0000762152-20-000010.txt : 20201026 0000762152-20-000010.hdr.sgml : 20201026 20201026143212 ACCESSION NUMBER: 0000762152-20-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201026 DATE AS OF CHANGE: 20201026 EFFECTIVENESS DATE: 20201026 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: 201260293 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 09-30-2020 09-30-2020 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 10-26-2020 0 956 12578966 false INFORMATION TABLE 2 InformationTable_09_30_2020.xml AFLAC INC COM 001055102 6707 184505 SH SOLE 184505 0 0 AGCO CORP COM 001084102 1663 22397 SH SOLE 22397 0 0 AGNC INVT CORP COM 00123Q104 57081 4103600 SH SOLE 4103600 0 0 AES CORP COM 00130H105 3270 180557 SH SOLE 180557 0 0 AMC NETWORKS INC CL A 00164V103 364 14743 SH SOLE 14743 0 0 ASGN INC COM 00191U102 1217 19145 SH SOLE 19145 0 0 ATT INC COM 00206R102 59592 2090211 SH SOLE 2090211 0 0 AARONS INC COM PAR 050 002535300 1387 24487 SH SOLE 24487 0 0 ABBOTT LABS COM 002824100 49171 451819 SH SOLE 451819 0 0 ABBVIE INC COM 00287Y109 65855 751850 SH SOLE 751850 0 0 ABIOMED INC COM 003654100 3179 11475 SH SOLE 11475 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 955 32381 SH SOLE 32381 0 0 ACI WORLDWIDE INC COM 004498101 1108 42398 SH SOLE 42398 0 0 ACTIVISION BLIZZARD INC COM 00507V109 16444 203142 SH SOLE 203142 0 0 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343498101 1743 71633 SH SOLE 71633 0 0 FLOWSERVE CORP COM 34354P105 906 33206 SH SOLE 33206 0 0 FOOT LOCKER INC COM 344849104 1253 37924 SH SOLE 37924 0 0 FORD MTR CO DEL COM 345370860 8160 1225153 SH SOLE 1225153 0 0 FORTINET INC COM 34959E109 4032 34225 SH SOLE 34225 0 0 FORTIVE CORP COM 34959J108 6551 85963 SH SOLE 85963 0 0 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 64699 3776923 SH SOLE 3776923 0 0 FORTUNE BRANDS HOME SEC IN COM 34964C106 3053 35291 SH SOLE 35291 0 0 FOX CORP CL A COM 35137L105 36407 1308194 SH SOLE 1308194 0 0 FOX CORP CL B COM 35137L204 1220 43601 SH SOLE 43601 0 0 FOX FACTORY HLDG CORP COM 35138V102 1122 15100 SH SOLE 15100 0 0 FRANKLIN RESOURCES INC COM 354613101 1522 74814 SH SOLE 74814 0 0 FREEPORT MCMORAN INC CL B 35671D857 5796 370563 SH SOLE 370563 0 0 FULTON FINL CORP PA COM 360271100 551 59020 SH SOLE 59020 0 0 GATX CORP COM 361448103 811 12720 SH SOLE 12720 0 0 GALLAGHER ARTHUR J CO COM 363576109 5158 48854 SH SOLE 48854 0 0 GAP INC COM 364760108 893 52433 SH SOLE 52433 0 0 GARTNER INC COM 366651107 2843 22751 SH SOLE 22751 0 0 GENERAC HLDGS INC COM 368736104 4436 22908 SH SOLE 22908 0 0 GENERAL DYNAMICS CORP COM 369550108 8209 59302 SH SOLE 59302 0 0 GENERAL ELECTRIC CO COM 369604103 13915 2233592 SH SOLE 2233592 0 0 GENERAL MLS INC COM 370334104 9617 155921 SH SOLE 155921 0 0 GENERAL MTRS CO COM 37045V100 12302 415762 SH SOLE 415762 0 0 GENTEX CORP COM 371901109 2305 89496 SH SOLE 89496 0 0 GENUINE PARTS CO COM 372460105 3508 36857 SH SOLE 36857 0 0 GENWORTH FINL INC COM CL A 37247D106 617 184309 SH SOLE 184309 0 0 GILEAD SCIENCES INC COM 375558103 21564 341260 SH SOLE 341260 0 0 GLACIER BANCORP INC NEW COM 37637Q105 1115 34800 SH SOLE 34800 0 0 GLOBAL PMTS INC COM 37940X102 61475 346180 SH SOLE 346180 0 0 GLOBUS MED INC CL A 379577208 1359 27439 SH SOLE 27439 0 0 GLOBE LIFE INC COM 37959E102 1994 24958 SH SOLE 24958 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 18848 93783 SH SOLE 93783 0 0 GOODYEAR TIRE RUBR CO COM 382550101 651 84913 SH SOLE 84913 0 0 GRACO INC COM 384109104 3725 60710 SH SOLE 60710 0 0 GRAHAM HLDGS CO COM CL B 384637104 600 1484 SH SOLE 1484 0 0 GRAINGER W W INC COM 384802104 4632 12984 SH SOLE 12984 0 0 GRAND CANYON ED INC COM 38526M106 1381 17272 SH SOLE 17272 0 0 GRANITE PT MTG TR INC COM STK 38741L107 11344 1600000 SH SOLE 1600000 0 0 GREAT AJAX CORP COM 38983D300 7722 931509 SH SOLE 931509 0 0 GREIF INC CL A 397624107 350 9678 SH SOLE 9678 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 1195 30400 SH SOLE 30400 0 0 GRUBHUB INC COM 400110102 2428 33565 SH SOLE 33565 0 0 HCA HEALTHCARE INC COM 40412C101 8389 67282 SH SOLE 67282 0 0 HNI CORP COM 404251100 487 15528 SH SOLE 15528 0 0 HP INC COM 40434L105 7817 411651 SH SOLE 411651 0 0 HAEMONETICS CORP COM 405024100 1610 18456 SH SOLE 18456 0 0 HAIN CELESTIAL GROUP INC COM 405217100 1043 30413 SH SOLE 30413 0 0 HALLIBURTON CO COM 406216101 2701 224119 SH SOLE 224119 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 592 31486 SH SOLE 31486 0 0 HANESBRANDS INC COM 410345102 1399 88802 SH SOLE 88802 0 0 HANOVER INS GROUP INC COM 410867105 1282 13759 SH SOLE 13759 0 0 HARLEY DAVIDSON INC COM 412822108 1369 55800 SH SOLE 55800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3369 91387 SH SOLE 91387 0 0 HASBRO INC COM 418056107 2686 32472 SH SOLE 32472 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 1320 39725 SH SOLE 39725 0 0 HEALTHCARE SVCS GROUP INC COM 421906108 584 27144 SH SOLE 27144 0 0 HEALTHCARE RLTY TR COM 421946104 1493 49564 SH SOLE 49564 0 0 HEALTHEQUITY INC COM 42226A107 1437 27966 SH SOLE 27966 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 3731 137409 SH SOLE 137409 0 0 HENRY JACK ASSOC INC COM 426281101 3253 20010 SH SOLE 20010 0 0 HERSHEY CO COM 427866108 5849 40805 SH SOLE 40805 0 0 HESS CORP COM 42809H107 2856 69767 SH SOLE 69767 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 3813 406921 SH SOLE 406921 0 0 HEXCEL CORP NEW COM 428291108 1020 30400 SH SOLE 30400 0 0 HIGHWOODS PPTYS INC COM 431284108 1269 37801 SH SOLE 37801 0 0 HILL ROM HLDGS INC COM 431475102 2024 24237 SH SOLE 24237 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 6036 70750 SH SOLE 70750 0 0 HOLLYFRONTIER CORP COM 436106108 749 38020 SH SOLE 38020 0 0 HOLOGIC INC COM 436440101 4395 66120 SH SOLE 66120 0 0 HOME BANCSHARES INC COM 436893200 839 55368 SH SOLE 55368 0 0 HOME DEPOT INC COM 437076102 161504 581556 SH SOLE 581556 0 0 HONEYWELL INTL INC COM 438516106 40646 246925 SH SOLE 246925 0 0 HORMEL FOODS CORP COM 440452100 3499 71574 SH SOLE 71574 0 0 HOST HOTELS RESORTS INC COM 44107P104 2891 267925 SH SOLE 267925 0 0 HOWMET AEROSPACE INC COM 443201108 1785 106732 SH SOLE 106732 0 0 HUBBELL INC COM 443510607 2704 19759 SH SOLE 19759 0 0 HUDSON PAC PPTYS INC COM 444097109 1225 55863 SH SOLE 55863 0 0 HUMANA INC COM 444859102 13971 33755 SH SOLE 33755 0 0 HUNT J B TRANS SVCS INC COM 445658107 2683 21230 SH SOLE 21230 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2381 259597 SH SOLE 259597 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1686 11979 SH SOLE 11979 0 0 IAA INC COM 449253103 2541 48800 SH SOLE 48800 0 0 ICU MED INC COM 44930G107 1299 7109 SH SOLE 7109 0 0 IPG PHOTONICS CORP COM 44980X109 1544 9083 SH SOLE 9083 0 0 ITT INC COM 45073V108 1859 31481 SH SOLE 31481 0 0 IDACORP INC COM 451107106 1465 18341 SH SOLE 18341 0 0 IDEX CORP COM 45167R104 3513 19260 SH SOLE 19260 0 0 IDEXX LABS INC COM 45168D104 8512 21654 SH SOLE 21654 0 0 ILLINOIS TOOL WKS INC COM 452308109 16315 84443 SH SOLE 84443 0 0 ILLUMINA INC COM 452327109 11894 38483 SH SOLE 38483 0 0 INCYTE CORP COM 45337C102 4254 47404 SH SOLE 47404 0 0 INGERSOLL RAND INC COM 45687V106 3371 94693 SH SOLE 94693 0 0 INGEVITY CORP COM 45688C107 742 15003 SH SOLE 15003 0 0 INGREDION INC COM 457187102 2019 26682 SH SOLE 26682 0 0 INSPERITY INC COM 45778Q107 860 13125 SH SOLE 13125 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1217 25766 SH SOLE 25766 0 0 INTEL CORP COM 458140100 95878 1851635 SH SOLE 1851635 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1394 28834 SH SOLE 28834 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 301 7261 SH SOLE 7261 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 14328 143210 SH SOLE 143210 0 0 INTERDIGITAL INC COM 45867G101 642 11246 SH SOLE 11246 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 530 20329 SH SOLE 20329 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 67615 555723 SH SOLE 555723 0 0 INTERNATIONAL FLAVORS FRAGRA COM 459506101 3341 27287 SH SOLE 27287 0 0 INTERNATIONAL PAPER CO COM 460146103 4365 107669 SH SOLE 107669 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1794 107625 SH SOLE 107625 0 0 INTUIT COM 461202103 22622 69348 SH SOLE 69348 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 21859 30807 SH SOLE 30807 0 0 INVITAE CORP COM 46185L103 3602 83084 SH SOLE 83084 0 0 IQVIA HLDGS INC COM 46266C105 33938 215304 SH SOLE 215304 0 0 IRON MTN INC NEW COM 46284V101 2071 77296 SH SOLE 77296 0 0 ISHARES TR CORE US AGGBD ET 464287226 262483 2223300 SH SOLE 2223300 0 0 ISHARES TR IBOXX INV CP ETF 464287242 265446 1970500 SH SOLE 1970500 0 0 ISHARES TR CORE S P MCP ETF 464287507 29085 156953 SH SOLE 156953 0 0 ISHARES TR MSCI USA QLT FCT 46432F339 290 2800 SH SOLE 2800 0 0 ISHARES TR MSCI USA VALUE 46432F388 1918 26000 SH SOLE 26000 0 0 ISHARES TR MSCI USA MMENTM 46432F396 95117 645300 SH SOLE 645300 0 0 JBG SMITH PPTYS COM 46590V100 1095 40963 SH SOLE 40963 0 0 JPMORGAN CHASE CO COM 46625H100 119148 1237643 SH SOLE 1237643 0 0 JABIL INC COM 466313103 1690 49342 SH SOLE 49342 0 0 JACK IN THE BOX INC COM 466367109 657 8288 SH SOLE 8288 0 0 JACOBS ENGR GROUP INC COM 469814107 3084 33240 SH SOLE 33240 0 0 JEFFERIES FINL GROUP INC COM 47233W109 1417 78711 SH SOLE 78711 0 0 JETBLUE AWYS CORP COM 477143101 1125 99250 SH SOLE 99250 0 0 JOHNSON JOHNSON COM 478160104 130789 878487 SH SOLE 878487 0 0 JONES LANG LASALLE INC COM 48020Q107 2129 22256 SH SOLE 22256 0 0 J2 GLOBAL INC COM 48123V102 1127 16277 SH SOLE 16277 0 0 JUNIPER NETWORKS INC COM 48203R104 2075 96523 SH SOLE 96523 0 0 KAR AUCTION SVCS INC COM 48238T109 678 47090 SH SOLE 47090 0 0 KBR INC COM 48242W106 1160 51868 SH SOLE 51868 0 0 KLA CORP COM 482480100 7903 40793 SH SOLE 40793 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 4351 24060 SH SOLE 24060 0 0 KB HOME COM 48666K109 1232 32097 SH SOLE 32097 0 0 KELLOGG CO COM 487836108 4183 64762 SH SOLE 64762 0 0 KEMPER CORP COM 488401100 1494 22353 SH SOLE 22353 0 0 KENNAMETAL INC COM 489170100 873 30167 SH SOLE 30167 0 0 KEYCORP COM 493267108 2971 249013 SH SOLE 249013 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 21514 217802 SH SOLE 217802 0 0 KILROY RLTY CORP COM 49427F108 1982 38138 SH SOLE 38138 0 0 KIMBERLY CLARK CORP COM 494368103 12856 87067 SH SOLE 87067 0 0 KIMCO RLTY CORP COM 49446R109 1242 110317 SH SOLE 110317 0 0 KINDER MORGAN INC DEL COM 49456B101 6301 511036 SH SOLE 511036 0 0 KIRBY CORP COM 497266106 793 21913 SH SOLE 21913 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2166 53217 SH SOLE 53217 0 0 KOHLS CORP COM 500255104 1065 57500 SH SOLE 57500 0 0 KRAFT HEINZ CO COM 500754106 5820 194319 SH SOLE 194319 0 0 KROGER CO COM 501044101 7733 228057 SH SOLE 228057 0 0 L BRANDS INC COM 501797104 1874 58923 SH SOLE 58923 0 0 LHC GROUP INC COM 50187A107 2456 11556 SH SOLE 11556 0 0 LKQ CORP COM 501889208 2104 75891 SH SOLE 75891 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 9364 55134 SH SOLE 55134 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4678 24847 SH SOLE 24847 0 0 LAM RESEARCH CORP COM 512807108 14128 42585 SH SOLE 42585 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 2083 31486 SH SOLE 31486 0 0 LAMB WESTON HLDGS INC COM 513272104 2864 43223 SH SOLE 43223 0 0 LANCASTER COLONY CORP COM 513847103 1275 7129 SH SOLE 7129 0 0 LANDSTAR SYS INC COM 515098101 1758 14009 SH SOLE 14009 0 0 LAS VEGAS SANDS CORP COM 517834107 3911 83821 SH SOLE 83821 0 0 LAUDER ESTEE COS INC CL A 518439104 14012 64201 SH SOLE 64201 0 0 LEAR CORP COM COM NEW 521865204 2556 23440 SH SOLE 23440 0 0 LEGGETT PLATT INC COM 524660107 1384 33616 SH SOLE 33616 0 0 LEIDOS HOLDINGS INC COM 525327102 3038 34077 SH SOLE 34077 0 0 LENDINGTREE INC NEW COM 52603B107 880 2868 SH SOLE 2868 0 0 LENNAR CORP CL A 526057104 6748 82612 SH SOLE 82612 0 0 LENNOX INTL INC COM 526107107 3443 12630 SH SOLE 12630 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 555 5820 SH SOLE 5820 0 0 LIFE STORAGE INC COM 53223X107 1798 17077 SH SOLE 17077 0 0 LILLY ELI CO COM 532457108 29988 202594 SH SOLE 202594 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1989 21613 SH SOLE 21613 0 0 LINCOLN NATL CORP IND COM 534187109 1654 52777 SH SOLE 52777 0 0 LITHIA MTRS INC CL A 536797103 1869 8200 SH SOLE 8200 0 0 LITTELFUSE INC COM 537008104 1576 8888 SH SOLE 8888 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1952 36227 SH SOLE 36227 0 0 LIVERAMP HLDGS INC COM 53815P108 1242 23982 SH SOLE 23982 0 0 LOCKHEED MARTIN CORP COM 539830109 68910 179790 SH SOLE 179790 0 0 LOEWS CORP COM 540424108 2299 66151 SH SOLE 66151 0 0 LOUISIANA PAC CORP COM 546347105 1208 40942 SH SOLE 40942 0 0 LOWES COS INC COM 548661107 31990 192873 SH SOLE 192873 0 0 LULULEMON ATHLETICA INC COM 550021109 856 2600 SH SOLE 2600 0 0 LUMENTUM HLDGS INC COM 55024U109 2061 27434 SH SOLE 27434 0 0 M T BK CORP COM 55261F104 3011 32699 SH SOLE 32699 0 0 MDU RES GROUP INC COM 552690109 1643 73008 SH SOLE 73008 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2271 104429 SH SOLE 104429 0 0 MKS INSTRS INC COM 55306N104 2189 20040 SH SOLE 20040 0 0 MSA SAFETY INC COM 553498106 1762 13130 SH SOLE 13130 0 0 MSC INDL DIRECT INC CL A 553530106 1050 16588 SH SOLE 16588 0 0 MSCI INC COM 55354G100 7619 21356 SH SOLE 21356 0 0 MACERICH CO COM 554382101 277 40849 SH SOLE 40849 0 0 MANHATTAN ASSOCS INC COM 562750109 2206 23097 SH SOLE 23097 0 0 MANPOWERGROUP INC COM 56418H100 1551 21149 SH SOLE 21149 0 0 MARATHON OIL CORP COM 565849106 824 201421 SH SOLE 201421 0 0 MARATHON PETE CORP COM 56585A102 5753 196074 SH SOLE 196074 0 0 MARKETAXESS HLDGS INC COM 57060D108 5192 10781 SH SOLE 10781 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1355 14925 SH SOLE 14925 0 0 MARSH MCLENNAN COS INC COM 571748102 14823 129236 SH SOLE 129236 0 0 MARRIOTT INTL INC NEW CL A 571903202 6287 67910 SH SOLE 67910 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3737 15878 SH SOLE 15878 0 0 MASCO CORP COM 574599106 45645 827954 SH SOLE 827954 0 0 MASIMO CORP COM 574795100 4335 18366 SH SOLE 18366 0 0 MASTEC INC COM 576323109 861 20413 SH SOLE 20413 0 0 MASTERCARD INCORPORATED CL A 57636Q104 126328 373564 SH SOLE 373564 0 0 MATTEL INC COM 577081102 1478 126318 SH SOLE 126318 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 4777 70658 SH SOLE 70658 0 0 MAXIMUS INC COM 577933104 1525 22292 SH SOLE 22292 0 0 MCCORMICK CO INC COM NON VTG 579780206 6134 31601 SH SOLE 31601 0 0 MCDONALDS CORP COM 580135101 41673 189863 SH SOLE 189863 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 3516 199451 SH SOLE 199451 0 0 MEDNAX INC COM 58502B106 506 31102 SH SOLE 31102 0 0 MEDPACE HLDGS INC COM 58506Q109 1106 9900 SH SOLE 9900 0 0 MERCK CO INC COM 58933Y105 69522 838117 SH SOLE 838117 0 0 MERCURY SYS INC COM 589378108 1583 20435 SH SOLE 20435 0 0 MERCURY GENL CORP NEW COM 589400100 400 9667 SH SOLE 9667 0 0 METLIFE INC COM 59156R108 8020 215775 SH SOLE 215775 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 6108 6325 SH SOLE 6325 0 0 MICROSOFT CORP COM 594918104 565162 2687025 SH SOLE 2687025 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 6623 64447 SH SOLE 64447 0 0 MICRON TECHNOLOGY INC COM 595112103 16589 353263 SH SOLE 353263 0 0 MID AMER APT CMNTYS INC COM 59522J103 3379 29142 SH SOLE 29142 0 0 MIDDLEBY CORP COM 596278101 1821 20300 SH SOLE 20300 0 0 MILLER HERMAN INC COM 600544100 647 21449 SH SOLE 21449 0 0 MINERALS TECHNOLOGIES INC COM 603158106 634 12415 SH SOLE 12415 0 0 MOHAWK INDS INC COM 608190104 1747 17904 SH SOLE 17904 0 0 MOLINA HEALTHCARE INC COM 60855R100 3954 21603 SH SOLE 21603 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1963 58499 SH SOLE 58499 0 0 MONDELEZ INTL INC CL A 609207105 20941 364503 SH SOLE 364503 0 0 MONOLITHIC PWR SYS INC COM 609839105 4309 15409 SH SOLE 15409 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 8212 102392 SH SOLE 102392 0 0 MOODYS CORP COM 615369105 34100 117648 SH SOLE 117648 0 0 MORGAN STANLEY COM NEW 617446448 15774 326245 SH SOLE 326245 0 0 MOSAIC CO NEW COM 61945C103 1816 99398 SH SOLE 99398 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 6795 43331 SH SOLE 43331 0 0 MURPHY OIL CORP COM 626717102 469 52595 SH SOLE 52595 0 0 MURPHY USA INC COM 626755102 1268 9887 SH SOLE 9887 0 0 NCR CORP NEW COM 62886E108 1035 46730 SH SOLE 46730 0 0 NRG ENERGY INC COM NEW 629377508 2005 65236 SH SOLE 65236 0 0 NVR INC COM 62944T105 4177 1023 SH SOLE 1023 0 0 NASDAQ INC COM 631103108 3602 29350 SH SOLE 29350 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1346 33166 SH SOLE 33166 0 0 NATIONAL INSTRS CORP COM 636518102 1710 47913 SH SOLE 47913 0 0 NATIONAL OILWELL VARCO INC COM 637071101 898 99074 SH SOLE 99074 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 2249 65183 SH SOLE 65183 0 0 NAVIENT CORPORATION COM 63938C108 597 70594 SH SOLE 70594 0 0 NEKTAR THERAPEUTICS COM 640268108 1081 65167 SH SOLE 65167 0 0 NETAPP INC COM 64110D104 2690 61370 SH SOLE 61370 0 0 NETFLIX INC COM 64110L106 59720 119433 SH SOLE 119433 0 0 NETSCOUT SYS INC COM 64115T104 576 26387 SH SOLE 26387 0 0 NEW JERSEY RES COM 646025106 944 34949 SH SOLE 34949 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 66818 8404734 SH SOLE 8404734 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1397 168954 SH SOLE 168954 0 0 NEW YORK TIMES CO CL A 650111107 2252 52621 SH SOLE 52621 0 0 NEWELL BRANDS INC COM 651229106 1949 113571 SH SOLE 113571 0 0 NEWMARKET CORP COM 651587107 913 2668 SH SOLE 2668 0 0 NEWMONT CORP COM 651639106 13003 204926 SH SOLE 204926 0 0 NEWS CORP NEW CL A 65249B109 1602 114235 SH SOLE 114235 0 0 NEWS CORP NEW CL B 65249B208 391 27944 SH SOLE 27944 0 0 NEXTERA ENERGY INC COM 65339F101 34671 124915 SH SOLE 124915 0 0 NIKE INC CL B 654106103 44170 351840 SH SOLE 351840 0 0 NISOURCE INC COM 65473P105 2150 97706 SH SOLE 97706 0 0 NOBLE ENERGY INC COM 655044105 1047 122511 SH SOLE 122511 0 0 NORDSON CORP COM 655663102 3763 19616 SH SOLE 19616 0 0 NORDSTROM INC COM 655664100 471 39500 SH SOLE 39500 0 0 NORFOLK SOUTHN CORP COM 655844108 13933 65111 SH SOLE 65111 0 0 NORTHERN TR CORP COM 665859104 4144 53143 SH SOLE 53143 0 0 NORTHROP GRUMMAN CORP COM 666807102 12472 39533 SH SOLE 39533 0 0 NORTHWESTERN CORP COM NEW 668074305 898 18461 SH SOLE 18461 0 0 NORTONLIFELOCK INC COM 668771108 3404 163329 SH SOLE 163329 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 938 18735 SH SOLE 18735 0 0 NUCOR CORP COM 670346105 3748 83552 SH SOLE 83552 0 0 NVIDIA CORP COM 67066G104 85226 157471 SH SOLE 157471 0 0 NUVASIVE INC COM 670704105 906 18650 SH SOLE 18650 0 0 OGE ENERGY CORP COM 670837103 3070 102371 SH SOLE 102371 0 0 O I GLASS INC COM 67098H104 605 57131 SH SOLE 57131 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 8718 18907 SH SOLE 18907 0 0 OCCIDENTAL PETE CORP COM 674599105 2138 213562 SH 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