERGY CORP NEW
$34.9M
MMM3M CO
$34.7M
NOCNORTHROP GRUMMAN CORP
$32.7M
MONSANTO CO NEW
$32.5M
MAMASTERCARD INC
$32.4M
CBS CORP NEW
$32.3M
SLBSCHLUMBERGER LTD
$31.8M
IJHISHARES
$31.2M
EBAEBAY INC
$31.2M
SBUXSTARBUCKS CORP
$30.4M
TYCO INTL PLC
$30.4M
DUKDUKE ENERGY CORP NEW
$29.3M
NKENIKE INC
$28.6M
FTAIEURFORTRESS TRANS INFRST INVS L
$28.2M
REYNOLDS AMERICAN INC
$28.0M
NOVEURNATIONAL OILWELL VARCO INC
$27.8M
CLSCA INC
$27.4M
QCOMQUALCOMM INC
$27.4M
BABOEING CO
$27.2M
ELLINGTON FINANCIAL LLC
$27.0M
CELGCELGENE CORP
$26.9M
NVRNVR INC
$26.8M
AIGAMERICAN INTL GROUP INC
$25.8M
WBAWALGREENS BOOTS ALLIANCE INC
$25.0M
MANMANPOWERGROUP INC
$24.8M
BRK-BBERKSHIRE HATHAWAY INC DEL
$24.8M
LOWLOWES COS INC
$24.6M
LLYLILLY ELI + CO
$24.1M
TSLATESLA MTRS INC
$24.1M
COSTCOSTCO WHSL CORP NEW
$23.9M
Page 1 of 10Next