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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 (2015Q4)
Portfolio Summary: 955 holdings with a total value of $13,054,638,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 TRACTOR SUPPLY CO 680,900 58,217,000 0.45%
52 HONEYWELL INTL INC 560,449 58,046,000 0.44%
53 CHEVRON CORP NEW 643,704 57,908,000 0.44%
54 SCHLUMBERGER LTD 805,583 56,189,000 0.43%
55 DISNEY WALT CO 520,225 54,665,000 0.42%
56 LOCKHEED MARTIN CORP 248,127 53,881,000 0.41%
57 VISA INC 679,680 52,709,000 0.40%
58 PEPSICO INC 498,273 49,787,000 0.38%
59 PG&E CORP 869,841 46,267,000 0.35%
60 DANAHER CORP DEL 484,191 44,972,000 0.34%
61 BOEING CO 305,290 44,142,000 0.34%
62 MCKESSON CORP 222,453 43,874,000 0.34%
63 UNITEDHEALTH GROUP INC 361,013 42,470,000 0.33%
64 ALLERGAN PLC 134,852 42,141,000 0.32%
65 AMGEN INC 257,962 41,875,000 0.32%
66 GENERAL DYNAMICS CORP 296,011 40,660,000 0.31%
67 ACCENTURE PLC IRELAND 372,902 38,968,000 0.30%
68 SIGNET JEWELERS LIMITED 312,200 38,616,000 0.30%
69 DELTA AIRLINES INC DEL 740,300 37,526,000 0.29%
70 MCDONALDS CORP 314,089 37,106,000 0.28%
71 MEDTRONIC PLC 480,990 36,998,000 0.28%
72 TEXAS INSTRS INC 665,814 36,493,000 0.28%
73 EBAY INC 1,310,786 36,020,000 0.28%
74 CARDINAL HEALTH INC 401,631 35,854,000 0.27%
75 RAYTHEON CO 283,516 35,306,000 0.27%
76 FORTRESS TRANS INFRST INVS L 3,076,923 34,646,000 0.27%
77 NORTHROP GRUMMAN CORP 181,589 34,286,000 0.26%
78 MARATHON PETE CORP 651,986 33,799,000 0.26%
79 MASTERCARD INCORPORATED 344,100 33,502,000 0.26%
80 ABBVIE INC 559,163 33,125,000 0.25%
81 3M CO 219,552 33,073,000 0.25%
82 UNITED PARCEL SERVICE INC 340,062 32,724,000 0.25%
83 VALERO ENERGY CORP NEW 457,960 32,382,000 0.25%
84 CELGENE CORP 268,680 32,177,000 0.25%
85 LYONDELLBASELL INDUSTRIES N 360,032 31,287,000 0.24%
86 STARBUCKS CORP 507,864 30,487,000 0.23%
87 ISHARES TR 216,700 30,204,000 0.23%
88 MICHAEL KORS HLDGS LTD 734,000 29,404,000 0.23%
89 CA INC 1,011,624 28,892,000 0.22%
90 NIKE INC 461,464 28,842,000 0.22%
91 LILLY ELI & CO 333,802 28,126,000 0.22%
92 EMERSON ELEC CO 567,042 27,122,000 0.21%
93 MOBILEYE N V AMSTELVEEN 629,000 26,594,000 0.20%
94 Ellington Financial LLC 1,550,000 26,009,000 0.20%
95 DUKE ENERGY CORP NEW 361,036 25,774,000 0.20%
96 MANPOWERGROUP INC 305,030 25,711,000 0.20%
97 QUALCOMM INC 514,095 25,697,000 0.20%
98 WALGREENS BOOTS ALLIANCE INC 297,917 25,369,000 0.19%
99 BLOCK H & R INC 741,822 24,710,000 0.19%
100 MONDELEZ INTL INC 543,508 24,371,000 0.19%
Page 2 of 20

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-16-000010, filed 2016.02.01).

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.