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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 (2014Q2)
Portfolio Summary: 952 holdings with a total value of $14,297,187,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 KOHLS 324,806 17,111,000 0.12%
152 LABORATORY CORP AMER HLDGS 166,613 17,061,000 0.12%
153 DOMINION ENERGY INC 238,313 17,044,000 0.12%
154 ENTERPRISE PRODS PARTNERS L 216,000 16,911,000 0.12%
155 TIME WARNER INC NEW 114,114 16,809,000 0.12%
156 PRUDENTIAL FINL INC 189,280 16,802,000 0.12%
157 FRESH MKT INC 500,000 16,735,000 0.12%
158 COVIDIEN PLC 184,790 16,664,000 0.12%
159 SOUTHERN CO 364,990 16,563,000 0.12%
160 ALPHA NATURAL RESOURCES 4,440,150 16,473,000 0.12%
161 GOLAR LNG LTD 273,000 16,407,000 0.11%
162 BLACKROCK INC 51,260 16,383,000 0.11%
163 DirectTV Com 192,008 16,323,000 0.11%
164 ISHARES TR 136,000 16,158,000 0.11%
165 BAXTER INTL INC 222,339 16,075,000 0.11%
166 QUEST DIAGNOSTICS INC 272,583 15,998,000 0.11%
167 ALLERGAN PLC 71,470 15,941,000 0.11%
168 PRAXAIR INC 120,005 15,941,000 0.11%
169 NATIONAL GRID PLC 213,031 15,845,000 0.11%
170 ALLEGHENY TECHNOLOGIES INC 348,892 15,735,000 0.11%
171 AUTOMATIC DATA PROCESSING IN 197,493 15,657,000 0.11%
172 W P CAREY INC 243,000 15,649,000 0.11%
173 Kinder Morgan Inc. 187,200 15,390,000 0.11%
174 NABORS INDUSTRIES LTD 512,263 15,045,000 0.11%
175 TARGET CORP 259,578 15,043,000 0.11%
176 YUM BRANDS INC 180,890 14,688,000 0.10%
177 AMERICAN TOWER CORP NEW 162,130 14,588,000 0.10%
178 CMS ENERGY CORP 465,399 14,497,000 0.10%
179 MICRON TECHNOLOGY INC 438,620 14,453,000 0.10%
180 El Paso Partners Pipeline 385,000 13,949,000 0.10%
181 ADOBE INC 189,665 13,724,000 0.10%
182 JOHNSON CTLS INTL PLC 272,142 13,588,000 0.10%
183 CEDAR FAIR L P 255,300 13,505,000 0.09%
184 DEERE & CO 149,062 13,498,000 0.09%
185 PIONEER NAT RES CO 58,654 13,479,000 0.09%
186 YAHOO INC 383,655 13,478,000 0.09%
187 CBS CORP NEW 216,562 13,457,000 0.09%
188 DELTA AIRLINES INC DEL 347,400 13,451,000 0.09%
189 SALESFORCE COM INC 231,484 13,445,000 0.09%
190 CONAGRA BRANDS INC 448,555 13,313,000 0.09%
191 BAKER HUGHES INC 178,629 13,299,000 0.09%
192 GENERAL MLS INC 251,818 13,231,000 0.09%
193 ENSCO PLC 235,780 13,102,000 0.09%
194 NORFOLK SOUTHERN CORP 126,905 13,075,000 0.09%
195 NORTHERN TRUST 202,517 13,004,000 0.09%
196 VANGUARD TAX-MANAGED FDS 300,000 12,777,000 0.09%
197 ISHARES MSCI 360,000 12,704,000 0.09%
198 CSX CORP 411,535 12,679,000 0.09%
199 ALEXION PHARMACEUTIC 81,074 12,668,000 0.09%
200 VECTREN CORP 293,560 12,476,000 0.09%
Page 4 of 20

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-14-000006, filed 2014.08.06).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.