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Institutional Investment Manager
STATE OF MICHIGAN RETIREMENT SYSTEM
STATE OF MICHIGAN RETIREMENT SYSTEM (CIK: 0000762152), located at Michigan Dept. Of Treasury, Lansing, MI. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q3)
Portfolio Summary: 958 holdings with a total value of $12,931,165,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 DEAN FOODS CO NEW 42,950 710,000 0.01%
52 COMMERCIAL METALS CO COM 52,700 714,000 0.01%
53 TRUSTMARK CORP 30,800 714,000 0.01%
54 ALEXANDER & BALDWIN INC NEW COM 20,920 718,000 0.01%
55 NOW INC 48,727 721,000 0.01%
56 MEREDITH CORP COM 17,100 728,000 0.01%
57 FAIRCHILD SEMICONDUCTOR INTLCOM 52,600 739,000 0.01%
58 KNOWLES CORP COM 40,311 743,000 0.01%
59 SCIENCE APPLICATNS INTL CP N 18,785 755,000 0.01%
60 Silicon Laboratories Inc 18,200 756,000 0.01%
61 MINERALS TECHNOLOGIES INC 15,780 760,000 0.01%
62 MACK-CALI REALTY CORP COM 40,300 761,000 0.01%
63 MILLERKNOLL INC 27,130 782,000 0.01%
64 KEMPER CORP 22,250 787,000 0.01%
65 FTI CONSULTING INC 19,100 793,000 0.01%
66 NATURAL GROCERS VITAMIN CTGE 35,000 794,000 0.01%
67 CONSOL ENERGY INC 82,642 810,000 0.01%
68 Lifepoint Hospitals Inc 28,000 811,000 0.01%
69 LOGMEIN INC 12,000 818,000 0.01%
70 PLANTRONICS INCORPORATED NEW 16,100 819,000 0.01%
71 INTERDIGITAL INC 16,300 825,000 0.01%
72 Equity One Inc Com 34,100 830,000 0.01%
73 FOSSIL GROUP INC 14,980 837,000 0.01%
74 MERCURY GENL CORP NEW 16,600 838,000 0.01%
75 CABLE ONE INC 2,000 839,000 0.01%
76 SUPERVALU INC 116,900 839,000 0.01%
77 WISDOMTREE INVTS INC 52,100 840,000 0.01%
78 HSN Inc 14,700 841,000 0.01%
79 BLACK HILLS CORP 20,390 843,000 0.01%
80 KLX INC COM 24,000 858,000 0.01%
81 Lancaster Colony Corp 8,820 860,000 0.01%
82 DECKERS OUTDOOR CORP 14,900 865,000 0.01%
83 SUPERIOR ENERGY SVCS INC 68,500 865,000 0.01%
84 HNI Corp 20,240 868,000 0.01%
85 TRI POINTE HOMES INC COM 66,300 868,000 0.01%
86 GATX CORP 19,790 874,000 0.01%
87 DIEBOLD NXDF INC 29,630 882,000 0.01%
88 Patterson UTI Energy Inc Com 67,100 882,000 0.01%
89 TEREX CORP NEW 49,200 883,000 0.01%
90 SOTHEBYS 28,027 896,000 0.01%
91 WENDYS CO 104,043 900,000 0.01%
92 KENNAMETAL INC 36,160 900,000 0.01%
93 CABOT CORP 28,680 905,000 0.01%
94 BELDEN INC 19,400 906,000 0.01%
95 CORPORATE OFFICE 43,100 906,000 0.01%
96 URBAN EDGE PPTYS COM 42,000 907,000 0.01%
97 JANUS CAP GROUP INC 67,100 913,000 0.01%
98 ROWAN COMPANIES PLC 56,800 917,000 0.01%
99 OWENS & MINOR INC NEW 28,700 917,000 0.01%
100 TIMKEN CO COM 33,500 921,000 0.01%
Page 2 of 20

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000762152-15-000007, filed 2015.10.30).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.