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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
STJ
251
DELISTED
St Jude Medical
STJ
$5.59M 0.08%
70,133
+400
+0.6% +$32.3K
ESS icon
252
Essex Property Trust
ESS
$18.9B
$5.57M 0.08%
25,000
+100
+0.4% +$22.7K
BXP icon
253
Boston Properties
BXP
$11B
$5.56M 0.08%
40,819
+200
+0.5% +$27.8K
HCA icon
254
HCA Healthcare
HCA
$84.8B
$5.5M 0.08%
72,700
-1,200
-2% -$91.9K
PARA
255
DELISTED
Paramount Global Class B
PARA
$5.48M 0.08%
100,151
-1,700
-2% -$90.2K
TSN icon
256
Tyson Foods
TSN
$20.2B
$5.47M 0.08%
73,271
-500
-0.7% -$36.7K
SYF icon
257
Synchrony
SYF
$23.7B
$5.46M 0.08%
195,100
-9,500
-5% -$261K
CPB icon
258
Campbell Soup
CPB
$6.51B
$5.45M 0.08%
99,555
+4,000
+4% +$242K
DTE icon
259
DTE Energy
DTE
$31.1B
$5.43M 0.08%
68,181
-5,405
-7% -$440K
STI
260
DELISTED
SunTrust Banks, Inc.
STI
$5.41M 0.08%
123,427
+500
+0.4% +$21.4K
VFC icon
261
VF Corp
VFC
$6.68B
$5.4M 0.08%
102,373
-318
-0.3% -$18.4K
DLTR icon
262
Dollar Tree
DLTR
$23.1B
$5.4M 0.08%
68,400
+300
+0.4% +$27K
TROW icon
263
T. Rowe Price
TROW
$25B
$5.35M 0.08%
80,460
-6,100
-7% -$425K
MAR icon
264
Marriott International
MAR
$98.7B
$5.33M 0.08%
79,197
+32,431
+69% +$2.29M
VRTX icon
265
Vertex Pharmaceuticals
VRTX
$121B
$5.32M 0.08%
61,000
+300
+0.5% +$28.4K
BHI
266
DELISTED
Baker Hughes
BHI
$5.32M 0.08%
105,353
-2,100
-2% -$101K
UDR icon
267
UDR
UDR
$12.9B
$5.25M 0.08%
146,000
+2,300
+2% +$83.8K
AMP icon
268
Ameriprise Financial
AMP
$46.8B
$5.25M 0.08%
52,576
-5,600
-10% -$543K
Y
269
DELISTED
Alleghany Corp
Y
$5.21M 0.08%
9,919
+100
+1% +$53.5K
ACGL icon
270
Arch Capital
ACGL
$36.1B
$5.21M 0.08%
197,100
+300
+0.2% +$7.63K
WMB icon
271
Williams Companies
WMB
$90.5B
$5.17M 0.08%
168,237
+700
+0.4% +$18.6K
REG icon
272
Regency Centers
REG
$15B
$5.13M 0.08%
66,171
+3,200
+5% +$259K
NUE icon
273
Nucor
NUE
$56.4B
$5.09M 0.08%
102,972
-7,900
-7% -$402K
FITB
274
Fifth Third Bancorp
FITB
$52B
$5.08M 0.08%
248,175
-21,400
-8% -$413K
PCAR icon
275
PACCAR
PCAR
$69.6B
$5.07M 0.08%
129,480
+600
+0.5% +$22.8K
9 10
11
12 13

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CM
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PP
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VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
BCIM
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
Baker Bros. Advisors New York $17.4B AUM 131.5% 1-Year Est. Return
Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
AIMCA
Alberta Investment Management Corp (AIMCo) Edmonton, Alberta, Canada $16.7B AUM 23.27% 1-Year Est. Return
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.