STATE OF MICHIGAN RETIREMENT SYSTEM Q4 2019 Filing

Filed January 24, 2020

Portfolio Value

$12.1B

Holdings

947

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (947 positions)

#StockSharesValue% PortfolioType
201
SYYSYSCO CORP
123,379$10.6B87.22%
202
BAXBAXTER INTL INC
123,522$10.3B85.36%
203
SRESEMPRA ENERGY
68,138$10.3B85.30%
204
LRCXEURLAM RESEARCH CORP
35,060$10.3B84.73%
205
PGRPROGRESSIVE CORP OHIO
141,381$10.2B84.59%
206
BKBANK NEW YORK MELLON CORP
202,948$10.2B84.41%
207
ROSTROSS STORES INC
87,488$10.2B84.17%
208
ALTUS MIDSTREAM CO
3,500,000$10.0B82.73%
209
GDGENERAL DYNAMICS CORP
56,627$10.0B82.53%
210
KMIKINDER MORGAN INC DEL
471,056$10.0B82.41%
211
MARMARRIOTT INTL INC NEW
65,652$9.9B82.16%
212
DOWDOW INC
179,378$9.8B81.13%
213
ADSKAUTODESK INC
53,220$9.8B80.69%
214
METMETLIFE INC
189,085$9.6B79.65%
215
HCAHCA HEALTHCARE INC
64,020$9.5B78.21%
216
MPCMARATHON PETE CORP
157,016$9.5B78.18%
217
XLISELECT SECTOR SPDR TR
115,400$9.4B77.70%
218
AFLAFLAC INC
177,490$9.4B77.59%
219
VLOVALERO ENERGY CORP NEW
99,276$9.3B76.83%
220
PRUPRUDENTIAL FINL INC
97,232$9.1B75.33%
221
ROPROPER TECHNOLOGIES INC
25,202$8.9B73.78%
222
OXYOCCIDENTAL PETE CORP
216,030$8.9B73.58%
223
ALSALLSTATE CORP
78,337$8.8B72.80%
224
FDXFEDEX CORP
58,012$8.8B72.49%
225
FFORD MTR CO DEL
941,790$8.8B72.39%
226
NEMNEWMONT GOLDCORP CORPORATION
198,255$8.6B71.19%
227
TRVTRAVELERS COMPANIES INC
62,383$8.5B70.60%
228
UBERUBER TECHNOLOGIES INC
278,002$8.3B68.33%
229
DALDELTA AIR LINES INC DEL
139,232$8.1B67.29%
230
XELXCEL ENERGY INC
126,834$8.1B66.55%
231
ORLYO REILLY AUTOMOTIVE INC NEW
18,347$8.0B66.45%
232
WELLWELLTOWER INC
98,109$8.0B66.30%
233
VFCV F CORP
79,228$7.9B65.26%
234
APHAMPHENOL CORP NEW
71,752$7.8B64.18%
235
TELTE CONNECTIVITY LTD
80,876$7.8B64.06%
236
PSAPUBLIC STORAGE
36,377$7.7B64.02%
237
IRINGERSOLL RAND PLC
57,940$7.7B63.64%
238
STZCONSTELLATION BRANDS INC
40,475$7.7B63.47%
239
PPGPPG INDS INC
57,168$7.6B63.07%
240
JCIJOHNSON CTLS INTL PLC
186,587$7.6B62.78%
241
EAELECTRONIC ARTS INC
70,606$7.6B62.73%
242
HLTHILTON WORLDWIDE HLDGS INC
68,200$7.6B62.51%
243
OKEONEOK INC NEW
99,926$7.6B62.49%
244
ZBHZIMMER BIOMET HLDGS INC
49,743$7.4B61.54%
245
YUMYUM BRANDS INC
73,154$7.4B60.90%
246
7HPHP INC
358,425$7.4B60.88%
247
IHS MARKIT LTD
97,000$7.3B60.40%
248
EDCONSOLIDATED EDISON INC
80,428$7.3B60.13%
249
REGNREGENERON PHARMACEUTICALS
19,344$7.3B60.02%
250
PEGPUBLIC SVC ENTERPRISE GRP IN
122,322$7.2B59.69%
251
AVBAVALONBAY CMNTYS INC
33,823$7.1B58.62%
252
WECWEC ENERGY GROUP INC
76,277$7.0B58.14%
253
STTSTATE STR CORP
87,957$7.0B57.50%
254
WMBWILLIAMS COS INC DEL
293,086$7.0B57.45%
255
TROWPRICE T ROWE GROUP INC
56,561$6.9B56.95%
256
EQREQUITY RESIDENTIAL
84,403$6.8B56.45%
257
KLACKLA CORPORATION
38,177$6.8B56.21%
258
NFENEW FORTRESS ENERGY LLC
433,106$6.8B56.09%
259
EBAEBAY INC
184,942$6.7B55.19%
260
MSIMOTOROLA SOLUTIONS INC
41,423$6.7B55.16%
261
ESEVERSOURCE ENERGY
78,264$6.7B55.02%
262
CMICUMMINS INC
37,064$6.6B54.82%
263
PCARPACCAR INC
83,618$6.6B54.66%
264
SBACSBA COMMUNICATIONS CORP NEW
27,200$6.6B54.17%
265
PAYXPAYCHEX INC
77,011$6.6B54.14%
266
EIXEDISON INTL
86,684$6.5B54.02%
267
TSNTYSON FOODS INC
71,436$6.5B53.75%
268
DFSEURDISCOVER FINL SVCS
75,843$6.4B53.16%
269
PHPARKER HANNIFIN CORP
31,095$6.4B52.89%
270
AG8AGILENT TECHNOLOGIES INC
74,869$6.4B52.78%
271
FEFIRSTENERGY CORP
130,653$6.3B52.48%
272
EARNELLINGTON RESIDENTIAL MTG RE
580,000$6.3B52.01%
273
CNCCENTENE CORP DEL
100,048$6.3B51.98%
274
WTWWILLIS TOWERS WATSON PUB LTD
31,078$6.3B51.87%
275
PPLPPL CORP
174,866$6.3B51.85%
276
ADMARCHER DANIELS MIDLAND CO
134,600$6.2B51.56%
277
LUVSOUTHWEST AIRLS CO
114,584$6.2B51.11%
278
SWKSTANLEY BLACK DECKER INC
36,748$6.1B50.34%
279
PXDEURPIONEER NAT RES CO
40,102$6.1B50.16%
280
MCHPMICROCHIP TECHNOLOGY INC
57,772$6.0B50.00%
281
FQIDIGITAL RLTY TR INC
50,460$6.0B49.93%
282
DTEDTE ENERGY CO
46,423$6.0B49.83%
283
TWTRUSDTWITTER INC
187,800$6.0B49.74%
284
TMUST MOBILE US INC
76,600$6.0B49.64%
285
XLNXEURXILINX INC
60,771$5.9B49.11%
286
VRSKVERISK ANALYTICS INC
39,616$5.9B48.89%
287
LYBLYONDELLBASELL INDUSTRIES N
62,104$5.9B48.50%
288
MNSTMONSTER BEVERAGE CORP NEW
92,292$5.9B48.47%
289
APTVAPTIV PLC
61,722$5.9B48.45%
290
OREALTY INCOME CORP
78,824$5.8B47.97%
291
ETRENTERGY CORP NEW
48,115$5.8B47.64%
292
ROKROCKWELL AUTOMATION INC
27,990$5.7B46.88%
293
LVSLAS VEGAS SANDS CORP
81,700$5.6B46.62%
294
KRKROGER CO
193,976$5.6B46.47%
295
CERNCHFCERNER CORP
75,968$5.6B46.07%
296
RCLROYAL CARIBBEAN CRUISES LTD
41,572$5.5B45.87%
297
AMEAMETEK INC NEW
55,284$5.5B45.57%
298
0VVBVIACOMCBS INC
130,670$5.5B45.32%
299
FTVFORTIVE CORP
71,419$5.5B45.09%
300
NTRSNORTHERN TR CORP
51,254$5.4B45.00%
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