The title is a bit misleading. I watched that interview live.
You currently have some MS published games on steam, just not any AAA titles at this point. I don't recall him saying that it will happen, just that discussions have happened. I'm betting they are working on a way to use thr windows store launcher from steam, just like how origin and uplay games work.
To answer your question, not many... yet. In the upcoming years Microsoft stated during their e3 press conference that pretty much all of their first party games will be coming to both Windows 10 and xbox.