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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
OKE icon
451
Oneok
OKE
$58.7B
$2.66M 0.04%
51,800
+300
+0.6% +$14.2K
HOLX
452
DELISTED
Hologic
HOLX
$2.65M 0.04%
68,300
+8,800
+15% +$332K
TXT icon
453
Textron
TXT
$16.6B
$2.64M 0.04%
66,402
+500
+0.8% +$19.7K
HBAN icon
454
Huntington Bancshares
HBAN
$35.1B
$2.63M 0.04%
267,266
+71,300
+36% +$679K
PNR icon
455
Pentair
PNR
$10.2B
$2.63M 0.04%
61,036
-4,913
-7% -$207K
NVR icon
456
NVR
NVR
$17.2B
$2.62M 0.04%
1,600
– –
ULTI
457
DELISTED
Ultimate Software Group Inc
ULTI
$2.62M 0.04%
12,835
– –
FL
458
DELISTED
Foot Locker
FL
$2.62M 0.04%
38,700
-100
-0.3% -$6.24K
CSL icon
459
Carlisle Companies
CSL
$13.6B
$2.59M 0.04%
25,226
+100
+0.4% +$10.4K
KSS icon
460
Kohl's
KSS
$2.03B
$2.56M 0.04%
58,524
-6,200
-10% -$260K
SIVB
461
DELISTED
SVB Financial Group
SIVB
$2.56M 0.04%
23,123
– –
LDOS icon
462
Leidos
LDOS
$14.1B
$2.55M 0.04%
58,834
+32,200
+121% +$1.46M
NWE icon
463
NorthWestern Energy
NWE
$4.48B
$2.54M 0.04%
44,062
+19,000
+76% +$1.13M
HRL icon
464
Hormel Foods
HRL
$13.9B
$2.52M 0.04%
66,504
+200
+0.3% +$7.43K
PNY
465
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$2.52M 0.04%
41,999
-100
-0.2% -$6K
DHI icon
466
D.R. Horton
DHI
$41B
$2.52M 0.04%
83,400
+2,400
+3% +$77K
KMX icon
467
CarMax
KMX
$8.27B
$2.52M 0.04%
47,200
-300
-0.6% -$17K
WOOF
468
DELISTED
VCA Inc.
WOOF
$2.51M 0.04%
35,930
-100
-0.3% -$6.99K
TYL icon
469
Tyler Technologies
TYL
$12.2B
$2.51M 0.04%
14,659
+200
+1% +$33.3K
KSU
470
DELISTED
Kansas City Southern
KSU
$2.48M 0.04%
26,600
+100
+0.4% +$9.47K
JBLU icon
471
JetBlue
JBLU
$1.96B
$2.48M 0.04%
143,878
+400
+0.3% +$6.84K
CNP icon
472
CenterPoint Energy
CNP
$29.1B
$2.46M 0.04%
106,029
+400
+0.4% +$9.33K
EMN icon
473
Eastman Chemical
EMN
$7.8B
$2.46M 0.04%
36,356
-100
-0.3% -$6.71K
FTNT icon
474
Fortinet
FTNT
$112B
$2.41M 0.04%
326,380
+1,500
+0.5% +$10.5K
LAMR icon
475
Lamar Advertising Co
LAMR
$16.2B
$2.41M 0.04%
36,868
+100
+0.3% +$6.46K
17 18
19
20 21

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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.