POWERSHARES ETF TR II

CUSIP: 73937B803 Class: EXCHANGE TRADED

STATE OF MICHIGAN RETIREMENT SYSTEM's Holding History (CIK: 0000762152)

Note: Option positions (PUT/CALL) are excluded.

Q1 2018
Shares 49,600 Value ($000) $2,670 Avg Close — Range —
Q4 2017
Shares 49,600 Value ($000) $2,708 Avg Close — Range —
Q3 2017
Shares 49,600 Value ($000) $2,657 Avg Close — Range —
Q2 2017
Shares 49,600 Value ($000) $2,562 Avg Close — Range —
Q1 2017
Shares 49,600 Value ($000) $2,543 Avg Close — Range —
Q4 2016
Shares 49,600 Value ($000) $2,592 Avg Close — Range —