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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
AAPL icon
1
Apple
AAPL
$4.81T
$150M 2.28%
5,322,340
-66,800
-1% -$1.77M
MSFT icon
2
Microsoft
MSFT
$2.95T
$137M 2.08%
2,381,832
-150,400
-6% -$8.49M
XOM icon
3
ExxonMobil
XOM
$629B
$116M 1.77%
1,332,542
-75,000
-5% -$6.65M
JNJ icon
4
Johnson & Johnson
JNJ
$599B
$110M 1.66%
927,414
-63,100
-6% -$7.66M
T icon
5
AT&T
T
$155B
$89.4M 1.36%
2,914,452
-203,896
-7% -$6.44M
PG icon
6
Procter & Gamble
PG
$345B
$86.3M 1.31%
961,741
-70,800
-7% -$6.15M
AMZN icon
7
Amazon
AMZN
$2.66T
$81.2M 1.23%
1,938,440
+40,000
+2% +$1.53M
META icon
8
Meta Platforms (Facebook)
META
$1.63T
$75.9M 1.15%
592,000
+5,200
+0.9% +$646K
BRK.B icon
9
Berkshire Hathaway Class B
BRK.B
$1.06T
$74.5M 1.13%
515,529
+8,200
+2% +$1.2M
PFE icon
10
Pfizer
PFE
$142B
$72.8M 1.11%
2,264,995
-174,964
-7% -$5.85M
GE icon
11
GE Aerospace
GE
$354B
$65.4M 0.99%
460,451
-10,224
-2% -$1.53M
CVX icon
12
Chevron
CVX
$381B
$63.7M 0.97%
619,203
-46,700
-7% -$4.77M
MRK icon
13
Merck
MRK
$312B
$62.3M 0.95%
1,045,361
-74,094
-7% -$4.33M
GOOGL icon
14
Alphabet (Google) Class A
GOOGL
$4.24T
$61M 0.93%
1,517,680
+14,000
+0.9% +$548K
VZ icon
15
Verizon
VZ
$183B
$60.5M 0.92%
1,163,009
+4,800
+0.4% +$258K
KO icon
16
Coca-Cola
KO
$353B
$60.3M 0.92%
1,424,179
-105,500
-7% -$4.62M
INTC icon
17
Intel
INTC
$530B
$60.2M 0.91%
1,593,579
-116,500
-7% -$4.13M
JPM icon
18
JPMorgan Chase
JPM
$918B
$59.2M 0.9%
889,437
-7,500
-0.8% -$489K
PEP icon
19
PepsiCo
PEP
$184B
$59.1M 0.9%
542,941
-37,400
-6% -$4.03M
GOOG icon
20
Alphabet (Google) Class C
GOOG
$4.22T
$56.5M 0.86%
1,454,860
+6,000
+0.4% +$228K
CSCO icon
21
Cisco
CSCO
$442B
$55.8M 0.85%
1,759,363
-126,200
-7% -$3.88M
PM icon
22
Philip Morris
PM
$293B
$51.1M 0.78%
525,196
-38,600
-7% -$3.87M
WFC icon
23
Wells Fargo
WFC
$266B
$50.5M 0.77%
1,141,215
-15,000
-1% -$718K
IBM icon
24
IBM
IBM
$198B
$49.5M 0.75%
325,851
-27,405
-8% -$4.16M
MO icon
25
Altria Group
MO
$125B
$45.2M 0.69%
714,957
-49,700
-6% -$3.3M
1
2 3 4 5

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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.