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
1
AAPLAPPLE INC
4,364,510$505.5B4010.78%
2
BRK/BBERKSHIRE HATHAWAY INC DEL
2,837,162$462.4B3668.83%
3
JPMJPMORGAN CHASE CO
4,667,400$402.8B3195.54%
4
BACVERIZON COMMUNICATIONS INC
7,028,218$375.2B2976.68%
5
WFCWELLS FARGO CO NEW
5,535,597$305.1B2420.50%
6
SPYSPDR SP 500 ETF TR
1,359,450$303.9B2411.06%
7
GILDGILEAD SCIENCES INC
3,032,301$217.1B1722.88%
8
MSFTMICROSOFT CORP
3,302,217$205.2B1628.12%
9
AFLAFLAC INC
2,879,562$200.4B1590.18%
10
GOOGLALPHABET INC
238,138$188.7B1497.30%
11
METAFACEBOOK INC
1,639,716$188.6B1496.80%
12
VALIDUS HOLDINGS LTD
3,408,643$187.5B1487.75%
13
HDHOME DEPOT INC
1,352,628$181.4B1438.97%
14
CVSCVS HEALTH CORP
2,056,440$162.3B1287.53%
15
AMZNAMAZON COM INC
189,802$142.3B1129.27%
16
VVISA INC
1,821,744$142.1B1127.72%
17
TWOTWO HBRS INVT CORP
15,604,284$136.1B1079.61%
18
JNJJOHNSON JOHNSON
1,135,434$130.8B1037.91%
19
WTWWILLIS TOWERS WATSON PUB LTD
1,025,455$125.4B994.91%
20
XOMEXXON MOBIL CORP
1,369,332$123.6B980.65%
21
TATT INC
2,814,659$119.7B949.79%
22
GEGENERAL ELECTRIC CO
3,444,060$108.8B863.51%
23
PFEPFIZER INC
3,100,026$100.7B798.90%
24
BMYBRISTOL MYERS SQUIBB CO
1,707,217$99.8B791.61%
25
TMOTHERMO FISHER SCIENTIFIC INC
681,631$96.2B763.11%
26
HONHONEYWELL INTL INC
814,513$94.4B748.69%
27
ADBEADOBE SYS INC
876,953$90.3B716.33%
28
PGPROCTER AND GAMBLE CO
1,060,703$89.2B707.61%
29
CMCSACOMCAST CORP NEW
1,216,461$84.0B666.46%
30
DISDISNEY WALT CO
782,053$81.5B646.69%
31
INTCINTEL CORP
2,223,011$80.6B639.74%
32
AXPAMERICAN EXPRESS CO
1,017,296$75.4B597.94%
33
BACBANK AMER CORP
3,388,317$74.9B594.14%
34
GOOGALPHABET INC
97,017$74.9B594.12%
35
CVXCHEVRON CORP
628,868$74.0B587.28%
36
4I1PHILIP MORRIS INTL INC
793,265$72.6B575.84%
37
MRKMERCK CO INC
1,125,149$66.2B525.55%
38
WMTWAL-MART STORES INC
938,534$64.9B514.71%
39
ORCLORACLE CORP
1,684,760$64.8B513.98%
40
USBUS BANCORP DEL
1,257,142$64.6B512.39%
41
UPSUNITED PARCEL SERVICE INC
562,486$64.5B511.63%
42
UTXZUNITED TECHNOLOGIES CORP
562,103$61.6B488.90%
43
STZCONSTELLATION BRANDS INC
398,075$61.0B484.22%
44
BKNGPRICELINE GRP INC
41,125$60.3B478.38%
45
QCOMQUALCOMM INC
912,871$59.5B472.24%
46
ABBVABBVIE INC
949,103$59.4B471.56%
47
CSCOCISCO SYS INC
1,889,891$57.1B453.15%
48
TRVCCITIGROUP INC
960,282$57.1B452.81%
49
UNHUNITEDHEALTH GROUP INC
340,313$54.5B432.13%
50
KOCOCA COLA CO
1,269,438$52.6B417.59%
51
IJHISHARES TR
315,500$52.2B413.89%
52
XLFSELECT SECTOR SPDR TR
2,225,600$51.7B410.56%
53
TWXCHFTIME WARNER INC
531,827$51.3B407.32%
54
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$50.2B398.56%
55
ARIAPOLLO COML REAL EST FIN INC
2,980,768$49.5B393.07%
56
PEPPEPSICO INC
469,029$49.1B389.38%
57
AGGISHARES TR
450,000$48.6B385.82%
58
IBMINTERNATIONAL BUSINESS MACHS
290,987$48.3B383.24%
59
CRMSALESFORCE COM INC
695,508$47.6B377.78%
60
DHRDANAHER CORP DEL
604,847$47.1B373.56%
61
MAMASTERCARD INCORPORATED
445,628$46.0B365.07%
62
CLCOLGATE PALMOLIVE CO
683,084$44.7B354.67%
63
NVDANVIDIA CORP
411,292$43.9B348.32%
64
MOALTRIA GROUP INC
648,702$43.9B348.04%
65
TJXTJX COS INC NEW
557,190$41.9B332.15%
66
GDGENERAL DYNAMICS CORP
240,827$41.6B329.92%
67
LMTLOCKHEED MARTIN CORP
164,518$41.1B326.26%
68
ACNACCENTURE PLC IRELAND
343,386$40.2B319.13%
69
ZTSZOETIS INC
729,492$39.0B309.83%
70
SLBSCHLUMBERGER LTD
454,972$38.2B303.05%
71
EMREMERSON ELEC CO
682,523$38.1B301.91%
72
AMGNAMGEN INC
251,794$36.8B292.10%
73
TXNTEXAS INSTRS INC
488,118$35.6B282.60%
74
VLOVALERO ENERGY CORP NEW
515,276$35.2B279.32%
75
MMM3M CO
196,676$35.1B278.65%
76
SKAASKECHERS U S A INC
1,377,700$33.9B268.69%
77
MCDMCDONALDS CORP
271,557$33.1B262.26%
78
PPGPPG INDS INC
344,568$32.7B259.06%
79
CBS CORP NEW
511,927$32.6B258.41%
80
MDTMEDTRONIC PLC
449,038$32.0B253.78%
81
REYNOLDS AMERICAN INC
555,614$31.1B247.05%
82
ALXNALEXION PHARMACEUTICALS INC
253,378$31.0B245.97%
83
FBINFORTUNE BRANDS HOME SEC IN
579,364$31.0B245.75%
84
BOFI HLDG INC
1,061,487$30.3B240.45%
85
UNPUNION PAC CORP
284,812$29.5B234.29%
86
CELGCELGENE CORP
253,552$29.3B232.86%
87
BABOEING CO
187,750$29.2B231.91%
88
GSGOLDMAN SACHS GROUP INC
120,950$29.0B229.79%
89
CLSCA INC
900,680$28.6B227.04%
90
BRK-BBERKSHIRE HATHAWAY INC DEL
116$28.3B224.68%
91
MYLAN N V
725,509$27.7B219.61%
92
CHRWC H ROBINSON WORLDWIDE INC
377,629$27.7B219.50%
93
DUKDUKE ENERGY CORP NEW
350,984$27.2B216.15%
94
KMIKINDER MORGAN INC DEL
1,295,706$26.8B212.91%
95
SBUXSTARBUCKS CORP
475,960$26.4B209.66%
96
ALLERGAN PLC
122,656$25.8B204.38%
97
8CWCROWN CASTLE INTL CORP NEW
279,674$24.3B192.54%
98
ELLINGTON FINANCIAL LLC
1,544,778$24.0B190.23%
99
HEHAWAIIAN ELEC INDUSTRIES
718,371$23.8B188.50%
100
LAMRLAMAR ADVERTISING CO NEW
348,300$23.4B185.82%
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