STATE OF MICHIGAN RETIREMENT SYSTEM Q1 2020 Filing

Filed April 28, 2020

Portfolio Value

$201.7B

Holdings

943

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (943 positions)

#StockSharesValue% PortfolioType
1
AGNCAGNC INVT CORP
214,055$20.2T10029.58%
2
TWOEURTWO HBRS INVT CORP
42,411$11.1T5518.21%
3
RITMNEW RESIDENTIAL INVT CORP
42,108$8.4T4166.46%
4
ARIAPOLLO COML REAL EST FIN INC
40,513$5.5T2706.66%
5
MVISMICROVISION INC DEL
746$4.3T2144.62%
6
THIRD PT REINS LTD
31,122$4.2T2082.06%
7
ATHENE HLDG LTD
96,798$3.9T1933.34%
8
FTAIEURFORTRESS TRANS INFRST INVS L
30,971$3.8T1872.33%
9
PEOEXELON CORP
137,036$3.7T1845.49%
10
ALTUS MIDSTREAM CO
2,625$3.5T1735.05%
11
UGIUGI CORP NEW
83,157$3.1T1545.68%
12
EQM MIDSTREAM PARTNERS LP
34,203$2.9T1436.88%
13
TGNATEGNA INC
29,200$2.7T1332.91%
14
PINSPINTEREST INC
41,172$2.7T1321.89%
15
MSFTMICROSOFT CORP
392,101$2.5T1232.49%
16
WFCWELLS FARGO CO NEW
64,923$2.3T1121.40%
17
CMCSACOMCAST CORP NEW
73,918$2.2T1065.83%
18
GEGENERAL ELECTRIC CO
16,677$2.1T1041.24%
19
USBUS BANCORP DEL
72,033$2.1T1036.54%
20
PFEPFIZER INC
64,644$2.0T981.80%
21
CSCOCISCO SYS INC
76,422$1.9T963.74%
22
BACBK OF AMERICA CORP
39,399$1.9T919.99%
23
SPGSIMON PPTY GROUP INC NEW
94,924$1.7T857.76%
24
TATT INC
48,813$1.7T830.11%
25
IPGINTERPUBLIC GROUP COS INC
26,646$1.6T815.88%
26
GPMTGRANITE PT MTG TR INC
8,112$1.6T793.16%
27
TCPCBLACKROCK TCP CAPITAL CORP
9,675$1.5T767.41%
28
OPLNKAR AUCTION SVCS INC
18,008$1.5T743.94%
29
XLFSELECT SECTOR SPDR TR
31,230$1.5T743.59%
30
INTCINTEL CORP
81,024$1.5T742.16%
31
EFCELLINGTON FINANCIAL INC
8,352$1.5T725.14%
32
MOALTRIA GROUP INC
56,381$1.5T722.77%
33
AAPLAPPLE INC
366,786$1.4T715.03%
34
JPMJPMORGAN CHASE CO
118,748$1.3T653.86%
35
BACVERIZON COMMUNICATIONS INC
70,016$1.3T645.98%
36
NATIONAL GEN HLDGS CORP
21,515$1.3T644.45%
37
HRBBLOCK H R INC
18,241$1.3T642.21%
38
SPYSPDR S P 500 ETF TR
298,546$1.2T574.19%
39
METAFACEBOOK INC
190,748$1.1T566.90%
40
ORCLORACLE CORP
53,002$1.1T543.64%
41
MASMASCO CORP
35,317$1.0T506.44%
42
GNTXGENTEX CORP
22,153$999.7B495.58%
43
XOMEXXON MOBIL CORP
36,828$969.9B480.82%
44
AJXGREAT AJAX CORP
5,924$931.5B461.77%
45
GISGENERAL MLS INC
48,017$909.9B451.08%
46
4I1PHILIP MORRIS INTL INC
65,348$895.7B444.01%
47
FFORD MTR CO DEL
4,312$892.7B442.53%
48
KOCOCA COLA CO
39,114$883.9B438.19%
49
VVISA INC
138,119$857.2B424.96%
50
ABBVABBVIE INC
61,623$808.8B400.95%
51
GILDGILEAD SCIENCES INC
60,251$805.9B399.52%
52
AMDADVANCED MICRO DEVICES INC
36,298$798.1B395.64%
53
JNJJOHNSON JOHNSON
103,431$788.8B391.01%
54
RHIROBERT HALF INTL INC
29,028$769.0B381.19%
55
WBAWALGREENS BOOTS ALLIANCE INC
34,329$750.4B371.97%
56
PGPROCTOR GAMBLE CO
77,957$708.7B351.32%
57
BRK/BBERKSHIRE HATHAWAY INC DEL
129,151$706.4B350.18%
58
COHRII VI INC
19,215$674.2B334.22%
59
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
29,209$628.6B311.59%
60
NFENEW FORTRESS ENERGY LLC
6,051$618.1B306.41%
61
SPHSUBURBAN PROPANE PARTNERS L
8,625$610.0B302.39%
62
ALLYALLY FINL INC
8,658$600.0B297.44%
63
MRKMERCK CO INC
44,906$583.6B289.33%
64
EARNELLINGTON RESIDENTIAL MTG RE
3,074$580.0B287.52%
65
ZTSZOETIS INC
64,634$549.2B272.25%
66
ENERGY FOCUS INC
180$545.3B270.31%
67
BMYBRISTOL MYERS SQUIBB CO
29,953$537.4B266.39%
68
TRVCCITIGROUP INC
21,079$500.5B248.09%
69
MMSMAXIMUS INC
26,918$462.5B229.27%
70
SYKSTRYKER CORP
74,803$449.3B222.73%
71
CERNCHFCERNER CORP
28,280$449.0B222.57%
72
KMIKINDER MORGAN INC DEL
6,215$446.5B221.32%
73
CVXCHEVRON CORP NEW
31,402$433.4B214.83%
74
DISDISNEY WALT CO
39,914$413.2B204.83%
75
FMCF M C CORP
33,545$410.6B203.56%
76
ABTABBOTT LABS
31,970$405.1B200.84%
77
EVOKE PHARMA INC
464$400.0B198.29%
78
ACNACCENTURE PLC IRELAND
64,159$393.0B194.81%
79
FISVFISERV INC
36,135$380.4B188.58%
80
AMCRAMCOR PLC
3,016$371.4B184.11%
81
HDHOME DEPOT INC
69,088$370.0B183.43%
82
UNHUNITEDHEALTH GROUP INC
89,057$357.1B177.03%
83
DGXQUEST DIAGNOSTICS INC
28,343$353.0B174.97%
84
PYPLPAYPAL HLDGS INC
33,235$347.1B172.08%
85
MAMASTERCARD INC
82,741$342.5B169.80%
86
7HPHP INC
5,898$339.7B168.41%
87
GPNGLOBAL PMTS INC
48,856$338.7B167.92%
88
FCXFREEPORT MCMORAN INC
2,245$332.6B164.89%
89
MDLZMONDELEZ INTL INC
16,529$330.1B163.62%
90
WMTWALMART INC
36,942$325.1B161.18%
91
PEPPEPSICO INC
38,387$319.6B158.45%
92
BSXBOSTON SCIENTIFIC CORP
10,425$319.5B158.38%
93
SLBSCHLUMBERGER LTD
4,280$317.3B157.28%
94
ADPAUTOMATIC DATA PROCESSING IN
43,352$317.2B157.24%
95
CVSCVS HEALTH CORP
18,775$316.4B156.87%
96
TFCTRUIST FINL CORP
9,481$307.4B152.40%
97
MDTMEDTRONIC PLC
27,707$307.2B152.31%
98
FISFIDELITY NATL INFORMATION SV
36,596$300.9B149.14%
99
RTN1USDRAYTHEON CO
39,061$297.8B147.65%
100
HPEHEWLETT PACKARD ENTERPRISE C
2,881$296.7B147.08%
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