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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
EWBC icon
501
East-West Bancorp
EWBC
$17.9B
$2.25M 0.03%
61,352
-100
-0.2% -$3.52K
NDSN icon
502
Nordson
NDSN
$16.5B
$2.23M 0.03%
22,379
-300
-1% -$27.8K
DEI icon
503
Douglas Emmett
DEI
$2.06B
$2.23M 0.03%
60,836
+1,200
+2% +$44.4K
WFM
504
DELISTED
Whole Foods Market Inc
WFM
$2.23M 0.03%
78,470
-300
-0.4% -$9.23K
CPRT icon
505
Copart
CPRT
$25.9B
$2.22M 0.03%
332,200
-8,000
-2% -$51K
SEE
506
DELISTED
Sealed Air
SEE
$2.22M 0.03%
48,454
+100
+0.2% +$4.7K
POST icon
507
Post Holdings
POST
$4.12B
$2.22M 0.03%
43,892
+153
+0.3% +$8.39K
TSCO icon
508
Tractor Supply
TSCO
$16.3B
$2.22M 0.03%
164,500
+1,000
+0.6% +$16.6K
IPG
509
DELISTED
Interpublic Group of Companies
IPG
$2.21M 0.03%
98,715
– –
FBIN icon
510
Fortune Brands Innovations
FBIN
$6.12B
$2.2M 0.03%
44,343
-39,908
-47% -$2.09M
EV
511
DELISTED
Eaton Vance Corp.
EV
$2.19M 0.03%
56,131
-3,100
-5% -$119K
EGN
512
DELISTED
Energen
EGN
$2.19M 0.03%
37,917
– –
PVH icon
513
PVH
PVH
$3.71B
$2.19M 0.03%
19,800
-100
-0.5% -$10.3K
BEAV
514
DELISTED
B/E Aerospace Inc
BEAV
$2.17M 0.03%
42,054
-300
-0.7% -$14.5K
SNA icon
515
Snap-on
SNA
$20.9B
$2.17M 0.03%
14,273
– –
WCG
516
DELISTED
Wellcare Health Plans, Inc.
WCG
$2.16M 0.03%
18,473
– –
HIW icon
517
Highwoods Properties
HIW
$3.71B
$2.15M 0.03%
41,317
+500
+1% +$26.6K
PTC icon
518
PTC
PTC
$13.7B
$2.14M 0.03%
48,377
+100
+0.2% +$4.15K
GNTX icon
519
Gentex
GNTX
$4.88B
$2.14M 0.03%
121,691
-1,000
-0.8% -$17.3K
BF.B icon
520
Brown-Forman Class B
BF.B
$12B
$2.13M 0.03%
70,203
-6,719
-9% -$209K
DNKN
521
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.13M 0.03%
40,822
– –
NFX
522
DELISTED
Newfield Exploration
NFX
$2.13M 0.03%
48,900
+600
+1% +$26.4K
MSCC
523
DELISTED
Microsemi Corp
MSCC
$2.11M 0.03%
50,300
-100
-0.2% -$3.83K
DHC
524
Diversified Healthcare Trust
DHC
$2.26B
$2.11M 0.03%
92,728
-100
-0.1% -$2.21K
KEYS icon
525
Keysight
KEYS
$54.5B
$2.1M 0.03%
66,354
-200
-0.3% -$5.95K
19 20
21
22 23

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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.