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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
PDCO
401
DELISTED
Patterson Companies, Inc.
PDCO
$3M 0.05%
65,223
+200
+0.3% +$9.46K
IEX icon
402
IDEX
IEX
$16.5B
$2.99M 0.05%
31,990
+100
+0.3% +$9.03K
RPM icon
403
RPM International
RPM
$13.7B
$2.99M 0.05%
55,721
– –
HII icon
404
Huntington Ingalls Industries
HII
$11.3B
$2.99M 0.05%
19,499
-200
-1% -$33.2K
DNY
405
DELISTED
DONNELLEY R R & SONS CO
DNY
$2.99M 0.05%
190,311
+108,500
+133% +$1.71M
JKHY icon
406
Jack Henry & Associates
JKHY
$10.7B
$2.99M 0.05%
34,902
-200
-0.6% -$17.5K
TFCF
407
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.97M 0.05%
119,900
+14,100
+13% +$367K
CTRA
408
DELISTED
Coterra Energy
CTRA
$2.95M 0.04%
114,500
+400
+0.4% +$10K
OGE icon
409
OGE Energy
OGE
$10.3B
$2.95M 0.04%
93,395
-5,300
-5% -$168K
TRMB icon
410
Trimble
TRMB
$12.3B
$2.94M 0.04%
102,857
-900
-0.9% -$24.1K
FDS icon
411
Factset
FDS
$9.05B
$2.92M 0.04%
18,046
-200
-1% -$34.5K
AJG icon
412
Arthur J. Gallagher & Co
AJG
$63.7B
$2.91M 0.04%
57,266
-4,500
-7% -$222K
GPN icon
413
Global Payments
GPN
$22.1B
$2.9M 0.04%
37,800
– –
HAS icon
414
Hasbro
HAS
$12.6B
$2.89M 0.04%
36,405
-2,800
-7% -$227K
CMS icon
415
CMS Energy
CMS
$23.1B
$2.89M 0.04%
68,698
+200
+0.3% +$8.73K
EXR icon
416
Extra Space Storage
EXR
$31.2B
$2.88M 0.04%
36,200
+300
+0.8% +$25.3K
LLL
417
DELISTED
L3 Technologies, Inc.
LLL
$2.87M 0.04%
19,005
+100
+0.5% +$14.9K
CSC
418
DELISTED
Computer Sciences
CSC
$2.86M 0.04%
54,855
+700
+1% +$33.8K
OHI icon
419
Omega Healthcare
OHI
$15.4B
$2.86M 0.04%
80,775
+11,600
+17% +$412K
AYI icon
420
Acuity Brands
AYI
$9.88B
$2.86M 0.04%
10,800
– –
HST icon
421
Host Hotels & Resorts
HST
$16.8B
$2.85M 0.04%
182,880
-400
-0.2% -$6.86K
STX icon
422
Seagate
STX
$193B
$2.83M 0.04%
73,500
+300
+0.4% +$9.74K
SBNY
423
DELISTED
Signature Bank
SBNY
$2.82M 0.04%
23,841
-100
-0.4% -$12K
DOV icon
424
Dover
DOV
$27.2B
$2.82M 0.04%
47,381
+248
+0.5% +$14.4K
LNT icon
425
Alliant Energy
LNT
$19.4B
$2.82M 0.04%
73,530
-38,770
-35% -$1.52M
15 16
17
18 19

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VMPIC
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BCIM
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BBA
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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.