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)

#	Stock	Shares	Value	% Portfolio
1	AGNCAGNC INVT CORP	214,055	$20.2B	10.03%
2	TWOEURTWO HBRS INVT CORP	42,411	$11.1B	5.52%
3	RITMNEW RESIDENTIAL INVT CORP	42,108	$8.4B	4.17%
4	ARIAPOLLO COML REAL EST FIN INC	40,513	$5.5B	2.71%
5	MVISMICROVISION INC DEL	746	$4.3B	2.14%
6	—THIRD PT REINS LTD	31,122	$4.2B	2.08%
7	—ATHENE HLDG LTD	96,798	$3.9B	1.93%
8	FTAIEURFORTRESS TRANS INFRST INVS L	30,971	$3.8B	1.87%
9	PEOEXELON CORP	137,036	$3.7B	1.85%
10	—ALTUS MIDSTREAM CO	2,625	$3.5B	1.74%
11	UGIUGI CORP NEW	83,157	$3.1B	1.55%
12	—EQM MIDSTREAM PARTNERS LP	34,203	$2.9B	1.44%
13	TGNATEGNA INC	29,200	$2.7B	1.33%
14	PINSPINTEREST INC	41,172	$2.7B	1.32%
15	MSFTMICROSOFT CORP	392,101	$2.5B	1.23%
16	WFCWELLS FARGO CO NEW	64,923	$2.3B	1.12%
17	CMCSACOMCAST CORP NEW	73,918	$2.2B	1.07%
18	GEGENERAL ELECTRIC CO	16,677	$2.1B	1.04%
19	USBUS BANCORP DEL	72,033	$2.1B	1.04%
20	PFEPFIZER INC	64,644	$2.0B	0.98%
21	CSCOCISCO SYS INC	76,422	$1.9B	0.96%
22	BACBK OF AMERICA CORP	39,399	$1.9B	0.92%
23	SPGSIMON PPTY GROUP INC NEW	94,924	$1.7B	0.86%
24	TATT INC	48,813	$1.7B	0.83%
25	IPGINTERPUBLIC GROUP COS INC	26,646	$1.6B	0.82%
26	GPMTGRANITE PT MTG TR INC	8,112	$1.6B	0.79%
27	TCPCBLACKROCK TCP CAPITAL CORP	9,675	$1.5B	0.77%
28	OPLNKAR AUCTION SVCS INC	18,008	$1.5B	0.74%
29	XLFSELECT SECTOR SPDR TR	31,230	$1.5B	0.74%
30	INTCINTEL CORP	81,024	$1.5B	0.74%
31	EFCELLINGTON FINANCIAL INC	8,352	$1.5B	0.73%
32	MOALTRIA GROUP INC	56,381	$1.5B	0.72%
33	AAPLAPPLE INC	366,786	$1.4B	0.72%
34	JPMJPMORGAN CHASE CO	118,748	$1.3B	0.65%
35	BACVERIZON COMMUNICATIONS INC	70,016	$1.3B	0.65%
36	—NATIONAL GEN HLDGS CORP	21,515	$1.3B	0.64%
37	HRBBLOCK H R INC	18,241	$1.3B	0.64%
38	SPYSPDR S P 500 ETF TR	298,546	$1.2B	0.57%
39	METAFACEBOOK INC	190,748	$1.1B	0.57%
40	ORCLORACLE CORP	53,002	$1.1B	0.54%
41	MASMASCO CORP	35,317	$1.0B	0.51%
42	GNTXGENTEX CORP	22,153	$999.7M	0.50%
43	XOMEXXON MOBIL CORP	36,828	$969.9M	0.48%
44	AJXGREAT AJAX CORP	5,924	$931.5M	0.46%
45	GISGENERAL MLS INC	48,017	$909.9M	0.45%
46	4I1PHILIP MORRIS INTL INC	65,348	$895.7M	0.44%
47	FFORD MTR CO DEL	4,312	$892.7M	0.44%
48	KOCOCA COLA CO	39,114	$883.9M	0.44%
49	VVISA INC	138,119	$857.2M	0.42%
50	ABBVABBVIE INC	61,623	$808.8M	0.40%
51	GILDGILEAD SCIENCES INC	60,251	$805.9M	0.40%
52	AMDADVANCED MICRO DEVICES INC	36,298	$798.1M	0.40%
53	JNJJOHNSON JOHNSON	103,431	$788.8M	0.39%
54	RHIROBERT HALF INTL INC	29,028	$769.0M	0.38%
55	WBAWALGREENS BOOTS ALLIANCE INC	34,329	$750.4M	0.37%
56	PGPROCTOR GAMBLE CO	77,957	$708.7M	0.35%
57	BRK/BBERKSHIRE HATHAWAY INC DEL	129,151	$706.4M	0.35%
58	COHRII VI INC	19,215	$674.2M	0.33%
59	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	29,209	$628.6M	0.31%
60	NFENEW FORTRESS ENERGY LLC	6,051	$618.1M	0.31%
61	SPHSUBURBAN PROPANE PARTNERS L	8,625	$610.0M	0.30%
62	ALLYALLY FINL INC	8,658	$600.0M	0.30%
63	MRKMERCK CO INC	44,906	$583.6M	0.29%
64	EARNELLINGTON RESIDENTIAL MTG RE	3,074	$580.0M	0.29%
65	ZTSZOETIS INC	64,634	$549.2M	0.27%
66	—ENERGY FOCUS INC	180	$545.3M	0.27%
67	BMYBRISTOL MYERS SQUIBB CO	29,953	$537.4M	0.27%
68	TRVCCITIGROUP INC	21,079	$500.5M	0.25%
69	MMSMAXIMUS INC	26,918	$462.5M	0.23%
70	SYKSTRYKER CORP	74,803	$449.3M	0.22%
71	CERNCHFCERNER CORP	28,280	$449.0M	0.22%
72	KMIKINDER MORGAN INC DEL	6,215	$446.5M	0.22%
73	CVXCHEVRON CORP NEW	31,402	$433.4M	0.21%
74	DISDISNEY WALT CO	39,914	$413.2M	0.20%
75	FMCF M C CORP	33,545	$410.6M	0.20%
76	ABTABBOTT LABS	31,970	$405.1M	0.20%
77	—EVOKE PHARMA INC	464	$400.0M	0.20%
78	ACNACCENTURE PLC IRELAND	64,159	$393.0M	0.19%
79	FISVFISERV INC	36,135	$380.4M	0.19%
80	AMCRAMCOR PLC	3,016	$371.4M	0.18%
81	HDHOME DEPOT INC	69,088	$370.0M	0.18%
82	UNHUNITEDHEALTH GROUP INC	89,057	$357.1M	0.18%
83	DGXQUEST DIAGNOSTICS INC	28,343	$353.0M	0.17%
84	PYPLPAYPAL HLDGS INC	33,235	$347.1M	0.17%
85	MAMASTERCARD INC	82,741	$342.5M	0.17%
86	7HPHP INC	5,898	$339.7M	0.17%
87	GPNGLOBAL PMTS INC	48,856	$338.7M	0.17%
88	FCXFREEPORT MCMORAN INC	2,245	$332.6M	0.16%
89	MDLZMONDELEZ INTL INC	16,529	$330.1M	0.16%
90	WMTWALMART INC	36,942	$325.1M	0.16%
91	PEPPEPSICO INC	38,387	$319.6M	0.16%
92	BSXBOSTON SCIENTIFIC CORP	10,425	$319.5M	0.16%
93	SLBSCHLUMBERGER LTD	4,280	$317.3M	0.16%
94	ADPAUTOMATIC DATA PROCESSING IN	43,352	$317.2M	0.16%
95	CVSCVS HEALTH CORP	18,775	$316.4M	0.16%
96	TFCTRUIST FINL CORP	9,481	$307.4M	0.15%
97	MDTMEDTRONIC PLC	27,707	$307.2M	0.15%
98	FISFIDELITY NATL INFORMATION SV	36,596	$300.9M	0.15%
99	RTN1USDRAYTHEON CO	39,061	$297.8M	0.15%
100	HPEHEWLETT PACKARD ENTERPRISE C	2,881	$296.7M	0.15%

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