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)

#	Stock	Shares	Value	% Portfolio
601	WSOWATSCO INC	9,500	$1.6B	14.55%
602	—CREE INC	32,800	$1.6B	14.55%
603	CWCURTISS WRIGHT CORP	12,400	$1.6B	14.53%
604	CUZCOUSINS PPTYS INC	42,620	$1.6B	14.51%
605	SYU1SYNOVUS FINL CORP	44,805	$1.6B	14.51%
606	AOSSMITH A O CORP	33,300	$1.6B	14.39%
607	INGRINGREDION INC	19,400	$1.6B	14.36%
608	IVZINVESCO LTD	92,655	$1.6B	14.22%
609	PVHPVH CORP	17,796	$1.6B	14.22%
610	AYIACUITY BRANDS INC	11,600	$1.6B	14.16%
611	ITTITT INC	25,500	$1.6B	14.13%
612	EX9EXELIXIS INC	87,900	$1.6B	14.08%
613	LECOLINCOLN ELEC HLDGS INC	17,900	$1.6B	14.06%
614	PRIPRIMERICA INC	12,200	$1.6B	14.05%
615	THGHANOVER INS GROUP INC	11,450	$1.6B	14.05%
616	TREXTREX CO INC	17,000	$1.5B	14.00%
617	WSMWILLIAMS SONOMA INC	22,700	$1.5B	13.97%
618	SEESEALED AIR CORP NEW	37,148	$1.5B	13.96%
619	TOLTOLL BROTHERS INC	37,500	$1.5B	13.94%
620	PNRPENTAIR PLC	40,402	$1.5B	13.83%
621	MANHMANHATTAN ASSOCS INC	18,700	$1.5B	13.67%
622	OSKOSHKOSH CORP	19,800	$1.5B	13.59%
623	PBCTEURPEOPLES UTD FINL INC	95,875	$1.5B	13.57%
624	UNMUNUM GROUP	50,169	$1.5B	13.50%
625	—GRUBHUB INC	26,500	$1.5B	13.49%
626	FLSFLOWSERVE CORP	31,575	$1.5B	13.36%
627	EVEUREATON VANCE CORP	32,800	$1.5B	13.35%
628	PIIPOLARIS INC	16,700	$1.5B	13.31%
629	FT2FIRST HORIZON NATL CORP	90,683	$1.5B	13.30%
630	OGSONE GAS INC	15,257	$1.5B	13.28%
631	CFRCULLEN FROST BANKERS INC	16,500	$1.5B	13.23%
632	MANMANPOWERGROUP INC	17,330	$1.5B	13.22%
633	MKSIMKS INSTRUMENT INC	15,800	$1.5B	13.20%
634	FRFIRST INDUSTRIAL REALTY TRUS	36,700	$1.5B	13.15%
635	SKAASKECHERS U S A INC	38,800	$1.4B	13.12%
636	—NATIONAL INSTRS CORP	34,475	$1.4B	13.11%
637	JBLJABIL INC	40,400	$1.4B	13.09%
638	WHWYNDHAM HOTELS RESORTS INC	27,937	$1.4B	13.09%
639	HEHAWAIIAN ELEC INDUSTRIES	31,640	$1.4B	13.07%
640	JBLUJETBLUE AWYS CORP	85,923	$1.4B	13.03%
641	SWXSOUTHWEST GAS HOLDINGS INC	15,800	$1.4B	13.02%
642	KEXKIRBY CORP	17,400	$1.4B	12.95%
643	MMSMAXIMUS INC	18,500	$1.4B	12.94%
644	SSS1EURLIFE STORAGE INC	13,500	$1.4B	12.89%
645	UI2KEMPER CORP DEL	18,150	$1.4B	12.81%
646	PBPROSPERITY BANCSHARES INC	20,000	$1.4B	12.80%
647	EMEEMCOR GROUP INC	16,300	$1.4B	12.71%
648	SLABSILICON LABORATORIES INC	12,600	$1.4B	12.71%
649	AGCOAGCO CORP	18,400	$1.4B	12.61%
650	TTEKTETRA TECH INC NEW	15,900	$1.4B	12.49%
651	WOOFOOT LOCKER INC	31,828	$1.4B	12.44%
652	XRXXEROX HOLDINGS CORP	45,718	$1.4B	12.38%
653	EGPEASTGROUP PPTY INC	10,900	$1.4B	12.34%
654	BKHBLACK HILLS CORP	17,690	$1.4B	12.29%
655	HOGHARLEY DAVIDSON INC	37,677	$1.4B	12.27%
656	HIWHIGHWOODS PPTYS INC	30,100	$1.4B	12.25%
657	ASHASHLAND GLOBAL HLDGS INC	17,553	$1.4B	12.24%
658	SRCLSTERICYCLE INC	26,481	$1.3B	12.22%
659	SUXSYNNEX CORP	11,904	$1.3B	12.17%
660	JBGSJBG SMITH PPTYS	34,225	$1.3B	12.15%
661	JEFJEFFERIES FINL GROUP INC	72,946	$1.3B	12.15%
662	AVTAVNET INC	30,040	$1.3B	12.10%
663	HN9HANESBRANDS INC	86,892	$1.3B	12.05%
664	DVADAVITA INC	23,258	$1.3B	12.02%
665	FFINFIRST FINL BANKSHARES	39,400	$1.3B	11.89%
666	AEBAALLETE INC	15,000	$1.3B	11.87%
667	BHFBRIGHTHOUSE FINL INC	32,280	$1.3B	11.83%
668	COR1EURCORESITE RLTY CORP	10,700	$1.3B	11.81%
669	BCBRUNSWICK CORP	24,900	$1.3B	11.75%
670	—WPX ENERGY INC	122,600	$1.3B	11.75%
671	LSTRLANDSTAR SYS INC	11,500	$1.3B	11.73%
672	LEGLEGGETT PLATT INC	31,577	$1.3B	11.71%
673	SIGISELECTIVE INS GROUP INC	17,200	$1.3B	11.71%
674	KNXKNIGHT SWIFT TRANSN HLDGS IN	35,600	$1.3B	11.70%
675	FLOFLOWERS FOODS INC	55,850	$1.3B	11.70%
676	BLKBBLACKBAUD INC	14,300	$1.3B	11.70%
677	NWSANEWS CORP NEW	92,739	$1.3B	11.69%
678	PWRQUANTA SVCS INC	34,156	$1.3B	11.69%
679	SRSPIRE INC	14,700	$1.3B	11.61%
680	CHRCHURCHILL DOWNS INC	10,342	$1.3B	11.56%
681	BFHALLIANCE DATA SYSTEMS CORP	9,903	$1.3B	11.49%
682	SBCSABRA HEALTH CARE REIT INC	55,000	$1.3B	11.44%
683	AANUSDAARONS INC	19,600	$1.3B	11.40%
684	LFUSLITTELFUSE INC	7,100	$1.3B	11.40%
685	VSATVIASAT INC	16,700	$1.3B	11.39%
686	HRUSDHEALTHCARE RLTY TR	37,500	$1.3B	11.37%
687	WBSWEBSTER FINL CORP CONN	26,750	$1.3B	11.36%
688	PENPENUMBRA INC	9,300	$1.3B	11.33%
689	SRCUSDSPIRIT RLTY CAP INC NEW	26,100	$1.2B	11.31%
690	PACWUSDPACWEST BANCORP DEL	34,300	$1.2B	11.28%
691	SAICSCIENCE APPLICATNS INTL CP N	14,185	$1.2B	11.22%
692	DECKDECKERS OUTDOOR CORP	8,400	$1.2B	11.21%
693	IARTINTEGRA LIFESCIENCES HLDGS C	20,600	$1.2B	11.20%
694	FOXFOX CORP	39,085	$1.2B	11.17%
695	WYNEURWYNDHAM DESTINATIONS INC	26,737	$1.2B	11.14%
696	HPOSERVICE PPTYS TR	47,700	$1.2B	11.14%
697	JXC1J2 GLOBAL INC	13,500	$1.2B	11.10%
698	AMEDAMEDISYS INC	9,300	$1.2B	11.03%
699	BABAALIBABA GROUP HLDG LTD	7,256	$1.2B	10.98%
700	CPRICAPRI HOLDINGS LIMITED	36,448	$1.2B	10.95%

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