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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | QUALISHARES EDGE MSCI USA QUALITY | 2,446,301 | $161.5B | 2266.57% | |
| 2 | SIZEISHARES EDGE MSCI USA SIZE FAC | 2,266,581 | $154.4B | 2166.87% | |
| 3 | VLUEISHARES EDGE MSCI USA VALUE FA | 2,205,812 | $135.9B | 1908.43% | |
| 4 | XOMEXXON MOBIL CORP | 1,407,542 | $131.9B | 1852.26% | |
| 5 | MSFTMICROSOFT CORP | 2,532,232 | $129.6B | 1819.00% | |
| 6 | AAPLAPPLE INC | 1,347,285 | $128.8B | 1808.14% | |
| 7 | MTUMISHARES EDGE MSCI USA MOMENTUM | 1,629,422 | $124.5B | 1747.61% | |
| 8 | JNJJOHNSON + JOHNSON | 990,514 | $120.1B | 1686.69% | |
| 9 | TAT+T INC | 2,355,248 | $101.8B | 1428.68% | |
| 10 | PGPROCTER + GAMBLE CO/THE | 1,032,541 | $87.4B | 1227.30% | |
| 11 | PFEPFIZER INC | 2,314,952 | $81.5B | 1144.25% | |
| 12 | BRK/BBERKSHIRE HATHAWAY INC CL B | 507,329 | $73.5B | 1031.20% | |
| 13 | GEGENERAL ELECTRIC CO W/D | 2,255,682 | $71.0B | 996.85% | |
| 14 | CVXCHEVRON CORP | 665,903 | $69.8B | 979.97% | |
| 15 | KOCOCA COLA CO/THE | 1,529,679 | $69.3B | 973.42% | |
| 16 | AMZNAMAZON.COM INC | 94,922 | $67.9B | 953.60% | |
| 17 | METAFACEBOOK INC A | 586,800 | $67.1B | 941.41% | |
| 18 | BACVERIZON COMMUNICATIONS INC | 1,158,209 | $64.7B | 907.92% | |
| 19 | MRKMERCK + CO. INC. | 1,068,182 | $61.5B | 863.89% | |
| 20 | PEPPEPSICO INC | 580,341 | $61.5B | 863.09% | |
| 21 | 4I1PHILIP MORRIS INTERNATIONAL | 563,796 | $57.3B | 805.08% | |
| 22 | INTCINTEL CORP | 1,710,079 | $56.1B | 787.42% | |
| 23 | JPMJPMORGAN CHASE + CO | 896,937 | $55.7B | 782.44% | |
| 24 | WFCWELLS FARGO + CO | 1,156,215 | $54.7B | 768.23% | |
| 25 | CSCOCISCO SYSTEMS INC | 1,885,563 | $54.1B | 759.43% | |
| 26 | GOOGLALPHABET INC CL A | 75,184 | $52.9B | 742.54% | |
| 27 | MOALTRIA GROUP INC | 764,657 | $52.7B | 740.26% | |
| 28 | IBMINTL BUSINESS MACHINES CORP | 337,721 | $51.3B | 719.59% | |
| 29 | GOOGALPHABET INC CL C | 72,443 | $50.1B | 703.85% | |
| 30 | MCDMCDONALD S CORP | 372,564 | $44.8B | 629.40% | |
| 31 | HDHOME DEPOT INC | 334,260 | $42.7B | 599.18% | |
| 32 | WMTWAL MART STORES INC | 581,040 | $42.4B | 595.62% | |
| 33 | CMCSACOMCAST CORP CLASS A | 625,091 | $40.8B | 572.06% | |
| 34 | VVISA INC CLASS A SHARES | 540,260 | $40.1B | 562.53% | |
| 35 | UNHUNITEDHEALTH GROUP INC | 280,166 | $39.6B | 555.34% | |
| 36 | DISWALT DISNEY CO/THE | 366,142 | $35.8B | 502.80% | |
| 37 | BMYBRISTOL MYERS SQUIBB CO | 476,109 | $35.0B | 491.59% | |
| 38 | MDTMEDTRONIC PLC | 398,096 | $34.5B | 484.93% | |
| 39 | ORCLORACLE CORP | 823,906 | $33.7B | 473.40% | |
| 40 | BACBANK OF AMERICA CORP | 2,519,640 | $33.4B | 469.39% | |
| 41 | LLYELI LILLY + CO | 403,980 | $31.8B | 446.60% | |
| 42 | TRVCCITIGROUP INC | 719,878 | $30.5B | 428.39% | |
| 43 | MMM3M CO | 166,835 | $29.2B | 410.14% | |
| 44 | DUKDUKE ENERGY CORP | 330,237 | $28.3B | 397.72% | |
| 45 | AMGNAMGEN INC | 184,282 | $28.0B | 393.62% | |
| 46 | SLBSCHLUMBERGER LTD | 349,071 | $27.6B | 387.53% | |
| 47 | QCOMQUALCOMM INC | 515,167 | $27.6B | 387.42% | |
| 48 | BABOEING CO/THE | 212,049 | $27.5B | 386.60% | |
| 49 | GILDGILEAD SCIENCES INC | 326,716 | $27.3B | 382.62% | |
| 50 | CLCOLGATE PALMOLIVE CO | 371,433 | $27.2B | 381.69% | |
| 51 | CVSCVS HEALTH CORP | 282,934 | $27.1B | 380.27% | |
| 52 | UPSUNITED PARCEL SERVICE CL B | 235,490 | $25.4B | 356.11% | |
| 53 | LMTLOCKHEED MARTIN CORP W/I | 102,054 | $25.3B | 355.55% | |
| 54 | SOSOUTHERN CO/THE | 469,268 | $25.2B | 353.30% | |
| 55 | NEENEXTERA ENERGY INC | 190,744 | $24.9B | 349.18% | |
| 56 | ABBVABBVIE INC | 396,776 | $24.6B | 344.84% | |
| 57 | GISGENERAL MILLS INC | 332,598 | $23.7B | 333.00% | |
| 58 | ACNACCENTURE PLC CL A | 207,100 | $23.5B | 329.37% | |
| 59 | SBUXSTARBUCKS CORP | 406,638 | $23.2B | 326.07% | |
| 60 | —ALLERGAN PLC | 98,477 | $22.8B | 319.47% | |
| 61 | ADPAUTOMATIC DATA PROCESSING | 246,128 | $22.6B | 317.44% | |
| 62 | MAMASTERCARD INC CLASS A | 256,590 | $22.6B | 317.20% | |
| 63 | TXNTEXAS INSTRUMENTS INC | 350,501 | $22.0B | 308.27% | |
| 64 | HONHONEYWELL INTERNATIONAL INC | 186,924 | $21.7B | 305.24% | |
| 65 | KMBKIMBERLY CLARK CORP | 153,728 | $21.1B | 296.70% | |
| 66 | SPGSIMON PROPERTY GROUP INC | 95,958 | $20.8B | 292.18% | |
| 67 | CBCHUBB LTD | 157,417 | $20.6B | 288.85% | |
| 68 | —DU PONT (E.I.) DE NEMOURS | 304,518 | $19.7B | 277.02% | |
| 69 | UTXZUNITED TECHNOLOGIES CORP | 190,909 | $19.6B | 274.84% | |
| 70 | —DOW CHEMICAL CO W/D | 391,106 | $19.4B | 272.93% | |
| 71 | LOWLOWE S COS INC | 244,944 | $19.4B | 272.23% | |
| 72 | NKENIKE INC CL B | 345,328 | $19.1B | 267.60% | |
| 73 | CELGCELGENE CORP | 190,018 | $18.7B | 263.09% | |
| 74 | COSTCOSTCO WHOLESALE CORP | 118,895 | $18.7B | 262.11% | |
| 75 | UNPUNION PACIFIC CORP | 206,324 | $18.0B | 252.72% | |
| 76 | TJXTJX COMPANIES INC | 232,695 | $18.0B | 252.28% | |
| 77 | WBAWALGREENS BOOTS ALLIANCE INC | 211,968 | $17.7B | 247.79% | |
| 78 | ABTABBOTT LABORATORIES | 441,804 | $17.4B | 243.80% | |
| 79 | MDLZMONDELEZ INTERNATIONAL INC A | 380,695 | $17.3B | 243.21% | |
| 80 | DYHTARGET CORP | 247,241 | $17.3B | 242.33% | |
| 81 | USBUS BANCORP | 427,243 | $17.2B | 241.89% | |
| 82 | DDOMINION RESOURCES INC/VA | 218,734 | $17.0B | 239.30% | |
| 83 | PSAPUBLIC STORAGE | 65,855 | $16.8B | 236.29% | |
| 84 | DHRDANAHER CORP W/D | 165,168 | $16.7B | 234.19% | |
| 85 | EDCONSOLIDATED EDISON INC | 204,415 | $16.4B | 230.83% | |
| 86 | BDXBECTON DICKINSON AND CO | 96,100 | $16.3B | 228.80% | |
| 87 | SYKSTRYKER CORP | 135,741 | $16.3B | 228.35% | |
| 88 | TMOTHERMO FISHER SCIENTIFIC INC | 110,078 | $16.3B | 228.33% | |
| 89 | OXYOCCIDENTAL PETROLEUM CORP | 212,036 | $16.0B | 224.91% | |
| 90 | PAYXPAYCHEX INC | 256,310 | $15.3B | 214.08% | |
| 91 | BKNGPRICELINE GROUP INC/THE | 12,200 | $15.2B | 213.82% | |
| 92 | —EMC CORP/MA | 559,286 | $15.2B | 213.33% | |
| 93 | TRVTRAVELERS COS INC/THE | 126,715 | $15.1B | 211.75% | |
| 94 | BLKCHFBLACKROCK INC | 43,642 | $14.9B | 209.86% | |
| 95 | AMTAMERICAN TOWER CORP | 131,566 | $14.9B | 209.83% | |
| 96 | PCGP G + E CORP | 227,255 | $14.5B | 203.92% | |
| 97 | 8CWCROWN CASTLE INTL CORP | 143,140 | $14.5B | 203.82% | |
| 98 | AIGAMERICAN INTERNATIONAL GROUP | 274,453 | $14.5B | 203.78% | |
| 99 | TWXCHFTIME WARNER INC | 192,936 | $14.2B | 199.19% | |
| 100 | AVGOBROADCOM LTD | 90,955 | $14.1B | 198.42% |
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