Arizona State Retirement System Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$7.7B

Holdings

1,477

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (1,477 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
1,522,185$165.9B2159.24%
2
QUALISHARES EDGE MSCI USA QUALITY
2,446,301$160.5B2089.26%
3
MSFTMICROSOFT CORP
2,763,532$152.6B1986.49%
4
SIZEISHARES EDGE MSCI USA SIZE FAC
2,266,581$149.5B1946.09%
5
VLUEISHARES EDGE MSCI USA VALUE FA
2,205,812$135.3B1761.29%
6
XOMEXXON MOBIL CORP
1,582,642$132.3B1721.80%
7
JNJJOHNSON + JOHNSON
1,111,214$120.2B1564.84%
8
MTUMISHARES EDGE MSCI USA MOMENTUM
1,629,422$119.1B1550.24%
9
TAT+T INC
2,574,348$100.8B1312.40%
10
PGPROCTER + GAMBLE CO/THE
1,123,641$92.5B1203.73%
11
GEGENERAL ELECTRIC CO W/D
2,529,982$80.4B1046.78%
12
BRK/BBERKSHIRE HATHAWAY INC CL B
559,629$79.4B1033.40%
13
METAFACEBOOK INC A
679,800$77.6B1009.52%
14
KOCOCA COLA CO/THE
1,670,879$77.5B1008.83%
15
PFEPFIZER INC
2,494,552$73.9B962.32%
16
CVXCHEVRON CORP
730,403$69.7B906.89%
17
BACVERIZON COMMUNICATIONS INC
1,276,209$69.0B898.26%
18
PEPPEPSICO INC
634,041$65.0B845.68%
19
WFCWELLS FARGO + CO
1,319,415$63.8B830.45%
20
GOOGLALPHABET INC CL A
82,784$63.2B821.98%
21
AMZNAMAZON.COM INC
104,722$62.2B809.11%
22
MRKMERCK + CO. INC.
1,161,782$61.5B800.04%
23
GOOGALPHABET INC CL C
80,543$60.0B780.92%
24
4I1PHILIP MORRIS INTERNATIONAL
609,096$59.8B777.76%
25
INTCINTEL CORP
1,840,179$59.5B774.79%
26
JPMJPMORGAN CHASE + CO
995,237$58.9B767.08%
27
CSCOCISCO SYSTEMS INC
2,057,763$58.6B762.49%
28
IBMINTL BUSINESS MACHINES CORP
368,921$55.9B727.19%
29
MCDMCDONALD S CORP
416,364$52.3B681.07%
30
MOALTRIA GROUP INC
828,257$51.9B675.47%
31
HDHOME DEPOT INC
375,160$50.1B651.51%
32
VVISA INC CLASS A SHARES
599,660$45.9B596.90%
33
BMYBRISTOL MYERS SQUIBB CO
709,705$45.3B590.05%
34
WMTWAL MART STORES INC
637,840$43.7B568.58%
35
DISWALT DISNEY CO/THE
407,042$40.4B526.11%
36
CMCSACOMCAST CORP CLASS A
659,691$40.3B524.43%
37
UNHUNITEDHEALTH GROUP INC
308,666$39.8B517.83%
38
BACBANK OF AMERICA CORP
2,799,840$37.9B492.67%
39
ORCLORACLE CORP
884,606$36.2B471.00%
40
UPSUNITED PARCEL SERVICE CL B
333,843$35.2B458.26%
41
GILDGILEAD SCIENCES INC
370,616$34.0B443.10%
42
TRVCCITIGROUP INC
799,378$33.4B434.37%
43
CVSCVS HEALTH CORP
318,934$33.1B430.58%
44
MDTMEDTRONIC PLC
438,996$32.9B428.52%
45
LLYELI LILLY + CO
438,180$31.6B410.66%
46
MMM3M CO
183,635$30.6B398.25%
47
AMGNAMGEN INC
203,882$30.6B397.85%
48
QCOMQUALCOMM INC
596,674$30.5B397.14%
49
ALLERGAN PLC
108,577$29.1B378.77%
50
DUKDUKE ENERGY CORP
359,137$29.0B377.11%
51
CLCOLGATE PALMOLIVE CO
405,733$28.7B373.08%
52
SBUXSTARBUCKS CORP
452,138$27.0B351.32%
53
MAMASTERCARD INC CLASS A
283,790$26.8B349.04%
54
ACNACCENTURE PLC CL A
229,000$26.4B343.95%
55
SOSOUTHERN CO/THE
503,168$26.0B338.77%
56
SLBSCHLUMBERGER LTD
348,939$25.7B334.93%
57
KMBKIMBERLY CLARK CORP
188,528$25.4B330.05%
58
ABBVABBVIE INC
436,876$25.0B324.78%
59
NEENEXTERA ENERGY INC
207,944$24.6B320.28%
60
ADPAUTOMATIC DATA PROCESSING
268,128$24.1B313.06%
61
LMTLOCKHEED MARTIN CORP
107,754$23.9B310.64%
62
NKENIKE INC CL B
386,228$23.7B308.99%
63
HONHONEYWELL INTERNATIONAL INC
208,624$23.4B304.24%
64
GISGENERAL MILLS INC
360,898$22.9B297.56%
65
DYHTARGET CORP
268,641$22.1B287.69%
66
SPGSIMON PROPERTY GROUP INC
105,658$21.9B285.60%
67
TXNTEXAS INSTRUMENTS INC
381,101$21.9B284.81%
68
ABTABBOTT LABORATORIES
522,204$21.8B284.30%
69
OXYOCCIDENTAL PETROLEUM CORP
314,545$21.5B280.14%
70
BABOEING CO/THE
168,849$21.4B278.97%
71
DOW CHEMICAL CO W/D
420,306$21.4B278.22%
72
CELGCELGENE CORP
211,918$21.2B276.06%
73
UTXZUNITED TECHNOLOGIES CORP
210,909$21.1B274.77%
74
LOWLOWE S COS INC
278,044$21.1B274.12%
75
PSAPUBLIC STORAGE
76,255$21.0B273.75%
76
DU PONT (E.I.) DE NEMOURS
328,718$20.8B270.90%
77
COSTCOSTCO WHOLESALE CORP
131,695$20.8B270.09%
78
CBCHUBB LTD
173,317$20.7B268.77%
79
USBUS BANCORP
502,343$20.4B265.38%
80
TJXTJX COMPANIES INC
257,995$20.2B263.09%
81
WBAWALGREENS BOOTS ALLIANCE INC
233,968$19.7B256.51%
82
MDLZMONDELEZ INTERNATIONAL INC A
473,495$19.0B247.25%
83
COPCONOCOPHILLIPS
463,776$18.7B243.07%
84
UNPUNION PACIFIC CORP
229,524$18.3B237.64%
85
DDOMINION RESOURCES INC/VA
242,334$18.2B236.93%
86
BKNGPRICELINE GROUP INC/THE
13,500$17.4B226.48%
87
TMOTHERMO FISHER SCIENTIFIC INC
119,978$17.0B221.10%
88
AIGAMERICAN INTERNATIONAL GROUP
311,653$16.8B219.24%
89
EDCONSOLIDATED EDISON INC
219,215$16.8B218.60%
90
GSGOLDMAN SACHS GROUP INC
106,542$16.7B217.68%
91
EXPRESS SCRIPTS HOLDING CO
238,130$16.4B212.89%
92
TRVTRAVELERS COS INC/THE
139,215$16.2B211.47%
93
BLKCHFBLACKROCK INC
47,542$16.2B210.73%
94
PSXPHILLIPS 66
185,587$16.1B209.15%
95
BDXBECTON DICKINSON AND CO
105,200$16.0B207.86%
96
AMTAMERICAN TOWER CORP
154,166$15.8B205.40%
97
TIME WARNER CABLE
76,764$15.7B204.43%
98
DHRDANAHER CORP W/D
164,968$15.6B203.67%
99
TWXCHFTIME WARNER INC
214,236$15.5B202.29%
100
AVGOBROADCOM LTD
100,555$15.5B202.20%
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