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)

#StockSharesValue% PortfolioType
401
MLMMARTIN MARIETTA MATERIALS
15,600$3.0B42.04%
402
AAALCOA INC
322,611$3.0B41.99%
403
TQJSIGNATURE BANK
23,941$3.0B41.99%
404
ASHASHLAND INC
26,064$3.0B41.99%
405
MSCIMSCI INC
38,714$3.0B41.92%
406
CNCCENTENE CORP
41,800$3.0B41.88%
407
TSCOTRACTOR SUPPLY COMPANY
32,700$3.0B41.86%
408
ADSKAUTODESK INC
55,080$3.0B41.86%
409
HSTHOST HOTELS + RESORTS INC
183,280$3.0B41.71%
410
MHKMOHAWK INDUSTRIES INC
15,600$3.0B41.55%
411
AWMSKYWORKS SOLUTIONS INC
46,700$3.0B41.48%
412
UHSUNIVERSAL HEALTH SERVICES B
22,000$3.0B41.41%
413
FDSFACTSET RESEARCH SYSTEMS INC
18,246$2.9B41.34%
414
DPZDOMINO S PIZZA INC
22,382$2.9B41.29%
415
AJGARTHUR J GALLAGHER + CO
61,766$2.9B41.27%
416
CTRACABOT OIL + GAS CORP
114,100$2.9B41.23%
417
AOSSMITH (A.O.) CORP
33,143$2.9B40.99%
418
SEICSEI INVESTMENTS COMPANY
60,604$2.9B40.94%
419
AWNADVANCE AUTO PARTS INC
18,000$2.9B40.84%
420
ACCUSDAMERICAN CAMPUS COMMUNITIES
54,785$2.9B40.66%
421
FOXATWENTY FIRST CENTURY FOX B
105,800$2.9B40.47%
422
CHTRCHARTER COMMUNICATIONS INC A
12,500$2.9B40.12%
423
NYCBEURNEW YORK COMMUNITY BANCORP
190,271$2.9B40.04%
424
NVRNVR INC
1,600$2.8B40.00%
425
BFHALLIANCE DATA SYSTEMS CORP
14,500$2.8B39.88%
426
WYNEURWYNDHAM WORLDWIDE CORP
39,142$2.8B39.14%
427
RPMRPM INTERNATIONAL INC
55,721$2.8B39.07%
428
XECEURCIMAREX ENERGY CO
23,300$2.8B39.03%
429
L 3 COMMUNICATIONS HOLDINGS
18,905$2.8B38.93%
430
RCLROYAL CARIBBEAN CRUISES LTD
41,200$2.8B38.84%
431
ROCKWELL COLLINS INC
31,894$2.7B38.11%
432
LLOEWS CORP
65,738$2.7B37.92%
433
ULTIMATE SOFTWARE GROUP INC
12,835$2.7B37.89%
434
GPNGLOBAL PAYMENTS INC
37,800$2.7B37.88%
435
COMPUTER SCIENCES CORP
54,155$2.7B37.75%
436
WABWABTEC CORP
38,179$2.7B37.64%
437
AYIACUITY BRANDS INC
10,800$2.7B37.59%
438
AQUA AMERICA INC
74,977$2.7B37.54%
439
CSLCARLISLE COS INC
25,126$2.7B37.27%
440
AMEAMETEK INC
57,300$2.6B37.19%
441
RFREGIONS FINANCIAL CORP
310,699$2.6B37.12%
442
DOVDOVER CORP
38,072$2.6B37.05%
443
STERIS PLC
38,300$2.6B36.96%
444
SLG2EURSL GREEN REALTY CORP
24,600$2.6B36.77%
445
IEXIDEX CORP
31,890$2.6B36.75%
446
AFWALIGN TECHNOLOGY INC
32,460$2.6B36.71%
447
KRCKILROY REALTY CORP
39,164$2.6B36.44%
448
CFGCITIZENS FINANCIAL GROUP
129,800$2.6B36.40%
449
PNRPENTAIR PLC
44,291$2.6B36.25%
450
RJFRAYMOND JAMES FINANCIAL INC
52,182$2.6B36.12%
451
DHIDR HORTON INC
81,000$2.5B35.80%
452
CNPCENTERPOINT ENERGY INC
105,629$2.5B35.59%
453
PIEDMONT NATURAL GAS CO
42,099$2.5B35.53%
454
HPHELMERICH + PAYNE
37,694$2.5B35.52%
455
TRMBTRIMBLE NAVIGATION LTD
103,757$2.5B35.49%
456
MASMASCO CORP
81,585$2.5B35.43%
457
WHOLE FOODS MARKET INC
78,770$2.5B35.40%
458
BALLBALL CORP
34,806$2.5B35.32%
459
COLUMBIA PIPELINE GROUP
98,090$2.5B35.10%
460
NTAPNETAPP INC
101,237$2.5B34.94%
461
EMNEASTMAN CHEMICAL CO
36,456$2.5B34.74%
462
IFFINTL FLAVORS + FRAGRANCES
19,598$2.5B34.69%
463
LIILENNOX INTERNATIONAL INC
17,308$2.5B34.65%
464
BF/BBROWN FORMAN CORP CLASS B
24,615$2.5B34.48%
465
KSSKOHLS CORP
64,724$2.5B34.45%
466
OKEONEOK INC
51,500$2.4B34.31%
467
LAMRLAMAR ADVERTISING CO A
36,768$2.4B34.23%
468
VCA INC
36,030$2.4B34.20%
469
MKTXMARKETAXESS HOLDINGS INC
16,716$2.4B34.13%
470
RGAREINSURANCE GROUP OF AMERICA
25,020$2.4B34.07%
471
HRLHORMEL FOODS CORP
66,304$2.4B34.07%
472
CBOECBOE HOLDINGS INC
36,290$2.4B33.94%
473
THSTREEHOUSE FOODS INC
23,532$2.4B33.92%
474
AKAMAKAMAI TECHNOLOGIES INC
43,118$2.4B33.86%
475
TYLTYLER TECHNOLOGIES INC
14,459$2.4B33.83%
476
TXTTEXTRON INC
65,902$2.4B33.82%
477
CRICARTER S INC
22,596$2.4B33.78%
478
LEGLEGGETT + PLATT INC
47,000$2.4B33.72%
479
KSUEURKANSAS CITY SOUTHERN
26,500$2.4B33.51%
480
LKQ1LKQ CORP
75,200$2.4B33.47%
481
JBLUJETBLUE AIRWAYS CORP
143,478$2.4B33.36%
482
POSTPOST HOLDINGS INC
28,625$2.4B33.23%
483
WSTWEST PHARMACEUTICAL SERVICES
31,136$2.4B33.17%
484
OHIOMEGA HEALTHCARE INVESTORS
69,175$2.3B32.96%
485
IRMIRON MOUNTAIN INC
58,667$2.3B32.81%
486
SCISERVICE CORP INTERNATIONAL
86,311$2.3B32.77%
487
STLDSTEEL DYNAMICS INC
95,130$2.3B32.72%
488
KMXCARMAX INC
47,500$2.3B32.70%
489
HN9HANESBRANDS INC
92,600$2.3B32.67%
490
XL GROUP PLC
69,797$2.3B32.64%
491
KEYKEYCORP
206,600$2.3B32.05%
492
IPGINTERPUBLIC GROUP OF COS INC
98,715$2.3B32.01%
493
LPTUSDLIBERTY PROPERTY TRUST
57,312$2.3B31.95%
494
LNCLINCOLN NATIONAL CORP
58,586$2.3B31.88%
495
HUBBHUBBELL INC
21,479$2.3B31.80%
496
SNASNAP ON INC
14,273$2.3B31.63%
497
AGL RESOURCES INC
33,725$2.2B31.24%
498
SEESEALED AIR CORP
48,354$2.2B31.21%
499
ARWARROW ELECTRONICS INC
35,846$2.2B31.15%
500
TESORO CORP
29,410$2.2B30.93%
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