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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 (2017Q1)
Portfolio Summary: 945 holdings with a total value of $12,934,964,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 COCA COLA CO 1,269,238 53,866,000 0.42%
52 SELECT SECTOR SPDR TR 2,267,600 53,810,000 0.42%
53 THERMO FISHER SCIENTIFIC INC 347,531 53,381,000 0.41%
54 PEPSICO INC 468,829 52,443,000 0.41%
55 TIME WARNER INC 533,927 52,170,000 0.40%
56 UNITEDHEALTH GROUP INC 315,913 51,813,000 0.40%
57 QUALCOMM INC 886,071 50,807,000 0.39%
58 INTERNATIONAL BUSINESS MACHS 289,887 50,481,000 0.39%
59 COLGATE PALMOLIVE CO 682,384 49,944,000 0.39%
60 MASTERCARD INCORPORATED 435,828 49,018,000 0.38%
61 NVIDIA CORPORATION 443,492 48,310,000 0.37%
62 ALTRIA GROUP INC 647,902 46,273,000 0.36%
63 GENERAL DYNAMICS CORP 240,627 45,045,000 0.35%
64 DANAHER CORP DEL 523,567 44,781,000 0.35%
65 BRISTOL MYERS SQUIBB CO 816,117 44,380,000 0.34%
66 LOCKHEED MARTIN CORP 164,118 43,918,000 0.34%
67 ILLUMINA INC 257,060 43,865,000 0.34%
68 MONSANTO CO NEW 381,063 43,136,000 0.33%
69 TJX COS INC NEW 544,090 43,027,000 0.33%
70 EMERSON ELEC CO 663,223 39,701,000 0.31%
71 AMGEN INC 241,894 39,688,000 0.31%
72 TEXAS INSTRS INC 489,618 39,444,000 0.30%
73 ACCENTURE PLC IRELAND 328,386 39,367,000 0.30%
74 ABBOTT LABS 852,243 37,848,000 0.29%
75 3M CO 195,876 37,477,000 0.29%
76 MEDTRONIC PLC 449,638 36,223,000 0.28%
77 PPG INDS INC 342,668 36,008,000 0.28%
78 SCHLUMBERGER LTD 457,972 35,768,000 0.28%
79 REYNOLDS AMERICAN INC 556,814 35,090,000 0.27%
80 CBS CORP NEW 505,827 35,084,000 0.27%
81 MCDONALDS CORP 269,057 34,872,000 0.27%
82 VALERO ENERGY CORP NEW 515,376 34,164,000 0.26%
83 ALEXION PHARMACEUTIC 273,778 33,193,000 0.26%
84 BOEING CO 187,050 33,082,000 0.26%
85 C H ROBINSON WORLDWIDE INC 377,729 29,195,000 0.23%
86 DUKE ENERGY CORP NEW 355,484 29,153,000 0.23%
87 BERKSHIRE HATHAWAY INC DEL 116 28,983,000 0.22%
88 BROADCOM LTD 131,778 28,854,000 0.22%
89 UNION PAC CORP 267,312 28,314,000 0.22%
90 KINDER MORGAN INC DEL 1,298,506 28,230,000 0.22%
91 STARBUCKS CORP 478,760 27,955,000 0.22%
92 GOLDMAN SACHS GROUP INC 121,650 27,945,000 0.22%
93 BOFI HLDG INCORPORATED 1,061,487 27,737,000 0.21%
94 LILLY ELI & CO 318,938 26,826,000 0.21%
95 CROWN CASTLE INTL CORP NEW 280,174 26,462,000 0.20%
96 ALLERGAN PLC 110,156 26,318,000 0.20%
97 CA INC 824,380 26,149,000 0.20%
98 LAMAR ADVERTISING CO NEW CL A 348,700 26,062,000 0.20%
99 ALLY FINL INC 1,230,966 25,026,000 0.19%
100 Ellington Financial LLC 1,544,778 24,454,000 0.19%
Page 2 of 19

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-17-000003, filed 2017.05.01).

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.