STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2017 Filing

Filed October 19, 2017

Portfolio Value

$12.4B

Holdings

944

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (944 positions)

#	Stock	Shares	Value	% Portfolio
801	LIVNLIVANOVA PLC	16,300	$1.1M	0.01%
802	PBFPBF ENERGY INC	41,300	$1.1M	0.01%
803	MOHMOLINA HEALTHCARE INC	16,500	$1.1M	0.01%
804	—TAUBMAN CTRS INC	22,800	$1.1M	0.01%
805	JACKJACK IN THE BOX INC	11,100	$1.1M	0.01%
806	ENSENERSYS	16,300	$1.1M	0.01%
807	WAFDWASHINGTON FED INC	33,423	$1.1M	0.01%
808	TPDTEMPUR SEALY INTL INC	17,300	$1.1M	0.01%
809	CLHCLEAN HARBORS INC	19,600	$1.1M	0.01%
810	—INC RESH HLDGS INC	21,100	$1.1M	0.01%
811	SAICSCIENCE APPLICATNS INTL CP N	16,485	$1.1M	0.01%
812	—TCF FINL CORP	64,560	$1.1M	0.01%
813	NSZNETSCOUT SYS INC	33,700	$1.1M	0.01%
814	TGNATEGNA INC	80,900	$1.1M	0.01%
815	MANHMANHATTAN ASSOCS INC	25,900	$1.1M	0.01%
816	ENRENERGIZER HLDGS INC NEW	23,244	$1.1M	0.01%
817	—ILG INC	39,900	$1.1M	0.01%
818	WENWENDYS CO	68,643	$1.1M	0.01%
819	FHIFEDERATED INVS INC PA	35,900	$1.1M	0.01%
820	NUVAGBPNUVASIVE INC	19,100	$1.1M	0.01%
821	—CALATLANTIC GROUP INC	28,600	$1.0M	0.01%
822	CUCAAVIS BUDGET GROUP	27,400	$1.0M	0.01%
823	NWENORTHWESTERN CORP	18,200	$1.0M	0.01%
824	—CREE INC	36,700	$1.0M	0.01%
825	—KLX INC	19,300	$1.0M	0.01%
826	AANUSDAARONS INC	23,400	$1.0M	0.01%
827	UFSDOMTAR CORP	23,500	$1.0M	0.01%
828	—BANCORPSOUTH INC	31,800	$1.0M	0.01%
829	MSAMSA SAFETY INC	12,800	$1.0M	0.01%
830	CHRCHURCHILL DOWNS INC	4,900	$1.0M	0.01%
831	TSAACI WORLDWIDE INC	44,350	$1.0M	0.01%
832	DYDYCOM INDS INC	11,700	$1.0M	0.01%
833	PBVPRESTIGE BRANDS HLDGS INC	19,900	$997K	0.01%
834	DISCAUSDDISCOVERY COMMUNICATNS NEW	46,749	$995K	0.01%
835	GHCGRAHAM HLDGS CO	1,700	$995K	0.01%
836	—EDUCATION RLTY TR INC	27,500	$988K	0.01%
837	HELEHELEN OF TROY CORP LTD	10,200	$988K	0.01%
838	PBIPITNEY BOWES INC	70,200	$984K	0.01%
839	ATDALLEGHENY TECHNOLOGIES INC	40,900	$978K	0.01%
840	UI2KEMPER CORP DEL	18,350	$973K	0.01%
841	OIIOCEANEERING INTL INC	37,000	$972K	0.01%
842	PDCOEURPATTERSON COMPANIES INC	25,038	$968K	0.01%
843	CVLTCOMMVAULT SYSTEMS INC	15,900	$967K	0.01%
844	S7VSALLY BEAUTY HLDGS INC	49,400	$967K	0.01%
845	IDIINTERDIGITAL INC	13,100	$966K	0.01%
846	MDRXALLSCRIPTS HEALTHCARE SOLUTN	67,900	$966K	0.01%
847	TDSTELEPHONE DATA SYS INC	34,536	$963K	0.01%
848	UEURBAN EDGE PPTYS	39,800	$960K	0.01%
849	VSHVISHAY INTERTECHNOLOGY INC	50,452	$948K	0.01%
850	K6BKBR INC	52,642	$941K	0.01%
851	MTXMINERALS TECHNOLOGIES INC	13,180	$931K	0.01%
852	NYTNEW YORK TIMES CO	47,300	$927K	0.01%
853	UAAUNDER ARMOUR INC	56,156	$925K	0.01%
854	MTDRMATADOR RES CO	33,500	$910K	0.01%
855	UNITUNITI GROUP INC	62,040	$910K	0.01%
856	—ASPEN INSURANCE HOLDINGS LTD	22,500	$909K	0.01%
857	—CONVERGYS CORP	35,100	$909K	0.01%
858	AEOAMERICAN EAGLE OUTFITTERS NE	63,275	$905K	0.01%
859	WLYWILEY JOHN SONS INC	16,800	$899K	0.01%
860	GATXGATX CORP	14,590	$898K	0.01%
861	—ESTERLINE TECHNOLOGIES CORP	9,900	$892K	0.01%
862	MIKUSDMICHAELS COS INC	41,500	$891K	0.01%
863	SFMSPROUTS FMRS MKT INC	47,400	$890K	0.01%
864	BIGGQBIG LOTS INC	16,600	$889K	0.01%
865	GPOR1EURGULFPORT ENERGY CORP	61,900	$888K	0.01%
866	ODPEUROFFICE DEPOT INC	195,000	$885K	0.01%
867	MZTILANCASTER COLONY CORP	7,320	$879K	0.01%
868	WKCWORLD FUEL SVCS CORP	25,800	$875K	0.01%
869	LTHLIFEPOINT HEALTH INC	15,100	$874K	0.01%
870	SKTTANGER FACTORY OUTLET CTRS I	35,700	$872K	0.01%
871	MUSAMURPHY USA INC	12,625	$871K	0.01%
872	NBRNABORS INDUSTRIES LTD	107,463	$867K	0.01%
873	GVAGRANITE CONSTR INC	14,945	$866K	0.01%
874	DKSDICKS SPORTING GOODS INC	31,800	$859K	0.01%
875	—VERIFONE SYS INC	42,100	$854K	0.01%
876	CPE3EURCALLON PETE CO DEL	75,600	$850K	0.01%
877	UAUNDER ARMOUR INC	56,499	$849K	0.01%
878	TRMKTRUSTMARK CORP	25,500	$845K	0.01%
879	CRSCARPENTER TECHNOLOGY CORP	17,600	$845K	0.01%
880	ATGEADTALEM GLOBAL ED INC	23,300	$835K	0.01%
881	CMCCOMMERCIAL METALS CO	43,500	$828K	0.01%
882	CMPCOMPASS MINERALS INTL INC	12,700	$824K	0.01%
883	DECKDECKERS OUTDOOR CORP	12,000	$821K	0.01%
884	MDPUSDMEREDITH CORP	14,800	$821K	0.01%
885	IBOCINTERNATIONAL BANCSHARES COR	20,400	$818K	0.01%
886	SLGNSILGAN HOLDINGS INC	27,762	$817K	0.01%
887	MLKNMILLER HERMAN INC	22,530	$809K	0.01%
888	GMEDGLOBUS MED INC	27,200	$808K	0.01%
889	ALEXALEXANDER BALDWIN INC NEW	17,420	$807K	0.01%
890	VREMACK CALI RLTY CORP	33,800	$801K	0.01%
891	—HALYARD HEALTH INC	17,620	$793K	0.01%
892	UNFIUNITED NAT FOODS INC	19,000	$790K	0.01%
893	GMEGAMESTOP CORP NEW	38,100	$787K	0.01%
894	TPHTRI POINTE GROUP INC	56,900	$786K	0.01%
895	PCHPOTLATCH CORP NEW	15,241	$777K	0.01%
896	MCYMERCURY GENL CORP NEW	13,700	$777K	0.01%
897	QEPQEP RES INC	90,500	$776K	0.01%
898	WTHWORTHINGTON INDS INC	16,878	$776K	0.01%
899	KBHKB HOME	31,300	$755K	0.01%
900	FANGDIAMONDBACK ENERGY INC	7,573	$742K	0.01%

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