STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2016 Filing

Filed February 2, 2017

Portfolio Value

$12.6B

Holdings

958

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (958 positions)

#StockSharesValue% PortfolioType
301
VNOVORNADO RLTY TR
56,250$5.9B46.58%
302
TAPMOLSON COORS BREWING CO
60,299$5.9B46.56%
303
TSNTYSON FOODS INC
95,036$5.9B46.51%
304
DTEDTE ENERGY CO
58,723$5.8B45.90%
305
RFREGIONS FINL CORP NEW
402,570$5.8B45.87%
306
VFCV F CORP
108,228$5.8B45.81%
307
A4SAMERIPRISE FINL INC
51,716$5.7B45.52%
308
ESEVERSOURCE ENERGY
103,764$5.7B45.47%
309
MSMMSC INDL DIRECT INC
61,000$5.6B44.72%
310
LRCXEURLAM RESEARCH CORP
53,260$5.6B44.68%
311
BHCVALEANT PHARMACEUTICALS INTL
387,759$5.6B44.67%
312
ROKROCKWELL AUTOMATION INC
41,890$5.6B44.67%
313
FTVFORTIVE CORP
104,309$5.6B44.38%
314
ELLAUDER ESTEE COS INC
72,718$5.6B44.13%
315
WATWATERS CORP
40,996$5.5B43.71%
316
DR PEPPER SNAPPLE GROUP INC
60,036$5.4B43.19%
317
HESHESS CORP
87,205$5.4B43.10%
318
VMCVULCAN MATLS CO
43,310$5.4B43.00%
319
BCRUSDBARD C R INC
24,077$5.4B42.92%
320
FCXFREEPORT-MCMORAN INC
409,723$5.4B42.88%
321
CAGCONAGRA BRANDS INC
135,971$5.4B42.67%
322
LEVEL 3 COMMUNICATIONS INC
95,368$5.4B42.65%
323
GGALGRUPO FINANCIERO SANTANDER M
744,300$5.4B42.46%
324
NBL2EURNOBLE ENERGY INC
140,161$5.3B42.33%
325
LBEURL BRANDS INC
78,544$5.2B41.03%
326
FQIDIGITAL RLTY TR INC
51,960$5.1B40.51%
327
PG4PRINCIPAL FINL GROUP INC
87,479$5.1B40.16%
328
CLXCLOROX CO DEL
42,070$5.0B40.06%
329
XLNXEURXILINX INC
82,571$5.0B39.55%
330
ESSESSEX PPTY TR INC
21,402$5.0B39.48%
331
DVADAVITA INC
77,358$5.0B39.40%
332
LNCLINCOLN NATL CORP IND
74,781$5.0B39.32%
333
BRBROADRIDGE FINL SOLUTIONS IN
74,022$4.9B38.94%
334
LINEAR TECHNOLOGY CORP
78,580$4.9B38.87%
335
ULTAULTA SALON COSMETC FRAG I
19,184$4.9B38.81%
336
SJMSMUCKER J M CO
38,100$4.9B38.71%
337
SYMCEURSYMANTEC CORP
203,829$4.9B38.63%
338
OREALTY INCOME CORP
84,524$4.9B38.54%
339
ARWARROW ELECTRS INC
68,062$4.9B38.51%
340
AG8AGILENT TECHNOLOGIES INC
106,069$4.8B38.35%
341
LKQ1LKQ CORP
156,552$4.8B38.07%
342
MRO*MARATHON OIL CORP
277,040$4.8B38.05%
343
GENERAL GROWTH PPTYS INC NEW
191,012$4.8B37.85%
344
ADSKAUTODESK INC
64,020$4.7B37.59%
345
UNFIUNITED NAT FOODS INC
98,900$4.7B37.45%
346
HSYHERSHEY CO
45,582$4.7B37.41%
347
HBANHUNTINGTON BANCSHARES INC
354,738$4.7B37.21%
348
CERNCHFCERNER CORP
98,768$4.7B37.12%
349
BWABORGWARNER INC
118,496$4.7B37.08%
350
GPCGENUINE PARTS CO
48,632$4.6B36.86%
351
NOVEURNATIONAL OILWELL VARCO INC
123,478$4.6B36.68%
352
NIELSEN HLDGS PLC
109,844$4.6B36.56%
353
MLMMARTIN MARIETTA MATLS INC
20,712$4.6B36.40%
354
HSTHOST HOTELS RESORTS INC
242,000$4.6B36.17%
355
CTXSEURCITRIX SYS INC
50,974$4.6B36.12%
356
HCP INC
152,867$4.5B36.05%
357
AWMSKYWORKS SOLUTIONS INC
60,808$4.5B36.02%
358
MCHPMICROCHIP TECHNOLOGY INC
70,672$4.5B35.97%
359
MSIMOTOROLA SOLUTIONS INC
54,323$4.5B35.73%
360
RCLROYAL CARIBBEAN CRUISES LTD
54,772$4.5B35.65%
361
EXPEEXPEDIA INC DEL
39,484$4.5B35.49%
362
WHRWHIRLPOOL CORP
24,589$4.5B35.47%
363
FASTFASTENAL CO
94,536$4.4B35.24%
364
XRAYDENTSPLY SIRONA INC
75,466$4.4B34.57%
365
FOXATWENTY FIRST CENTY FOX INC
159,256$4.3B34.43%
366
BFHALLIANCE DATA SYSTEMS CORP
18,903$4.3B34.27%
367
FEFIRSTENERGY CORP
139,253$4.3B34.22%
368
RSGREPUBLIC SVCS INC
75,600$4.3B34.22%
369
ETRENTERGY CORP NEW
58,615$4.3B34.17%
370
BALLBALL CORP
57,176$4.3B34.05%
371
TXTTEXTRON INC
88,337$4.3B34.04%
372
MEAD JOHNSON NUTRITION CO
60,441$4.3B33.94%
373
ABGAMERISOURCEBERGEN CORP
54,684$4.3B33.93%
374
CTLEURCENTURYLINK INC
178,791$4.3B33.74%
375
IDXXIDEXX LABS INC
36,100$4.2B33.59%
376
XECEURCIMAREX ENERGY CO
31,080$4.2B33.51%
377
SRCLSTERICYCLE INC
54,681$4.2B33.43%
378
AWCAMERICAN WTR WKS CO INC NEW
58,228$4.2B33.43%
379
WRKUSDWESTROCK CO
82,102$4.2B33.07%
380
HRSEURHARRIS CORP
40,657$4.2B33.05%
381
AEEAMEREN CORP
79,322$4.2B33.01%
382
GWWGRAINGER W W INC
17,907$4.2B33.00%
383
BROBROWN BROWN INC
92,600$4.2B32.96%
384
VRSKVERISK ANALYTICS INC
50,916$4.1B32.79%
385
BBBYEURBED BATH BEYOND INC
101,556$4.1B32.74%
386
MHKMOHAWK INDS INC
20,636$4.1B32.70%
387
RHT1EURRED HAT INC
58,696$4.1B32.46%
388
T7DTRANSDIGM GROUP INC
16,404$4.1B32.40%
389
CSLCARLISLE COS INC
37,020$4.1B32.40%
390
AWNADVANCE AUTO PARTS INC
24,068$4.1B32.29%
391
IVZINVESCO LTD
133,555$4.1B32.15%
392
51AAMERICAN PUBLIC EDUCATION
164,320$4.0B32.01%
393
KLACKLA-TENCOR CORP
51,077$4.0B31.89%
394
KMXCARMAX INC
62,205$4.0B31.78%
395
HSICSCHEIN HENRY INC
26,372$4.0B31.75%
396
VIABVIACOM INC NEW
113,604$4.0B31.64%
397
IM8NINSMED INC
300,000$4.0B31.49%
398
WHITEWAVE FOODS CO
71,334$4.0B31.47%
399
ROCKWELL COLLINS INC
42,609$4.0B31.36%
400
OKEONEOK INC NEW
68,826$4.0B31.35%
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