STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2020 Filing

Filed July 29, 2020

Portfolio Value

$11.4T

Holdings

931

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (931 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
1,502,507$548.1B4.80%
2
MSFTMICROSOFT CORP
2,676,625$544.7B4.77%
3
AMZNAMAZON COM INC
134,983$372.4B3.26%
4
SPYSPDR S P 500 ETF TR
1,131,650$349.0B3.06%
5
LQDISHARES TR
1,366,000$183.7B1.61%
6
AGGISHARES TR
1,481,000$175.1B1.53%
7
VVISA INC
905,349$174.9B1.53%
8
METAFACEBOOK INC
734,157$166.7B1.46%
9
GOOGLALPHABET INC
110,679$156.9B1.38%
10
HDHOME DEPOT INC
581,556$145.7B1.28%
11
CVSCVS HEALTH CORP
1,940,163$126.1B1.10%
12
BRK/BBERKSHIRE HATHAWAY INC DEL
691,942$123.5B1.08%
13
ATHENE HLDG LTD
3,900,000$121.6B1.07%
14
JNJJOHNSON JOHNSON
858,387$120.7B1.06%
15
JPMJPMORGAN CHASE CO
1,278,243$120.2B1.05%
16
SPGSIMON PPTY GROUP INC NEW
1,673,135$114.4B1.00%
17
INTCINTEL CORP
1,821,135$109.0B0.95%
18
UNHUNITEDHEALTH GROUP INC
367,215$108.3B0.95%
19
MAMASTERCARD INC
364,764$107.9B0.95%
20
PGPROCTER AND GAMBLE CO
901,796$107.8B0.94%
21
GOOGALPHABET INC
74,661$105.5B0.92%
22
UGIUGI CORP NEW
3,135,808$99.7B0.87%
23
TMOTHERMO FISHER SCIENTIFIC INC
274,518$99.5B0.87%
24
ADBEADOBE INC
220,399$95.9B0.84%
25
CSCOCISCO SYS INC
2,054,673$95.8B0.84%
26
CMCSACOMCAST CORP NEW
2,272,646$88.6B0.78%
27
BACVERIZON COMMUNICATIONS INC
1,548,535$85.4B0.75%
28
USBUS BANCORP DEL
2,115,199$77.9B0.68%
29
SYKSTRYKER CORP
427,827$77.1B0.68%
30
ABBVABBVIE INC
736,850$72.3B0.63%
31
ORCLORACLE CORP
1,273,328$70.4B0.62%
32
ACNACCENTURE PLC IRELAND
322,553$69.3B0.61%
33
AMGNAMGEN INC
285,082$67.2B0.59%
34
PYPLPAYPAL HLDGS INC
377,920$65.8B0.58%
35
LMTLOCKHEED MARTIN CORP
179,990$65.7B0.58%
36
4I1PHILIP MORRIS INTL INC
936,651$65.6B0.57%
37
PINSPINTEREST INC
2,917,655$64.7B0.57%
38
IBMINTERNATIONAL BUSINESS MACHS
526,723$63.6B0.56%
39
MRKMERCK CO INC
814,517$63.0B0.55%
40
RITMNEW RESIDENTIAL INVT CORP
8,404,734$62.4B0.55%
41
RTXRAYTHEON TECHNOLOGIES CORP
979,585$60.4B0.53%
42
WFCWELLS FARGO CO NEW
2,332,816$59.7B0.52%
43
NVDANVIDIA CORP
157,071$59.7B0.52%
44
GPNGLOBAL PMTS INC
346,180$58.7B0.51%
45
AGNCAGNC INVT CORP
4,530,000$58.4B0.51%
46
TATT INC
1,819,711$55.0B0.48%
47
ZTSZOETIS INC
401,342$55.0B0.48%
48
ETRNUSDEQUITRANS MIDSTREAM CORP
6,540,755$54.4B0.48%
49
QCOMQUALCOMM INC
587,274$53.6B0.47%
50
ARIAPOLLO COML REAL EST FIN INC
5,459,968$53.6B0.47%
51
EPAMEPAM SYS INC
210,500$53.0B0.46%
52
DISDISNEY WALT CO
461,348$51.4B0.45%
53
NFLXNETFLIX INC
112,307$51.1B0.45%
54
MOALTRIA GROUP INC
1,260,624$49.5B0.43%
55
FTAIEURFORTRESS TRANS INFRST INVS L
3,776,923$49.1B0.43%
56
ADPAUTOMATIC DATA PROCESSING IN
327,754$48.8B0.43%
57
XOMEXXON MOBIL CORP
1,079,818$48.3B0.42%
58
VRTXVERTEX PHARMACEUTICALS INC
163,434$47.4B0.42%
59
BACBK OF AMERICA CORP
1,994,102$47.4B0.41%
60
PEPPEPSICO INC
354,398$46.9B0.41%
61
BKNGBOOKING HOLDINGS INC
29,404$46.8B0.41%
62
PFEPFIZER INC
1,418,632$46.4B0.41%
63
PEOEXELON CORP
1,248,887$45.3B0.40%
64
DGDOLLAR GEN CORP NEW
234,308$44.6B0.39%
65
KOCOCA COLA CO
987,222$44.1B0.39%
66
WMTWALMART INC
361,591$43.3B0.38%
67
CRMSALESFORCE COM INC
230,092$43.1B0.38%
68
FISFIDELITY NATL INFORMATION SV
317,833$42.6B0.37%
69
APDAIR PRODS CHEMS INC
176,385$42.6B0.37%
70
CVXCHEVRON CORP NEW
476,777$42.5B0.37%
71
MASMASCO CORP
828,554$41.6B0.36%
72
XLFSELECT SECTOR SPDR TR
1,796,917$41.6B0.36%
73
ABTABBOTT LABS
451,719$41.3B0.36%
74
AMDADVANCED MICRO DEVICES INC
769,088$40.5B0.35%
75
CBRECBRE GROUP INC
894,457$40.4B0.35%
76
AVYAVERY DENNISON CORP
340,582$38.9B0.34%
77
FISVFISERV INC
393,108$38.4B0.34%
78
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
641,069$36.4B0.32%
79
DVADAVITA INC
457,310$36.2B0.32%
80
HONHONEYWELL INTL INC
247,025$35.7B0.31%
81
LLYLILLY ELI CO
215,094$35.3B0.31%
82
MCDMCDONALDS CORP
189,863$35.0B0.31%
83
FOXAFOX CORP
1,300,694$34.9B0.31%
84
COSTCOSTCO WHSL CORP NEW
112,805$34.2B0.30%
85
BMYBRISTOL MYERS SQUIBB CO
577,843$34.0B0.30%
86
AVGOBROADCOM INC
102,072$32.2B0.28%
87
NOWSERVICENOW INC
78,700$31.9B0.28%
88
MDTMEDTRONIC PLC
342,537$31.4B0.28%
89
MCOMOODYS CORP
113,948$31.3B0.27%
90
BIIBBIOGEN INC
116,883$31.3B0.27%
91
NKENIKE INC
316,740$31.1B0.27%
92
BRK-BBERKSHIRE HATHAWAY INC DEL
116$31.0B0.27%
93
THIRD PT REINS LTD
4,085,000$30.7B0.27%
94
IQVIQVIA HLDGS INC
211,904$30.1B0.26%
95
NEENEXTERA ENERGY INC
125,015$30.0B0.26%
96
TXNTEXAS INSTRS INC
234,429$29.8B0.26%
97
FLT1EURFLEETCOR TECHNOLOGIES INC
117,954$29.7B0.26%
98
UNPUNION PAC CORP
173,348$29.3B0.26%
99
AMTAMERICAN TOWER CORP NEW
113,195$29.3B0.26%
100
LINLINDE PLC
134,164$28.5B0.25%
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