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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 (2015Q3)
Portfolio Summary: 958 holdings with a total value of $12,931,165,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 SOUTHERN CO 327,990 14,661,000 0.11%
152 MONSANTO CO NEW 169,135 14,434,000 0.11%
153 EOG RES INC 198,260 14,433,000 0.11%
154 KIMBERLY CLARK CORP 131,438 14,332,000 0.11%
155 CATERPILLAR INC 217,654 14,226,000 0.11%
156 KROGER CO 384,628 13,874,000 0.11%
157 AETNA INC NEW 125,882 13,773,000 0.11%
158 BLACKROCK INC 46,260 13,761,000 0.11%
159 FEDEX CORP 94,896 13,663,000 0.11%
160 AMERICAN TOWER CORP NEW 152,830 13,446,000 0.10%
161 PHILLIPS 66 174,303 13,393,000 0.10%
162 REYNOLDS AMERICAN INC 299,386 13,254,000 0.10%
163 ANTHEM INC 94,492 13,229,000 0.10%
164 TRAVELERS COMPANIES INC 132,467 13,184,000 0.10%
165 REGENERON PHARMACEUTICALS 27,900 12,977,000 0.10%
166 ALEXION PHARMACEUTIC 81,574 12,757,000 0.10%
167 CIGNA CORPORATION 92,980 12,554,000 0.10%
168 YUM BRANDS INC 155,790 12,455,000 0.10%
169 PRUDENTIAL FINL INC 162,880 12,413,000 0.10%
170 SCHWAB CHARLES CORP 431,317 12,318,000 0.10%
171 TWENTY FIRST CENTY FOX INC 452,877 12,219,000 0.09%
172 DST SYS INC DEL 115,800 12,175,000 0.09%
173 GENERAL MLS INC 216,118 12,131,000 0.09%
174 AVAGO TECHNOLOGIES LTD SHS 93,700 11,713,000 0.09%
175 VECTREN CORP 273,360 11,484,000 0.09%
176 PRECISION CASTPARTS 49,659 11,407,000 0.09%
177 CME GROUP INC 121,481 11,266,000 0.09%
178 LYONDELLBASELL INDUSTRIES N 135,032 11,256,000 0.09%
179 PUBLIC STORAGE 53,041 11,225,000 0.09%
180 EATON CORP PLC 218,796 11,224,000 0.09%
181 ANADARKO PETE CORP 183,387 11,075,000 0.09%
182 NATIONAL GRID PLC 158,131 11,011,000 0.09%
183 HALLIBURTON CO 308,507 10,906,000 0.08%
184 VALERO ENERGY CORP NEW 179,760 10,804,000 0.08%
185 STRYKER CORP 113,792 10,708,000 0.08%
186 VANGUARD TAX-MANAGED FDS 300,000 10,692,000 0.08%
187 TC PIPELINES LP 223,500 10,641,000 0.08%
188 PRAXAIR INC 103,505 10,543,000 0.08%
189 ECOLAB INC 95,953 10,528,000 0.08%
190 ISHARES MSCI 360,000 10,451,000 0.08%
191 BROADCOM CORP CL A 201,470 10,362,000 0.08%
192 AMERICAN ELEC PWR INC 177,097 10,070,000 0.08%
193 Chubb Corporation 81,948 10,051,000 0.08%
194 MARSH & MCLENNAN COS INC 191,577 10,004,000 0.08%
195 STATE STR CORP 147,445 9,910,000 0.08%
196 EQUITY RESIDENTIAL 131,467 9,876,000 0.08%
197 ILLINOIS TOOL WKS INC 119,213 9,812,000 0.08%
198 JOHNSON CTLS INTL PLC 236,142 9,767,000 0.08%
199 HUMANA INC 53,590 9,593,000 0.07%
200 CSX CORP 355,335 9,559,000 0.07%
Page 4 of 20

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-15-000007, filed 2015.10.30).

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.