STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2020 Filing

Filed April 28, 2020

Portfolio Value

$201.7T

Holdings

943

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (943 positions)

#StockSharesValue% PortfolioType
1
AGNCAGNC INVT CORP
214,055$20.2T10.03%
2
TWOEURTWO HBRS INVT CORP
42,411$11.1T5.52%
3
RITMNEW RESIDENTIAL INVT CORP
42,108$8.4T4.17%
4
ARIAPOLLO COML REAL EST FIN INC
40,513$5.5T2.71%
5
MVISMICROVISION INC DEL
746$4.3T2.14%
6
THIRD PT REINS LTD
31,122$4.2T2.08%
7
ATHENE HLDG LTD
96,798$3.9T1.93%
8
FTAIEURFORTRESS TRANS INFRST INVS L
30,971$3.8T1.87%
9
PEOEXELON CORP
137,036$3.7T1.85%
10
ALTUS MIDSTREAM CO
2,625$3.5T1.74%
11
UGIUGI CORP NEW
83,157$3.1T1.55%
12
EQM MIDSTREAM PARTNERS LP
34,203$2.9T1.44%
13
TGNATEGNA INC
29,200$2.7T1.33%
14
PINSPINTEREST INC
41,172$2.7T1.32%
15
MSFTMICROSOFT CORP
392,101$2.5T1.23%
16
WFCWELLS FARGO CO NEW
64,923$2.3T1.12%
17
CMCSACOMCAST CORP NEW
73,918$2.2T1.07%
18
GEGENERAL ELECTRIC CO
16,677$2.1T1.04%
19
USBUS BANCORP DEL
72,033$2.1T1.04%
20
PFEPFIZER INC
64,644$2.0T0.98%
21
CSCOCISCO SYS INC
76,422$1.9T0.96%
22
BACBK OF AMERICA CORP
39,399$1.9T0.92%
23
SPGSIMON PPTY GROUP INC NEW
94,924$1.7T0.86%
24
TATT INC
48,813$1.7T0.83%
25
IPGINTERPUBLIC GROUP COS INC
26,646$1.6T0.82%
26
GPMTGRANITE PT MTG TR INC
8,112$1.6T0.79%
27
TCPCBLACKROCK TCP CAPITAL CORP
9,675$1.5T0.77%
28
OPLNKAR AUCTION SVCS INC
18,008$1.5T0.74%
29
XLFSELECT SECTOR SPDR TR
31,230$1.5T0.74%
30
INTCINTEL CORP
81,024$1.5T0.74%
31
EFCELLINGTON FINANCIAL INC
8,352$1.5T0.73%
32
MOALTRIA GROUP INC
56,381$1.5T0.72%
33
AAPLAPPLE INC
366,786$1.4T0.72%
34
JPMJPMORGAN CHASE CO
118,748$1.3T0.65%
35
BACVERIZON COMMUNICATIONS INC
70,016$1.3T0.65%
36
NATIONAL GEN HLDGS CORP
21,515$1.3T0.64%
37
HRBBLOCK H R INC
18,241$1.3T0.64%
38
SPYSPDR S P 500 ETF TR
298,546$1.2T0.57%
39
METAFACEBOOK INC
190,748$1.1T0.57%
40
ORCLORACLE CORP
53,002$1.1T0.54%
41
MASMASCO CORP
35,317$1.0T0.51%
42
GNTXGENTEX CORP
22,153$999.7B0.50%
43
XOMEXXON MOBIL CORP
36,828$969.9B0.48%
44
AJXGREAT AJAX CORP
5,924$931.5B0.46%
45
GISGENERAL MLS INC
48,017$909.9B0.45%
46
4I1PHILIP MORRIS INTL INC
65,348$895.7B0.44%
47
FFORD MTR CO DEL
4,312$892.7B0.44%
48
KOCOCA COLA CO
39,114$883.9B0.44%
49
VVISA INC
138,119$857.2B0.42%
50
ABBVABBVIE INC
61,623$808.8B0.40%
51
GILDGILEAD SCIENCES INC
60,251$805.9B0.40%
52
AMDADVANCED MICRO DEVICES INC
36,298$798.1B0.40%
53
JNJJOHNSON JOHNSON
103,431$788.8B0.39%
54
RHIROBERT HALF INTL INC
29,028$769.0B0.38%
55
WBAWALGREENS BOOTS ALLIANCE INC
34,329$750.4B0.37%
56
PGPROCTOR GAMBLE CO
77,957$708.7B0.35%
57
BRK/BBERKSHIRE HATHAWAY INC DEL
129,151$706.4B0.35%
58
COHRII VI INC
19,215$674.2B0.33%
59
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
29,209$628.6B0.31%
60
NFENEW FORTRESS ENERGY LLC
6,051$618.1B0.31%
61
SPHSUBURBAN PROPANE PARTNERS L
8,625$610.0B0.30%
62
ALLYALLY FINL INC
8,658$600.0B0.30%
63
MRKMERCK CO INC
44,906$583.6B0.29%
64
EARNELLINGTON RESIDENTIAL MTG RE
3,074$580.0B0.29%
65
ZTSZOETIS INC
64,634$549.2B0.27%
66
ENERGY FOCUS INC
180$545.3B0.27%
67
BMYBRISTOL MYERS SQUIBB CO
29,953$537.4B0.27%
68
TRVCCITIGROUP INC
21,079$500.5B0.25%
69
MMSMAXIMUS INC
26,918$462.5B0.23%
70
SYKSTRYKER CORP
74,803$449.3B0.22%
71
CERNCHFCERNER CORP
28,280$449.0B0.22%
72
KMIKINDER MORGAN INC DEL
6,215$446.5B0.22%
73
CVXCHEVRON CORP NEW
31,402$433.4B0.21%
74
DISDISNEY WALT CO
39,914$413.2B0.20%
75
FMCF M C CORP
33,545$410.6B0.20%
76
ABTABBOTT LABS
31,970$405.1B0.20%
77
EVOKE PHARMA INC
464$400.0B0.20%
78
ACNACCENTURE PLC IRELAND
64,159$393.0B0.19%
79
FISVFISERV INC
36,135$380.4B0.19%
80
AMCRAMCOR PLC
3,016$371.4B0.18%
81
HDHOME DEPOT INC
69,088$370.0B0.18%
82
UNHUNITEDHEALTH GROUP INC
89,057$357.1B0.18%
83
DGXQUEST DIAGNOSTICS INC
28,343$353.0B0.17%
84
PYPLPAYPAL HLDGS INC
33,235$347.1B0.17%
85
MAMASTERCARD INC
82,741$342.5B0.17%
86
7HPHP INC
5,898$339.7B0.17%
87
GPNGLOBAL PMTS INC
48,856$338.7B0.17%
88
FCXFREEPORT MCMORAN INC
2,245$332.6B0.16%
89
MDLZMONDELEZ INTL INC
16,529$330.1B0.16%
90
WMTWALMART INC
36,942$325.1B0.16%
91
PEPPEPSICO INC
38,387$319.6B0.16%
92
BSXBOSTON SCIENTIFIC CORP
10,425$319.5B0.16%
93
SLBSCHLUMBERGER LTD
4,280$317.3B0.16%
94
ADPAUTOMATIC DATA PROCESSING IN
43,352$317.2B0.16%
95
CVSCVS HEALTH CORP
18,775$316.4B0.16%
96
TFCTRUIST FINL CORP
9,481$307.4B0.15%
97
MDTMEDTRONIC PLC
27,707$307.2B0.15%
98
FISFIDELITY NATL INFORMATION SV
36,596$300.9B0.15%
99
RTN1USDRAYTHEON CO
39,061$297.8B0.15%
100
HPEHEWLETT PACKARD ENTERPRISE C
2,881$296.7B0.15%
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