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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
FIS icon
151
Fidelity National Information Services
FIS
$21.5B
$9.51M 0.14%
123,424
+13,100
+12% +$1.02M
ITW icon
152
Illinois Tool Works
ITW
$81.4B
$9.43M 0.14%
78,646
-700
-0.9% -$81.3K
NOC icon
153
Northrop Grumman
NOC
$77B
$9.4M 0.14%
43,931
-300
-0.7% -$65K
SCHW
154
Charles Schwab
SCHW
$177B
$9.36M 0.14%
296,482
+1,500
+0.5% +$44K
WEC icon
155
WEC Energy
WEC
$37.7B
$9.31M 0.14%
155,566
-7,700
-5% -$481K
HPE icon
156
Hewlett Packard
HPE
$63.2B
$9.31M 0.14%
704,011
+2,753
+0.4% +$34K
ELV icon
157
Elevance Health
ELV
$81.9B
$9.3M 0.14%
74,220
+400
+0.5% +$51.6K
YHOO
158
DELISTED
Yahoo Inc
YHOO
$9.29M 0.14%
215,656
+1,300
+0.6% +$53.3K
NSC icon
159
Norfolk Southern
NSC
$78.8B
$9.23M 0.14%
95,143
-8,300
-8% -$755K
SRE icon
160
Sempra
SRE
$60.8B
$9.23M 0.14%
172,254
-5,600
-3% -$305K
K
161
DELISTED
Kellanova
K
$9.21M 0.14%
126,565
+533
+0.4% +$40.8K
EQR icon
162
Equity Residential
EQR
$25.4B
$9.17M 0.14%
142,536
+800
+0.6% +$53.4K
LYB icon
163
LyondellBasell Industries
LYB
$19.5B
$9.04M 0.14%
112,016
-9,700
-8% -$750K
NVDA icon
164
NVIDIA
NVDA
$5.01T
$9.03M 0.14%
5,268,640
+292,000
+6% +$431K
COF icon
165
Capital One
COF
$124B
$8.95M 0.14%
124,592
-1,000
-0.8% -$68.7K
BAX icon
166
Baxter International
BAX
$11.6B
$8.8M 0.13%
184,912
-14,700
-7% -$693K
PRU icon
167
Prudential Financial
PRU
$41.7B
$8.79M 0.13%
107,608
-800
-0.7% -$61.4K
SNPS icon
168
Synopsys
SNPS
$71.5B
$8.75M 0.13%
147,491
+300
+0.2% +$17K
HPQ icon
169
HP
HPQ
$23.5B
$8.63M 0.13%
555,776
-42,600
-7% -$607K
HSIC icon
170
Henry Schein
HSIC
$9.74B
$8.44M 0.13%
132,090
+510
+0.4% +$33.9K
CAH icon
171
Cardinal Health
CAH
$53.4B
$8.44M 0.13%
108,607
-1,700
-2% -$137K
O icon
172
Realty Income
O
$61.2B
$8.33M 0.13%
128,484
+2,580
+2% +$170K
YUM icon
173
Yum! Brands
YUM
$41B
$8.28M 0.13%
126,879
-12,101
-9% -$772K
AON icon
174
Aon
AON
$77.3B
$8.26M 0.13%
73,449
+400
+0.5% +$44.1K
SPGI icon
175
S&P Global
SPGI
$126B
$8.23M 0.13%
65,043
+100
+0.2% +$12K
5 6
7
8 9

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VMPIC
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BCIM
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BBA
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AIMCA
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FCM
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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.