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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
BA icon
51
Boeing
BA
$165B
$25M 0.38%
189,749
-22,300
-11% -$2.94M
SO icon
52
Southern Company
SO
$110B
$23.8M 0.36%
463,068
-6,200
-1% -$327K
TXN icon
53
Texas Instruments
TXN
$255B
$22.8M 0.35%
324,801
-25,700
-7% -$1.75M
AGN
54
DELISTED
Allergan plc
AGN
$22.8M 0.35%
98,977
+500
+0.5% +$122K
NEE icon
55
NextEra Energy
NEE
$187B
$22.1M 0.34%
722,976
-40,000
-5% -$1.26M
SBUX icon
56
Starbucks
SBUX
$118B
$22.1M 0.34%
408,338
+1,700
+0.4% +$95.1K
LMT icon
57
Lockheed Martin
LMT
$134B
$21.9M 0.33%
91,554
-10,500
-10% -$2.63M
HON icon
58
Honeywell
HON
$77.1B
$21.8M 0.33%
208,472
+445
+0.2% +$46.5K
ADP icon
59
Automatic Data Processing
ADP
$100B
$20.7M 0.31%
234,728
-11,400
-5% -$1.03M
GIS icon
60
General Mills
GIS
$19.2B
$20.4M 0.31%
319,298
-13,300
-4% -$925K
SPG icon
61
Simon Property Group
SPG
$74.5B
$20.2M 0.31%
97,558
+1,600
+2% +$347K
UNP icon
62
Union Pacific
UNP
$183B
$20M 0.3%
205,124
-1,200
-0.6% -$112K
CELG
63
DELISTED
Celgene Corp
CELG
$20M 0.3%
190,918
+900
+0.5% +$97.4K
CB icon
64
Chubb
CB
$140B
$19.9M 0.3%
158,517
+1,100
+0.7% +$140K
RTX icon
65
RTX Corp
RTX
$287B
$19.5M 0.3%
304,626
+1,272
+0.4% +$84.4K
DD
66
DELISTED
Du Pont De Nemours E I
DD
$18.9M 0.29%
282,918
-21,600
-7% -$1.47M
DD icon
67
DuPont de Nemours
DD
$18.6B
$18.9M 0.29%
143,937
-10,503
-7% -$1.4M
ABT icon
68
Abbott
ABT
$180B
$18.8M 0.28%
443,604
+1,800
+0.4% +$77.1K
NKE icon
69
Nike
NKE
$61.9B
$18.5M 0.28%
350,528
+5,200
+2% +$294K
KMB icon
70
Kimberly-Clark
KMB
$36.4B
$18.2M 0.28%
144,628
-9,100
-6% -$1.18M
USB icon
71
US Bancorp
USB
$99.6B
$18.2M 0.28%
425,243
-2,000
-0.5% -$85K
COST icon
72
Costco
COST
$415B
$18.2M 0.28%
119,395
+500
+0.4% +$80.8K
BKNG icon
73
Booking.com
BKNG
$138B
$18M 0.27%
305,000
– –
CHTR icon
74
Charter Communications
CHTR
$14.7B
$17.8M 0.27%
65,800
+53,300
+426% +$13.5M
TMO icon
75
Thermo Fisher Scientific
TMO
$211B
$17.6M 0.27%
110,678
+600
+0.5% +$92.5K
1 2
3
4 5

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PP
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VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
BCIM
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
Baker Bros. Advisors New York $17.4B AUM 131.5% 1-Year Est. Return
Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
AIMCA
Alberta Investment Management Corp (AIMCo) Edmonton, Alberta, Canada $16.7B AUM 23.27% 1-Year Est. Return
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.