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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
TCO
576
DELISTED
Taubman Centers Inc.
TCO
$1.87M 0.03%
25,145
– –
MNK
577
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.85M 0.03%
26,500
-300
-1% -$21.7K
CF icon
578
CF Industries
CF
$18.5B
$1.84M 0.03%
75,515
-5,800
-7% -$142K
BRO icon
579
Brown & Brown
BRO
$23.7B
$1.84M 0.03%
97,382
-1,400
-1% -$25.9K
BC icon
580
Brunswick
BC
$5.22B
$1.83M 0.03%
37,550
-200
-0.5% -$9.55K
MANH icon
581
Manhattan Associates
MANH
$9.49B
$1.83M 0.03%
31,784
-300
-0.9% -$18.1K
LSI
582
DELISTED
Life Storage, Inc.
LSI
$1.83M 0.03%
30,870
-150
-0.5% -$9.6K
QEP
583
DELISTED
QEP RESOURCES, INC.
QEP
$1.83M 0.03%
93,564
+800
+0.9% +$14.7K
TECH icon
584
Bio-Techne
TECH
$11.2B
$1.82M 0.03%
66,480
– –
SPLS
585
DELISTED
Staples Inc
SPLS
$1.8M 0.03%
210,207
-15,000
-7% -$132K
RRC icon
586
Range Resources
RRC
$9.02B
$1.79M 0.03%
46,271
+4,600
+11% +$186K
GRMN
587
Garmin
GRMN
$46.6B
$1.79M 0.03%
37,229
-3,400
-8% -$168K
VRSN icon
588
VeriSign
VRSN
$25.4B
$1.79M 0.03%
22,844
-600
-3% -$48.1K
ACM icon
589
Aecom
ACM
$9.15B
$1.78M 0.03%
60,001
+100
+0.2% +$3.22K
TRIP icon
590
TripAdvisor
TRIP
$1.65B
$1.78M 0.03%
28,159
+100
+0.4% +$6.43K
WPX
591
DELISTED
WPX Energy, Inc.
WPX
$1.77M 0.03%
134,500
+26,200
+24% +$291K
AIV
592
Aimco
AIV
$386M
$1.77M 0.03%
289,883
+1,502
+0.5% +$9.04K
POOL icon
593
Pool Corp
POOL
$6.79B
$1.77M 0.03%
18,700
– –
FLR icon
594
Fluor
FLR
$7.12B
$1.76M 0.03%
34,260
+100
+0.3% +$5.16K
QRVO icon
595
Qorvo
QRVO
$7.73B
$1.76M 0.03%
31,500
+200
+0.6% +$11.3K
HR
596
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.75M 0.03%
51,500
+4,800
+10% +$169K
JBHT icon
597
JB Hunt Transport Services
JBHT
$26.3B
$1.75M 0.03%
21,600
-200
-0.9% -$16.3K
WSM icon
598
Williams-Sonoma
WSM
$27.1B
$1.75M 0.03%
68,584
– –
CRL icon
599
Charles River Laboratories
CRL
$10.9B
$1.75M 0.03%
20,994
– –
WEX icon
600
WEX
WEX
$6.09B
$1.75M 0.03%
16,187
-200
-1% -$19.6K
22 23
24
25 26

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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.