Arizona State Retirement System Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$7.1B

Holdings

1,485

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,485 positions)

StockValue
QUALISHARES EDGE MSCI USA QUALITY
$161.5M
SIZEISHARES EDGE MSCI USA SIZE FAC
$154.4M
VLUEISHARES EDGE MSCI USA VALUE FA
$135.9M
XOMEXXON MOBIL CORP
$131.9M
MSFTMICROSOFT CORP
$129.6M
AAPLAPPLE INC
$128.8M
MTUMISHARES EDGE MSCI USA MOMENTUM
$124.5M
JNJJOHNSON + JOHNSON
$120.1M
TAT+T INC
$101.8M
PGPROCTER + GAMBLE CO/THE
$87.4M
PFEPFIZER INC
$81.5M
BRK/BBERKSHIRE HATHAWAY INC CL B
$73.5M
GEGENERAL ELECTRIC CO W/D
$71.0M
CVXCHEVRON CORP
$69.8M
KOCOCA COLA CO/THE
$69.3M
AMZNAMAZON.COM INC
$67.9M
METAFACEBOOK INC A
$67.1M
BACVERIZON COMMUNICATIONS INC
$64.7M
MRKMERCK + CO. INC.
$61.5M
PEPPEPSICO INC
$61.5M
4I1PHILIP MORRIS INTERNATIONAL
$57.3M
INTCINTEL CORP
$56.1M
JPMJPMORGAN CHASE + CO
$55.7M
WFCWELLS FARGO + CO
$54.7M
CSCOCISCO SYSTEMS INC
$54.1M
GOOGLALPHABET INC CL A
$52.9M
MOALTRIA GROUP INC
$52.7M
IBMINTL BUSINESS MACHINES CORP
$51.3M
GOOGALPHABET INC CL C
$50.1M
MCDMCDONALD S CORP
$44.8M
HDHOME DEPOT INC
$42.7M
WMTWAL MART STORES INC
$42.4M
CMCSACOMCAST CORP CLASS A
$40.8M
VVISA INC CLASS A SHARES
$40.1M
UNHUNITEDHEALTH GROUP INC
$39.6M
DISWALT DISNEY CO/THE
$35.8M
BMYBRISTOL MYERS SQUIBB CO
$35.0M
MDTMEDTRONIC PLC
$34.5M
ORCLORACLE CORP
$33.7M
BACBANK OF AMERICA CORP
$33.4M
LLYELI LILLY + CO
$31.8M
TRVCCITIGROUP INC
$30.5M
MMM3M CO
$29.2M
DUKDUKE ENERGY CORP
$28.3M
AMGNAMGEN INC
$28.0M
SLBSCHLUMBERGER LTD
$27.6M
QCOMQUALCOMM INC
$27.6M
BABOEING CO/THE
$27.5M
GILDGILEAD SCIENCES INC
$27.3M
CLCOLGATE PALMOLIVE CO
$27.2M
CVSCVS HEALTH CORP
$27.1M
UPSUNITED PARCEL SERVICE CL B
$25.4M
LMTLOCKHEED MARTIN CORP W/I
$25.3M
SOSOUTHERN CO/THE
$25.2M
NEENEXTERA ENERGY INC
$24.9M
ABBVABBVIE INC
$24.6M
GISGENERAL MILLS INC
$23.7M
ACNACCENTURE PLC CL A
$23.5M
SBUXSTARBUCKS CORP
$23.2M
ALLERGAN PLC
$22.8M
ADPAUTOMATIC DATA PROCESSING
$22.6M
MAMASTERCARD INC CLASS A
$22.6M
TXNTEXAS INSTRUMENTS INC
$22.0M
HONHONEYWELL INTERNATIONAL INC
$21.7M
KMBKIMBERLY CLARK CORP
$21.1M
SPGSIMON PROPERTY GROUP INC
$20.8M
CBCHUBB LTD
$20.6M
DU PONT (E.I.) DE NEMOURS
$19.7M
UTXZUNITED TECHNOLOGIES CORP
$19.6M
DOW CHEMICAL CO W/D
$19.4M
LOWLOWE S COS INC
$19.4M
NKENIKE INC CL B
$19.1M
CELGCELGENE CORP
$18.7M
COSTCOSTCO WHOLESALE CORP
$18.7M
UNPUNION PACIFIC CORP
$18.0M
TJXTJX COMPANIES INC
$18.0M
WBAWALGREENS BOOTS ALLIANCE INC
$17.7M
ABTABBOTT LABORATORIES
$17.4M
MDLZMONDELEZ INTERNATIONAL INC A
$17.3M
DYHTARGET CORP
$17.3M
USBUS BANCORP
$17.2M
DDOMINION RESOURCES INC/VA
$17.0M
PSAPUBLIC STORAGE
$16.8M
DHRDANAHER CORP W/D
$16.7M
EDCONSOLIDATED EDISON INC
$16.4M
BDXBECTON DICKINSON AND CO
$16.3M
SYKSTRYKER CORP
$16.3M
TMOTHERMO FISHER SCIENTIFIC INC
$16.3M
OXYOCCIDENTAL PETROLEUM CORP
$16.0M
PAYXPAYCHEX INC
$15.3M
BKNGPRICELINE GROUP INC/THE
$15.2M
EMC CORP/MA
$15.2M
TRVTRAVELERS COS INC/THE
$15.1M
BLKCHFBLACKROCK INC
$14.9M
AMTAMERICAN TOWER CORP
$14.9M
PCGP G + E CORP
$14.5M
8CWCROWN CASTLE INTL CORP
$14.5M
AIGAMERICAN INTERNATIONAL GROUP
$14.5M
TWXCHFTIME WARNER INC
$14.2M
AVGOBROADCOM LTD
$14.1M
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