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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
IDXX icon
301
Idexx Laboratories
IDXX
$42.9B
$4.49M 0.07%
39,834
– –
NOV icon
302
NOV
NOV
$7.45B
$4.49M 0.07%
122,201
-9,200
-7% -$309K
MCO icon
303
Moody's
MCO
$81.7B
$4.47M 0.07%
41,241
-200
-0.5% -$21K
XLNX
304
DELISTED
Xilinx Inc
XLNX
$4.46M 0.07%
82,089
-6,600
-7% -$339K
ETR icon
305
Entergy
ETR
$54.1B
$4.44M 0.07%
115,784
-8,800
-7% -$350K
EFX icon
306
Equifax
EFX
$20.3B
$4.4M 0.07%
32,681
+200
+0.6% +$26.5K
DOC icon
307
Healthpeak Properties
DOC
$15.4B
$4.37M 0.07%
126,428
+659
+0.5% +$23.1K
MCHP icon
308
Microchip Technology
MCHP
$42.8B
$4.33M 0.07%
139,338
-10,200
-7% -$297K
VTRS icon
309
Viatris
VTRS
$20.1B
$4.32M 0.07%
113,308
+8,600
+8% +$382K
TT icon
310
Trane Technologies
TT
$106B
$4.31M 0.07%
63,500
+300
+0.5% +$20K
SJM icon
311
J.M. Smucker
SJM
$12.6B
$4.29M 0.07%
31,655
-700
-2% -$103K
WWAV
312
DELISTED
The WhiteWave Foods Company
WWAV
$4.29M 0.07%
78,748
-100
-0.1% -$5.5K
VIAB
313
DELISTED
Viacom Inc. Class B
VIAB
$4.28M 0.07%
112,283
-8,600
-7% -$356K
WRB icon
314
W.R. Berkley
WRB
$28B
$4.25M 0.06%
248,329
+2,362
+1% +$40.9K
WTW icon
315
Willis Towers Watson
WTW
$27.9B
$4.25M 0.06%
32,000
-2,000
-6% -$249K
FTV icon
316
Fortive
FTV
$19B
$4.23M 0.06%
+131,910
New +$4.23M
IVZ icon
317
Invesco
IVZ
$13.3B
$4.17M 0.06%
133,281
-12,200
-8% -$358K
DGX icon
318
Quest Diagnostics
DGX
$25.1B
$4.17M 0.06%
49,221
-600
-1% -$50.4K
PH icon
319
Parker-Hannifin
PH
$125B
$4.13M 0.06%
32,924
-100
-0.3% -$11.9K
WDC icon
320
Western Digital
WDC
$179B
$4.09M 0.06%
92,627
+1,323
+1% +$49.9K
EXPD icon
321
Expeditors International
EXPD
$22.9B
$4.07M 0.06%
79,034
+100
+0.1% +$5.06K
HIG icon
322
Hartford Financial Services
HIG
$38.5B
$4.07M 0.06%
95,041
-1,500
-2% -$62.8K
PKG icon
323
Packaging Corp of America
PKG
$22.7B
$3.99M 0.06%
49,145
-2,600
-5% -$199K
DRE
324
DELISTED
Duke Realty Corp.
DRE
$3.99M 0.06%
145,863
+1,800
+1% +$49.7K
CMG icon
325
Chipotle Mexican Grill
CMG
$40.8B
$3.98M 0.06%
470,000
– –
11 12
13
14 15

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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.