STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2016 Filing

Filed November 2, 2016

Portfolio Value

$12.7B

Holdings

965

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (965 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
4,514,850$510.4B4025.25%
2
BRK/BBERKSHIRE HATHAWAY INC DEL
2,612,066$377.4B2976.05%
3
BACVERIZON COMMUNICATIONS INC
7,252,790$377.0B2973.17%
4
JPMJPMORGAN CHASE + CO
4,550,240$303.0B2389.58%
5
WFCWELLS FARGO + CO NEW
6,569,601$290.9B2294.17%
6
GILDGILEAD SCIENCES INC
3,058,289$242.0B1908.29%
7
SPYSPDR S+P 500 ETF TR
1,044,450$225.9B1781.66%
8
MSFTMICROSOFT CORP
3,703,969$213.3B1682.56%
9
METAFACEBOOK INC
1,626,900$208.7B1645.75%
10
AFLAFLAC INC
2,889,026$207.6B1637.48%
11
CVSCVS HEALTH CORP
2,310,800$205.6B1621.74%
12
GOOGLALPHABET INC
244,318$196.4B1549.25%
13
HDHOME DEPOT INC
1,344,840$173.1B1364.77%
14
VALIDUS HOLDINGS LTD
3,408,643$169.8B1339.26%
15
VVISA INC
2,025,080$167.5B1320.77%
16
AMZNAMAZON COM INC
198,650$166.3B1311.76%
17
CSCOCISCO SYS INC
5,064,363$160.6B1266.89%
18
WTWWILLIS TOWERS WATSON PUB LTD
1,028,655$136.6B1077.09%
19
TWOTWO HBRS INVT CORP
15,604,284$133.1B1049.72%
20
XOMEXXON MOBIL CORP
1,460,364$127.5B1005.21%
21
TMOTHERMO FISHER SCIENTIFIC INC
800,403$127.3B1004.03%
22
HONHONEYWELL INTL INC
1,073,049$124.4B981.02%
23
JNJJOHNSON + JOHNSON
1,040,730$122.9B969.56%
24
TAT+T INC
2,887,883$117.3B924.89%
25
GEGENERAL ELECTRIC CO
3,678,488$109.0B859.28%
26
XYZSQUARE INC
9,054,262$105.6B832.59%
27
PGPROCTER AND GAMBLE CO
1,140,912$102.4B807.54%
28
ADBEADOBE SYS INC
888,165$96.4B760.26%
29
PFEPFIZER INC
2,788,250$94.4B744.78%
30
AXPAMERICAN EXPRESS CO
1,396,348$89.4B705.22%
31
CMCSACOMCAST CORP NEW
1,240,649$82.3B649.09%
32
4I1PHILIP MORRIS INTL INC
827,345$80.4B634.33%
33
GOOGALPHABET INC
103,121$80.2B632.13%
34
IBMINTERNATIONAL BUSINESS MACHS
480,035$76.3B601.37%
35
ORCLORACLE CORP
1,936,948$76.1B600.02%
36
DISDISNEY WALT CO
809,225$75.1B592.62%
37
MRKMERCK + CO INC
1,188,553$74.2B585.00%
38
BMYBRISTOL MYERS SQUIBB CO
1,281,853$69.1B545.09%
39
CVXCHEVRON CORP NEW
669,904$68.9B543.74%
40
INTCINTEL CORP
1,651,155$62.3B491.57%
41
UTXZUNITED TECHNOLOGIES CORP
594,579$60.4B476.41%
42
MOALTRIA GROUP INC
944,674$59.7B471.07%
43
KOCOCA COLA CO
1,355,646$57.4B452.45%
44
XLFSELECT SECTOR SPDR TR
2,967,200$57.3B451.63%
45
ACNACCENTURE PLC IRELAND
463,602$56.6B446.67%
46
BACBANK AMER CORP
3,578,177$56.0B441.62%
47
USBUS BANCORP DEL
1,288,438$55.3B435.81%
48
PEPPEPSICO INC
502,273$54.6B430.85%
49
ABBVABBVIE INC
818,863$51.6B407.30%
50
TXNTEXAS INSTRS INC
721,114$50.6B399.11%
51
UNHUNITEDHEALTH GROUP INC
361,413$50.6B399.04%
52
CRMSALESFORCE COM INC
705,984$50.4B397.14%
53
CLCOLGATE PALMOLIVE CO
663,144$49.2B387.73%
54
IJHISHARES TR
316,700$49.0B386.41%
55
ARIAPOLLO COML REAL EST FIN INC
2,980,768$48.8B384.82%
56
TWXCHFTIME WARNER INC
604,803$48.1B379.71%
57
TRVCCITIGROUP INC
1,019,230$48.1B379.64%
58
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$47.2B372.62%
59
REGNREGENERON PHARMACEUTICALS
109,200$43.9B346.22%
60
WMTWAL-MART STORES INC
606,434$43.7B344.92%
61
AMGNAMGEN INC
261,162$43.6B343.56%
62
TSCOTRACTOR SUPPLY CO
645,300$43.5B342.75%
63
GSGOLDMAN SACHS GROUP INC
258,482$41.7B328.74%
64
MDTMEDTRONIC PLC
482,290$41.7B328.63%
65
LMTLOCKHEED MARTIN CORP
170,222$40.8B321.81%
66
GDGENERAL DYNAMICS CORP
262,611$40.7B321.35%
67
EMREMERSON ELEC CO
731,427$39.9B314.43%
68
DHRDANAHER CORP DEL
500,371$39.2B309.34%
69
TJXTJX COS INC NEW
518,186$38.8B305.60%
70
SLBSCHLUMBERGER LTD
485,344$38.2B301.00%
71
UPSUNITED PARCEL SERVICE INC
347,262$38.0B299.50%
72
NOCNORTHROP GRUMMAN CORP
176,489$37.8B297.79%
73
QCOMQUALCOMM INC
543,295$37.2B293.50%
74
MMM3M CO
210,952$37.2B293.18%
75
MCKMCKESSON CORP
216,353$36.1B284.52%
76
MAMASTERCARD INCORPORATED
342,600$34.9B274.97%
77
MCDMCDONALDS CORP
297,789$34.4B270.92%
78
FBINFORTUNE BRANDS HOME + SEC IN
582,600$33.8B266.95%
79
ZTSZOETIS INC
640,756$33.3B262.82%
80
CAHCARDINAL HEALTH INC
425,831$33.1B260.94%
81
VLOVALERO ENERGY CORP NEW
614,360$32.6B256.79%
82
UNPUNION PAC CORP
331,056$32.3B254.64%
83
CLSCA INC
967,424$32.0B252.38%
84
ALLERGAN PLC
138,152$31.8B250.93%
85
KMIKINDER MORGAN INC DEL
1,337,898$30.9B244.05%
86
CBS CORP NEW
559,367$30.6B241.48%
87
DUKDUKE ENERGY CORP NEW
366,036$29.3B231.06%
88
REYNOLDS AMERICAN INC
621,386$29.3B231.06%
89
CELGCELGENE CORP
270,480$28.3B222.97%
90
SBUXSTARBUCKS CORP
511,864$27.7B218.55%
91
LLYLILLY ELI + CO
339,002$27.2B214.57%
92
BABOEING CO
202,490$26.7B210.38%
93
8CWCROWN CASTLE INTL CORP NEW
273,554$25.8B203.25%
94
ELLINGTON FINANCIAL LLC
1,544,778$25.8B203.08%
95
BKNGPRICELINE GRP INC
17,321$25.5B201.01%
96
BRK-BBERKSHIRE HATHAWAY INC DEL
116$25.1B197.81%
97
DGXQUEST DIAGNOSTICS INC
293,783$24.9B196.08%
98
NKENIKE INC
470,564$24.8B195.39%
99
WBAWALGREENS BOOTS ALLIANCE INC
298,417$24.1B189.73%
100
ALLYALLY FINL INC
1,230,966$24.0B189.01%
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