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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 (2016Q3)
Portfolio Summary: 965 holdings with a total value of $12,680,056,000.
#
Name
Shares
Value ($)
%
Options
Notes
901 LOCKHEED MARTIN CORP 170,222 40,806,000 0.32%
902 MEDTRONIC PLC 482,290 41,670,000 0.33%
903 GOLDMAN SACHS GROUP INC 258,482 41,685,000 0.33%
904 TRACTOR SUPPLY CO 645,300 43,461,000 0.34%
905 AMGEN INC 261,162 43,564,000 0.34%
906 WAL-MART STORES INC 606,434 43,736,000 0.34%
907 REGENERON PHARMACEUTICALS 109,200 43,901,000 0.35%
908 FORTRESS TRANS INFRST INVS L 3,776,923 47,249,000 0.37%
909 CITIGROUPINC 1,019,230 48,138,000 0.38%
910 TIME WARNER INC 604,803 48,148,000 0.38%
911 APOLLO COML REAL EST FIN INC 2,980,768 48,795,000 0.38%
912 ISHARES TR 316,700 48,997,000 0.39%
913 COLGATE PALMOLIVE CO 663,144 49,165,000 0.39%
914 SALESFORCE COM INC 705,984 50,358,000 0.40%
915 UNITEDHEALTH GROUP INC 361,413 50,598,000 0.40%
916 TEXAS INSTRS INC 721,114 50,608,000 0.40%
917 ABBVIE INC 818,863 51,646,000 0.41%
918 PEPSICO INC 502,273 54,632,000 0.43%
919 US BANCORP DEL 1,288,438 55,261,000 0.44%
920 BANK AMER CORP 3,578,177 55,998,000 0.44%
921 ACCENTURE PLC IRELAND 463,602 56,638,000 0.45%
922 SELECT SECTOR SPDR TR 2,967,200 57,267,000 0.45%
923 COCA COLA CO 1,355,646 57,371,000 0.45%
924 ALTRIA GROUP INC 944,674 59,732,000 0.47%
925 UNITED TECHNOLOGIES CORP 594,579 60,409,000 0.48%
926 INTEL CORP 1,651,155 62,331,000 0.49%
927 CHEVRON CORP NEW 669,904 68,947,000 0.54%
928 BRISTOL MYERS SQUIBB CO 1,281,853 69,118,000 0.55%
929 MERCK & CO INC 1,188,553 74,178,000 0.58%
930 DISNEY WALT CO 809,225 75,145,000 0.59%
931 ORACLE CORP 1,936,948 76,083,000 0.60%
932 INTERNATIONAL BUSINESS MACHS 480,035 76,254,000 0.60%
933 ALPHABET INC 103,121 80,155,000 0.63%
934 PHILIP MORRIS INTL INC 827,345 80,434,000 0.63%
935 COMCAST CORP NEW 1,240,649 82,305,000 0.65%
936 AMERICAN EXPRESS CO 1,396,348 89,422,000 0.71%
937 PFIZER INC 2,788,250 94,438,000 0.74%
938 ADOBE INC 888,165 96,401,000 0.76%
939 PROCTER AND GAMBLE CO 1,140,912 102,397,000 0.81%
940 SQUARE INC 9,054,262 105,573,000 0.83%
941 GENERAL ELECTRIC CO 3,678,488 108,957,000 0.86%
942 AT&T INC 2,887,883 117,277,000 0.92%
943 JOHNSON & JOHNSON 1,040,730 122,941,000 0.97%
944 HONEYWELL INTL INC 1,073,049 124,394,000 0.98%
945 THERMO FISHER SCIENTIFIC INC 800,403 127,312,000 1.00%
946 EXXON MOBIL CORP 1,460,364 127,461,000 1.01%
947 TWO HBRS INVT CORP 15,604,284 133,105,000 1.05%
948 WILLIS TOWERS WATSON PUB LTD 1,028,655 136,575,000 1.08%
949 CISCO SYS INC 5,064,363 160,642,000 1.27%
950 AMAZON COM INC 198,650 166,332,000 1.31%
Page 19 of 20

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-16-000016, filed 2016.11.02).

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.