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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
AOS icon
376
A.O. Smith
AOS
$8.38B
$3.25M 0.05%
65,886
-400
-0.6% -$18.7K
KEY icon
377
KeyCorp
KEY
$24.3B
$3.24M 0.05%
266,500
+59,900
+29% +$717K
NUVA
378
DELISTED
NuVasive, Inc.
NUVA
$3.22M 0.05%
48,315
+22,400
+86% +$1.43M
DRI icon
379
Darden Restaurants
DRI
$22.5B
$3.21M 0.05%
52,428
-200
-0.4% -$12.4K
ATO icon
380
Atmos Energy
ATO
$29.9B
$3.21M 0.05%
43,073
+600
+1% +$46.2K
CRUS icon
381
Cirrus Logic
CRUS
$6.74B
$3.18M 0.05%
59,898
+27,600
+85% +$1.33M
CFG icon
382
Citizens Financial Group
CFG
$30.4B
$3.16M 0.05%
127,900
-1,900
-1% -$43.7K
XEC
383
DELISTED
CIMAREX ENERGY CO
XEC
$3.14M 0.05%
23,400
+100
+0.4% +$12.5K
ALGN icon
384
Align Technology
ALGN
$12B
$3.14M 0.05%
33,460
+1,000
+3% +$90.4K
TFX icon
385
Teleflex
TFX
$5.85B
$3.13M 0.05%
18,624
+200
+1% +$35.8K
NNN icon
386
NNN REIT
NNN
$9.39B
$3.11M 0.05%
61,179
+1,100
+2% +$56.2K
WAB icon
387
Wabtec
WAB
$51.1B
$3.11M 0.05%
38,079
-100
-0.3% -$7.34K
MHK icon
388
Mohawk Industries
MHK
$6.9B
$3.1M 0.05%
15,500
-100
-0.6% -$20.6K
RCL icon
389
Royal Caribbean
RCL
$78.7B
$3.1M 0.05%
41,300
+100
+0.2% +$7.04K
BFH icon
390
Bread Financial
BFH
$4.21B
$3.09M 0.05%
18,043
-126
-0.7% -$21.4K
EQT icon
391
EQT Corp
EQT
$33.2B
$3.09M 0.05%
78,087
+184
+0.2% +$7.28K
BEN icon
392
Franklin Resources
BEN
$16.9B
$3.08M 0.05%
86,587
-3,800
-4% -$134K
GWW icon
393
W.W. Grainger
GWW
$65.3B
$3.07M 0.05%
13,650
-200
-1% -$44.9K
UGI icon
394
UGI
UGI
$8B
$3.06M 0.05%
67,608
+100
+0.1% +$4.56K
RF icon
395
Regions Financial
RF
$26.3B
$3.05M 0.05%
309,099
-1,600
-0.5% -$15K
MAA icon
396
Mid-America Apartment Communities
MAA
$15.6B
$3.04M 0.05%
32,399
– –
RJF icon
397
Raymond James Financial
RJF
$32.5B
$3.04M 0.05%
78,273
– –
ASH icon
398
Ashland
ASH
$3.04B
$3.01M 0.05%
53,070
-205
-0.4% -$11.8K
WHR icon
399
Whirlpool
WHR
$2.42B
$3M 0.05%
18,529
-100
-0.5% -$17.7K
KIM icon
400
Kimco Realty
KIM
$17.6B
$3M 0.05%
103,486
+500
+0.5% +$15.2K
14 15
16
17 18

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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.