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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
LOW icon
76
Lowe's Companies
LOW
$116B
$17.5M 0.27%
242,344
-2,600
-1% -$202K
BDX icon
77
Becton Dickinson
BDX
$43.1B
$17.4M 0.26%
99,220
+717
+0.7% +$123K
TJX icon
78
TJX Companies
TJX
$170B
$17.3M 0.26%
463,590
-1,800
-0.4% -$70.4K
WBA
79
DELISTED
Walgreens Boots Alliance
WBA
$17M 0.26%
210,568
-1,400
-0.7% -$114K
BIIB icon
80
Biogen
BIIB
$29.9B
$16.9M 0.26%
53,998
+300
+0.6% +$88.9K
MDLZ icon
81
Mondelez International
MDLZ
$77.7B
$16.8M 0.26%
383,095
+2,400
+0.6% +$105K
AVGO icon
82
Broadcom
AVGO
$1.82T
$16.8M 0.26%
973,550
+64,000
+7% +$1.07M
D icon
83
Dominion Energy
D
$62.5B
$16.7M 0.25%
224,234
+5,500
+3% +$419K
ADBE icon
84
Adobe
ADBE
$89.5B
$16M 0.24%
147,722
+300
+0.2% +$30.1K
SYK icon
85
Stryker
SYK
$127B
$15.8M 0.24%
135,741
– –
TGT icon
86
Target
TGT
$62.1B
$15.6M 0.24%
227,641
-19,600
-8% -$1.4M
OXY icon
87
Occidental Petroleum
OXY
$57B
$15.5M 0.24%
212,936
+900
+0.4% +$67.4K
TWX
88
DELISTED
Time Warner Inc
TWX
$15.2M 0.23%
191,536
-1,400
-0.7% -$109K
ED icon
89
Consolidated Edison
ED
$41.6B
$15.2M 0.23%
201,515
-2,900
-1% -$225K
AMT icon
90
American Tower
AMT
$77.7B
$15M 0.23%
132,466
+900
+0.7% +$103K
GS icon
91
Goldman Sachs
GS
$313B
$15M 0.23%
92,842
-1,900
-2% -$309K
PSA icon
92
Public Storage
PSA
$60.2B
$14.9M 0.23%
66,655
+800
+1% +$187K
AIG icon
93
American International
AIG
$41.9B
$14.9M 0.23%
250,453
-24,000
-9% -$1.37M
PAYX icon
94
Paychex
PAYX
$40.4B
$14.4M 0.22%
248,710
-7,600
-3% -$456K
BLK icon
95
Blackrock
BLK
$164B
$14.3M 0.22%
39,442
-4,200
-10% -$1.53M
CCI icon
96
Crown Castle
CCI
$32.7B
$13.6M 0.21%
144,640
+1,500
+1% +$144K
TRV icon
97
Travelers Companies
TRV
$80.8B
$13.5M 0.21%
118,015
-8,700
-7% -$1.02M
COP icon
98
ConocoPhillips
COP
$147B
$13.3M 0.2%
304,980
+1,200
+0.4% +$49.9K
PCG icon
99
PG&E
PCG
$47.8B
$13.2M 0.2%
216,255
-11,000
-5% -$698K
DHR icon
100
Danaher
DHR
$135B
$13.2M 0.2%
189,468
-56,274
-23% -$3.99M
2 3
4
5 6

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PP
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VMPIC
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BCIM
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BBA
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Macquarie Group
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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.