0000762152-21-000005.txt : 20210727 0000762152-21-000005.hdr.sgml : 20210727 20210727152020 ACCESSION NUMBER: 0000762152-21-000005 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210727 DATE AS OF CHANGE: 20210727 EFFECTIVENESS DATE: 20210727 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-01462 FILM NUMBER: 211117733 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/A 1 primary_doc.xml 13F-HR/A LIVE false true false 0000762152 XXXXXXXX 12-31-2020 12-31-2020 true 1 RESTATEMENT STATE OF MICHIGAN RETIREMENT SYSTEM

2501 COOLIDGE ROAD SUITE 400 EAST LANSING MI 48823

13F HOLDINGS REPORT 028-01462 N Karen Stout 5173351012 Karen Stout East Lansing MI 07-27-2021 0 963 14653034 false INFORMATION TABLE 2 InformationTable_12_31_2020.xml AFLAC INC COM 001055102 8023 180405 SH SOLE 180405 0 0 AGCO CORP COM 001084102 2309 22397 SH SOLE 22397 0 0 AES CORP COM 00130H105 3931 167257 SH SOLE 167257 0 0 ASGN INC COM 00191U102 1608 19245 SH SOLE 19245 0 0 ATT INC COM 00206R102 59039 2052811 SH SOLE 2052811 0 0 ABBOTT LABS COM 002824100 48802 445719 SH SOLE 445719 0 0 ABBVIE INC COM 00287Y109 103887 969550 SH SOLE 969550 0 0 ABIOMED INC COM 003654100 3688 11375 SH SOLE 11375 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1627 32381 SH SOLE 32381 0 0 ACI WORLDWIDE INC COM 004498101 1633 42498 SH SOLE 42498 0 0 ACTIVISION BLIZZARD INC COM 00507V109 18481 199042 SH SOLE 199042 0 0 ACUITY BRANDS INC COM 00508Y102 1624 13414 SH SOLE 13414 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 110926 221799 SH SOLE 221799 0 0 ADTALEM GLOBAL ED INC COM 00737L103 643 18945 SH SOLE 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SV COM 31620M106 22935 162133 SH SOLE 162133 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 238 6100 SH SOLE 6100 0 0 FIFTH THIRD BANCORP COM 316773100 22210 805576 SH SOLE 805576 0 0 FIRST AMERN FINL CORP COM 31847R102 2100 40670 SH SOLE 40670 0 0 FIRST FINL BANKSHARES COM 32020R109 1872 51758 SH SOLE 51758 0 0 FIRST HORIZON CORPORATION COM 320517105 2579 202104 SH SOLE 202104 0 0 FIRST INDL RLTY TR INC COM 32054K103 1980 47001 SH SOLE 47001 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 6423 43712 SH SOLE 43712 0 0 FIRST SOLAR INC COM 336433107 3051 30839 SH SOLE 30839 0 0 FIRSTCASH INC COM 33767D105 1057 15098 SH SOLE 15098 0 0 FISERV INC COM 337738108 16459 144558 SH SOLE 144558 0 0 FIRSTENERGY CORP COM 337932107 4177 136470 SH SOLE 136470 0 0 FIVE BELOW INC COM 33829M101 3559 20340 SH SOLE 20340 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 5717 20954 SH SOLE 20954 0 0 FLUOR CORP NEW COM 343412102 728 45585 SH SOLE 45585 0 0 FLOWERS FOODS INC COM 343498101 1623 71733 SH SOLE 71733 0 0 FLOWSERVE CORP COM 34354P105 1209 32806 SH SOLE 32806 0 0 FOOT LOCKER INC COM 344849104 1538 38024 SH SOLE 38024 0 0 FORD MTR CO DEL COM 345370860 10292 1170853 SH SOLE 1170853 0 0 FORTINET INC COM 34959E109 5247 35325 SH SOLE 35325 0 0 FORTIVE CORP COM 34959J108 6003 84763 SH SOLE 84763 0 0 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 88607 3776923 SH SOLE 3776923 0 0 FORTUNE BRANDS HOME SEC IN COM 34964C106 2991 34891 SH SOLE 34891 0 0 FOX CORP COM 35137L105 27166 932894 SH SOLE 932894 0 0 FOX CORP COM 35137L204 1245 43101 SH SOLE 43101 0 0 FOX FACTORY HLDG CORP COM 35138V102 1607 15200 SH SOLE 15200 0 0 FRANKLIN RESOURCES INC COM 354613101 1767 70714 SH SOLE 70714 0 0 FREEPORT MCMORAN INC CL B 35671D857 9507 365363 SH SOLE 365363 0 0 FULTON FINL CORP PA COM 360271100 752 59120 SH SOLE 59120 0 0 GATX CORP COM 361448103 1058 12720 SH SOLE 12720 0 0 GALLAGHER ARTHUR J CO COM 363576109 5982 48354 SH SOLE 48354 0 0 GAP INC COM 364760108 1044 51733 SH SOLE 51733 0 0 GARTNER INC COM 366651107 3596 22451 SH SOLE 22451 0 0 GENERAC HLDGS INC COM 368736104 5210 22908 SH SOLE 22908 0 0 GENERAL DYNAMICS CORP COM 369550108 8974 60302 SH SOLE 60302 0 0 GENERAL ELECTRIC CO COM 369604103 24379 2257292 SH SOLE 2257292 0 0 GENERAL MLS INC COM 370334104 50763 863321 SH SOLE 863321 0 0 GENERAL MTRS CO COM 37045V100 16330 392162 SH SOLE 392162 0 0 GENTEX CORP COM 371901109 3030 89296 SH SOLE 89296 0 0 GENUINE PARTS CO COM 372460105 3641 36257 SH SOLE 36257 0 0 GENWORTH FINL INC COM CL A 37247D106 697 184309 SH SOLE 184309 0 0 GILEAD SCIENCES INC COM 375558103 65977 1132460 SH SOLE 1132460 0 0 GLACIER BANCORP INC NEW COM 37637Q105 1601 34800 SH SOLE 34800 0 0 GLOBAL PMTS INC COM 37940X102 49025 227580 SH SOLE 227580 0 0 GLOBUS MED INC CL A 379577208 1809 27739 SH SOLE 27739 0 0 GLOBE LIFE INC COM 37959E102 2531 26658 SH SOLE 26658 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 23888 90583 SH SOLE 90583 0 0 GOODYEAR TIRE RUBR CO COM 382550101 926 84913 SH SOLE 84913 0 0 GRACO INC COM 384109104 4414 61010 SH SOLE 61010 0 0 GRAHAM HLDGS CO COM CL B 384637104 792 1484 SH SOLE 1484 0 0 GRAINGER W W INC COM 384802104 4975 12184 SH SOLE 12184 0 0 GRAND CANYON ED INC COM 38526M106 1590 17072 SH SOLE 17072 0 0 GRANITE PT MTG TR INC COM STK 38741L107 15984 1600000 SH SOLE 1600000 0 0 GREAT AJAX CORP COM 38983D300 9744 931509 SH SOLE 931509 0 0 GREIF INC CL A 397624107 454 9678 SH SOLE 9678 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 1225 31200 SH SOLE 31200 0 0 GRUBHUB INC COM 400110102 2508 33765 SH SOLE 33765 0 0 HCA HEALTHCARE INC COM 40412C101 10917 66382 SH SOLE 66382 0 0 HNI CORP COM 404251100 535 15528 SH SOLE 15528 0 0 HP INC COM 40434L105 9825 399551 SH SOLE 399551 0 0 HAEMONETICS CORP COM 405024100 2192 18456 SH SOLE 18456 0 0 HAIN CELESTIAL GROUP INC COM 405217100 1209 30113 SH SOLE 30113 0 0 HALLIBURTON CO COM 406216101 4202 222319 SH SOLE 222319 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 1977 46300 SH SOLE 46300 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 1071 31486 SH SOLE 31486 0 0 HANESBRANDS INC COM 410345102 1277 87602 SH SOLE 87602 0 0 HANOVER INS GROUP INC COM 410867105 1585 13559 SH SOLE 13559 0 0 HARLEY DAVIDSON INC COM 412822108 2048 55800 SH SOLE 55800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4525 92387 SH SOLE 92387 0 0 HASBRO INC COM 418056107 3000 32072 SH SOLE 32072 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 1409 39825 SH SOLE 39825 0 0 HEALTHCARE SVCS GROUP INC COM 421906108 763 27144 SH SOLE 27144 0 0 HEALTHCARE RLTY TR COM 421946104 1467 49564 SH SOLE 49564 0 0 HEALTHEQUITY INC COM 42226A107 1950 27966 SH SOLE 27966 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 4093 135409 SH SOLE 135409 0 0 HENRY JACK ASSOC INC COM 426281101 3209 19810 SH SOLE 19810 0 0 HERSHEY CO COM 427866108 6063 39805 SH SOLE 39805 0 0 HESS CORP COM 42809H107 3630 68767 SH SOLE 68767 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 4628 390521 SH SOLE 390521 0 0 HEXCEL CORP NEW COM 428291108 1474 30400 SH SOLE 30400 0 0 HIGHWOODS PPTYS INC COM 431284108 1502 37901 SH SOLE 37901 0 0 HILL ROM HLDGS INC COM 431475102 2384 24337 SH SOLE 24337 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 7760 69750 SH SOLE 69750 0 0 HOLLYFRONTIER CORP COM 436106108 970 37520 SH SOLE 37520 0 0 HOLOGIC INC COM 436440101 4706 64620 SH SOLE 64620 0 0 HOME BANCSHARES INC COM 436893200 1079 55368 SH SOLE 55368 0 0 HOME DEPOT INC COM 437076102 121138 456056 SH SOLE 456056 0 0 HONEYWELL INTL INC COM 438516106 39759 186925 SH SOLE 186925 0 0 HORMEL FOODS CORP COM 440452100 3289 70574 SH SOLE 70574 0 0 HOST HOTELS RESORTS INC COM 44107P104 3361 229725 SH SOLE 229725 0 0 HOWMET AEROSPACE INC COM 443201108 2801 98132 SH SOLE 98132 0 0 HUBBELL INC COM 443510607 3098 19759 SH SOLE 19759 0 0 HUDSON PAC PPTYS INC COM 444097109 1332 55463 SH SOLE 55463 0 0 HUMANA INC COM 444859102 13644 33255 SH SOLE 33255 0 0 HUNT J B TRANS SVCS INC COM 445658107 2874 21030 SH SOLE 21030 0 0 HUNTINGTON BANCSHARES INC COM 446150104 3231 255797 SH SOLE 255797 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1923 11279 SH SOLE 11279 0 0 IAA INC COM 449253103 3184 49000 SH SOLE 49000 0 0 ICU MED INC COM 44930G107 1525 7109 SH SOLE 7109 0 0 IPG PHOTONICS CORP COM 44980X109 2010 8983 SH SOLE 8983 0 0 ITT INC COM 45073V108 2425 31481 SH SOLE 31481 0 0 IDACORP INC COM 451107106 1761 18341 SH SOLE 18341 0 0 IDEAYA BIOSCIENCES INC COM 45166A102 161 11479 SH SOLE 11479 0 0 IDEX CORP COM 45167R104 3797 19060 SH SOLE 19060 0 0 IDEXX LABS INC COM 45168D104 10724 21454 SH SOLE 21454 0 0 ILLINOIS TOOL WKS INC COM 452308109 16013 78543 SH SOLE 78543 0 0 ILLUMINA INC COM 452327109 16289 44023 SH SOLE 44023 0 0 INCYTE CORP COM 45337C102 4071 46804 SH SOLE 46804 0 0 INGERSOLL RAND INC COM 45687V106 4260 93493 SH SOLE 93493 0 0 INGEVITY CORP COM 45688C107 1136 15003 SH SOLE 15003 0 0 INGREDION INC COM 457187102 1918 24382 SH SOLE 24382 0 0 INSPERITY INC COM 45778Q107 1060 13025 SH SOLE 13025 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1673 25766 SH SOLE 25766 0 0 INTEL CORP COM 458140100 60463 1213635 SH SOLE 1213635 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1793 29434 SH SOLE 29434 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 16269 141110 SH SOLE 141110 0 0 INTERDIGITAL INC COM 45867G101 682 11246 SH SOLE 11246 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 761 20329 SH SOLE 20329 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 69224 549923 SH SOLE 549923 0 0 INTERNATIONAL FLAVORS FRAGRA COM 459506101 2926 26887 SH SOLE 26887 0 0 INTERNATIONAL PAPER CO COM 460146103 5219 104969 SH SOLE 104969 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2522 107225 SH SOLE 107225 0 0 INTUIT COM 461202103 25924 68248 SH SOLE 68248 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 24712 30207 SH SOLE 30207 0 0 INVITAE CORP COM 46185L103 1879 44939 SH SOLE 44939 0 0 IQVIA HLDGS INC COM 46266C105 38469 214704 SH SOLE 214704 0 0 IRON MTN INC NEW COM 46284V101 2276 77196 SH SOLE 77196 0 0 ISHARES TR CORE US AGGBD ET 464287226 262772 2223300 SH SOLE 2223300 0 0 ISHARES TR IBOXX INV CP ETF 464287242 272185 1970500 SH SOLE 1970500 0 0 ISHARES TR CORE S P MCP ETF 464287507 32878 143053 SH SOLE 143053 0 0 ISHARES TR MBS ETF 464288588 50109 455000 SH SOLE 455000 0 0 ISHARES TR MSCI USA QLT FCT 46432F339 5288 45500 SH SOLE 45500 0 0 ISHARES TR MSCI USA VALUE 46432F388 9695 111550 SH SOLE 111550 0 0 ISHARES TR MSCI USA MMENTM 46432F396 110016 682100 SH SOLE 682100 0 0 ISHARES INC MSCI TAIWAN ETF 46434G772 6264 118008 SH SOLE 118008 0 0 JBG SMITH PPTYS COM 46590V100 1268 40563 SH SOLE 40563 0 0 JPMORGAN CHASE CO COM 46625H100 97405 766543 SH SOLE 766543 0 0 JABIL INC COM 466313103 2086 49042 SH SOLE 49042 0 0 JACK IN THE BOX INC COM 466367109 769 8288 SH SOLE 8288 0 0 JACOBS ENGR GROUP INC COM 469814107 3556 32640 SH SOLE 32640 0 0 JEFFERIES FINL GROUP INC COM 47233W109 1855 75411 SH SOLE 75411 0 0 JETBLUE AWYS CORP COM 477143101 1666 114550 SH SOLE 114550 0 0 JOHNSON JOHNSON COM 478160104 151130 960287 SH SOLE 960287 0 0 JONES LANG LASALLE INC COM 48020Q107 2768 18656 SH SOLE 18656 0 0 J2 GLOBAL INC COM 48123V102 1522 15577 SH SOLE 15577 0 0 JUNIPER NETWORKS INC COM 48203R104 2114 93923 SH SOLE 93923 0 0 KAR AUCTION SVCS INC COM 48238T109 876 47090 SH SOLE 47090 0 0 KBR INC COM 48242W106 1607 51968 SH SOLE 51968 0 0 KLA CORP COM NEW 482480100 10432 40293 SH SOLE 40293 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 4809 23560 SH SOLE 23560 0 0 KB HOME COM 48666K109 1076 32097 SH SOLE 32097 0 0 KELLOGG CO COM 487836108 3980 63962 SH SOLE 63962 0 0 KEMPER CORP COM 488401100 1717 22353 SH SOLE 22353 0 0 KENNAMETAL INC COM 489170100 1101 30367 SH SOLE 30367 0 0 KEYCORP COM 493267108 4029 245513 SH SOLE 245513 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 31253 236602 SH SOLE 236602 0 0 KILROY RLTY CORP COM 49427F108 2195 38238 SH SOLE 38238 0 0 KIMBERLY CLARK CORP COM 494368103 29766 220767 SH SOLE 220767 0 0 KIMCO RLTY CORP COM 49446R109 1632 108717 SH SOLE 108717 0 0 KINDER MORGAN INC DEL COM 49456B101 7042 515136 SH SOLE 515136 0 0 KINSALE CAP GROUP INC COM 49714P108 1541 7700 SH SOLE 7700 0 0 KIRBY CORP COM 497266106 1136 21913 SH SOLE 21913 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2088 49917 SH SOLE 49917 0 0 KOHLS CORP COM 500255104 2336 57400 SH SOLE 57400 0 0 KRAFT HEINZ CO COM 500754106 41600 1200219 SH SOLE 1200219 0 0 KROGER CO COM 501044101 6995 220257 SH SOLE 220257 0 0 L BRANDS INC COM 501797104 2184 58723 SH SOLE 58723 0 0 LHC GROUP INC COM 50187A107 2465 11556 SH SOLE 11556 0 0 LKQ CORP COM 501889208 2685 76191 SH SOLE 76191 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 10308 54534 SH SOLE 54534 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 46704 229447 SH SOLE 229447 0 0 LAM RESEARCH CORP COM 512807108 19167 40585 SH SOLE 40585 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 2620 31486 SH SOLE 31486 0 0 LAMB WESTON HLDGS INC COM 513272104 2899 36823 SH SOLE 36823 0 0 LANCASTER COLONY CORP COM 513847103 1310 7129 SH SOLE 7129 0 0 LANDSTAR SYS INC COM 515098101 1886 14009 SH SOLE 14009 0 0 LAS VEGAS SANDS CORP COM 517834107 4924 82621 SH SOLE 82621 0 0 LAUDER ESTEE COS INC CL A 518439104 15173 57001 SH SOLE 57001 0 0 LEAR CORP COM COM NEW 521865204 3616 22740 SH SOLE 22740 0 0 LEGGETT PLATT INC COM 524660107 1476 33316 SH SOLE 33316 0 0 LEIDOS HOLDINGS INC COM 525327102 33426 317977 SH SOLE 317977 0 0 LENDINGTREE INC NEW COM 52603B107 1086 3968 SH SOLE 3968 0 0 LENNAR CORP CL A 526057104 6122 80312 SH SOLE 80312 0 0 LENNOX INTL INC COM 526107107 3488 12730 SH SOLE 12730 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 579 5820 SH SOLE 5820 0 0 LIFE STORAGE INC COM 53223X107 2110 17677 SH SOLE 17677 0 0 LILLY ELI CO COM 532457108 33716 199694 SH SOLE 199694 0 0 LINCOLN ELEC HLDGS INC COM 533900106 2524 21713 SH SOLE 21713 0 0 LINCOLN NATL CORP IND COM 534187109 2509 49877 SH SOLE 49877 0 0 LITHIA MTRS INC CL A 536797103 2780 9500 SH SOLE 9500 0 0 LITTELFUSE INC COM 537008104 2263 8888 SH SOLE 8888 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2640 35927 SH SOLE 35927 0 0 LIVERAMP HLDGS INC COM 53815P108 1770 24182 SH SOLE 24182 0 0 LOCKHEED MARTIN CORP COM 539830109 63502 178890 SH SOLE 178890 0 0 LOEWS CORP COM 540424108 2789 61951 SH SOLE 61951 0 0 LOUISIANA PAC CORP COM 546347105 1481 39842 SH SOLE 39842 0 0 LOWES COS INC COM 548661107 75098 467873 SH SOLE 467873 0 0 LULULEMON ATHLETICA INC COM 550021109 9710 27900 SH SOLE 27900 0 0 LUMENTUM HLDGS INC COM 55024U109 2610 27534 SH SOLE 27534 0 0 M T BK CORP COM 55261F104 4112 32299 SH SOLE 32299 0 0 MDU RES GROUP INC COM 552690109 1923 73008 SH SOLE 73008 0 0 MGIC INVT CORP WIS COM 552848103 1549 123400 SH SOLE 123400 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3250 103129 SH SOLE 103129 0 0 MKS INSTRS INC COM 55306N104 3015 20040 SH SOLE 20040 0 0 MSA SAFETY INC COM 553498106 1976 13230 SH SOLE 13230 0 0 MSC INDL DIRECT INC CL A 553530106 1408 16688 SH SOLE 16688 0 0 MSCI INC COM 55354G100 22485 50356 SH SOLE 50356 0 0 MACERICH CO COM 554382101 436 40849 SH SOLE 40849 0 0 MANHATTAN ASSOCS INC COM 562750109 2429 23097 SH SOLE 23097 0 0 MANPOWERGROUP INC COM 56418H100 1889 20949 SH SOLE 20949 0 0 MARATHON OIL CORP COM 565849106 1324 198521 SH SOLE 198521 0 0 MARATHON PETE CORP COM 56585A102 6765 163574 SH SOLE 163574 0 0 MARKETAXESS HLDGS INC COM 57060D108 6151 10781 SH SOLE 10781 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 2048 14925 SH SOLE 14925 0 0 MARSH MCLENNAN COS INC COM 571748102 14922 127536 SH SOLE 127536 0 0 MARRIOTT INTL INC NEW CL A 571903202 8827 66910 SH SOLE 66910 0 0 MARTIN MARIETTA MATLS INC COM 573284106 4452 15678 SH SOLE 15678 0 0 MASCO CORP COM 574599106 45425 826954 SH SOLE 826954 0 0 MASIMO CORP COM 574795100 19529 72766 SH SOLE 72766 0 0 MASTEC INC COM 576323109 1392 20413 SH SOLE 20413 0 0 MASTERCARD INCORPORATED CL A 57636Q104 117706 329764 SH SOLE 329764 0 0 MATTEL INC COM 577081102 2213 126818 SH SOLE 126818 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 6166 69558 SH SOLE 69558 0 0 MAXIMUS INC COM 577933104 1639 22392 SH SOLE 22392 0 0 MCCORMICK CO INC COM NON VTG 579780206 5975 62502 SH SOLE 62502 0 0 MCDONALDS CORP COM 580135101 40204 187363 SH SOLE 187363 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 4255 195251 SH SOLE 195251 0 0 MEDPACE HLDGS INC COM 58506Q109 1392 10000 SH SOLE 10000 0 0 MERCK CO INC COM 58933Y105 67421 824217 SH SOLE 824217 0 0 MERCURY SYS INC COM 589378108 1800 20435 SH SOLE 20435 0 0 MERCURY GENL CORP NEW COM 589400100 505 9667 SH SOLE 9667 0 0 METLIFE INC COM 59156R108 9638 205275 SH SOLE 205275 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 7095 6225 SH SOLE 6225 0 0 MICROSOFT CORP COM 594918104 553787 2489825 SH SOLE 2489825 0 0 MICROVISION INC DEL COM NEW 594960304 5380 1000000 SH SOLE 1000000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 9039 65447 SH SOLE 65447 0 0 MICRON TECHNOLOGY INC COM 595112103 25183 334963 SH SOLE 334963 0 0 MID AMER APT CMNTYS INC COM 59522J103 3641 28742 SH SOLE 28742 0 0 MIDDLEBY CORP COM 596278101 2617 20300 SH SOLE 20300 0 0 MILLER HERMAN INC COM 600544100 725 21449 SH SOLE 21449 0 0 MINERALS TECHNOLOGIES INC COM 603158106 771 12415 SH SOLE 12415 0 0 MOHAWK INDS INC COM 608190104 2481 17604 SH SOLE 17604 0 0 MOLINA HEALTHCARE INC COM 60855R100 4595 21603 SH SOLE 21603 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 2598 57499 SH SOLE 57499 0 0 MONDELEZ INTL INC CL A 609207105 21026 359603 SH SOLE 359603 0 0 MONOLITHIC PWR SYS INC COM 609839105 5643 15409 SH SOLE 15409 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 9229 99792 SH SOLE 99792 0 0 MOODYS CORP COM 615369105 32318 111348 SH SOLE 111348 0 0 MORGAN STANLEY COM NEW 617446448 25591 373422 SH SOLE 373422 0 0 MOSAIC CO NEW COM 61945C103 2216 96298 SH SOLE 96298 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 7250 42631 SH SOLE 42631 0 0 MURPHY OIL CORP COM 626717102 636 52595 SH SOLE 52595 0 0 MURPHY USA INC COM 626755102 1268 9687 SH SOLE 9687 0 0 NCR CORP NEW COM 62886E108 1763 46930 SH SOLE 46930 0 0 NRG ENERGY INC COM NEW 629377508 2483 66136 SH SOLE 66136 0 0 NVR INC COM 62944T105 4174 1023 SH SOLE 1023 0 0 NASDAQ INC COM 631103108 3830 28850 SH SOLE 28850 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1364 33166 SH SOLE 33166 0 0 NATIONAL INSTRS CORP COM 636518102 2101 47813 SH SOLE 47813 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 2590 63283 SH SOLE 63283 0 0 NAVIENT CORPORATION COM 63938C108 667 67894 SH SOLE 67894 0 0 NEKTAR THERAPEUTICS COM 640268108 1111 65367 SH SOLE 65367 0 0 NEOGEN CORP COM 640491106 1530 19300 SH SOLE 19300 0 0 NETAPP INC COM 64110D104 3972 59970 SH SOLE 59970 0 0 NETFLIX INC COM 64110L106 71167 131613 SH SOLE 131613 0 0 NETSCOUT SYS INC COM 64115T104 734 26787 SH SOLE 26787 0 0 NEW JERSEY RES CORP COM 646025106 1246 35049 SH SOLE 35049 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 83543 8404734 SH SOLE 8404734 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1784 169054 SH SOLE 169054 0 0 NEW YORK TIMES CO CL A 650111107 2729 52721 SH SOLE 52721 0 0 NEWELL BRANDS INC COM 651229106 2311 108871 SH SOLE 108871 0 0 NEWMARKET CORP COM 651587107 1063 2668 SH SOLE 2668 0 0 NEWMONT CORP COM 651639106 12099 202026 SH SOLE 202026 0 0 NEWS CORP NEW CL A 65249B109 1986 110535 SH SOLE 110535 0 0 NEWS CORP NEW CL B 65249B208 497 27944 SH SOLE 27944 0 0 NEXTERA ENERGY INC COM 65339F101 38009 492660 SH SOLE 492660 0 0 NIKE INC CL B 654106103 47936 338840 SH SOLE 338840 0 0 NISOURCE INC COM 65473P105 2212 96406 SH SOLE 96406 0 0 NORDSON CORP COM 655663102 3942 19616 SH SOLE 19616 0 0 NORDSTROM INC COM 655664100 1236 39600 SH SOLE 39600 0 0 NORFOLK SOUTHN CORP COM 655844108 15186 63911 SH SOLE 63911 0 0 NORTHERN TR CORP COM 665859104 4875 52343 SH SOLE 52343 0 0 NORTHROP GRUMMAN CORP COM 666807102 12199 40033 SH SOLE 40033 0 0 NORTHWESTERN CORP COM NEW 668074305 1076 18461 SH SOLE 18461 0 0 NORTONLIFELOCK INC COM 668771108 3093 148829 SH SOLE 148829 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1018 18635 SH SOLE 18635 0 0 NUCOR CORP COM 670346105 4364 82052 SH SOLE 82052 0 0 NVIDIA CORPORATION COM 67066G104 102179 195671 SH SOLE 195671 0 0 NUVASIVE INC COM 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