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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
MAC icon
276
Macerich
MAC
$7.32B
$5.06M 0.08%
62,600
-1,300
-2% -$110K
GGP
277
DELISTED
GGP Inc.
GGP
$5.02M 0.08%
181,800
+1,000
+0.6% +$29.8K
GEN icon
278
Gen Digital
GEN
$15.6B
$5M 0.08%
199,061
-18,700
-9% -$425K
NLSN
279
DELISTED
Nielsen Holdings plc
NLSN
$4.98M 0.08%
93,000
-5,800
-6% -$308K
TAP icon
280
Molson Coors Class B
TAP
$7.68B
$4.98M 0.08%
45,321
+200
+0.4% +$20.3K
BBWI icon
281
Bath & Body Works
BBWI
$4.01B
$4.92M 0.07%
86,015
-3,711
-4% -$219K
RMD icon
282
ResMed
RMD
$28.3B
$4.91M 0.07%
75,780
+100
+0.1% +$6.66K
WAT icon
283
Waters Corp
WAT
$36.8B
$4.9M 0.07%
30,897
-100
-0.3% -$15.5K
MNST icon
284
Monster Beverage
MNST
$91.4B
$4.89M 0.07%
199,800
-7,200
-3% -$187K
RNR icon
285
RenaissanceRe
RNR
$13.7B
$4.89M 0.07%
40,669
-700
-2% -$82.5K
EL icon
286
Estee Lauder
EL
$29B
$4.81M 0.07%
54,358
-200
-0.4% -$18.2K
CXO
287
DELISTED
CONCHO RESOURCES INC.
CXO
$4.81M 0.07%
35,000
+3,000
+9% +$380K
VNO icon
288
Vornado Realty Trust
VNO
$7.47B
$4.8M 0.07%
58,654
-1,360
-2% -$113K
APTV icon
289
Aptiv
APTV
$12B
$4.79M 0.07%
67,200
+200
+0.3% +$13.5K
AAL icon
290
American Airlines Group
AAL
$9.58B
$4.78M 0.07%
130,500
-11,300
-8% -$399K
DLR icon
291
Digital Realty Trust
DLR
$73.7B
$4.75M 0.07%
48,900
+1,100
+2% +$112K
AWK icon
292
American Water Works
AWK
$26.3B
$4.66M 0.07%
62,200
+300
+0.5% +$23.5K
CDNS icon
293
Cadence Design Systems
CDNS
$90B
$4.61M 0.07%
180,505
-4,100
-2% -$103K
LLTC
294
DELISTED
Linear Technology Corp
LLTC
$4.6M 0.07%
77,575
-5,900
-7% -$331K
CHRW icon
295
C.H. Robinson
CHRW
$22B
$4.58M 0.07%
65,020
+200
+0.3% +$14K
CERN
296
DELISTED
Cerner Corp
CERN
$4.57M 0.07%
74,000
+200
+0.3% +$12.6K
ROP icon
297
Roper Technologies
ROP
$36.3B
$4.56M 0.07%
25,000
+200
+0.8% +$34.9K
SWK icon
298
Stanley Black & Decker
SWK
$14.2B
$4.56M 0.07%
37,092
+300
+0.8% +$36.2K
PFG icon
299
Principal Financial Group
PFG
$23.6B
$4.55M 0.07%
88,316
-8,000
-8% -$374K
MU icon
300
Micron Technology
MU
$1.04T
$4.55M 0.07%
255,749
+1,400
+0.6% +$21.4K
10 11
12
13 14

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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.