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)

#	Stock	Shares	Value	% Portfolio
801	—PENNEY J C INC	123,840	$1.1M	0.01%
802	NJRNEW JERSEY RES	34,700	$1.1M	0.01%
803	—CABELAS INC	20,700	$1.1M	0.01%
804	—EQUITY ONE	37,000	$1.1M	0.01%
805	ROLROLLINS INC	38,639	$1.1M	0.01%
806	—ASPEN INSURANCE HOLDINGS LTD	24,200	$1.1M	0.01%
807	ANAUTONATION INC	23,121	$1.1M	0.01%
808	FHIFEDERATED INVS INC PA	37,800	$1.1M	0.01%
809	NWENORTHWESTERN CORP	19,400	$1.1M	0.01%
810	EATBRINKER INTL INC	22,077	$1.1M	0.01%
811	CABOCABLE ONE INC	1,900	$1.1M	0.01%
812	TEXTEREX CORP NEW	43,700	$1.1M	0.01%
813	FLOFLOWERS FOODS INC	73,250	$1.1M	0.01%
814	—JOY GLOBAL INC	39,474	$1.1M	0.01%
815	—SUPERIOR ENERGY SVCS INC	61,100	$1.1M	0.01%
816	IDIINTERDIGITAL INC	13,800	$1.1M	0.01%
817	—MB FINANCIAL INC NEW	28,700	$1.1M	0.01%
818	OIIOCEANEERING INTL INC	39,500	$1.1M	0.01%
819	—LASALLE HOTEL PPTYS	45,500	$1.1M	0.01%
820	NSZNETSCOUT SYS INC	37,000	$1.1M	0.01%
821	CDPCORPORATE OFFICE PPTYS TR	38,100	$1.1M	0.01%
822	LPXLOUISIANA PAC CORP	57,199	$1.1M	0.01%
823	COSCNO FINL GROUP INC	70,500	$1.1M	0.01%
824	LMEURLEGG MASON INC	32,176	$1.1M	0.01%
825	URBNURBAN OUTFITTERS INC	31,119	$1.1M	0.01%
826	—CITIGROUP INC	19,500,000	$1.1M	0.01%
827	RRXREGAL BELOIT CORP	18,000	$1.1M	0.01%
828	LIVNLIVANOVA PLC	17,800	$1.1M	0.01%
829	MUSAMURPHY USA INC	14,825	$1.1M	0.01%
830	TXNMPNM RES INC	32,034	$1.0M	0.01%
831	—CREE INC	40,600	$1.0M	0.01%
832	—BUFFALO WILD WINGS INC	7,400	$1.0M	0.01%
833	FNBFNB CORP	84,600	$1.0M	0.01%
834	OIEUROWENS ILL INC	56,518	$1.0M	0.01%
835	UEURBAN EDGE PPTYS	36,800	$1.0M	0.01%
836	MZTILANCASTER COLONY CORP	7,820	$1.0M	0.01%
837	DYDYCOM INDS INC	12,600	$1.0M	0.01%
838	PBVPRESTIGE BRANDS HLDGS INC	21,300	$1.0M	0.01%
839	SFSTIFEL FINL CORP	26,600	$1.0M	0.01%
840	LTHLIFEPOINT HEALTH INC	17,200	$1.0M	0.01%
841	TDSDATA SYS INC	37,436	$1.0M	0.01%
842	—SYNTEL INC	24,200	$1.0M	0.01%
843	HWCHANCOCK HLDG CO	31,200	$1.0M	0.01%
844	FULTFULTON FINL CORP PA	69,700	$1.0M	0.01%
845	CLHCLEAN HARBORS INC	21,100	$1.0M	0.01%
846	—LEXMARK INTL INC	25,200	$1.0M	0.01%
847	TXRHTEXAS ROADHOUSE INC	25,800	$1.0M	0.01%
848	—CALATLANTIC GROUP INC	30,000	$1.0M	0.01%
849	CMPCOMPASS MINERALS INTL INC	13,600	$1.0M	0.01%
850	—TCF FINL CORP	68,860	$999K	0.01%
851	TKRTIMKEN CO	28,400	$998K	0.01%
852	MOHMOLINA HEALTHCARE INC	17,100	$997K	0.01%
853	VLYVALLEY NATL BANCORP	102,414	$996K	0.01%
854	AVPUSDAVON PRODS INC	175,855	$995K	0.01%
855	PRIPRIMERICA INC	18,700	$992K	0.01%
856	MDRXALLSCRIPTS HEALTHCARE SOLUTN	75,100	$989K	0.01%
857	MTXMINERALS TECHNOLOGIES INC	13,980	$988K	0.01%
858	VREMACK CALI RLTY CORP	36,100	$983K	0.01%
859	SLABSILICON LABORATORIES INC	16,700	$982K	0.01%
860	WAFDWASHINGTON FED INC	36,423	$972K	0.01%
861	VSTOEURVISTA OUTDOOR INC	24,300	$969K	0.01%
862	—AKORN INC	35,500	$968K	0.01%
863	HELEHELEN OF TROY CORP	11,200	$965K	0.01%
864	—CARE CAP PPTYS INC	33,800	$963K	0.01%
865	UFSDOMTAR CORP	25,200	$936K	0.01%
866	KMTKENNAMETAL INC	32,060	$930K	0.01%
867	DNOWNOW INC	43,227	$926K	0.01%
868	—WASHINGTON PRIME GROUP NEW	74,621	$924K	0.01%
869	CATYCATHAY GEN BANCORP	29,800	$917K	0.01%
870	GHCGRAHAM HLDGS CO	1,900	$915K	0.01%
871	TSAACI WORLDWIDE INC	47,150	$914K	0.01%
872	—CLIFFS NAT RES INC	155,700	$911K	0.01%
873	CAKECHEESECAKE FACTORY INC	17,999	$901K	0.01%
874	4DHDANA INCORPORATED	57,700	$900K	0.01%
875	—ESTERLINE TECHNOLOGIES CORP	11,800	$897K	0.01%
876	WENWENDYS CO	82,043	$886K	0.01%
877	—KATE SPADE + CO	51,500	$882K	0.01%
878	CVLTCOMMVAULT SYSTEMS INC	16,600	$882K	0.01%
879	ACHOWENS + MINOR INC NEW	25,100	$872K	0.01%
880	K6BKBR INC	57,342	$868K	0.01%
881	BIGGQBIG LOTS INC	17,900	$855K	0.01%
882	WTHWORTHINGTON INDS INC	17,778	$854K	0.01%
883	—WESTERN REFNG INC	31,900	$844K	0.01%
884	DRQEURDRIL-QUIP INC	15,100	$842K	0.01%
885	SLGNSILGAN HOLDINGS INC	16,531	$836K	0.01%
886	—ACXIOM CORP	31,200	$831K	0.01%
887	SYNASYNAPTICS INC	14,000	$820K	0.01%
888	UNFIUNITED NAT FOODS INC	20,300	$813K	0.01%
889	—JANUS CAP GROUP INC	57,600	$807K	0.01%
890	MCYMERCURY GENL CORP NEW	14,700	$806K	0.01%
891	—BANCORPSOUTH INC	34,600	$803K	0.01%
892	GVAGRANITE CONSTR INC	15,945	$793K	0.01%
893	ATDALLEGHENY TECHNOLOGIES INC	43,900	$793K	0.01%
894	ODPEUROFFICE DEPOT INC	218,900	$781K	0.01%
895	—WEBMD HEALTH CORP	15,700	$780K	0.01%
896	CRSCARPENTER TECHNOLOGY	18,800	$776K	0.01%
897	TPHTRI POINTE GROUP INC	58,800	$775K	0.01%
898	DDD3-D SYS CORP DEL	42,900	$770K	0.01%
899	UI2KEMPER CORP DEL	19,550	$769K	0.01%
900	DECKDECKERS OUTDOOR CORP	12,900	$768K	0.01%

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