STATE OF MICHIGAN RETIREMENT SYSTEM Q3 2020 Filing

Filed October 26, 2020

Portfolio Value

$12.6B

Holdings

956

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (956 positions)

#StockSharesValue% PortfolioType
201
AZEKAZEK CO INC
270,000$9.4B74.72%
202
LHXL3HARRIS TECHNOLOGIES INC
55,134$9.4B74.44%
203
ROSTROSS STORES INC
99,398$9.3B73.74%
204
XELXCEL ENERGY INC
134,059$9.3B73.54%
205
COFCAPITAL ONE FINL CORP
128,104$9.2B73.19%
206
SBACSBA COMMUNICATIONS CORP NEW
28,541$9.1B72.26%
207
CNCCENTENE CORP DEL
154,980$9.0B71.87%
208
COPCONOCOPHILLIPS
273,680$9.0B71.45%
209
DOWDOW INC
189,091$8.9B70.73%
210
EBAEBAY INC
169,642$8.8B70.26%
211
SRESEMPRA ENERGY
73,788$8.7B69.43%
212
ORLYOREILLY AUTOMOTIVE INC
18,907$8.7B69.31%
213
JCIJOHNSON CTLS INTL PLC
213,085$8.7B69.20%
214
TELTE CONNECTIVITY LTD
88,101$8.6B68.46%
215
PCARPACCAR INC
100,534$8.6B68.16%
216
IDXXIDEXX LABS INC
21,654$8.5B67.67%
217
CARRCARRIER GLOBAL CORPORATION
275,943$8.4B66.99%
218
HCAHCA HEALTHCARE INC
67,282$8.4B66.69%
219
TROWPRICE T ROWE GROUP INC
65,038$8.3B66.29%
220
SNPSSYNOPSYS INC
38,723$8.3B65.87%
221
APHAMPHENOL CORP NEW
76,098$8.2B65.50%
222
MNSTMONSTER BEVERAGE CORP NEW
102,392$8.2B65.28%
223
GDGENERAL DYNAMICS CORP
59,302$8.2B65.26%
224
FFORD MTR CO DEL
1,225,153$8.2B64.87%
225
STZCONSTELLATION BRANDS INC
42,887$8.1B64.62%
226
SYYSYSCO CORP
129,812$8.1B64.21%
227
METMETLIFE INC
215,775$8.0B63.76%
228
AG8AGILENT TECHNOLOGIES INC
78,706$7.9B63.16%
229
KLACKLA CORP
40,793$7.9B62.83%
230
WBAWALGREENS BOOTS ALLIANCE INC
219,267$7.9B62.61%
231
SSYSSTRATASYS LTD
631,413$7.9B62.60%
232
7HPHP INC
411,651$7.8B62.14%
233
WECWEC ENERGY GROUP INC
80,510$7.8B62.02%
234
CDNSCADENCE DESIGN SYSTEM INC
72,954$7.8B61.84%
235
BBYBEST BUY INC
69,685$7.8B61.65%
236
KRKROGER CO
228,057$7.7B61.48%
237
AJXGREAT AJAX CORP
931,509$7.7B61.39%
238
VRSKVERISK ANALYTICS INC
41,428$7.7B61.03%
239
PPGPPG INDS INC
62,843$7.7B60.99%
240
MSCIMSCI INC
21,356$7.6B60.57%
241
ALSALLSTATE CORP
79,666$7.5B59.62%
242
IHS MARKIT LTD
95,189$7.5B59.41%
243
FASTFASTENAL CO
164,872$7.4B59.10%
244
TTTRANE TECHNOLOGIES PLC
61,115$7.4B58.91%
245
CITCINTAS CORP
22,221$7.4B58.80%
246
ESEVERSOURCE ENERGY
87,393$7.3B58.05%
247
ZBHZIMMER BIOMET HOLDINGS INC
52,834$7.2B57.18%
248
AKXANSYS INC
21,854$7.2B56.85%
249
BKBANK NEW YORK MELLON CORP
208,009$7.1B56.79%
250
DHID R HORTON INC
93,985$7.1B56.51%
251
PEGPUBLIC SVC ENTERPRISE GRP IN
129,057$7.1B56.34%
252
GLWCORNING INC
218,565$7.1B56.32%
253
PRUPRUDENTIAL FINL INC
111,221$7.1B56.17%
254
YUMYUM BRANDS INC
76,895$7.0B55.82%
255
AZOAUTOZONE INC
5,951$7.0B55.71%
256
TRVTRAVELERS COMPANIES INC
64,645$7.0B55.60%
257
BALLBALL CORP
83,281$6.9B55.03%
258
WTWWILLIS TOWERS WATSON PLC LTD
32,911$6.9B54.63%
259
MSIMOTOROLA SOLUTIONS INC
43,331$6.8B54.02%
260
CLXCLOROX CO DEL
32,203$6.8B53.80%
261
AIGAMERICAN INTL GROUP INC
245,296$6.8B53.68%
262
PAYXPAYCHEX INC
84,644$6.8B53.68%
263
LENLENNAR CORP
82,612$6.7B53.65%
264
AFLAFLAC INC
184,505$6.7B53.32%
265
XLNXEURXILINX INC
64,337$6.7B53.31%
266
AWCAMERICAN WTR WKS CO INC NEW
46,232$6.7B53.25%
267
AWMSKYWORKS SOLUTIONS INC
46,020$6.7B53.23%
268
ALXNALEXION PHARMACEUTICALS INC
58,261$6.7B53.00%
269
PHPARKER HANNIFIN CORP
32,828$6.6B52.80%
270
EDCONSOLIDATED EDISON INC
85,355$6.6B52.79%
271
MCHPMICROCHIP TECHNOLOGY INC
64,447$6.6B52.65%
272
SWKSTANLEY BLACK DECKER INC
40,768$6.6B52.57%
273
T7DTRANSDIGM GROUP INC
13,876$6.6B52.41%
274
ADMARCHER DANIELS MIDLAND CO
141,808$6.6B52.41%
275
FTVFORTIVE CORP
85,963$6.6B52.08%
276
ROKROCKWELL AUTOMATION INC
29,629$6.5B51.98%
277
OTISOTIS WORLDWIDE CORP
103,871$6.5B51.55%
278
EARNELLINGTON RESIDENTIAL MTG RE
580,000$6.4B51.18%
279
RMERESMED INC
36,925$6.3B50.32%
280
APTVAPTIV PLC
68,888$6.3B50.21%
281
KMIKINDER MORGAN INC DEL
511,036$6.3B50.09%
282
CPRTCOPART INC
59,893$6.3B50.07%
283
MARMARRIOTT INTL INC NEW
67,910$6.3B49.98%
284
VFCV F CORP
87,757$6.2B49.01%
285
MCXMCCORMICK CO INC
31,601$6.1B48.76%
286
MTDMETTLER TOLEDO INTERNATIONAL
6,325$6.1B48.56%
287
WMBWILLIAMS COS INC
309,651$6.1B48.37%
288
HLTHILTON WORLDWIDE HLDGS INC
70,750$6.0B47.98%
289
SPOTSPOTIFY TECHNOLOGY S A
24,546$6.0B47.33%
290
PSXPHILLIPS 66
114,802$6.0B47.31%
291
CHDCHURCH DWIGHT INC
63,095$5.9B47.01%
292
LUVSOUTHWEST AIRLS CO
157,307$5.9B46.90%
293
WELLWELLTOWER INC
106,496$5.9B46.64%
294
HSYHERSHEY CO
40,805$5.8B46.50%
295
AMEAMETEK INC
58,563$5.8B46.28%
296
KHCKRAFT HEINZ CO
194,319$5.8B46.27%
297
FCXFREEPORT MCMORAN INC
370,563$5.8B46.08%
298
MPCMARATHON PETE CORP
196,074$5.8B45.74%
299
PPLPPL CORP
208,064$5.7B45.00%
300
DTEDTE ENERGY CO
49,123$5.7B44.92%
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