STATE OF MICHIGAN RETIREMENT SYSTEM

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$14.7 Billion is the total value of STATE OF MICHIGAN RETIREMENT SYSTEM's 963 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was 4.7% .

All

			Value		Shares		↓ Weighting
MSFT	Sell	MICROSOFT CORP	$553,787,000	-2.0%	2,489,825	-7.3%	3.78%	-15.9%
AMZN	Sell	AMAZON COM INC	$436,334,000	+2.2%	133,971	-1.2%	2.98%	-12.3%
FB	Sell	FACEBOOK INCcl a	$197,155,000	+3.4%	721,757	-0.9%	1.34%	-11.3%
GOOGL	Sell	ALPHABET INCcap stk cl a	$181,186,000	+18.0%	103,379	-1.3%	1.24%	+1.3%
ATH	Sell	ATHENE HOLDING LTDcl a	$168,375,000	+26.5%	3,903,000	-0.0%	1.15%	+8.6%
V	Sell	VISA INC	$158,349,000	-7.1%	723,949	-15.1%	1.08%	-20.2%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$149,200,000	-0.0%	643,462	-8.2%	1.02%	-14.2%
UNH	Sell	UNITEDHEALTH GROUP INC	$131,335,000	+12.4%	374,515	-0.1%	0.90%	-3.6%
GOOG	Sell	ALPHABET INCcap stk cl c	$129,220,000	+15.5%	73,761	-3.2%	0.88%	-0.9%
TMO	Sell	THERMO FISHER SCIENTIFIC INC	$125,490,000	+1.3%	269,418	-4.0%	0.86%	-13.1%
HD	Sell	HOME DEPOT INC	$121,138,000	-25.0%	456,056	-21.6%	0.83%	-35.6%
MA	Sell	MASTERCARD INCORPORATEDcl a	$117,706,000	-6.8%	329,764	-11.7%	0.80%	-20.0%
CVS	Sell	CVS HEALTH CORP	$114,065,000	-0.7%	1,670,063	-15.1%	0.78%	-14.9%
ADBE	Sell	ADOBE SYSTEMS INCORPORATED	$110,926,000	+1.3%	221,799	-0.6%	0.76%	-13.0%
JPM	Sell	JPMORGAN CHASE CO	$97,405,000	-18.2%	766,543	-38.1%	0.66%	-29.8%
SYK	Sell	STRYKER CORPORATION	$96,234,000	+17.2%	392,727	-0.3%	0.66%	+0.6%
PG	Sell	PROCTER AND GAMBLE CO	$86,753,000	-31.0%	623,496	-31.1%	0.59%	-40.8%
DIS	Sell	DISNEY WALT CO	$84,221,000	+42.6%	464,848	-2.4%	0.58%	+22.3%
PINS	Sell	PINTEREST INCcl a	$83,467,000	-24.6%	1,266,569	-52.5%	0.57%	-35.2%
CSCO	Sell	CISCO SYS INC	$82,325,000	+0.3%	1,839,673	-11.7%	0.56%	-13.8%
PM	Sell	PHILIP MORRIS INTL INC	$77,049,000	+9.7%	930,651	-0.6%	0.53%	-5.7%
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$69,224,000	+2.4%	549,923	-1.0%	0.47%	-12.3%
MRK	Sell	MERCK CO INC	$67,421,000	-3.0%	824,217	-1.7%	0.46%	-16.8%
LMT	Sell	LOCKHEED MARTIN CORP	$63,502,000	-7.8%	178,890	-0.5%	0.43%	-21.0%
INTC	Sell	INTEL CORP	$60,463,000	-36.9%	1,213,635	-34.5%	0.41%	-45.8%
T	Sell	ATT INC	$59,039,000	-0.9%	2,052,811	-1.8%	0.40%	-15.0%
BAC	Sell	BK OF AMERICA CORP	$58,022,000	+23.8%	1,914,302	-1.6%	0.40%	+6.2%
KO	Sell	COCA COLA CO	$56,936,000	+8.5%	1,038,222	-2.3%	0.39%	-6.7%
USB	Sell	US BANCORP DEL	$56,593,000	-15.8%	1,214,699	-35.2%	0.39%	-27.7%
PFE	Sell	PFIZER INC	$54,690,000	-2.5%	1,485,732	-2.8%	0.37%	-16.4%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIOcl a	$52,896,000	+17.6%	645,469	-0.3%	0.36%	+1.1%
PEP	Sell	PEPSICO INC	$51,534,000	+5.2%	347,498	-1.6%	0.35%	-9.5%
APD	Sell	AIR PRODS CHEMS INC	$51,361,000	-8.9%	187,985	-0.7%	0.35%	-21.7%
AMGN	Sell	AMGEN INC	$50,647,000	-31.2%	220,282	-23.9%	0.35%	-40.9%
WMT	Sell	WALMART INC	$50,249,000	+1.4%	348,591	-1.6%	0.34%	-12.9%
GPN	Sell	GLOBAL PMTS INC	$49,025,000	-20.3%	227,580	-34.3%	0.34%	-31.5%
ABT	Sell	ABBOTT LABS	$48,802,000	-0.8%	445,719	-1.4%	0.33%	-14.8%
NKE	Sell	NIKE INCcl b	$47,936,000	+8.5%	338,840	-3.7%	0.33%	-6.8%
DG	Sell	DOLLAR GEN CORP NEW	$46,604,000	-0.5%	221,608	-0.9%	0.32%	-14.5%
MAS	Sell	MASCO CORP	$45,425,000	-0.5%	826,954	-0.1%	0.31%	-14.6%
XOM	Sell	EXXON MOBIL CORP	$45,400,000	+18.8%	1,101,418	-1.1%	0.31%	+2.0%
QCOM	Sell	QUALCOMM INC	$43,322,000	-37.4%	284,374	-51.6%	0.30%	-46.2%
WFC	Sell	WELLS FARGO CO NEW	$42,832,000	-25.1%	1,419,216	-41.6%	0.29%	-35.7%
COST	Sell	COSTCO WHSL CORP NEW	$41,787,000	+4.4%	110,905	-1.6%	0.28%	-10.4%
SQ	Sell	SQUARE INCcl a	$40,243,000	+12.0%	184,906	-16.3%	0.28%	-3.8%
MCD	Sell	MCDONALDS CORP	$40,204,000	-3.5%	187,363	-1.3%	0.27%	-17.2%
MDT	Sell	MEDTRONIC PLC	$39,645,000	+11.2%	338,437	-1.3%	0.27%	-4.2%
HON	Sell	HONEYWELL INTL INC	$39,759,000	-2.2%	186,925	-24.3%	0.27%	-16.1%
TXN	Sell	TEXAS INSTRS INC	$39,511,000	+13.9%	240,729	-0.9%	0.27%	-2.2%
IQV	Sell	IQVIA HLDGS INC	$38,469,000	+13.4%	214,704	-0.3%	0.26%	-2.6%
TPRE	Sell	THIRD PT REINS LTD	$36,652,000	+29.1%	3,850,000	-5.8%	0.25%	+10.6%
DHR	Sell	DANAHER CORPORATION	$35,306,000	+1.8%	158,938	-1.4%	0.24%	-12.7%
UNP	Sell	UNION PAC CORP	$35,282,000	+3.4%	169,448	-2.2%	0.24%	-11.1%
LIN	Sell	LINDE PLC	$34,774,000	+8.9%	131,964	-1.6%	0.24%	-6.7%
C	Sell	CITIGROUP INC	$34,598,000	+38.6%	561,114	-3.1%	0.24%	+19.2%
LLY	Sell	LILLY ELI CO	$33,716,000	+12.4%	199,694	-1.4%	0.23%	-3.4%
IJH	Sell	ISHARES TRcore s p mcp etf	$32,878,000	+13.0%	143,053	-8.9%	0.22%	-3.0%
MCO	Sell	MOODYS CORP	$32,318,000	-5.2%	111,348	-5.4%	0.22%	-18.5%
DVA	Sell	DAVITA INC	$31,957,000	-18.2%	272,210	-40.3%	0.22%	-29.9%
SBUX	Sell	STARBUCKS CORP	$31,574,000	+23.2%	295,142	-1.1%	0.22%	+5.4%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$30,282,000	+0.7%	179,819	-0.3%	0.21%	-13.4%
BIIB	Sell	BIOGEN INC	$28,840,000	-15.7%	117,783	-2.3%	0.20%	-27.6%
BA	Sell	BOEING CO	$28,571,000	+27.7%	133,471	-1.4%	0.20%	+9.6%
BLK	Sell	BLACKROCK INC	$28,427,000	+27.4%	39,398	-0.5%	0.19%	+9.6%
FOXA	Sell	FOX CORP	$27,166,000	-25.4%	932,894	-28.7%	0.18%	-36.0%
INTU	Sell	INTUIT	$25,924,000	+14.6%	68,248	-1.6%	0.18%	-1.7%
MU	Sell	MICRON TECHNOLOGY INC	$25,183,000	+51.8%	334,963	-5.2%	0.17%	+30.3%
AMT	Sell	AMERICAN TOWER CORP NEW	$25,071,000	-8.4%	111,695	-1.3%	0.17%	-21.6%
CAT	Sell	CATERPILLAR INC	$24,860,000	+20.6%	136,576	-1.2%	0.17%	+3.7%
ISRG	Sell	INTUITIVE SURGICAL INC	$24,712,000	+13.1%	30,207	-1.9%	0.17%	-2.9%
CHTR	Sell	CHARTER COMMUNICATIONS INC Ncl a	$24,289,000	+1.8%	36,716	-3.9%	0.17%	-12.6%
GS	Sell	GOLDMAN SACHS GROUP INC	$23,888,000	+26.7%	90,583	-3.4%	0.16%	+8.7%
FIS	Sell	FIDELITY NATL INFORMATION SV	$22,935,000	-51.0%	162,133	-49.0%	0.16%	-57.8%
DE	Sell	DEERE CO	$21,198,000	+19.6%	78,789	-1.5%	0.14%	+2.8%
MDLZ	Sell	MONDELEZ INTL INCcl a	$21,026,000	+0.4%	359,603	-1.3%	0.14%	-13.9%
ANTM	Sell	ANTHEM INC	$21,002,000	+15.5%	65,410	-3.4%	0.14%	-1.4%
MO	Sell	ALTRIA GROUP INC	$20,644,000	-58.7%	503,524	-61.0%	0.14%	-64.5%
TJX	Sell	TJX COS INC NEW	$20,620,000	+12.4%	301,945	-8.4%	0.14%	-3.4%
CI	Sell	CIGNA CORP NEW	$20,167,000	+18.5%	96,874	-3.6%	0.14%	+2.2%
XLF	Sell	SELECT SECTOR SPDR TRsbi int finl	$20,124,000	-53.3%	682,617	-61.8%	0.14%	-59.9%
TMUS	Sell	T MOBILE US INC	$19,782,000	+16.5%	146,700	-1.2%	0.14%	0.0%
PLD	Sell	PROLOGIS INC	$19,418,000	-2.5%	194,844	-1.5%	0.13%	-15.8%
LRCX	Sell	LAM RESEARCH CORP	$19,167,000	+35.7%	40,585	-4.7%	0.13%	+17.0%
ATVI	Sell	ACTIVISION BLIZZARD INC	$18,481,000	+12.4%	199,042	-2.0%	0.13%	-3.8%
BDX	Sell	BECTON DICKINSON CO	$18,240,000	+5.9%	72,897	-1.5%	0.12%	-9.5%
CB	Sell	CHUBB LIMITED	$17,476,000	+30.7%	113,539	-1.4%	0.12%	+12.3%
CSX	Sell	CSX CORP	$17,453,000	+15.1%	192,323	-1.5%	0.12%	-1.7%
DUK	Sell	DUKE ENERGY CORP NEW	$16,945,000	-2.8%	185,070	-6.0%	0.12%	-16.5%
FDX	Sell	FEDEX CORP	$16,976,000	-4.7%	65,387	-7.6%	0.12%	-18.3%
FISV	Sell	FISERV INC	$16,459,000	-59.2%	144,558	-63.1%	0.11%	-65.1%
CME	Sell	CME GROUP INC	$16,437,000	+7.4%	90,289	-1.3%	0.11%	-8.2%
TFC	Sell	TRUIST FINL CORP	$16,250,000	+24.2%	339,026	-1.4%	0.11%	+6.7%
SO	Sell	SOUTHERN CO	$16,315,000	+11.7%	265,582	-1.4%	0.11%	-4.3%
ICE	Sell	INTERCONTINENTAL EXCHANGE IN	$16,269,000	+13.5%	141,110	-1.5%	0.11%	-2.6%
GM	Sell	GENERAL MTRS CO	$16,330,000	+32.7%	392,162	-5.7%	0.11%	+13.3%
PGR	Sell	PROGRESSIVE CORP	$16,135,000	+3.6%	163,175	-0.9%	0.11%	-11.3%
ITW	Sell	ILLINOIS TOOL WKS INC	$16,013,000	-1.9%	78,543	-7.0%	0.11%	-16.2%
EQIX	Sell	EQUINIX INC	$15,990,000	-6.9%	22,390	-0.9%	0.11%	-20.4%
PNC	Sell	PNC FINL SVCS GROUP INC	$15,876,000	+33.3%	106,547	-1.7%	0.11%	+13.7%
VRTX	Sell	VERTEX PHARMACEUTICALS INC	$15,465,000	-69.1%	65,434	-64.4%	0.11%	-73.4%
D	Sell	DOMINION ENERGY INC	$15,425,000	-8.9%	205,123	-4.3%	0.10%	-22.2%
EL	Sell	LAUDER ESTEE COS INCcl a	$15,173,000	+8.3%	57,001	-11.2%	0.10%	-6.3%
NSC	Sell	NORFOLK SOUTHN CORP	$15,186,000	+9.0%	63,911	-1.8%	0.10%	-6.3%
MMC	Sell	MARSH MCLENNAN COS INC	$14,922,000	+0.7%	127,536	-1.3%	0.10%	-13.6%
EW	Sell	EDWARDS LIFESCIENCES CORP	$14,710,000	+12.3%	161,243	-1.8%	0.10%	-3.8%
ECL	Sell	ECOLAB INC	$14,149,000	+6.6%	65,395	-1.5%	0.10%	-7.6%
ADI	Sell	ANALOG DEVICES INC	$13,725,000	+24.7%	92,903	-1.5%	0.09%	+6.8%
HUM	Sell	HUMANA INC	$13,644,000	-2.3%	33,255	-1.5%	0.09%	-16.2%
AON	Sell	AON PLC	$13,463,000	+1.8%	63,724	-0.6%	0.09%	-12.4%
DD	Sell	DUPONT DE NEMOURS INC	$13,122,000	+26.3%	184,526	-1.4%	0.09%	+8.4%
REGN	Sell	REGENERON PHARMACEUTICALS	$13,137,000	-14.3%	27,192	-0.7%	0.09%	-26.2%
BSX	Sell	BOSTON SCIENTIFIC CORP	$12,944,000	-7.2%	360,065	-1.4%	0.09%	-20.7%
ETN	Sell	EATON CORP PLC	$12,771,000	+9.6%	106,300	-6.9%	0.09%	-6.5%
NEM	Sell	NEWMONT CORP	$12,099,000	-7.0%	202,026	-1.4%	0.08%	-19.4%
COF	Sell	CAPITAL ONE FINL CORP	$12,050,000	+30.9%	121,904	-4.8%	0.08%	+12.3%
ROST	Sell	ROSS STORES INC	$11,765,000	+26.8%	95,798	-3.6%	0.08%	+8.1%
EXC	Sell	EXELON CORP	$11,509,000	-74.7%	272,587	-78.6%	0.08%	-78.2%
WM	Sell	WASTE MGMT INC DEL	$11,530,000	+2.7%	97,774	-1.4%	0.08%	-11.2%
ROP	Sell	ROPER TECHNOLOGIES INC	$11,358,000	+7.5%	26,347	-1.5%	0.08%	-7.1%
HCA	Sell	HCA HEALTHCARE INC	$10,917,000	+30.1%	66,382	-1.3%	0.08%	+11.9%
COP	Sell	CONOCOPHILLIPS	$10,741,000	+19.5%	268,580	-1.9%	0.07%	+2.8%
IDXX	Sell	IDEXX LABS INC	$10,724,000	+26.0%	21,454	-0.9%	0.07%	+7.4%
TEL	Sell	TE CONNECTIVITY LTD	$10,642,000	+23.6%	87,901	-0.2%	0.07%	+7.4%
EA	Sell	ELECTRONIC ARTS INC	$10,763,000	+8.2%	74,952	-1.7%	0.07%	-7.6%
KLAC	Sell	KLA CORP	$10,432,000	+32.0%	40,293	-1.2%	0.07%	+12.7%
DOW	Sell	DOW INC	$10,350,000	+16.3%	186,491	-1.4%	0.07%	0.0%
AEP	Sell	AMERICAN ELEC PWR CO INC	$10,394,000	+0.4%	124,823	-1.4%	0.07%	-13.4%
F	Sell	FORD MTR CO DEL	$10,292,000	+26.1%	1,170,853	-4.4%	0.07%	+7.7%
BAX	Sell	BAXTER INTL INC	$10,307,000	-0.8%	128,455	-0.5%	0.07%	-15.7%
LHX	Sell	L3HARRIS TECHNOLOGIES INC	$10,308,000	+10.1%	54,534	-1.1%	0.07%	-5.4%
PSA	Sell	PUBLIC STORAGE	$10,115,000	+3.5%	43,800	-0.2%	0.07%	-11.5%
SNPS	Sell	SYNOPSYS INC	$9,961,000	+20.2%	38,423	-0.8%	0.07%	+3.0%
APH	Sell	AMPHENOL CORP NEWcl a	$9,834,000	+19.4%	75,198	-1.2%	0.07%	+3.1%
CDNS	Sell	CADENCE DESIGN SYSTEM INC	$9,858,000	+26.7%	72,254	-1.0%	0.07%	+8.1%
HPQ	Sell	HP INC	$9,825,000	+25.7%	399,551	-2.9%	0.07%	+8.1%
TROW	Sell	PRICE T ROWE GROUP INC	$9,695,000	+16.3%	64,038	-1.5%	0.07%	0.0%
MET	Sell	METLIFE INC	$9,638,000	+20.2%	205,275	-4.9%	0.07%	+3.1%
CMI	Sell	CUMMINS INC	$9,580,000	-5.4%	42,184	-12.1%	0.06%	-19.8%
SYY	Sell	SYSCO CORP	$9,514,000	+17.8%	128,112	-1.3%	0.06%	+1.6%
FCX	Sell	FREEPORT MCMORAN INCcl b	$9,507,000	+64.0%	365,363	-1.4%	0.06%	+41.3%
A	Sell	AGILENT TECHNOLOGIES INC	$9,314,000	+17.2%	78,606	-0.1%	0.06%	+1.6%
STZ	Sell	CONSTELLATION BRANDS INCcl a	$9,329,000	+14.8%	42,587	-0.7%	0.06%	-1.5%
MNST	Sell	MONSTER BEVERAGE CORP NEW	$9,229,000	+12.4%	99,792	-2.5%	0.06%	-3.1%
SRE	Sell	SEMPRA ENERGY	$9,248,000	+5.9%	72,588	-1.6%	0.06%	-8.7%
CNC	Sell	CENTENE CORP DEL	$9,171,000	+1.4%	152,780	-1.4%	0.06%	-12.5%
JCI	Sell	JOHNSON CTLS INTL PLC	$9,066,000	+4.1%	194,585	-8.7%	0.06%	-10.1%
DXCM	Sell	DEXCOM INC	$8,929,000	-11.4%	24,152	-1.2%	0.06%	-23.8%
XLNX	Sell	XILINX INC	$9,008,000	+34.3%	63,537	-1.2%	0.06%	+15.1%
TRV	Sell	TRAVELERS COMPANIES INC	$8,948,000	+27.9%	63,745	-1.4%	0.06%	+8.9%
PPG	Sell	PPG INDS INC	$8,876,000	+15.7%	61,543	-2.1%	0.06%	0.0%
ALXN	Sell	ALEXION PHARMACEUTICALS INC	$8,993,000	+34.9%	57,561	-1.2%	0.06%	+15.1%
PH	Sell	PARKER HANNIFIN CORP	$8,834,000	+33.0%	32,428	-1.2%	0.06%	+13.2%
AIG	Sell	AMERICAN INTL GROUP INC	$8,829,000	+30.7%	233,196	-4.9%	0.06%	+11.1%
APTV	Sell	APTIV PLC	$8,845,000	+40.0%	67,888	-1.5%	0.06%	+20.0%
MAR	Sell	MARRIOTT INTL INC NEWcl a	$8,827,000	+40.4%	66,910	-1.5%	0.06%	+20.0%
XEL	Sell	XCEL ENERGY INC	$8,811,000	-4.8%	132,159	-1.4%	0.06%	-18.9%
TT	Sell	TRANE TECHNOLOGIES PLC	$8,770,000	+18.4%	60,415	-1.1%	0.06%	+1.7%
TDG	Sell	TRANSDIGM GROUP INC	$8,463,000	+28.4%	13,676	-1.4%	0.06%	+11.5%
VRSK	Sell	VERISK ANALYTICS INC	$8,496,000	+10.7%	40,928	-1.2%	0.06%	-4.9%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$8,513,000	+8.1%	213,467	-2.6%	0.06%	-7.9%
INFO	Sell	IHS MARKIT LTD	$8,416,000	+12.6%	93,689	-1.6%	0.06%	-3.4%
PRU	Sell	PRUDENTIAL FINL INC	$8,316,000	+17.7%	106,521	-4.2%	0.06%	+1.8%
ALL	Sell	ALLSTATE CORP	$8,406,000	+12.1%	76,466	-4.0%	0.06%	-5.0%
YUM	Sell	YUM BRANDS INC	$8,239,000	+17.3%	75,895	-1.3%	0.06%	0.0%
CARR	Sell	CARRIER GLOBAL CORPORATION	$8,270,000	-1.9%	219,243	-20.5%	0.06%	-16.4%
ORLY	Sell	OREILLY AUTOMOTIVE INC	$8,240,000	-5.5%	18,207	-3.7%	0.06%	-18.8%
ZBH	Sell	ZIMMER BIOMET HOLDINGS INC	$8,033,000	+11.7%	52,134	-1.3%	0.06%	-3.5%
PCAR	Sell	PACCAR INC	$8,061,000	-6.0%	93,434	-7.1%	0.06%	-19.1%
AFL	Sell	AFLAC INC	$8,023,000	+19.6%	180,405	-2.2%	0.06%	+3.8%
ANSS	Sell	ANSYS INC	$7,841,000	+9.6%	21,554	-1.4%	0.05%	-5.3%
SBAC	Sell	SBA COMMUNICATIONS CORP NEWcl a	$7,883,000	-13.3%	27,941	-2.1%	0.05%	-25.0%
PAYX	Sell	PAYCHEX INC	$7,775,000	+15.2%	83,444	-1.4%	0.05%	-1.9%
HLT	Sell	HILTON WORLDWIDE HLDGS INC	$7,760,000	+28.6%	69,750	-1.4%	0.05%	+10.4%
CTAS	Sell	CINTAS CORP	$7,819,000	+5.7%	22,121	-0.5%	0.05%	-10.2%
BLL	Sell	BALL CORP	$7,667,000	+10.8%	82,281	-1.2%	0.05%	-5.5%
SLB	Sell	SCHLUMBERGER LTD	$7,642,000	+38.6%	350,046	-1.2%	0.05%	+18.2%
GLW	Sell	CORNING INC	$7,624,000	+7.6%	211,765	-3.1%	0.05%	-7.1%
FAST	Sell	FASTENAL CO	$7,553,000	+1.6%	154,672	-6.2%	0.05%	-11.9%
PSX	Sell	PHILLIPS 66	$7,680,000	+29.1%	109,802	-4.4%	0.05%	+10.6%
ES	Sell	EVERSOURCE ENERGY	$7,457,000	+2.1%	86,193	-1.4%	0.05%	-12.1%
PEG	Sell	PUBLIC SVC ENTERPRISE GRP IN	$7,413,000	+4.6%	127,157	-1.5%	0.05%	-8.9%
WEC	Sell	WEC ENERGY GROUP INC	$7,299,000	-6.4%	79,310	-1.5%	0.05%	-19.4%
ROK	Sell	ROCKWELL AUTOMATION INC	$7,331,000	+12.1%	29,229	-1.4%	0.05%	-3.8%
CTVA	Sell	CORTEVA INC	$7,253,000	+31.8%	187,319	-1.9%	0.05%	+11.4%
SWK	Sell	STANLEY BLACK DECKER INC	$7,190,000	+8.7%	40,268	-1.2%	0.05%	-7.5%
CPRT	Sell	COPART INC	$7,112,000	+12.9%	55,893	-6.7%	0.05%	-2.0%
MSI	Sell	MOTOROLA SOLUTIONS INC	$7,250,000	+6.7%	42,631	-1.6%	0.05%	-9.3%
MTD	Sell	METTLER TOLEDO INTERNATIONAL	$7,095,000	+16.2%	6,225	-1.6%	0.05%	-2.0%
AWK	Sell	AMERICAN WTR WKS CO INC NEW	$7,003,000	+4.6%	45,632	-1.3%	0.05%	-9.4%
KR	Sell	KROGER CO	$6,995,000	-9.5%	220,257	-3.4%	0.05%	-21.3%
AME	Sell	AMETEK INC	$6,998,000	+20.2%	57,863	-1.2%	0.05%	+4.3%
LUV	Sell	SOUTHWEST AIRLS CO	$7,057,000	+19.6%	151,407	-3.8%	0.05%	+2.1%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$7,053,000	+7.0%	139,908	-1.3%	0.05%	-7.7%
DFS	Sell	DISCOVER FINL SVCS	$6,978,000	+54.5%	77,078	-1.4%	0.05%	+33.3%
AZO	Sell	AUTOZONE INC	$6,936,000	-1.0%	5,851	-1.7%	0.05%	-16.1%
VFC	Sell	V F CORP	$6,872,000	+11.5%	80,457	-8.3%	0.05%	-4.1%
SWKS	Sell	SKYWORKS SOLUTIONS INC	$6,959,000	+3.9%	45,520	-1.1%	0.05%	-11.3%
OTIS	Sell	OTIS WORLDWIDE CORP	$6,915,000	+6.6%	102,371	-1.4%	0.05%	-9.6%
WLTW	Sell	WILLIS TOWERS WATSON PLC	$6,828,000	-0.6%	32,411	-1.5%	0.05%	-14.5%
WELL	Sell	WELLTOWER INC	$6,778,000	+15.5%	104,896	-1.5%	0.05%	-2.1%
MPC	Sell	MARATHON PETE CORP	$6,765,000	+17.6%	163,574	-16.6%	0.05%	0.0%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$6,643,000	+24.5%	72,470	-4.2%	0.04%	+7.1%
STT	Sell	STATE STR CORP	$6,453,000	+20.9%	88,667	-1.4%	0.04%	+4.8%
FRC	Sell	FIRST REP BK SAN FRANCISCO C	$6,423,000	+34.1%	43,712	-0.5%	0.04%	+15.8%
CLX	Sell	CLOROX CO DEL	$6,401,000	-5.4%	31,703	-1.6%	0.04%	-18.5%
DLTR	Sell	DOLLAR TREE INC	$6,394,000	+15.5%	59,185	-2.3%	0.04%	0.0%
DAL	Sell	DELTA AIR LINES INC DEL	$6,447,000	+29.6%	160,330	-1.5%	0.04%	+10.0%
AMP	Sell	AMERIPRISE FINL INC	$6,422,000	+24.2%	33,049	-1.5%	0.04%	+7.3%
CBRE	Sell	CBRE GROUP INCcl a	$6,332,000	-85.3%	100,957	-89.0%	0.04%	-87.4%
WY	Sell	WEYERHAEUSER CO MTN BE	$6,293,000	+15.9%	187,669	-1.5%	0.04%	0.0%
TTWO	Sell	TAKE TWO INTERACTIVE SOFTWAR	$6,180,000	+23.7%	29,741	-1.7%	0.04%	+5.0%
MXIM	Sell	MAXIM INTEGRATED PRODS INC	$6,166,000	+29.1%	69,558	-1.6%	0.04%	+10.5%
WMB	Sell	WILLIAMS COS INC	$6,118,000	+0.5%	305,151	-1.5%	0.04%	-12.5%
TWST	Sell	TWIST BIOSCIENCE CORP	$6,100,000	+51.9%	43,172	-18.4%	0.04%	+31.2%
VIAC	Sell	VIACOMCBS INCcl b	$6,200,000	+29.0%	166,387	-3.0%	0.04%	+10.5%
LEN	Sell	LENNAR CORPcl a	$6,122,000	-9.3%	80,312	-2.8%	0.04%	-22.2%
CERN	Sell	CERNER CORP	$6,051,000	+7.4%	77,103	-1.0%	0.04%	-8.9%
FTV	Sell	FORTIVE CORP	$6,003,000	-8.4%	84,763	-1.4%	0.04%	-21.2%
HSY	Sell	HERSHEY CO	$6,063,000	+3.7%	39,805	-2.5%	0.04%	-10.9%
VLO	Sell	VALERO ENERGY CORP	$6,028,000	+29.1%	106,559	-1.1%	0.04%	+10.8%
AJG	Sell	GALLAGHER ARTHUR J CO	$5,982,000	+16.0%	48,354	-1.0%	0.04%	0.0%
EIX	Sell	EDISON INTL	$5,980,000	+21.9%	95,196	-1.3%	0.04%	+5.1%
PPL	Sell	PPL CORP	$5,859,000	+3.5%	207,764	-0.1%	0.04%	-11.1%
AVB	Sell	AVALONBAY CMNTYS INC	$5,912,000	+5.1%	36,850	-2.1%	0.04%	-11.1%
DTE	Sell	DTE ENERGY CO	$5,915,000	+4.7%	48,723	-0.8%	0.04%	-11.1%
EFX	Sell	EQUIFAX INC	$5,897,000	-47.1%	30,581	-56.9%	0.04%	-55.1%
PAYC	Sell	PAYCOM SOFTWARE INC	$5,731,000	+43.0%	12,672	-1.6%	0.04%	+21.9%
FLT	Sell	FLEETCOR TECHNOLOGIES INC	$5,717,000	+11.9%	20,954	-2.3%	0.04%	-4.9%
SIVB	Sell	SVB FINANCIAL GROUP	$5,535,000	+60.1%	14,272	-0.7%	0.04%	+40.7%
CHD	Sell	CHURCH DWIGHT INC	$5,451,000	-7.8%	62,495	-1.0%	0.04%	-21.3%
TSN	Sell	TYSON FOODS INCcl a	$5,438,000	+5.7%	84,382	-2.4%	0.04%	-9.8%
VRSN	Sell	VERISIGN INC	$5,454,000	+3.2%	25,202	-2.3%	0.04%	-11.9%
IP	Sell	INTERNATIONAL PAPER CO	$5,219,000	+19.6%	104,969	-2.5%	0.04%	+2.9%
TER	Sell	TERADYNE INC	$5,179,000	+49.2%	43,200	-1.1%	0.04%	+25.0%
RSG	Sell	REPUBLIC SVCS INC	$5,093,000	+1.6%	52,887	-1.5%	0.04%	-12.5%
ZBRA	Sell	ZEBRA TECHNOLOGIES CORPORATIcl a	$5,138,000	+50.0%	13,370	-1.5%	0.04%	+29.6%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$5,105,000	+13.8%	86,119	-1.5%	0.04%	-2.8%
LVS	Sell	LAS VEGAS SANDS CORP	$4,924,000	+25.9%	82,621	-1.4%	0.03%	+9.7%
FDS	Sell	FACTSET RESH SYS INC	$4,963,000	-1.4%	14,925	-0.7%	0.03%	-15.0%
VMC	Sell	VULCAN MATLS CO	$4,945,000	+7.8%	33,339	-1.5%	0.03%	-5.6%
WDC	Sell	WESTERN DIGITAL CORP	$4,935,000	+47.3%	89,093	-2.8%	0.03%	+25.9%
GWW	Sell	GRAINGER W W INC	$4,975,000	+7.4%	12,184	-6.2%	0.03%	-8.1%
ETR	Sell	ENTERGY CORP NEW	$5,023,000	-0.3%	50,311	-1.6%	0.03%	-15.0%
CRSP	Sell	CRISPR THERAPEUTICS AGnamen akt	$4,959,000	+36.6%	32,386	-25.4%	0.03%	+17.2%
NTRS	Sell	NORTHERN TR CORP	$4,875,000	+17.6%	52,343	-1.5%	0.03%	0.0%
AEE	Sell	AMEREN CORP	$4,855,000	-2.7%	62,193	-1.4%	0.03%	-17.5%
KSU	Sell	KANSAS CITY SOUTHERN	$4,809,000	+10.5%	23,560	-2.1%	0.03%	-5.7%
URI	Sell	UNITED RENTALS INC	$4,769,000	+17.5%	20,562	-11.6%	0.03%	+3.1%
TFX	Sell	TELEFLEX INCORPORATED	$4,818,000	+18.9%	11,707	-1.7%	0.03%	+3.1%
AMCR	Sell	AMCOR PLCord	$4,643,000	+5.0%	394,453	-1.4%	0.03%	-8.6%
VTR	Sell	VENTAS INC	$4,620,000	+15.6%	94,214	-1.1%	0.03%	0.0%
PXD	Sell	PIONEER NAT RES CO	$4,705,000	+30.5%	41,316	-1.4%	0.03%	+10.3%
HOLX	Sell	HOLOGIC INC	$4,706,000	+7.1%	64,620	-2.3%	0.03%	-8.6%
HPE	Sell	HEWLETT PACKARD ENTERPRISE C	$4,628,000	+21.4%	390,521	-4.0%	0.03%	+6.7%
CDW	Sell	CDW CORP	$4,735,000	+8.8%	35,925	-1.4%	0.03%	-8.6%
SYF	Sell	SYNCHRONY FINANCIAL	$4,738,000	+30.7%	136,514	-1.4%	0.03%	+10.3%
COO	Sell	COOPER COS INC	$4,470,000	+6.0%	12,303	-1.6%	0.03%	-8.8%
DOV	Sell	DOVER CORP	$4,569,000	+14.6%	36,187	-1.6%	0.03%	-3.1%
XYL	Sell	XYLEM INC	$4,609,000	+19.4%	45,278	-1.3%	0.03%	0.0%
EXPE	Sell	EXPEDIA GROUP INC	$4,529,000	+34.2%	34,209	-7.1%	0.03%	+14.8%
EXPD	Sell	EXPEDITORS INTL WASH INC	$4,329,000	-0.4%	45,511	-5.2%	0.03%	-14.3%
BR	Sell	BROADRIDGE FINL SOLUTIONS IN	$4,449,000	+11.8%	29,039	-3.6%	0.03%	-6.2%
CMS	Sell	CMS ENERGY CORP	$4,392,000	-2.1%	71,985	-1.5%	0.03%	-16.7%
TYL	Sell	TYLER TECHNOLOGIES INC	$4,409,000	+22.8%	10,100	-1.9%	0.03%	+3.4%
MLM	Sell	MARTIN MARIETTA MATLS INC	$4,452,000	+19.1%	15,678	-1.3%	0.03%	0.0%
NUE	Sell	NUCOR CORP	$4,364,000	+16.4%	82,052	-1.8%	0.03%	0.0%
FE	Sell	FIRSTENERGY CORP	$4,177,000	+5.1%	136,470	-1.4%	0.03%	-9.4%
IR	Sell	INGERSOLL RAND INC	$4,260,000	+26.4%	93,493	-1.3%	0.03%	+7.4%
HAL	Sell	HALLIBURTON CO	$4,202,000	+55.6%	222,319	-0.8%	0.03%	+38.1%
CREE	Sell	CREE INC	$4,256,000	-57.9%	40,191	-74.6%	0.03%	-63.8%
AKAM	Sell	AKAMAI TECHNOLOGIES INC	$4,298,000	-6.4%	40,939	-1.4%	0.03%	-21.6%
OKE	Sell	ONEOK INC NEW	$4,287,000	+42.2%	111,709	-3.7%	0.03%	+20.8%
CTLT	Sell	CATALENT INC	$4,308,000	+20.0%	41,400	-1.2%	0.03%	0.0%
MPW	Sell	MEDICAL PPTYS TRUST INC	$4,255,000	+21.0%	195,251	-2.1%	0.03%	+3.6%
MTB	Sell	M T BK CORP	$4,112,000	+36.6%	32,299	-1.2%	0.03%	+16.7%
PKI	Sell	PERKINELMER INC	$4,042,000	+12.7%	28,170	-1.4%	0.03%	-3.4%
INCY	Sell	INCYTE CORP	$4,071,000	-4.3%	46,804	-1.3%	0.03%	-17.6%
VAR	Sell	VARIAN MED SYS INC	$4,114,000	+0.0%	23,506	-1.7%	0.03%	-15.2%
ANET	Sell	ARISTA NETWORKS INC	$4,088,000	+37.5%	14,070	-2.1%	0.03%	+16.7%
CFG	Sell	CITIZENS FINL GROUP INC	$4,093,000	+34.9%	114,471	-4.6%	0.03%	+16.7%
ULTA	Sell	ULTA BEAUTY INC	$4,064,000	+18.2%	14,152	-7.8%	0.03%	+3.7%
DGX	Sell	QUEST DIAGNOSTICS INC	$4,039,000	+2.9%	33,892	-1.2%	0.03%	-9.7%
STE	Sell	STERIS PLC	$4,066,000	+6.6%	21,454	-0.9%	0.03%	-6.7%
RF	Sell	REGIONS FINANCIAL CORP NEW	$4,073,000	+34.6%	252,664	-3.7%	0.03%	+16.7%
PEAK	Sell	HEALTHPEAK PROPERTIES INC	$4,093,000	+9.7%	135,409	-1.5%	0.03%	-6.7%
POOL	Sell	POOL CORP	$4,172,000	-14.6%	11,200	-23.3%	0.03%	-28.2%
KEY	Sell	KEYCORP	$4,029,000	+35.6%	245,513	-1.4%	0.03%	+12.5%
K	Sell	KELLOGG CO	$3,980,000	-4.9%	63,962	-1.2%	0.03%	-18.2%
ESS	Sell	ESSEX PPTY TR INC	$3,886,000	+16.1%	16,368	-1.8%	0.03%	0.0%
DRI	Sell	DARDEN RESTAURANTS INC	$3,905,000	+9.5%	32,784	-7.3%	0.03%	-3.6%
CTXS	Sell	CITRIX SYS INC	$4,022,000	-10.2%	30,915	-4.9%	0.03%	-25.0%
ALB	Sell	ALBEMARLE CORP	$3,951,000	+55.4%	26,785	-6.0%	0.03%	+35.0%
KMX	Sell	CARMAX INC	$3,894,000	+1.8%	41,219	-1.0%	0.03%	-10.0%
AES	Sell	AES CORP	$3,931,000	+20.2%	167,257	-7.4%	0.03%	+3.8%
NTAP	Sell	NETAPP INC	$3,972,000	+47.7%	59,970	-2.3%	0.03%	+28.6%
STX	Sell	SEAGATE TECHNOLOGY PLC	$3,961,000	+19.1%	63,719	-5.6%	0.03%	+3.8%
DRE	Sell	DUKE REALTY CORP	$3,925,000	+7.1%	98,208	-1.1%	0.03%	-6.9%
WAT	Sell	WATERS CORP	$3,850,000	+24.8%	15,562	-1.3%	0.03%	+4.0%
NDAQ	Sell	NASDAQ INC	$3,830,000	+6.3%	28,850	-1.7%	0.03%	-10.3%
IEX	Sell	IDEX CORP	$3,797,000	+8.1%	19,060	-1.0%	0.03%	-7.1%
CE	Sell	CELANESE CORP DEL	$3,825,000	+12.9%	29,437	-6.7%	0.03%	-3.7%
EXR	Sell	EXTRA SPACE STORAGE INC	$3,763,000	+6.6%	32,481	-1.5%	0.03%	-7.1%
DPZ	Sell	DOMINOS PIZZA INC	$3,788,000	-11.6%	9,879	-2.0%	0.03%	-23.5%
TDY	Sell	TELEDYNE TECHNOLOGIES INC	$3,645,000	+25.0%	9,300	-1.1%	0.02%	+8.7%
HES	Sell	HESS CORP	$3,630,000	+27.1%	68,767	-1.4%	0.02%	+8.7%
SJM	Sell	SMUCKER J M CO	$3,704,000	-2.4%	32,041	-2.4%	0.02%	-16.7%
ABMD	Sell	ABIOMED INC	$3,688,000	+16.0%	11,375	-0.9%	0.02%	0.0%
GPC	Sell	GENUINE PARTS CO	$3,641,000	+3.8%	36,257	-1.6%	0.02%	-10.7%
IT	Sell	GARTNER INC	$3,596,000	+26.5%	22,451	-1.3%	0.02%	+8.7%
OXY	Sell	OCCIDENTAL PETE CORP	$3,648,000	+70.6%	210,762	-1.3%	0.02%	+47.1%
MAA	Sell	MID AMER APT CMNTYS INC	$3,641,000	+7.8%	28,742	-1.4%	0.02%	-7.4%
EMN	Sell	EASTMAN CHEM CO	$3,680,000	+25.3%	36,699	-2.4%	0.02%	+8.7%
LEA	Sell	LEAR CORP COM	$3,616,000	+41.5%	22,740	-3.0%	0.02%	+25.0%
RCL	Sell	ROYAL CARIBBEAN GROUP	$3,494,000	+3.0%	46,780	-10.7%	0.02%	-11.1%
J	Sell	JACOBS ENGR GROUP INC	$3,556,000	+15.3%	32,640	-1.8%	0.02%	-4.0%
TIF	Sell	TIFFANY CO NEW	$3,572,000	+11.8%	27,177	-1.5%	0.02%	-4.0%
WAB	Sell	WABTEC	$3,567,000	+13.0%	48,725	-4.5%	0.02%	-4.0%
JAZZ	Sell	JAZZ PHARMACEUTICALS PLC	$3,483,000	+14.2%	21,100	-1.4%	0.02%	0.0%
OMC	Sell	OMNICOM GROUP INC	$3,455,000	+23.1%	55,403	-2.3%	0.02%	+9.1%
BXP	Sell	BOSTON PROPERTIES INC	$3,370,000	+16.1%	35,651	-1.4%	0.02%	0.0%
CXO	Sell	CONCHO RES INC	$3,316,000	+31.6%	56,828	-0.5%	0.02%	+15.0%
EVRG	Sell	EVERGY INC	$3,352,000	+9.0%	60,379	-0.2%	0.02%	-4.2%
CHRW	Sell	C H ROBINSON WORLDWIDE INC	$3,385,000	-13.0%	36,058	-5.3%	0.02%	-25.8%
HST	Sell	HOST HOTELS RESORTS INC	$3,361,000	+16.3%	229,725	-14.3%	0.02%	0.0%
PFG	Sell	PRINCIPAL FINANCIAL GROUP IN	$3,341,000	+21.2%	67,343	-1.6%	0.02%	+4.5%
PKG	Sell	PACKAGING CORP AMER	$3,413,000	+23.9%	24,750	-2.0%	0.02%	+4.5%
AVY	Sell	AVERY DENNISON CORP	$3,410,000	-92.2%	21,982	-93.6%	0.02%	-93.4%
JKHY	Sell	HENRY JACK ASSOC INC	$3,209,000	-1.4%	19,810	-1.0%	0.02%	-15.4%
OC	Sell	OWENS CORNING NEW	$3,219,000	+2.6%	42,485	-6.8%	0.02%	-12.0%
WRK	Sell	WESTROCK CO	$3,250,000	+24.0%	74,666	-1.1%	0.02%	+4.8%
WHR	Sell	WHIRLPOOL CORP	$3,223,000	-5.0%	17,855	-3.3%	0.02%	-18.5%
UAL	Sell	UNITED AIRLS HLDGS INC	$3,184,000	+23.5%	73,612	-0.8%	0.02%	+4.8%
CINF	Sell	CINCINNATI FINL CORP	$3,289,000	+10.6%	37,641	-1.3%	0.02%	-8.3%
HRL	Sell	HORMEL FOODS CORP	$3,289,000	-6.0%	70,574	-1.4%	0.02%	-21.4%
LNT	Sell	ALLIANT ENERGY CORP	$3,238,000	-1.6%	62,831	-1.4%	0.02%	-15.4%
MGM	Sell	MGM RESORTS INTERNATIONAL	$3,250,000	+43.1%	103,129	-1.2%	0.02%	+22.2%
HBAN	Sell	HUNTINGTON BANCSHARES INC	$3,231,000	+35.7%	255,797	-1.5%	0.02%	+15.8%
SCI	Sell	SERVICE CORP INTL	$3,090,000	+14.1%	62,930	-2.0%	0.02%	-4.5%
GNTX	Sell	GENTEX CORP	$3,030,000	+31.5%	89,296	-0.2%	0.02%	+16.7%
TXT	Sell	TEXTRON INC	$3,007,000	+27.1%	62,218	-5.0%	0.02%	+10.5%
CSL	Sell	CARLISLE COS INC	$3,038,000	+25.1%	19,449	-2.0%	0.02%	+10.5%
BIO	Sell	BIO RAD LABS INCcl a	$3,148,000	+11.0%	5,400	-1.8%	0.02%	-8.7%
RNR	Sell	RENAISSANCERE HLDGS LTD	$3,067,000	-3.3%	18,493	-1.1%	0.02%	-16.0%
NLOK	Sell	NORTONLIFELOCK INC	$3,093,000	-9.1%	148,829	-8.9%	0.02%	-22.2%
XRAY	Sell	DENTSPLY SIRONA INC	$2,877,000	+18.0%	54,949	-1.4%	0.02%	+5.3%
FBHS	Sell	FORTUNE BRANDS HOME SEC IN	$2,991,000	-2.0%	34,891	-1.1%	0.02%	-16.7%
ALLE	Sell	ALLEGION PLC	$2,879,000	+11.4%	24,735	-5.4%	0.02%	-4.8%
ARW	Sell	ARROW ELECTRS INC	$2,985,000	+19.1%	30,675	-3.8%	0.02%	0.0%
CNP	Sell	CENTERPOINT ENERGY INC	$2,965,000	+4.8%	136,999	-6.3%	0.02%	-9.1%
HAS	Sell	HASBRO INC	$3,000,000	+11.7%	32,072	-1.2%	0.02%	-4.8%
RJF	Sell	RAYMOND JAMES FINL INC	$2,931,000	+29.4%	30,635	-1.6%	0.02%	+11.1%
LW	Sell	LAMB WESTON HLDGS INC	$2,899,000	+1.2%	36,823	-14.8%	0.02%	-13.0%
JBHT	Sell	HUNT J B TRANS SVCS INC	$2,874,000	+7.1%	21,030	-0.9%	0.02%	-4.8%
STLD	Sell	STEEL DYNAMICS INC	$2,879,000	+27.3%	78,082	-1.1%	0.02%	+11.1%
IFF	Sell	INTERNATIONAL FLAVORS FRAGRA	$2,926,000	-12.4%	26,887	-1.5%	0.02%	-25.9%
L	Sell	LOEWS CORP	$2,789,000	+21.3%	61,951	-6.3%	0.02%	+5.6%
ACM	Sell	AECOM	$2,736,000	+11.9%	54,952	-6.0%	0.02%	0.0%
UHS	Sell	UNIVERSAL HLTH SVCS INCcl b	$2,834,000	+24.2%	20,610	-3.3%	0.02%	+5.6%
HWM	Sell	HOWMET AEROSPACE INC	$2,801,000	+56.9%	98,132	-8.1%	0.02%	+35.7%
SEIC	Sell	SEI INVTS CO	$2,730,000	+12.1%	47,501	-1.0%	0.02%	0.0%
WSM	Sell	WILLIAMS SONOMA INC	$2,844,000	+11.0%	27,929	-1.4%	0.02%	-5.0%
WYNN	Sell	WYNN RESORTS LTD	$2,755,000	+55.2%	24,420	-1.2%	0.02%	+35.7%
UDR	Sell	UDR INC	$2,846,000	+16.0%	74,052	-1.6%	0.02%	-5.0%
JLL	Sell	JONES LANG LASALLE INC	$2,768,000	+30.0%	18,656	-16.2%	0.02%	+11.8%
TAP	Sell	MOLSON COORS BEVERAGE COcl b	$2,598,000	+32.3%	57,499	-1.7%	0.02%	+12.5%
NNN	Sell	NATIONAL RETAIL PROPERTIES I	$2,590,000	+15.2%	63,283	-2.9%	0.02%	0.0%
AAP	Sell	ADVANCE AUTO PARTS INC	$2,683,000	-0.9%	17,032	-3.4%	0.02%	-18.2%
LYV	Sell	LIVE NATION ENTERTAINMENT IN	$2,640,000	+35.2%	35,927	-0.8%	0.02%	+12.5%
HSIC	Sell	HENRY SCHEIN INC	$2,452,000	+11.1%	36,667	-2.4%	0.02%	-5.6%
CPB	Sell	CAMPBELL SOUP CO	$2,464,000	-1.4%	50,971	-1.4%	0.02%	-15.0%
SNA	Sell	SNAP ON INC	$2,431,000	+13.1%	14,205	-2.7%	0.02%	0.0%
LNC	Sell	LINCOLN NATL CORP IND	$2,509,000	+51.7%	49,877	-5.5%	0.02%	+30.8%
MHK	Sell	MOHAWK INDS INC	$2,481,000	+42.0%	17,604	-1.7%	0.02%	+21.4%
IPG	Sell	INTERPUBLIC GROUP COS INC	$2,522,000	+40.6%	107,225	-0.4%	0.02%	+21.4%
RE	Sell	EVEREST RE GROUP LTD	$2,453,000	+16.3%	10,479	-1.9%	0.02%	0.0%
CBOE	Sell	CBOE GLOBAL MKTS INC	$2,527,000	+3.8%	27,141	-2.2%	0.02%	-10.5%
PWR	Sell	QUANTA SVCS INC	$2,512,000	+35.1%	34,883	-0.9%	0.02%	+13.3%
UTHR	Sell	UNITED THERAPEUTICS CORP DEL	$2,458,000	-84.5%	16,193	-89.7%	0.02%	-86.5%
KSS	Sell	KOHLS CORP	$2,336,000	+119.3%	57,400	-0.2%	0.02%	+100.0%
DISCK	Sell	DISCOVERY INC	$2,333,000	+26.2%	89,071	-5.5%	0.02%	+6.7%
IRM	Sell	IRON MTN INC NEW	$2,276,000	+9.9%	77,196	-0.1%	0.02%	0.0%
NWL	Sell	NEWELL BRANDS INC	$2,311,000	+18.6%	108,871	-4.1%	0.02%	+6.7%
WRB	Sell	BERKLEY W R CORP	$2,348,000	+7.1%	35,357	-1.4%	0.02%	-5.9%
DISH	Sell	DISH NETWORK CORPORATIONcl a	$2,227,000	+10.7%	68,866	-0.6%	0.02%	-6.2%
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$2,246,000	+28.3%	25,629	-1.9%	0.02%	+7.1%
BC	Sell	BRUNSWICK CORP	$2,174,000	+28.1%	28,513	-1.0%	0.02%	+15.4%
CLGX	Sell	CORELOGIC INC	$2,190,000	+11.9%	28,323	-2.1%	0.02%	-6.2%
LB	Sell	L BRANDS INC	$2,184,000	+16.5%	58,723	-0.3%	0.02%	0.0%
MOS	Sell	MOSAIC CO NEW	$2,216,000	+22.0%	96,298	-3.1%	0.02%	+7.1%
NI	Sell	NISOURCE INC	$2,212,000	+2.9%	96,406	-1.3%	0.02%	-11.8%
PNW	Sell	PINNACLE WEST CAP CORP	$2,265,000	+5.7%	28,328	-1.4%	0.02%	-11.8%
POST	Sell	POST HLDGS INC	$2,251,000	+14.4%	22,287	-2.6%	0.02%	-6.2%
TPR	Sell	TAPESTRY INC	$2,169,000	+98.3%	69,803	-0.3%	0.02%	+66.7%
TTEK	Sell	TETRA TECH INC NEW	$2,263,000	+20.6%	19,545	-0.5%	0.02%	0.0%
PNR	Sell	PENTAIR PLC	$2,220,000	+14.6%	41,814	-1.2%	0.02%	0.0%
IPGP	Sell	IPG PHOTONICS CORP	$2,010,000	+30.2%	8,983	-1.1%	0.01%	+16.7%
JBL	Sell	JABIL INC	$2,086,000	+23.4%	49,042	-0.6%	0.01%	+7.7%
JNPR	Sell	JUNIPER NETWORKS INC	$2,114,000	+1.9%	93,923	-2.7%	0.01%	-12.5%
CF	Sell	CF INDS HLDGS INC	$2,083,000	+24.2%	53,812	-1.5%	0.01%	+7.7%
NWSA	Sell	NEWS CORP NEWcl a	$1,986,000	+24.0%	110,535	-3.2%	0.01%	+7.7%
KNX	Sell	KNIGHT SWIFT TRANSN HLDGS INcl a	$2,088,000	-3.6%	49,917	-6.2%	0.01%	-17.6%
NATI	Sell	NATIONAL INSTRS CORP	$2,101,000	+22.9%	47,813	-0.2%	0.01%	0.0%
AIZ	Sell	ASSURANT INC	$2,033,000	+10.1%	14,923	-2.0%	0.01%	-6.7%
NVTA	Sell	INVITAE CORP	$1,879,000	-47.8%	44,939	-45.9%	0.01%	-55.2%
PRI	Sell	PRIMERICA INC	$1,916,000	+17.5%	14,303	-0.7%	0.01%	0.0%
INGR	Sell	INGREDION INC	$1,918,000	-5.0%	24,382	-8.6%	0.01%	-18.8%
NLSN	Sell	NIELSEN HLDGS PLC	$1,873,000	-91.9%	89,756	-94.5%	0.01%	-92.9%
HII	Sell	HUNTINGTON INGALLS INDS INC	$1,923,000	+14.1%	11,279	-5.8%	0.01%	0.0%
FANG	Sell	DIAMONDBACK ENERGY INC	$1,924,000	+48.7%	39,762	-7.4%	0.01%	+30.0%
AOS	Sell	SMITH A O CORP	$1,970,000	-2.7%	35,927	-6.3%	0.01%	-18.8%
MAN	Sell	MANPOWERGROUP INC	$1,889,000	+21.8%	20,949	-0.9%	0.01%	+8.3%
BJ	Sell	BJS WHSL CLUB HLDGS INC	$1,865,000	-10.6%	50,017	-0.4%	0.01%	-23.5%
RHI	Sell	ROBERT HALF INTL INC	$1,918,000	+8.5%	30,699	-8.1%	0.01%	-7.1%
CMA	Sell	COMERICA INC	$1,955,000	+37.8%	35,001	-5.7%	0.01%	+18.2%
JEF	Sell	JEFFERIES FINL GROUP INC	$1,855,000	+30.9%	75,411	-4.2%	0.01%	+18.2%
BEN	Sell	FRANKLIN RESOURCES INC	$1,767,000	+16.1%	70,714	-5.5%	0.01%	0.0%
CRUS	Sell	CIRRUS LOGIC INC	$1,736,000	+21.2%	21,124	-0.5%	0.01%	+9.1%
ZION	Sell	ZIONS BANCORPORATION N A	$1,790,000	+46.5%	41,216	-1.4%	0.01%	+20.0%
SEE	Sell	SEALED AIR CORP NEW	$1,784,000	+15.6%	38,966	-2.0%	0.01%	0.0%
REG	Sell	REGENCY CTRS CORP	$1,810,000	+18.4%	39,712	-1.2%	0.01%	0.0%
JHG	Sell	JANUS HENDERSON GROUP PLC	$1,762,000	+47.8%	54,200	-1.3%	0.01%	+33.3%
SKX	Sell	SKECHERS U S A INCcl a	$1,774,000	+18.2%	49,364	-0.6%	0.01%	0.0%
IVZ	Sell	INVESCO LTD	$1,779,000	+44.6%	102,061	-5.3%	0.01%	+20.0%
THG	Sell	HANOVER INS GROUP INC	$1,585,000	+23.6%	13,559	-1.5%	0.01%	+10.0%
PRGO	Sell	PERRIGO CO PLC	$1,626,000	-4.4%	36,351	-1.9%	0.01%	-21.4%
DXC	Sell	DXC TECHNOLOGY CO	$1,647,000	+42.5%	63,966	-1.2%	0.01%	+22.2%
LOPE	Sell	GRAND CANYON ED INC	$1,590,000	+15.1%	17,072	-1.2%	0.01%	0.0%
KIM	Sell	KIMCO RLTY CORP	$1,632,000	+31.4%	108,717	-1.5%	0.01%	+10.0%
AYI	Sell	ACUITY BRANDS INC	$1,624,000	+10.1%	13,414	-6.9%	0.01%	-8.3%
PVH	Sell	PVH CORPORATION	$1,676,000	+55.6%	17,856	-1.1%	0.01%	+22.2%
COG	Sell	CABOT OIL GAS CORP	$1,632,000	-7.6%	100,219	-1.5%	0.01%	-21.4%
AMG	Sell	AFFILIATED MANAGERS GROUP IN	$1,685,000	+45.3%	16,566	-2.4%	0.01%	+22.2%
ALK	Sell	ALASKA AIR GROUP INC	$1,619,000	+41.0%	31,131	-0.6%	0.01%	+22.2%
FLIR	Sell	FLIR SYS INC	$1,447,000	+20.8%	33,016	-1.2%	0.01%	0.0%
FCN	Sell	FTI CONSULTING INC	$1,455,000	+3.0%	13,025	-2.3%	0.01%	-9.1%
FRT	Sell	FEDERAL RLTY INVT TRsh ben int new	$1,471,000	+13.9%	17,278	-1.7%	0.01%	0.0%
LPX	Sell	LOUISIANA PAC CORP	$1,481,000	+22.6%	39,842	-2.7%	0.01%	0.0%
QLYS	Sell	QUALYS INC	$1,487,000	+23.3%	12,200	-0.8%	0.01%	0.0%
LEG	Sell	LEGGETT PLATT INC	$1,476,000	+6.6%	33,316	-0.9%	0.01%	-9.1%
JCOM	Sell	J2 GLOBAL INC	$1,522,000	+35.0%	15,577	-4.3%	0.01%	+11.1%
CLH	Sell	CLEAN HARBORS INC	$1,412,000	+35.1%	18,556	-0.5%	0.01%	+25.0%
VNO	Sell	VORNADO RLTY TRsh ben int	$1,474,000	+9.4%	39,468	-1.3%	0.01%	-9.1%
DVN	Sell	DEVON ENERGY CORP NEW	$1,520,000	+64.5%	96,159	-1.5%	0.01%	+42.9%
DISCA	Sell	DISCOVERY INC	$1,410,000	+36.5%	46,865	-1.3%	0.01%	+25.0%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC	$1,381,000	+23.6%	106,842	-1.4%	0.01%	0.0%
MUSA	Sell	MURPHY USA INC	$1,268,000	0.0%	9,687	-2.0%	0.01%	-10.0%
MRO	Sell	MARATHON OIL CORP	$1,324,000	+60.7%	198,521	-1.4%	0.01%	+28.6%
RL	Sell	RALPH LAUREN CORPcl a	$1,257,000	+32.9%	12,116	-12.9%	0.01%	+12.5%
JBGS	Sell	JBG SMITH PPTYS	$1,268,000	+15.8%	40,563	-1.0%	0.01%	0.0%
HPP	Sell	HUDSON PAC PPTYS INC	$1,332,000	+8.7%	55,463	-0.7%	0.01%	-10.0%
HBI	Sell	HANESBRANDS INC	$1,277,000	-8.7%	87,602	-1.4%	0.01%	-18.2%
VMI	Sell	VALMONT INDS INC	$1,346,000	+39.0%	7,694	-1.3%	0.01%	+12.5%
BCO	Sell	BRINKS CO	$1,293,000	+71.5%	17,961	-2.2%	0.01%	+50.0%
APA	Sell	APACHE CORP	$1,347,000	+47.7%	94,896	-1.5%	0.01%	+28.6%
CNO	Sell	CNO FINL GROUP INC	$1,127,000	+36.3%	50,679	-1.7%	0.01%	+14.3%
UNM	Sell	UNUM GROUP	$1,176,000	+34.6%	51,260	-1.3%	0.01%	+14.3%
HAIN	Sell	HAIN CELESTIAL GROUP INC	$1,209,000	+15.9%	30,113	-1.0%	0.01%	0.0%
FNB	Sell	F N B CORP	$1,117,000	+40.0%	117,557	-0.2%	0.01%	+33.3%
PRSP	Sell	PERSPECTA INC	$1,200,000	-94.0%	49,853	-95.2%	0.01%	-95.0%
FOX	Sell	FOX CORP	$1,245,000	+2.0%	43,101	-1.1%	0.01%	-20.0%
BHF	Sell	BRIGHTHOUSE FINL INC	$1,179,000	+29.4%	32,565	-3.8%	0.01%	+14.3%
FLS	Sell	FLOWSERVE CORP	$1,209,000	+33.4%	32,806	-1.2%	0.01%	+14.3%
LIVN	Sell	LIVANOVA PLC	$1,170,000	+45.7%	17,666	-0.6%	0.01%	+33.3%
HFC	Sell	HOLLYFRONTIER CORP	$970,000	+29.5%	37,520	-1.3%	0.01%	+16.7%
NUS	Sell	NU SKIN ENTERPRISES INCcl a	$1,018,000	+8.5%	18,635	-0.5%	0.01%	0.0%
XRX	Sell	XEROX HOLDINGS CORP	$972,000	+13.6%	41,920	-8.1%	0.01%	0.0%
HRB	Sell	BLOCK H R INC	$1,059,000	-7.5%	66,800	-5.0%	0.01%	-22.2%
GPS	Sell	GAP INC	$1,044,000	+16.9%	51,733	-1.3%	0.01%	0.0%
FHI	Sell	FEDERATED HERMES INCcl b	$992,000	+33.2%	34,349	-0.9%	0.01%	+16.7%
SLGN	Sell	SILGAN HOLDINGS INC	$1,060,000	+0.5%	28,596	-0.3%	0.01%	-12.5%
FTI	Sell	TECHNIPFMC PLC	$999,000	+48.4%	106,279	-0.4%	0.01%	+40.0%
NSP	Sell	INSPERITY INC	$1,060,000	+23.3%	13,025	-0.8%	0.01%	0.0%
SLG	Sell	SL GREEN RLTY CORP	$1,088,000	+25.6%	18,266	-2.1%	0.01%	0.0%
UAA	Sell	UNDER ARMOUR INCcl a	$815,000	+50.6%	47,458	-1.5%	0.01%	+50.0%
TRN	Sell	TRINITY INDS INC	$814,000	+28.8%	30,827	-4.9%	0.01%	+20.0%
NAVI	Sell	NAVIENT CORPORATION	$667,000	+11.7%	67,894	-3.8%	0.01%	0.0%
TPH	Sell	TRI POINTE GROUP INC	$798,000	-7.3%	46,237	-2.5%	0.01%	-28.6%
ALLY	Sell	ALLY FINL INC	$235,000	-20.6%	6,600	-44.1%	0.00%	0.0%
ON	Sell	ON SEMICONDUCTOR CORP	$327,000	+11.6%	10,000	-25.9%	0.00%	0.0%
EQH	Sell	EQUITABLE HLDGS INC	$225,000	-6.6%	8,800	-33.3%	0.00%	0.0%
VEEV	Sell	VEEVA SYS INC	$218,000	-22.4%	800	-20.0%	0.00%	-50.0%
NLY	Sell	ANNALY CAPITAL MANAGEMENT IN	$186,000	-26.2%	22,000	-37.9%	0.00%	-50.0%
AMTD	Exit	TD AMERITRADE HLDG CORP	$0	–	-6,200	-100.0%	-0.00%	–
ICPT	Exit	INTERCEPT PHARMACEUTICALS IN	$0	–	-7,261	-100.0%	-0.00%	–
SBH	Exit	SALLY BEAUTY HLDGS INC	$0	–	-41,043	-100.0%	-0.00%	–
AMCX	Exit	AMC NETWORKS INCcl a	$0	–	-14,743	-100.0%	-0.00%	–
MD	Exit	MEDNAX INC	$0	–	-31,102	-100.0%	-0.00%	–
DLPH	Exit	DELPHI TECHNOLOGIES PL	$0	–	-31,486	-100.0%	-0.00%	–
TXG	Exit	10X GENOMICS INC	$0	–	-4,358	-100.0%	-0.00%	–
TCO	Exit	TAUBMAN CTRS INC	$0	–	-22,508	-100.0%	-0.01%	–
PLAN	Exit	ANAPLAN INC	$0	–	-14,561	-100.0%	-0.01%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-99,074	-100.0%	-0.01%	–
PD	Exit	PAGERDUTY INC	$0	–	-32,965	-100.0%	-0.01%	–
NBL	Exit	NOBLE ENERGY INC	$0	–	-122,511	-100.0%	-0.01%	–
AIV	Exit	APARTMENT INVT MGMT COcl a	$0	–	-37,973	-100.0%	-0.01%	–
AAN	Exit	AARONS INC	$0	–	-24,487	-100.0%	-0.01%	–
MYL	Exit	MYLAN NV	$0	–	-148,338	-100.0%	-0.02%	–
DNKN	Exit	DUNKIN BRANDS GROUP INC	$0	–	-30,007	-100.0%	-0.02%	–
ETFC	Exit	E TRADE FINANCIAL CORP	$0	–	-56,439	-100.0%	-0.02%	–
LUMN	Exit	LUMEN TECHNOLOGIES INC	$0	–	-297,062	-100.0%	-0.02%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-99,630	-100.0%	-0.08%	–
WNS	Exit	WNS HLDGS LTDspon adr	$0	–	-169,000	-100.0%	-0.09%	–
TRU	Exit	TRANSUNION	$0	–	-175,000	-100.0%	-0.12%	–
G	Exit	GENPACT LIMITED	$0	–	-420,000	-100.0%	-0.13%	–
DLX	Exit	DELUXE CORP	$0	–	-873,100	-100.0%	-0.18%	–
AGNC	Exit	AGNC INVT CORP	$0	–	-4,103,600	-100.0%	-0.45%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR/A filed 2021-07-27

Signatures

The EDGAR filing(s) were signed by:

Karen Stout — Administrator, Trust Accounting Division

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
SPDR S+P 500 ETF TRUST	42	Q3 2023	11.5%
APPLE INC	42	Q3 2023	5.5%
MICROSOFT CORP	42	Q3 2023	5.1%
AMAZON.COM INC	42	Q3 2023	3.4%
VERIZON COMMUNICATIONS INC	42	Q3 2023	3.2%
WELLS FARGO CO NEW	42	Q3 2023	5.0%
BERKSHIRE HATHAWAY INC DEL	42	Q3 2023	3.7%
JPMORGAN CHASE CO	42	Q3 2023	3.2%
JOHNSON JOHNSON	42	Q3 2023	3.3%
HOME DEPOT INC	42	Q3 2023	1.8%

View STATE OF MICHIGAN RETIREMENT SYSTEM's complete holdings history.

Latest significant ownerships (13-D/G)

STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2020 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
loanDepot, Inc.	February 08, 2022	1,181,778	5.9%
TPG RE Finance Trust, Inc.	February 08, 2022	4,824,242	6.3%
PS BUSINESS PARKS INC/CA	February 14, 2001	?	?
HOME PROPERTIES OF NEW YORK INC	April 04, 2000	?	?
PRAB INC	February 09, 2000	?	?

View STATE OF MICHIGAN RETIREMENT SYSTEM's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-04-18
13F-HR	2024-01-23
SC 13G	2024-01-22
SC 13G/A	2023-12-04
13F-HR	2023-10-27
13F-HR	2023-07-26
13F-HR	2023-04-28
13F-HR	2023-01-27
SC 13G	2023-01-11
13F-HR	2022-10-24

View STATE OF MICHIGAN RETIREMENT SYSTEM's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported has been restated
The reported has been amended

Export STATE OF MICHIGAN RETIREMENT SYSTEM's holdings