STATE OF MICHIGAN RETIREMENT SYSTEM Q2 2020 Filing

Filed July 29, 2020

Portfolio Value

$11.4B

Holdings

931

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (931 positions)

#StockSharesValue% PortfolioType
101
DHRDANAHER CORPORATION
160,738$28.4B249.05%
102
NATIONAL GEN HLDGS CORP
1,300,000$28.1B246.15%
103
LHXL3HARRIS TECHNOLOGIES INC
165,134$28.0B245.50%
104
IJHISHARES TR
156,953$27.9B244.54%
105
TRVCCITIGROUP INC
531,714$27.2B238.08%
106
LOWLOWES COS INC
192,873$26.1B228.35%
107
BABOEING CO
136,871$25.1B219.82%
108
GILDGILEAD SCIENCES INC
320,260$24.6B215.91%
109
NIELSEN HLDGS PLC
1,625,956$24.2B211.71%
110
KEYSKEYSIGHT TECHNOLOGIES INC
237,802$24.0B209.99%
111
PRSPPERSPECTA INC
1,028,353$23.9B209.32%
112
XYZSQUARE INC
220,000$23.1B202.29%
113
MMM3M CO
146,874$22.9B200.75%
114
SBUXSTARBUCKS CORP
298,342$22.0B192.37%
115
BLKCHFBLACKROCK INC
39,398$21.4B187.82%
116
DLXDELUXE CORP
888,360$20.9B183.23%
117
UPSUNITED PARCEL SERVICE INC
179,819$20.0B175.17%
118
INTUINTUIT
66,648$19.7B172.96%
119
CHTRCHARTER COMMUNICATIONS INC N
38,516$19.6B172.13%
120
TWOEURTWO HBRS INVT CORP
3,800,000$19.2B167.81%
121
UTHUNITED THERAPEUTICS CORP DEL
156,493$18.9B165.92%
122
MDLZMONDELEZ INTL INC
364,603$18.6B163.34%
123
BDXBECTON DICKINSON CO
75,297$18.0B157.86%
124
8CWCROWN CASTLE INTL CORP NEW
106,407$17.8B156.03%
125
CICIGNA CORP NEW
94,274$17.7B155.01%
126
PLDPROLOGIS INC
188,644$17.6B154.27%
127
CATCATERPILLAR INC DEL
138,276$17.5B153.27%
128
DDOMINION ENERGY INC
214,323$17.4B152.45%
129
EFCELLINGTON FINANCIAL INC
1,462,778$17.2B150.99%
130
ISRGINTUITIVE SURGICAL INC
29,807$17.0B148.82%
131
ELVANTHEM INC
64,410$16.9B148.42%
132
REGNREGENERON PHARMACEUTICALS
25,792$16.1B140.94%
133
CLCOLGATE PALMOLIVE CO
218,736$16.0B140.41%
134
EQIXEQUINIX INC
22,590$15.9B139.01%
135
GSGOLDMAN SACHS GROUP INC
79,083$15.6B136.93%
136
TJXTJX COS INC NEW
305,945$15.5B135.54%
137
DYHTARGET CORP
127,743$15.3B134.24%
138
GEGENERAL ELECTRIC CO
2,233,992$15.3B133.69%
139
TRUTRANSUNION
175,000$15.2B133.46%
140
TMUST MOBILE US INC
145,500$15.2B132.78%
141
DUKDUKE ENERGY CORP NEW
187,670$15.0B131.37%
142
ATVIEURACTIVISION BLIZZARD INC
196,742$14.9B130.84%
143
CMECME GROUP INC
91,589$14.9B130.44%
144
DWDMORGAN STANLEY
305,845$14.8B129.43%
145
MUMICRON TECHNOLOGY INC
284,063$14.6B128.23%
146
CBCHUBB LIMITED
115,239$14.6B127.86%
147
XLVSELECT SECTOR SPDR TR
142,428$14.3B124.89%
148
TCPCBLACKROCK TCP CAPITAL CORP
1,548,039$14.1B123.98%
149
AMATAPPLIED MATLS INC
234,024$14.1B123.96%
150
MRSHMARSH MCLENNAN COS INC
130,336$14.0B122.62%
151
SOSOUTHERN CO
269,682$14.0B122.52%
152
ILMNILLUMINA INC
37,583$13.9B121.96%
153
CSXCSX CORP
195,523$13.6B119.48%
154
ADSKAUTODESK INC
56,003$13.4B117.37%
155
HUMHUMANA INC
33,755$13.1B114.69%
156
TFCTRUIST FINL CORP
344,126$12.9B113.22%
157
ITWILLINOIS TOOL WKS INC
73,443$12.8B112.52%
158
BSXBOSTON SCIENTIFIC CORP
364,865$12.8B112.24%
159
ICEINTERCONTINENTAL EXCHANGE IN
139,710$12.8B112.13%
160
NEMNEWMONT CORP
205,026$12.7B110.91%
161
ECLECOLAB INC
63,195$12.6B110.17%
162
DEDEERE CO
79,889$12.6B110.01%
163
KMBKIMBERLY CLARK CORP
86,967$12.3B107.71%
164
NOCNORTHROP GRUMMAN CORP
39,633$12.2B106.77%
165
LRCXEURLAM RESEARCH CORP
37,085$12.0B105.11%
166
CERNCHFCERNER CORP
174,703$12.0B104.94%
167
PGRPROGRESSIVE CORP OHIO
149,475$12.0B104.92%
168
SHWSHERWIN WILLIAMS CO
20,649$11.9B104.55%
169
ALLYALLY FINL INC
600,000$11.9B104.25%
170
ADIANALOG DEVICES INC
94,103$11.5B101.12%
171
COPCONOCOPHILLIPS
273,880$11.5B100.83%
172
GPMTGRANITE PT MTG TR INC
1,600,000$11.5B100.66%
173
NSCNORFOLK SOUTHERN CORP
65,411$11.5B100.62%
174
PNCPNC FINL SVCS GROUP INC
108,347$11.4B99.88%
175
AONAON PLC
59,024$11.4B99.61%
176
BAXBAXTER INTL INC
129,955$11.2B98.04%
177
GLOBGLOBANT S A
74,000$11.1B97.16%
178
EWEDWARDS LIFESCIENCES CORP
158,243$10.9B95.82%
179
ELLAUDER ESTEE COS INC
57,401$10.8B94.89%
180
WMWASTE MGMT INC DEL
99,174$10.5B92.04%
181
ROPROPER TECHNOLOGIES INC
26,647$10.3B90.65%
182
AEPAMERICAN ELEC PWR CO INC
126,523$10.1B88.29%
183
DDDUPONT DE NEMOURS INC
187,426$10.0B87.25%
184
SCHWSCHWAB CHARLES CORP
292,640$9.9B86.52%
185
EAELECTRONIC ARTS INC
73,752$9.7B85.33%
186
FQIDIGITAL RLTY TR INC
68,522$9.7B85.33%
187
DC4DEXCOM INC
23,552$9.5B83.66%
188
GISGENERAL MLS INC
154,821$9.5B83.63%
189
AXPAMERICAN EXPRESS CO
99,630$9.5B83.11%
190
EMREMERSON ELEC CO
152,604$9.5B82.94%
191
CNCCENTENE CORP DEL
147,880$9.4B82.35%
192
SNAPSNAP INC
400,000$9.4B82.33%
193
GGENPACT LIMITED
252,500$9.2B80.80%
194
GDGENERAL DYNAMICS CORP
59,302$8.9B77.66%
195
EBAEBAY INC
168,742$8.9B77.55%
196
XLISELECT SECTOR SPDR TR
128,344$8.8B77.26%
197
SRESEMPRA ENERGY
74,688$8.8B76.72%
198
SPHSUBURBAN PROPANE PARTNERS L
610,000$8.7B76.43%
199
FDXFEDEX CORP
61,387$8.6B75.42%
200
AJXGREAT AJAX CORP
931,509$8.6B75.09%
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