STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2016 Filing

Filed November 2, 2016

Portfolio Value

$12.7B

Holdings

965

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (965 positions)

#StockSharesValue% PortfolioType
301
VNOVORNADO RLTY TR
59,926$6.1B47.83%
302
OREALTY INCOME CORP
90,200$6.0B47.61%
303
ESEVERSOURCE ENERGY
110,656$6.0B47.28%
304
LLOEWS CORP
144,725$6.0B46.96%
305
LBEURL BRANDS INC
83,880$5.9B46.81%
306
DR PEPPER SNAPPLE GROUP INC
64,704$5.9B46.59%
307
PHPARKER HANNIFIN CORP
46,743$5.9B46.28%
308
DTEDTE ENERGY CO
62,619$5.9B46.26%
309
WDCWESTERN DIGITAL CORP
99,185$5.8B45.73%
310
HIGHARTFORD FINL SVCS GROUP IN
134,727$5.8B45.50%
311
BCRUSDBARD C R INC
25,685$5.8B45.43%
312
BROBROWN + BROWN INC
150,600$5.7B44.79%
313
CLXCLOROX CO DEL
45,170$5.7B44.59%
314
FTVFORTIVE CORP
110,785$5.6B44.47%
315
GENERAL GROWTH PPTYS INC NEW
203,800$5.6B44.36%
316
A4SAMERIPRISE FINL INC
56,348$5.6B44.34%
317
BENFRANKLIN RES INC
157,632$5.6B44.22%
318
WATWATERS CORP
35,324$5.6B44.16%
319
ROKROCKWELL AUTOMATION INC
45,190$5.5B43.60%
320
SJMSMUCKER J M CO
40,608$5.5B43.41%
321
NUENUCOR CORP
111,127$5.5B43.34%
322
FITBFIFTH THIRD BANCORP
267,512$5.5B43.16%
323
LKQ1LKQ CORP
154,200$5.5B43.12%
324
SYMCEURSYMANTEC CORP
214,849$5.4B42.53%
325
UALUNITED CONTL HLDGS INC
102,400$5.4B42.37%
326
NBL2EURNOBLE ENERGY INC
149,913$5.4B42.26%
327
AG8AGILENT TECHNOLOGIES INC
113,581$5.3B42.18%
328
LRCXEURLAM RESEARCH CORP
55,968$5.3B41.81%
329
VMCVULCAN MATLS CO
46,458$5.3B41.67%
330
CTLEURCENTURYLINK INC
190,551$5.2B41.22%
331
GPCGENUINE PARTS CO
51,996$5.2B41.19%
332
YUSDALLEGHANY CORP
9,800$5.1B40.58%
333
RHT1EURRED HAT INC
63,216$5.1B40.30%
334
ABGAMERISOURCEBERGEN CORP
63,080$5.1B40.19%
335
MEAD JOHNSON NUTRITION CO
64,409$5.1B40.13%
336
ESSESSEX PPTY TR INC
22,814$5.1B40.07%
337
T7DTRANSDIGM GROUP INC
17,500$5.1B39.91%
338
HESHESS CORP
93,925$5.0B39.72%
339
BRBROADRIDGE FINL SOLUTIONS IN
73,722$5.0B39.42%
340
BALLBALL CORP
60,800$5.0B39.30%
341
FQIDIGITAL RLTY TR INC
51,300$5.0B39.29%
342
AWMSKYWORKS SOLUTIONS INC
65,400$5.0B39.27%
343
LINEAR TECHNOLOGY CORP
83,692$5.0B39.13%
344
ADSKAUTODESK INC
68,132$4.9B38.86%
345
EXPEEXPEDIA INC DEL
42,064$4.9B38.72%
346
FEFIRSTENERGY CORP
148,433$4.9B38.72%
347
ULTAULTA SALON COSMETCS + FRAG I
20,500$4.9B38.48%
348
NOVEURNATIONAL OILWELL VARCO INC
131,810$4.8B38.19%
349
XRAYDENTSPLY SIRONA INC
81,282$4.8B38.10%
350
PG4PRINCIPAL FINL GROUP INC
93,375$4.8B37.93%
351
XLNXEURXILINX INC
88,475$4.8B37.92%
352
ETRENTERGY CORP NEW
62,487$4.8B37.82%
353
LEVEL 3 COMMUNICATIONS INC
101,600$4.7B37.16%
354
HSYHERSHEY CO
49,026$4.7B36.96%
355
MRO*MARATHON OIL CORP
295,676$4.7B36.87%
356
MCHPMICROCHIP TECHNOLOGY INC
75,148$4.7B36.83%
357
AAALCOA INC
459,018$4.7B36.70%
358
AWCAMERICAN WTR WKS CO INC NEW
62,100$4.6B36.66%
359
HSICSCHEIN HENRY INC
28,500$4.6B36.63%
360
FCXFREEPORT-MCMORAN INC
426,443$4.6B36.52%
361
CTXSEURCITRIX SYS INC
54,334$4.6B36.51%
362
PRGOPERRIGO CO PLC
50,014$4.6B36.42%
363
VIABVIACOM INC NEW
121,204$4.6B36.42%
364
KEYKEYCORP NEW
377,727$4.6B36.25%
365
BBBYEURBED BATH + BEYOND INC
105,692$4.6B35.93%
366
CFGCITIZENS FINL GROUP INC
181,300$4.5B35.33%
367
IVZINVESCO LTD
143,043$4.5B35.28%
368
MSMMSC INDL DIRECT INC
60,900$4.5B35.26%
369
XECEURCIMAREX ENERGY CO
33,200$4.5B35.18%
370
VRSKVERISK ANALYTICS INC
54,800$4.5B35.13%
371
MSIMOTOROLA SOLUTIONS INC
58,227$4.4B35.03%
372
MHKMOHAWK INDS INC
22,000$4.4B34.76%
373
ARWARROW ELECTRS INC
68,762$4.4B34.69%
374
RCLROYAL CARIBBEAN CRUISES LTD
58,600$4.4B34.64%
375
BFHALLIANCE DATA SYSTEMS CORP
20,419$4.4B34.54%
376
EQTEQT CORP
60,270$4.4B34.52%
377
GWWGRAINGER W W INC
19,375$4.4B34.35%
378
IM8NINSMED INC
300,000$4.4B34.35%
379
BWABORGWARNER INC
123,280$4.3B34.20%
380
RFREGIONS FINL CORP NEW
438,046$4.3B34.10%
381
CHDCHURCH + DWIGHT INC
89,900$4.3B33.97%
382
CMGCHIPOTLE MEXICAN GRILL INC
10,148$4.3B33.90%
383
WHRWHIRLPOOL CORP
26,345$4.3B33.69%
384
WRKUSDWESTROCK CO
87,782$4.3B33.56%
385
KIMKIMCO RLTY CORP
146,646$4.2B33.48%
386
FASTFASTENAL CO
100,844$4.2B33.23%
387
FOXATWENTY FIRST CENTY FOX INC
170,000$4.2B33.17%
388
CTRACABOT OIL + GAS CORP
162,364$4.2B33.04%
389
AEEAMEREN CORP
84,682$4.2B32.85%
390
RSGREPUBLIC SVCS INC
81,340$4.1B32.37%
391
CMSCMS ENERGY CORP
97,399$4.1B32.27%
392
L-3 COMMUNICATIONS HLDGS INC
26,976$4.1B32.07%
393
IDXXIDEXX LABS INC
36,000$4.1B32.00%
394
AYIACUITY BRANDS INC
15,300$4.0B31.92%
395
HSTHOST HOTELS + RESORTS INC
259,096$4.0B31.81%
396
STXSEAGATE TECHNOLOGY PLC
104,168$4.0B31.67%
397
MCXMCCORMICK + CO INC
40,152$4.0B31.64%
398
CNCCENTENE CORP DEL
59,600$4.0B31.47%
399
FDO.FMACYS INC
107,702$4.0B31.47%
400
DOVDOVER CORP
54,122$4.0B31.44%
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