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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
INGR icon
326
Ingredion
INGR
$6.38B
$3.98M 0.06%
29,898
– –
WRK
327
DELISTED
WestRock Company
WRK
$3.95M 0.06%
81,553
-6,700
-8% -$299K
FAST icon
328
Fastenal
FAST
$54B
$3.91M 0.06%
374,300
-28,800
-7% -$306K
ROK icon
329
Rockwell Automation
ROK
$51.4B
$3.9M 0.06%
31,900
-100
-0.3% -$11.7K
AEE icon
330
Ameren
AEE
$31.5B
$3.86M 0.06%
78,547
-6,100
-7% -$311K
CDK
331
DELISTED
CDK Global, Inc.
CDK
$3.83M 0.06%
66,701
-2,500
-4% -$144K
UAL icon
332
United Airlines
UAL
$38.4B
$3.79M 0.06%
72,200
-10,100
-12% -$486K
NBL
333
DELISTED
Noble Energy, Inc.
NBL
$3.78M 0.06%
105,788
+700
+0.7% +$24.6K
A icon
334
Agilent Technologies
A
$39.1B
$3.78M 0.06%
80,209
-200
-0.2% -$9.33K
WR
335
DELISTED
Westar Energy Inc
WR
$3.77M 0.06%
66,340
-3,700
-5% -$205K
LRCX icon
336
Lam Research
LRCX
$382B
$3.73M 0.06%
394,280
+3,000
+0.8% +$27.3K
AGNC icon
337
AGNC Investment
AGNC
$12.3B
$3.72M 0.06%
190,600
-2,700
-1% -$52.9K
VMC icon
338
Vulcan Materials
VMC
$36.3B
$3.72M 0.06%
32,726
+100
+0.3% +$11.8K
M icon
339
Macy's
M
$6.15B
$3.7M 0.06%
99,850
-7,900
-7% -$286K
LHX icon
340
L3Harris
LHX
$55.9B
$3.69M 0.06%
40,252
-3,200
-7% -$284K
LUMN icon
341
Lumen
LUMN
$6.53B
$3.69M 0.06%
134,418
+500
+0.4% +$14.6K
CINF icon
342
Cincinnati Financial
CINF
$28.3B
$3.69M 0.06%
48,876
-3,600
-7% -$273K
RHT
343
DELISTED
Red Hat Inc
RHT
$3.6M 0.05%
44,600
+100
+0.2% +$7.44K
VRSK icon
344
Verisk Analytics
VRSK
$26.4B
$3.6M 0.05%
44,300
+700
+2% +$57.9K
MJN
345
DELISTED
Mead Johnson Nutrition Company
MJN
$3.6M 0.05%
45,500
-300
-0.7% -$25.6K
ARE icon
346
Alexandria Real Estate Equities
ARE
$8.88B
$3.59M 0.05%
33,028
+1,700
+5% +$185K
NTRS icon
347
Northern Trust
NTRS
$22.2B
$3.56M 0.05%
52,404
-200
-0.4% -$13.6K
TDG icon
348
TransDigm Group
TDG
$69.2B
$3.56M 0.05%
12,300
-700
-5% -$196K
HES
349
DELISTED
Hess
HES
$3.55M 0.05%
66,262
+1,600
+2% +$85.7K
MSCI icon
350
MSCI
MSCI
$40B
$3.54M 0.05%
42,114
+3,400
+9% +$289K
12 13
14
15 16

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VMPIC
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BCIM
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BBA
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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.