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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
GD icon
126
General Dynamics
GD
$105B
$11M 0.17%
70,696
+200
+0.3% +$29.8K
KMI icon
127
Kinder Morgan
KMI
$73.1B
$10.9M 0.17%
472,800
+23,900
+5% +$506K
PNC icon
128
PNC Financial Services
PNC
$100B
$10.9M 0.17%
121,042
-1,400
-1% -$120K
JCI icon
129
Johnson Controls International
JCI
$87.5B
$10.8M 0.16%
232,440
+80,524
+53% +$3.73M
FISV
130
Fiserv Inc
FISV
$27.2B
$10.8M 0.16%
216,256
-400
-0.2% -$21K
EBAY icon
131
eBay
EBAY
$48.6B
$10.5M 0.16%
319,410
-2,000
-0.6% -$60.4K
FDX icon
132
FedEx
FDX
$74.5B
$10.5M 0.16%
60,139
-1,100
-2% -$180K
BNY
133
Bank of New York Mellon
BNY
$108B
$10.5M 0.16%
262,866
-1,300
-0.5% -$51.9K
AZO icon
134
AutoZone
AZO
$48.3B
$10.5M 0.16%
13,628
-200
-1% -$156K
NFLX icon
135
Netflix
NFLX
$292B
$10.4M 0.16%
1,056,000
+5,000
+0.5% +$47.7K
APD icon
136
Air Products & Chemicals
APD
$66.3B
$10.4M 0.16%
74,788
+324
+0.4% +$44.9K
CI icon
137
Cigna
CI
$76.6B
$10.3M 0.16%
79,074
+500
+0.6% +$65.3K
PX
138
DELISTED
Praxair Inc
PX
$10.2M 0.15%
84,325
+400
+0.5% +$47.3K
ISRG icon
139
Intuitive Surgical
ISRG
$121B
$10.1M 0.15%
125,037
+2,700
+2% +$207K
SYY icon
140
Sysco
SYY
$39.7B
$9.78M 0.15%
199,459
-16,800
-8% -$863K
VTR icon
141
Ventas
VTR
$48.9B
$9.76M 0.15%
138,146
+4,200
+3% +$305K
ECL icon
142
Ecolab
ECL
$75.6B
$9.69M 0.15%
79,636
-100
-0.1% -$12.1K
CLX icon
143
Clorox
CLX
$11.6B
$9.69M 0.15%
77,415
-3,100
-4% -$406K
ETN icon
144
Eaton
ETN
$157B
$9.69M 0.15%
147,438
-12,400
-8% -$802K
RSG icon
145
Republic Services
RSG
$66.7B
$9.6M 0.15%
190,361
-6,900
-3% -$354K
AFL icon
146
Aflac
AFL
$63.9B
$9.55M 0.15%
265,788
-24,400
-8% -$888K
BCR
147
DELISTED
CR Bard Inc.
BCR
$9.54M 0.14%
42,518
+100
+0.2% +$22.5K
MCK icon
148
McKesson
MCK
$98.5B
$9.53M 0.14%
57,158
+300
+0.5% +$55.9K
WELL icon
149
Welltower
WELL
$178B
$9.52M 0.14%
127,295
+900
+0.7% +$68.9K
HAL icon
150
Halliburton
HAL
$27.9B
$9.52M 0.14%
212,004
+1,200
+0.6% +$52.4K
4 5
6
7 8

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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.