Comprehensive Annual Financial Report - Minnesota State ...

List of Largest Assets Held
48
Public Employees
Retirement Association
of Minnesota
June 30, 2012
Composite of Top Ten
Equity Holdings (by Fair Value)
Fair Value % of
Security (In millions) Portfolio
Apple Inc. $339.06 1.66%
Exxon Mobil Corp. 220.02 1.08
Microsoft Corp. 147.77 0.72
Chevron Corp. 133.52 0.65
IBM 130.22 0.64
AT&T Inc. 120.12 0.59
Google Inc. Class A 114.92 0.56
Wells Fargo 107.44 0.53
Pfizer Inc 101.78 0.50
General Electric Co. 98.04 0.48
Composite of Top Ten Fixed
Income Holdings (by Fair Value)
Fair Value % of
Security Coupon (In millions) Portfolio
FNMA Single Family 3.500% $124.16 0.61%
Fed Natl Mtg Assn TBA 3.500 102.32 0.50
U.S. Treasury Note 1.125 64.52 0.32
U.S. Treasury Bond 3.125 44.92 0.22
U.S. Treasury Note 1.250 44.01 0.22
U.S. Treasury Note 0.625 31.25 0.15
U.S. Treasury Bond 3.125 28.85 0.14
U.S. Treasury Note 1.000 27.77 0.14
Fed Natl Mtg Assn TBA 2.500 25.62 0.13
FNMA Single Family 3.000 25.34 0.12
PERA's assets are commingled in various pooled investment accounts administered by the State
Board of Investment. PERA does not own specific values of the underlying assets. The percentages
shown are those of the total pooled accounts. The fair value amounts are based on PERA's participation
in the pools. Information on investment activity, a listing of specific investments owned by the
pooled accounts and a schedule of fees and commissions can be obtained from the Minnesota State
Board of Investment.