STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2019 Filing

Filed October 22, 2019

Portfolio Value

$11.0B

Holdings

944

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (944 positions)

#StockSharesValue% PortfolioType
301
NTRSNORTHERN TR CORP
51,654$4.8B43.65%
302
VMCVULCAN MATLS CO
31,810$4.8B43.57%
303
FITBFIFTH THIRD BANCORP
175,649$4.8B43.55%
304
HPEHEWLETT PACKARD ENTERPRISE C
313,897$4.8B43.12%
305
AEEAMEREN CORP
59,122$4.7B42.86%
306
VRSNVERISIGN INC
25,057$4.7B42.81%
307
UALUNITED AIRLINES HLDGS INC
53,144$4.7B42.54%
308
RMERESMED INC
34,500$4.7B42.21%
309
ROKROCKWELL AUTOMATION INC
28,090$4.6B41.92%
310
MCXMCCORMICK CO INC
29,568$4.6B41.85%
311
A4SAMERIPRISE FINL INC
31,416$4.6B41.85%
312
CLXCLOROX CO DEL
30,270$4.6B41.63%
313
GHGUARDANT HEALTH
70,946$4.5B41.00%
314
EXPEEXPEDIA GROUP INC
33,584$4.5B40.88%
315
FASTFASTENAL CO
137,872$4.5B40.79%
316
BXPBOSTON PROPERTIES INC
34,528$4.5B40.54%
317
AKXANSYS INC
20,200$4.5B40.49%
318
CHDCHURCH DWIGHT INC
59,424$4.5B40.49%
319
RCLROYAL CARIBBEAN CRUISES LTD
41,272$4.5B40.49%
320
CDNSCADENCE DESIGN SYSTEM INC
67,400$4.5B40.33%
321
MSCIMSCI INC
20,400$4.4B40.23%
322
RSGREPUBLIC SVCS INC
50,900$4.4B39.89%
323
CMSCMS ENERGY CORP
68,235$4.4B39.52%
324
KEYKEYCORP NEW
241,227$4.3B38.97%
325
CNCCENTENE CORP DEL
99,448$4.3B38.96%
326
CDWCDW CORP
34,800$4.3B38.84%
327
DHID R HORTON INC
80,860$4.3B38.60%
328
CINFCINCINNATI FINL CORP
36,521$4.3B38.59%
329
WDCWESTERN DIGITAL CORP
71,149$4.2B38.42%
330
CCLCARNIVAL CORP
96,260$4.2B38.11%
331
HCP INC
118,067$4.2B38.10%
332
AREALEXANDRIA REAL ESTATE EQ IN
27,300$4.2B38.08%
333
MTDMETTLER TOLEDO INTERNATIONAL
5,940$4.2B37.89%
334
KHCKRAFT HEINZ CO
149,546$4.2B37.83%
335
MLMMARTIN MARIETTA MATLS INC
15,012$4.1B37.26%
336
OMCOMNICOM GROUP INC
52,318$4.1B37.09%
337
EFXEQUIFAX INC
29,046$4.1B37.00%
338
AJGGALLAGHER ARTHUR J CO
44,752$4.0B36.30%
339
HALHALLIBURTON CO
210,579$4.0B35.94%
340
IPINTL PAPER CO
94,473$4.0B35.78%
341
LABORATORY CORP AMER HLDGS
23,497$3.9B35.74%
342
FRCBFIRST REP BK SAN FRANCISCO C
40,400$3.9B35.38%
343
CPRTCOPART INC
48,500$3.9B35.28%
344
KELKELLOGG CO
59,791$3.8B34.85%
345
LENLENNAR CORP
68,358$3.8B34.57%
346
AMCRAMCOR PLC
390,600$3.8B34.48%
347
CFGCITIZENS FINL GROUP INC
107,500$3.8B34.43%
348
RFREGIONS FINL CORP NEW
239,870$3.8B34.37%
349
TFXTELEFLEX INC
11,130$3.8B34.24%
350
MXIMMAXIM INTEGRATED PRODS INC
65,200$3.8B34.19%
351
EVRGEVERGY INC
56,600$3.8B34.11%
352
HESHESS CORP
62,205$3.8B34.07%
353
NUENUCOR CORP
72,911$3.7B33.61%
354
CNPCENTERPOINT ENERGY INC
120,762$3.6B33.01%
355
CECELANESE CORP DEL
29,700$3.6B32.89%
356
AKAMAKAMAI TECHNOLOGIES INC
39,623$3.6B32.79%
357
BKRBAKER HUGHES A GE CO
156,001$3.6B32.77%
358
EXREXTRA SPACE STORAGE INC
30,848$3.6B32.64%
359
WATWATERS CORP
16,096$3.6B32.54%
360
CAGCONAGRA BRANDS INC
116,971$3.6B32.50%
361
PG4PRINCIPAL FINL GROUP INC
62,379$3.6B32.27%
362
MAAMID AMER APT CMNTYS INC
27,401$3.6B32.26%
363
HBANHUNTINGTON BANCSHARES INC
249,538$3.6B32.25%
364
ULTAULTA BEAUTY INC
14,184$3.6B32.19%
365
STESTERIS PLC
24,600$3.6B32.18%
366
COOCOOPER COS INC
11,928$3.5B32.08%
367
FANGDIAMONDBACK ENERGY INC
39,246$3.5B31.96%
368
KMXCARMAX INC
39,805$3.5B31.72%
369
GPCGENUINE PARTS CO
35,132$3.5B31.69%
370
DRIDARDEN RESTAURANTS INC
29,553$3.5B31.64%
371
GGENPACT LIMITED
90,000$3.5B31.59%
372
DOVDOVER CORP
34,962$3.5B31.52%
373
MGMMGM RESORTS INTERNATIONAL
125,400$3.5B31.48%
374
XYLXYLEM INC
43,272$3.4B31.20%
375
BRBROADRIDGE FINL SOLUTIONS IN
27,500$3.4B30.99%
376
UDRUDR INC
70,404$3.4B30.91%
377
TDYTELEDYNE TECHNOLOGIES INC
10,600$3.4B30.91%
378
TTWOTAKE TWO INTERACTIVE SOFTWAR
27,200$3.4B30.87%
379
CAHCARDINAL HEALTH INC
71,715$3.4B30.64%
380
HASHASBRO INC
28,239$3.4B30.35%
381
YUSDALLEGHANY CORP DEL
4,200$3.4B30.35%
382
FCXFREEPORT MCMORAN INC
348,823$3.3B30.23%
383
OKTAOKTA INC
33,345$3.3B29.73%
384
CXOEURCONCHO RES INC
48,332$3.3B29.72%
385
AWMSKYWORKS SOLUTIONS INC
41,308$3.3B29.65%
386
HOLXHOLOGIC INC
64,260$3.2B29.38%
387
ZBRAZEBRA TECHNOLOGIES CORP
15,700$3.2B29.34%
388
ATOATMOS ENERGY CORP
28,400$3.2B29.29%
389
SYMCEURSYMANTEC CORP
136,729$3.2B29.26%
390
WABWABTEC CORP
44,896$3.2B29.21%
391
KSUEURKANSAS CITY SOUTHERN
24,212$3.2B29.16%
392
LLOEWS CORP
62,485$3.2B29.13%
393
INCYINCYTE CORP
42,900$3.2B28.83%
394
AFWALIGN TECHNOLOGY INC
17,500$3.2B28.67%
395
ODFLOLD DOMINION FREIGHT LINE IN
18,600$3.2B28.63%
396
GWWGRAINGER W W INC
10,607$3.2B28.54%
397
IFFINTERNATIONAL FLAVORS FRAGRA
25,642$3.1B28.49%
398
WCGEURWELLCARE HEALTH PLANS INC
12,100$3.1B28.40%
399
ANETEURARISTA NETWORKS INC
13,100$3.1B28.34%
400
CPTCAMDEN PPTY TR
28,100$3.1B28.24%
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