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Institutional Investment Manager
STATE OF MICHIGAN RETIREMENT SYSTEM
STATE OF MICHIGAN RETIREMENT SYSTEM (CIK: 0000762152), located at Michigan Dept. Of Treasury, Lansing, MI. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q1)
Original 13F HR (0000762152-16-000012) filed in 2016.05.06
#
Name
Shares
Value ($)
%
Options
Notes
1 WELLS FARGO & CO NEW 13,073,834 632,251 5.02%
2 APPLE INC 4,564,973 497,536 3.95%
3 SPDR S&P 500 ETF TR 2,189,950 450,166 3.57%
4 GILEAD SCIENCES INC 3,380,612 310,543 2.46%
5 MICROSOFT CORP 5,220,069 288,304 2.29%
6 VERIZON COMMUNICATIONS INC 4,523,755 244,645 1.94%
7 HOME DEPOT INC 1,669,040 222,700 1.77%
8 BERKSHIRE HATHAWAY INC DEL 1,528,466 216,859 1.72%
9 FACEBOOK INC 1,876,700 214,131 1.70%
10 AFLAC INC 3,314,495 209,277 1.66%
11 ALPHABET INC 273,918 208,972 1.66%
12 AMERICAN EXPRESS CO 2,800,811 171,970 1.36%
13 CVS HEALTH CORP 1,618,800 167,918 1.33%
14 VALIDUS HOLDINGS LTD 3,393,900 160,158 1.27%
15 CISCO SYS INC 5,107,663 145,415 1.15%
16 THERMO FISHER SCIENTIFIC INC 950,403 134,568 1.07%
17 JOHNSON & JOHNSON 1,220,760 132,086 1.05%
18 TWO HBRS INVT CORP 16,500,000 131,010 1.04%
19 BRISTOL MYERS SQUIBB CO 2,044,853 130,625 1.04%
20 VISA INC 1,703,680 130,297 1.03%
21 GOLDMAN SACHS GROUP INC 781,782 122,724 0.97%
22 AMAZON COM INC 202,950 120,479 0.96%
23 EXXON MOBIL CORP 1,429,864 119,522 0.95%
24 GENERAL ELECTRIC CO 3,746,688 119,107 0.95%
25 JPMORGAN CHASE & CO 1,902,597 112,672 0.89%
26 VIACOM CLASS B 2,557,304 105,566 0.84%
27 AT&T INC 2,641,983 103,486 0.82%
28 WILLIS TOWERS WATSON PLC LTD SHS 849,878 100,847 0.80%
29 PFIZER INC 2,990,950 88,652 0.70%
30 PHILIP MORRIS INTL INC 871,245 85,478 0.68%
31 DELPHI AUTOMOTIVE PLC 1,130,890 84,839 0.67%
32 PROCTER AND GAMBLE CO 959,912 79,010 0.63%
33 ALPHABET INC 102,321 76,224 0.60%
34 INTERNATIONAL BUSINESS MACHS 501,435 75,942 0.60%
35 INTEL CORP 2,341,255 75,740 0.60%
36 DISNEY WALT CO 708,525 70,364 0.56%
37 SALESFORCE COM INC 924,184 68,233 0.54%
38 UNION PAC CORP 854,456 67,972 0.54%
39 ORACLE CORP 1,653,148 67,630 0.54%
40 SELECT SECTOR SPDR TR 2,967,200 66,792 0.53%
41 CHEVRON CORP NEW 685,004 65,349 0.52%
42 COMCAST CORP NEW 1,045,649 63,868 0.51%
43 MERCK & CO INC 1,179,053 62,384 0.50%
44 COCA COLA CO 1,341,646 62,239 0.49%
45 UNITED TECHNOLOGIES CORP 616,979 61,760 0.49%
46 TRACTOR SUPPLY CO 681,000 61,603 0.49%
47 BOFI HLDG INC 2,842,100 60,650 0.48%
48 ALTRIA GROUP INC 965,474 60,497 0.48%
49 HONEYWELL INTL INC 489,949 54,899 0.44%
50 ABBVIE INC 940,163 53,702 0.43%
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