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ASRS

Arizona State Retirement System Portfolio holdings

AUM $17.1B
1-Year Est. Return 30.52%
This Fund
S&P 500
This Quarter Est. Return
+4.06%
1 Year Est. Return
+30.52%
3 Year Est. Return
+106.18%
5 Year Est. Return
+143.14%
10 Year Est. Return
+524.74%
AUM
$6.59B
AUM Growth
-$537M
Cap. Flow
-$726M
Cap. Flow %
-11.03%
Top 10 Hldgs %
15.08%
Holding
1,513
New
28
Increased
525
Reduced
694
Closed
35

Top Buys

Rank Stock Value
1
CHTR icon
Charter Communications
CHTR
+$13.5M
2
COO icon
Cooper Companies
COO
+$9.11M
3
FTV icon
Fortive
FTV
+$4.23M
4
JCI icon
Johnson Controls International
JCI
+$3.73M
5
MAR icon
Marriott International
MAR
+$2.29M

Top Sells

Rank Stock Value
1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$161M
2
SIZE icon
iShares MSCI USA Size Factor ETF
SIZE
+$154M
3
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$136M
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$124M
5
EMC
EMC CORPORATION
EMC
+$15.2M

Sector Composition

Rank Sector Weight
1 Technology 15.01%
2 Healthcare 14.46%
3 Financials 13.64%
4 Industrials 10.23%
5 Consumer Staples 10.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
V icon
26
Visa
V
$677B
$44.4M 0.67%
537,460
-2,800
-0.5% -$224K
HD icon
27
Home Depot
HD
$332B
$42.8M 0.65%
332,860
-1,400
-0.4% -$187K
CMCSA icon
28
Comcast
CMCSA
$79.1B
$41.4M 0.63%
1,246,982
-3,200
-0.3% -$107K
UNH icon
29
UnitedHealth
UNH
$382B
$39.4M 0.6%
281,766
+1,600
+0.6% +$224K
BAC icon
30
Bank of America
BAC
$435B
$39.3M 0.6%
2,512,940
-6,700
-0.3% -$99.8K
MCD icon
31
McDonald's
MCD
$188B
$39.3M 0.6%
340,664
-31,900
-9% -$3.78M
WMT icon
32
Walmart Inc
WMT
$871B
$38.6M 0.59%
1,604,220
-138,900
-8% -$3.37M
MDT icon
33
Medtronic
MDT
$107B
$34M 0.52%
393,596
-4,500
-1% -$392K
DIS icon
34
Walt Disney
DIS
$165B
$33.8M 0.51%
364,042
-2,100
-0.6% -$201K
C icon
35
Citigroup
C
$222B
$33.8M 0.51%
715,478
-4,400
-0.6% -$200K
QCOM icon
36
Qualcomm
QCOM
$176B
$32.7M 0.5%
476,667
-38,500
-7% -$2.34M
ORCL icon
37
Oracle
ORCL
$331B
$31.5M 0.48%
801,106
-22,800
-3% -$929K
AMGN icon
38
Amgen
AMGN
$203B
$30.7M 0.47%
184,282
– –
LLY icon
39
Eli Lilly
LLY
$1.07T
$30.4M 0.46%
378,980
-25,000
-6% -$2M
MMM icon
40
3M
MMM
$89B
$29.4M 0.45%
199,774
+239
+0.1% +$35.7K
SLB icon
41
SLB Ltd
SLB
$77.8B
$27.6M 0.42%
350,671
+1,600
+0.5% +$127K
CL icon
42
Colgate-Palmolive
CL
$72.6B
$26M 0.39%
350,133
-21,300
-6% -$1.57M
MA icon
43
Mastercard
MA
$477B
$25.9M 0.39%
254,490
-2,100
-0.8% -$201K
UPS icon
44
United Parcel Service
UPS
$97.6B
$25.9M 0.39%
236,690
+1,200
+0.5% +$131K
BMY icon
45
Bristol-Myers Squibb
BMY
$127B
$25.8M 0.39%
478,409
+2,300
+0.5% +$148K
GILD icon
46
Gilead Sciences
GILD
$161B
$25.7M 0.39%
324,916
-1,800
-0.6% -$146K
ACN icon
47
Accenture
ACN
$89.9B
$25.4M 0.39%
207,700
+600
+0.3% +$68.3K
ABBV icon
48
AbbVie
ABBV
$458B
$25.3M 0.38%
401,076
+4,300
+1% +$278K
DUK icon
49
Duke Energy
DUK
$102B
$25.1M 0.38%
313,537
-16,700
-5% -$1.38M
CVS icon
50
CVS Health
CVS
$137B
$25.1M 0.38%
281,634
-1,300
-0.5% -$123K
1
2
3 4 5

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Arizona State Retirement System's Q3 2016 Portfolio in Review

As of Q3 2016, Arizona State Retirement System held 1,513 positions worth $6.59B, down 7.5% from $7.12B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Arizona State Retirement System withdrew a net $726M in Q3 2016, closing 35 positions and reducing 694 holdings. Its most notable exit was iShares MSCI USA Quality Factor ETF, an estimated $161M position sold in full.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 13% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Arizona State Retirement System opened a new position in Fortive worth $4.23M.

  • Arizona State Retirement System's largest Q3 2016 buy was Fortive: 131,910 shares worth $4.23M.
  • Arizona State Retirement System added most to Charter Communications in Q3 2016, an estimated $13.5M increase.
  • Arizona State Retirement System's biggest Q3 2016 reduction was Microsoft, cutting an estimated $8.49M.
  • Arizona State Retirement System fully exited iShares MSCI USA Quality Factor ETF in Q3 2016, selling an estimated $161M.
  • Arizona State Retirement System's ten largest holdings make up 15% of its $6.59B portfolio in Q3 2016.
  • Arizona State Retirement System opened 28 new positions and closed 35 in Q3 2016.
  • Arizona State Retirement System's portfolio value fell 7.5% quarter-over-quarter to $6.59B.

Based on Arizona State Retirement System's 13F filing for Q3 2016, filed 1 Nov 2016.