STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2016 Filing

Filed August 3, 2016

Portfolio Value

$12.8B

Holdings

967

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (967 positions)

#	Stock	Shares	Value	% Portfolio
701	—DONNELLEY R R + SONS CO	84,000	$1.4M	0.01%
702	RIGTRANSOCEAN LTD	119,300	$1.4M	0.01%
703	JBLJABIL CIRCUIT INC	76,700	$1.4M	0.01%
704	FICOFAIR ISAAC CORP	12,500	$1.4M	0.01%
705	—PRIVATEBANCORP INC	31,900	$1.4M	0.01%
706	OSKOSHKOSH CORP	29,400	$1.4M	0.01%
707	CFRCULLEN FROST BANKERS INC	21,900	$1.4M	0.01%
708	OGSONE GAS INC	20,957	$1.4M	0.01%
709	PDCOEURPATTERSON COMPANIES INC	28,890	$1.4M	0.01%
710	—FIRST NIAGARA FINL GP INC	141,990	$1.4M	0.01%
711	—ENSCO PLC	141,900	$1.4M	0.01%
712	LYVLIVE NATION ENTERTAINMENT IN	58,600	$1.4M	0.01%
713	CLGXCORELOGIC INC	35,700	$1.4M	0.01%
714	WEXWEX INC	15,500	$1.4M	0.01%
715	VYXNCR CORP NEW	49,440	$1.4M	0.01%
716	NAVINAVIENT CORP	114,825	$1.4M	0.01%
717	FLOFLOWERS FOODS INC	73,050	$1.4M	0.01%
718	UMPQUSDUMPQUA HLDGS CORP	88,500	$1.4M	0.01%
719	TDYTELEDYNE TECHNOLOGIES INC	13,800	$1.4M	0.01%
720	—FIRSTMERIT CORP	66,769	$1.4M	0.01%
721	GWRUSDGENESEE + WYO INC	22,900	$1.4M	0.01%
722	TPDTEMPUR SEALY INTL INC	24,400	$1.4M	0.01%
723	WKCWORLD FUEL SVCS CORP	28,400	$1.3M	0.01%
724	KEXKIRBY CORP	21,600	$1.3M	0.01%
725	AGCOAGCO CORP	28,500	$1.3M	0.01%
726	PBPROSPERITY BANCSHARES INC	26,200	$1.3M	0.01%
727	—PAREXEL INTL CORP	21,200	$1.3M	0.01%
728	NJRNEW JERSEY RES	34,500	$1.3M	0.01%
729	AMDADVANCED MICRO DEVICES	257,900	$1.3M	0.01%
730	—CYPRESS SEMICONDUCTOR CORP	125,100	$1.3M	0.01%
731	DISCAUSDDISCOVERY COMMUNICATNS NEW	52,237	$1.3M	0.01%
732	—POST PPTYS INC	21,500	$1.3M	0.01%
733	—CST BRANDS INC	30,384	$1.3M	0.01%
734	FRFIRST INDUSTRIAL REALTY TRUS	46,900	$1.3M	0.01%
735	DLXDELUXE CORP	19,662	$1.3M	0.01%
736	BKHBLACK HILLS CORP	20,690	$1.3M	0.01%
737	SFMSPROUTS FMRS MKT INC	56,900	$1.3M	0.01%
738	VSATVIASAT INC	18,100	$1.3M	0.01%
739	RYNRAYONIER INC	49,209	$1.3M	0.01%
740	—CLIFFS NAT RES INC	227,400	$1.3M	0.01%
741	FT2FIRST HORIZON NATL CORP	93,283	$1.3M	0.01%
742	EMEEMCOR GROUP INC	26,000	$1.3M	0.01%
743	ENRENERGIZER HLDGS INC NEW	24,844	$1.3M	0.01%
744	ARANTERO RES CORP	49,225	$1.3M	0.01%
745	SSFSENSIENT TECHNOLOGIES CORP	17,970	$1.3M	0.01%
746	WWDWOODWARD INC	22,100	$1.3M	0.01%
747	SMGSCOTTS MIRACLE GRO CO	18,175	$1.3M	0.01%
748	PTENPATTERSON UTI ENERGY INC	59,100	$1.3M	0.01%
749	COSCNO FINL GROUP INC	71,900	$1.3M	0.01%
750	WBSWEBSTER FINL CORP CONN	36,750	$1.2M	0.01%
751	LDOSLEIDOS HLDGS INC	25,925	$1.2M	0.01%
752	VMIVALMONT INDS INC	9,100	$1.2M	0.01%
753	—BANK OF THE OZARKS INC	32,800	$1.2M	0.01%
754	—EDUCATION RLTY TR INC	26,500	$1.2M	0.01%
755	PWRQUANTA SVCS INC	52,444	$1.2M	0.01%
756	BUWABIO RAD LABS INC	8,400	$1.2M	0.01%
757	BOHBANK HAWAII CORP	17,290	$1.2M	0.01%
758	—POLYONE CORP	33,700	$1.2M	0.01%
759	—CLARCOR INC	19,500	$1.2M	0.01%
760	THOTHOR INDS INC	18,300	$1.2M	0.01%
761	—DREAMWORKS ANIMATION SKG INC	28,800	$1.2M	0.01%
762	OIIOCEANEERING INTL INC	39,400	$1.2M	0.01%
763	IPGPIPG PHOTONICS CORP	14,700	$1.2M	0.01%
764	JXC1J2 GLOBAL INC	18,600	$1.2M	0.01%
765	—EQUITY ONE	36,500	$1.2M	0.01%
766	PBVPRESTIGE BRANDS HLDGS INC	21,200	$1.2M	0.01%
767	LSTRLANDSTAR SYS INC	17,000	$1.2M	0.01%
768	PBIPITNEY BOWES INC	65,559	$1.2M	0.01%
769	VSTOEURVISTA OUTDOOR INC	24,400	$1.2M	0.01%
770	ANAUTONATION INC	24,721	$1.2M	0.01%
771	TXRHTEXAS ROADHOUSE INC	25,400	$1.2M	0.01%
772	HRCHILL ROM HLDGS INC	22,850	$1.2M	0.01%
773	CBTCABOT CORP	25,080	$1.1M	0.01%
774	RRYDER SYS INC	18,691	$1.1M	0.01%
775	TUPTUPPERWARE BRANDS CORP	20,287	$1.1M	0.01%
776	HELEHELEN OF TROY CORP LTD	11,100	$1.1M	0.01%
777	NBRNABORS INDUSTRIES LTD	113,163	$1.1M	0.01%
778	LTHLIFEPOINT HEALTH INC	17,400	$1.1M	0.01%
779	—ASPEN INSURANCE HOLDINGS LTD	24,400	$1.1M	0.01%
780	TXNMPNM RES INC	31,934	$1.1M	0.01%
781	CR1USDCRANE CO	19,932	$1.1M	0.01%
782	TDCTERADATA CORP	45,112	$1.1M	0.01%
783	TDSTELEPHONE + DATA SYS INC	38,036	$1.1M	0.01%
784	JACKJACK IN THE BOX INC	13,100	$1.1M	0.01%
785	CDPCORPORATE OFFICE PPTYS	38,000	$1.1M	0.01%
786	TRNTRINITY INDS INC	60,494	$1.1M	0.01%
787	—SUPERIOR ENERGY SVCS INC	60,800	$1.1M	0.01%
788	—CSRA INC	47,673	$1.1M	0.01%
789	—ENDO INTL PLC	71,200	$1.1M	0.01%
790	—NATIONAL INSTRS CORP	40,475	$1.1M	0.01%
791	UEURBAN EDGE PPTYS	37,100	$1.1M	0.01%
792	GMEGAMESTOP CORP NEW	41,700	$1.1M	0.01%
793	ROLROLLINS INC	37,739	$1.1M	0.01%
794	THCTENET HEALTHCARE CORP	39,900	$1.1M	0.01%
795	SUXSYNNEX CORP	11,600	$1.1M	0.01%
796	MUSAMURPHY USA INC	14,825	$1.1M	0.01%
797	—CALATLANTIC GROUP INC	29,900	$1.1M	0.01%
798	—PENNEY J C INC	123,340	$1.1M	0.01%
799	CLHCLEAN HARBORS INC	21,000	$1.1M	0.01%
800	PRIPRIMERICA INC	18,900	$1.1M	0.01%

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