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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
EQIX icon
226
Equinix
EQIX
$107B
$6.31M 0.1%
17,522
+500
+3% +$185K
IP icon
227
International Paper
IP
$22.3B
$6.31M 0.1%
138,917
-10,349
-7% -$456K
STT icon
228
State Street
STT
$50.9B
$6.29M 0.1%
90,274
-6,800
-7% -$444K
NWL icon
229
Newell Brands
NWL
$2.16B
$6.25M 0.1%
118,776
+6,800
+6% +$352K
VAR
230
DELISTED
Varian Medical Systems, Inc.
VAR
$6.23M 0.09%
71,333
-342
-0.5% -$27.9K
NLY icon
231
Annaly Capital Management
NLY
$16.9B
$6.16M 0.09%
146,625
+14,175
+11% +$614K
COR icon
232
Cencora
COR
$60.3B
$6.14M 0.09%
76,044
-2,300
-3% -$197K
IT icon
233
Gartner
IT
$9.41B
$6.14M 0.09%
69,380
+100
+0.1% +$9.38K
CAG icon
234
Conagra Brands
CAG
$7.07B
$6.08M 0.09%
165,981
-5,268
-3% -$189K
DE icon
235
Deere & Co
DE
$170B
$6.08M 0.09%
71,277
-2,000
-3% -$164K
FRT icon
236
Federal Realty Investment Trust
FRT
$10.9B
$6M 0.09%
39,000
+600
+2% +$97K
MSI icon
237
Motorola Solutions
MSI
$69.4B
$6M 0.09%
78,624
+2,400
+3% +$175K
DVA icon
238
DaVita
DVA
$15.1B
$5.96M 0.09%
90,286
+300
+0.3% +$21.1K
APA icon
239
APA Corp
APA
$12.8B
$5.96M 0.09%
93,385
+500
+0.5% +$27.3K
LUV icon
240
Southwest Airlines
LUV
$22.1B
$5.94M 0.09%
152,736
-3,900
-2% -$148K
PGR icon
241
Progressive
PGR
$124B
$5.93M 0.09%
188,380
-15,100
-7% -$492K
CTAS icon
242
Cintas
CTAS
$82.4B
$5.93M 0.09%
210,564
-1,600
-0.8% -$43.8K
WY icon
243
Weyerhaeuser
WY
$17.3B
$5.89M 0.09%
184,369
+1,100
+0.6% +$34.8K
DG icon
244
Dollar General
DG
$25.9B
$5.84M 0.09%
83,500
-6,200
-7% -$525K
MTB icon
245
M&T Bank
MTB
$36.2B
$5.76M 0.09%
49,626
-4,200
-8% -$488K
APH icon
246
Amphenol
APH
$188B
$5.7M 0.09%
350,896
+2,400
+0.7% +$36.5K
DVN icon
247
Devon Energy
DVN
$51.9B
$5.69M 0.09%
128,974
+400
+0.3% +$16.2K
GPC icon
248
Genuine Parts
GPC
$17.1B
$5.67M 0.09%
56,487
-4,000
-7% -$406K
TEL icon
249
TE Connectivity
TEL
$58.8B
$5.64M 0.09%
87,600
-100
-0.1% -$6.12K
DFS
250
DELISTED
Discover Financial Services
DFS
$5.62M 0.09%
99,378
-1,700
-2% -$97.4K
8 9
10
11 12

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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.