STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2019 Filing

Filed January 24, 2020

Portfolio Value

$12.1B

Holdings

947

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (947 positions)

#	Stock	Shares	Value	% Portfolio
701	BHFBRIGHTHOUSE FINL INC	32,180	$1.3M	0.01%
702	SAICSCIENCE APPLICATNS INTL CP N	14,485	$1.3M	0.01%
703	—STERLING BANCORP DEL	59,500	$1.3M	0.01%
704	NJRNEW JERSEY RES	28,100	$1.3M	0.01%
705	DISCAUSDDISCOVERY INC	38,249	$1.3M	0.01%
706	SRSPIRE INC	15,000	$1.3M	0.01%
707	IPGPIPG PHOTONICS CORP	8,600	$1.2M	0.01%
708	RYNRAYONIER INC	38,009	$1.2M	0.01%
709	COR1EURCORESITE RLTY CORP	11,100	$1.2M	0.01%
710	VSATVIASAT INC	17,000	$1.2M	0.01%
711	—CABOT MICROELECTRONICS CORP	8,600	$1.2M	0.01%
712	SMGSCOTTS MIRACLE GRO CO	11,675	$1.2M	0.01%
713	LOGMEURLOGMEIN INC	14,402	$1.2M	0.01%
714	AEBAALLETE INC	15,200	$1.2M	0.01%
715	FLOFLOWERS FOODS INC	56,650	$1.2M	0.01%
716	AMGAFFILIATED MANAGERS GROUP IN	14,500	$1.2M	0.01%
717	WOOFOOT LOCKER INC	31,528	$1.2M	0.01%
718	FCNFTI CONSULTING INC	11,100	$1.2M	0.01%
719	IARTINTEGRA LIFESCIENCES HLDGS C	21,000	$1.2M	0.01%
720	SWXSOUTHWEST GAS HOLDINGS INC	16,100	$1.2M	0.01%
721	SFSTIFEL FINL CORP	20,100	$1.2M	0.01%
722	SBCSABRA HEALTH CARE REIT INC	57,000	$1.2M	0.01%
723	FNBFNB CORP PA	95,600	$1.2M	0.01%
724	THOTHOR INDS INC	16,200	$1.2M	0.01%
725	WENWENDYS CO	54,143	$1.2M	0.01%
726	WF2WINTRUST FINL CORP	16,800	$1.2M	0.01%
727	HPHELMERICH PAYNE INC	26,192	$1.2M	0.01%
728	TXNMPNM RES INC	23,434	$1.2M	0.01%
729	VVVVALVOLINE INC	55,428	$1.2M	0.01%
730	NUVAGBPNUVASIVE INC	15,300	$1.2M	0.01%
731	NFGNATIONAL FUEL GAS CO N J	25,380	$1.2M	0.01%
732	COHREURCOHERENT INC	7,100	$1.2M	0.01%
733	MURMURPHY OIL CORP	44,000	$1.2M	0.01%
734	HPOSERVICE PPTYS TR	48,400	$1.2M	0.01%
735	NVTNVENT ELECTRIC PLC	45,802	$1.2M	0.01%
736	TPDTEMPUR SEALY INTL INC	13,400	$1.2M	0.01%
737	RIGTRANSOCEAN LTD	169,200	$1.2M	0.01%
738	THCTENET HEALTHCARE CORP	30,600	$1.2M	0.01%
739	UBSIUNITED BANKSHARES INC WEST V	29,900	$1.2M	0.01%
740	BLKBBLACKBAUD INC	14,500	$1.2M	0.01%
741	UMPQUSDUMPQUA HLDGS CORP	64,800	$1.1M	0.01%
742	—ELDORADO RESORTS INC	19,200	$1.1M	0.01%
743	SIGISELECTIVE INS GROUP INC	17,500	$1.1M	0.01%
744	MTZMASTEC INC	17,700	$1.1M	0.01%
745	UTHUNITED THERAPEUTICS CORP DEL	12,900	$1.1M	0.01%
746	AANUSDAARONS INC	19,800	$1.1M	0.01%
747	BOHBANK HAWAII CORP	11,890	$1.1M	0.01%
748	ROLROLLINS INC	34,008	$1.1M	0.01%
749	HWCHANCOCK WHITNEY CORPORATION	25,700	$1.1M	0.01%
750	MRCYMERCURY SYS INC	16,300	$1.1M	0.01%
751	TKRTIMKEN CO	19,900	$1.1M	0.01%
752	JHGJANUS HENDERSON GROUP PLC	45,837	$1.1M	0.01%
753	NKTREURNEKTAR THERAPEUTICS	51,800	$1.1M	0.01%
754	EXPEAGLE MATERIALS INC	12,300	$1.1M	0.01%
755	—WEINGARTEN RLTY INVS	35,600	$1.1M	0.01%
756	BFHALLIANCE DATA SYSTEMS CORP	9,903	$1.1M	0.01%
757	SLMSLM CORP	124,225	$1.1M	0.01%
758	ASGNASGN INC	15,500	$1.1M	0.01%
759	CBRLCRACKER BARREL OLD CTRY STOR	7,100	$1.1M	0.01%
760	8INSYNEOS HEALTH INC	18,300	$1.1M	0.01%
761	OZKBANK OZK	35,600	$1.1M	0.01%
762	TXRHTEXAS ROADHOUSE INC	19,200	$1.1M	0.01%
763	NGVTINGEVITY CORP	12,300	$1.1M	0.01%
764	PRSPPERSPECTA INC	40,500	$1.1M	0.01%
765	LIVNLIVANOVA PLC	14,200	$1.1M	0.01%
766	NEUNEWMARKET CORP	2,200	$1.1M	0.01%
767	ICUIICU MED INC	5,700	$1.1M	0.01%
768	GTGOODYEAR TIRE RUBR CO	68,416	$1.1M	0.01%
769	CNKCINEMARK HOLDINGS INC	31,400	$1.1M	0.01%
770	NWENORTHWESTERN CORP	14,800	$1.1M	0.01%
771	JWNUSDNORDSTROM INC	25,892	$1.1M	0.01%
772	IBKRINTERACTIVE BROKERS GROUP IN	22,600	$1.1M	0.01%
773	RLIRLI CORP	11,700	$1.1M	0.01%
774	OLLIOLLIES BARGAIN OUTLT HLDGS I	16,100	$1.1M	0.01%
775	MSMMSC INDL DIRECT INC	13,300	$1.0M	0.01%
776	SIXEURSIX FLAGS ENTMT CORP NEW	23,100	$1.0M	0.01%
777	ASBASSOCIATED BANC CORP	46,889	$1.0M	0.01%
778	SMTCSEMTECH CORP	19,500	$1.0M	0.01%
779	PEBPEBBLEBROOK HOTEL TR	38,456	$1.0M	0.01%
780	RRXREGAL BELOIT CORP	12,000	$1.0M	0.01%
781	LPXLOUISIANA PAC CORP	34,599	$1.0M	0.01%
782	RHRH	4,800	$1.0M	0.01%
783	CLGXCORELOGIC INC	23,400	$1.0M	0.01%
784	SF9SANDERSON FARMS INC	5,800	$1.0M	0.01%
785	SAMBOSTON BEER INC	2,700	$1.0M	0.01%
786	LBEURL BRANDS INC	56,144	$1.0M	0.01%
787	—FIRSTCASH INC	12,600	$1.0M	0.01%
788	MUSAMURPHY USA INC	8,525	$997K	0.01%
789	UAAUNDER ARMOUR INC	45,556	$984K	0.01%
790	—PS BUSINESS PKS INC CALIF	5,900	$973K	0.01%
791	CDPCORPORATE OFFICE PPTYS TR	33,000	$970K	0.01%
792	CHHCHOICE HOTELS INTL INC	9,300	$962K	0.01%
793	RAMPLIVERAMP HLDGS INC	19,900	$957K	0.01%
794	NSPINSPERITY INC	11,100	$955K	0.01%
795	ENRENERGIZER HLDGS INC NEW	18,944	$951K	0.01%
796	VMIVALMONT INDS INC	6,300	$944K	0.01%
797	PBFPBF ENERGY INC	30,000	$941K	0.01%
798	TRIPTRIPADVISOR INC	30,900	$939K	0.01%
799	MZTILANCASTER COLONY CORP	5,820	$932K	0.01%
800	ENSENERSYS	12,400	$928K	0.01%

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