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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
CHD icon
201
Church & Dwight Co
CHD
$23.1B
$7.03M 0.11%
146,700
-100
-0.1% -$4.93K
MPC icon
202
Marathon Petroleum
MPC
$90.3B
$6.95M 0.11%
171,214
-13,600
-7% -$552K
PLD icon
203
Prologis
PLD
$138B
$6.95M 0.11%
129,800
+900
+0.7% +$47.5K
KR icon
204
Kroger
KR
$34.8B
$6.94M 0.11%
233,720
-200
-0.1% -$6.65K
INTU icon
205
Intuit
INTU
$81.1B
$6.93M 0.11%
62,990
-2,400
-4% -$268K
PEG icon
206
Public Service Enterprise Group
PEG
$39.8B
$6.86M 0.1%
163,801
-12,700
-7% -$560K
PPG icon
207
PPG Industries
PPG
$25.9B
$6.77M 0.1%
65,536
+300
+0.5% +$31.5K
ALXN
208
DELISTED
Alexion Pharmaceuticals
ALXN
$6.76M 0.1%
55,200
+200
+0.4% +$25.7K
CCL icon
209
Carnival Corporation Ltd
CCL
$36.1B
$6.59M 0.1%
134,936
-15,600
-10% -$722K
ILMN icon
210
Illumina
ILMN
$29.4B
$6.56M 0.1%
37,111
– –
ES icon
211
Eversource Energy
ES
$28.2B
$6.54M 0.1%
120,767
-7,900
-6% -$446K
OMC icon
212
Omnicom Group
OMC
$22.7B
$6.52M 0.1%
76,656
-6,500
-8% -$545K
CMI icon
213
Cummins
CMI
$91.7B
$6.5M 0.1%
50,709
-5,400
-10% -$655K
KDP icon
214
Keurig Dr Pepper
KDP
$40.4B
$6.48M 0.1%
70,958
-5,000
-7% -$474K
BR icon
215
Broadridge
BR
$17.2B
$6.47M 0.1%
95,438
-100
-0.1% -$6.83K
MKC icon
216
McCormick & Company Non-Voting
MKC
$13.4B
$6.47M 0.1%
129,482
+600
+0.5% +$30.4K
SHW icon
217
Sherwin-Williams
SHW
$78.3B
$6.46M 0.1%
70,071
+1,500
+2% +$145K
ADI icon
218
Analog Devices
ADI
$181B
$6.42M 0.1%
99,549
-7,900
-7% -$490K
TFCFA
219
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$6.35M 0.1%
262,051
-6,700
-2% -$171K
ZTS icon
220
Zoetis
ZTS
$31.6B
$6.34M 0.1%
121,900
+9,900
+9% +$501K
LH icon
221
Labcorp
LH
$24.3B
$6.34M 0.1%
53,669
+350
+0.7% +$41.2K
ANSS
222
DELISTED
Ansys
ANSS
$6.34M 0.1%
68,435
-400
-0.6% -$37.3K
EG icon
223
Everest Group
EG
$15.2B
$6.33M 0.1%
33,311
-300
-0.9% -$56.4K
EA icon
224
Electronic Arts
EA
$52.4B
$6.33M 0.1%
74,073
+100
+0.1% +$8K
EW icon
225
Edwards Lifesciences
EW
$47.6B
$6.32M 0.1%
157,200
+1,500
+1% +$56.5K
7 8
9
10 11

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VMPIC
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BCIM
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BBA
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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.