STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2020 Filing

Filed April 28, 2020

Portfolio Value

$201.7B

Holdings

943

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (943 positions)

StockValue
CMICUMMINS INC
$35.2M
DCIDONALDSON INC
$35.1M
BBBYEURBED BATH BEYOND INC
$35.1M
ATDALLEGHENY TECHNOLOGIES INC
$35.0M
SEICSEI INVESTMENTS CO
$35.0M
AZOAUTOZONE INC
$34.9M
SWKSTANLEY BLACK DECKER INC
$34.8M
CINFCINCINNATI FINL CORP
$34.8M
CPRICAPRI HOLDINGS LIMITED
$34.7M
SNPSSYNOPSYS INC
$34.5M
PSAPUBLIC STORAGE
$34.5M
APARTMENT INVT MGMT CO
$34.1M
KNXKNIGHT SWIFT TRANSN HLDGS IN
$34.1M
HFCUSDHOLLYFRONTIER CORP
$34.0M
HSYHERSHEY CO
$34.0M
BJBJS WHSL CLUB HLDGS INC
$33.8M
CDKCDK GLOBAL INC
$33.7M
ILMNILLUMINA INC
$33.7M
HSICHENRY SCHEIN INC
$33.6M
REZIRESIDEO TECHNOLOGIES INC
$33.6M
OZKBANK OZK
$33.6M
WEINGARTEN RLTY INVS
$33.6M
TOLTOLL BROTHERS INC
$33.5M
LWLAMB WESTON HLDGS INC
$33.5M
DOVDOVER CORP
$33.4M
GPCGENUINE PARTS CO
$33.3M
WRBBERKLEY W R CORP
$33.3M
PACWUSDPACWEST BANCORP DEL
$33.3M
LRCXEURLAM RESEARCH CORP
$33.3M
GRMNGARMIN LTD
$33.2M
CMACOMERICA INC
$33.1M
RMERESMED INC
$33.0M
BXPBOSTON PROPERTIES INC
$32.9M
CDWCDW CORP
$32.9M
ETSYETSY INC
$32.9M
CMCCOMMERCIAL METALS CO
$32.9M
SFMSPROUTS FMRS MKT INC
$32.8M
JBGSJBG SMITH PPTYS
$32.7M
NATIONAL INSTRS CORP
$32.7M
PWRQUANTA SVCS INC
$32.7M
LPXLOUISIANA PAC CORP
$32.6M
FTNTFORTINET INC
$32.5M
LYVLIVE NATION ENTERTAINMENT IN
$32.3M
ROLROLLINS INC
$32.2M
S7VSALLY BEAUTY HLDGS INC
$32.2M
TSAACI WORLDWIDE INC
$32.0M
AVBAVALONBAY CMNTYS INC
$32.0M
UEURBAN EDGE PPTYS
$32.0M
EXPEEXPEDIA GROUP INC
$32.0M
FBINFORTUNE BRANDS HOME SEC IN
$31.9M
EVEUREATON VANCE CORP
$31.4M
AOSSMITH A O CORP
$31.4M
CYRUSONE INC
$31.4M
PRGOPERRIGO CO PLC
$31.2M
FAFFIRST AMERN FINL CORP
$31.2M
TDCTERADATA CORP DEL
$31.2M
EMNEASTMAN CHEM CO
$31.2M
JECUSDJACOBS ENGR GROUP INC
$31.1M
CDPCORPORATE OFFICE PPTYS TR
$31.1M
CHRWC H ROBINSON WORLDWIDE INC
$31.0M
FLIRFLIR SYS INC
$30.8M
MACMACERICH CO
$30.5M
LDOSLEIDOS HOLDINGS INC
$30.4M
MTDRMATADOR RES CO
$30.4M
BHFBRIGHTHOUSE FINL INC
$30.4M
HUMHUMANA INC
$30.3M
VMCVULCAN MATLS CO
$30.3M
PENNPENN NATL GAMING INC
$30.3M
HEHAWAIIAN ELEC INDUSTRIES
$30.2M
OCOWENS CORNING NEW
$30.2M
LEGLEGGETT PLATT INC
$30.2M
MTBM T BK CORP
$30.2M
FLSFLOWSERVE CORP
$30.0M
EXREXTRA SPACE STORAGE INC
$29.7M
WOOFOOT LOCKER INC
$29.7M
DNOWNOW INC
$29.7M
CNKCINEMARK HOLDINGS INC
$29.6M
TTCTORO CO
$29.6M
PHPARKER HANNIFIN CORP
$29.5M
WTWWILLIS TOWERS WATSON PLC LTD
$29.5M
HASHASBRO INC
$29.1M
TRIPTRIPADVISOR INC
$29.1M
A4SAMERIPRISE FINL INC
$29.0M
THCTENET HEALTHCARE CORP
$28.8M
CLXCLOROX CO DEL
$28.8M
PTCPTC INC
$28.7M
CBSHCOMMERCE BANCSHARES INC
$28.7M
HIWHIGHWOODS PPTYS INC
$28.7M
BKNGBOOKING HLDGS INC
$28.6M
RJFRAYMOND JAMES FINANCIAL INC
$28.3M
PBFPBF ENERGY INC
$28.3M
MCXMCCORMICK CO INC
$28.3M
UBSIUNITED BANKSHARES INC WEST V
$28.2M
ALKALASKA AIR GROUP INC
$28.2M
XECEURCIMAREX ENERGY CO
$28.2M
DRIDARDEN RESTAURANTS INC
$28.2M
AREALEXANDRIA REAL ESTATE EQ IN
$28.1M
AVTAVNET INC
$28.0M
DAYCERIDIAN HCM HLDG INC
$28.0M
NWSNEWS CORP NEW
$27.9M
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