0000762152-19-000010.txt : 20191022 0000762152-19-000010.hdr.sgml : 20191022 20191022101707 ACCESSION NUMBER: 0000762152-19-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191022 DATE AS OF CHANGE: 20191022 EFFECTIVENESS DATE: 20191022 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE OF MICHIGAN RETIREMENT SYSTEM CENTRAL INDEX KEY: 0000762152 IRS NUMBER: 382836023 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01462 FILM NUMBER: 191160798 BUSINESS ADDRESS: STREET 1: MICHIGAN DEPT. OF TREASURY STREET 2: BUREAU OF INVESTMENTS PO BOX 30117 CITY: LANSING STATE: MI ZIP: 48909 BUSINESS PHONE: 517-335-5401 MAIL ADDRESS: STREET 1: 2501 COOLIDGE ROAD STREET 2: SUITE 400 CITY: EAST LANSING STATE: MI ZIP: 48823 FORMER COMPANY: FORMER CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN DATE OF NAME CHANGE: 19970408 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000762152 XXXXXXXX 09-30-2019 09-30-2019 STATE OF MICHIGAN RETIREMENT SYSTEM

2501 COOLIDGE ROAD SUITE 400 EAST LANSING MI 48823

13F HOLDINGS REPORT 028-01462 N Karen Stout 517-335-1012 Karen Stout East Lansing MI 10-22-2019 0 944 11042784 false INFORMATION TABLE 2 InformationTable_9-30-19.xml AFLAC INC COM 001055102 9312 177990 SH SOLE 177990 0 0 AGCO CORP COM 001084102 1393 18400 SH SOLE 18400 0 0 AGNC INVT CORP COM 00123Q104 371390 23082030 SH SOLE 23082030 0 0 AES CORP COM 00130H105 2608 159605 SH SOLE 159605 0 0 AMC NETWORKS INC CL A 00164V103 632 12850 SH SOLE 12850 0 0 ASGN INC COM 00191U102 962 15300 SH SOLE 15300 0 0 ATT INC COM 00206R102 68908 1821032 SH SOLE 1821032 0 0 AARONS INC COM PAR 050 002535300 1259 19600 SH SOLE 19600 0 0 ABBOTT LABS COM 002824100 35555 424943 SH SOLE 424943 0 0 ABBVIE INC COM 00287Y109 54375 718103 SH SOLE 718103 0 0 ABIOMED INC COM 003654100 1939 10900 SH SOLE 10900 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 799 25700 SH SOLE 25700 0 0 ACI WORLDWIDE INC COM 004498101 1060 33850 SH SOLE 33850 0 0 ACTIVISION BLIZZARD INC COM 00507V109 9761 184444 SH SOLE 184444 0 0 ACUITY 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SOLE 348823 0 0 FULTON FINL CORP PA COM 360271100 780 48200 SH SOLE 48200 0 0 GATX CORP COM 361448103 806 10390 SH SOLE 10390 0 0 GEO GROUP INC NEW COM 36162J106 610 35150 SH SOLE 35150 0 0 GALLAGHER ARTHUR J CO COM 363576109 4008 44752 SH SOLE 44752 0 0 GAP INC COM 364760108 895 51546 SH SOLE 51546 0 0 GARTNER INC COM 366651107 3103 21699 SH SOLE 21699 0 0 GENERAL DYNAMICS CORP COM 369550108 10274 56227 SH SOLE 56227 0 0 GENERAL ELECTRIC CO COM 369604103 20849 2332128 SH SOLE 2332128 0 0 GENERAL MLS INC COM 370334104 8000 145138 SH SOLE 145138 0 0 GENERAL MTRS CO COM 37045V100 11320 302020 SH SOLE 302020 0 0 GENESEE WYO INC CL A 371559105 1812 16400 SH SOLE 16400 0 0 GENTEX CORP COM 371901109 2035 73900 SH SOLE 73900 0 0 GENUINE PARTS CO COM 372460105 3499 35132 SH SOLE 35132 0 0 GENWORTH FINL INC COM CL A 37247D106 642 146000 SH SOLE 146000 0 0 GILEAD SCIENCES INC COM 375558103 48060 758289 SH SOLE 758289 0 0 GLOBAL PMTS INC COM 37940X102 54368 341936 SH SOLE 341936 0 0 GLOBUS MED 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53651 SH SOLE 53651 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3947 23497 SH SOLE 23497 0 0 LAM RESEARCH CORP COM 512807108 8033 34760 SH SOLE 34760 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 4916 60000 SH SOLE 60000 0 0 LAMB WESTON HLDGS INC COM 513272104 2545 35000 SH SOLE 35000 0 0 LANCASTER COLONY CORP COM 513847103 793 5720 SH SOLE 5720 0 0 LANDSTAR SYS INC COM 515098101 1295 11500 SH SOLE 11500 0 0 LAUDER ESTEE COS INC CL A 518439104 10588 53218 SH SOLE 53218 0 0 LEGGETT PLATT INC COM 524660107 1293 31577 SH SOLE 31577 0 0 LEGG MASON INC COM 524901105 905 23700 SH SOLE 23700 0 0 LEIDOS HLDGS INC COM 525327102 2795 32548 SH SOLE 32548 0 0 LENDINGTREE INC NEW COM 52603B107 683 2200 SH SOLE 2200 0 0 LENNAR CORP CL A 526057104 3818 68358 SH SOLE 68358 0 0 LENNOX INTL INC COM 526107107 2478 10200 SH SOLE 10200 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2351 45800 SH SOLE 45800 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 547 5500 SH SOLE 5500 0 0 LIFE STORAGE INC COM 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