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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
CNC icon
426
Centene
CNC
$31.3B
$2.81M 0.04%
84,000
+400
+0.5% +$13.9K
IFF icon
427
International Flavors & Fragrances
IFF
$19.4B
$2.8M 0.04%
19,598
– –
L icon
428
Loews
L
$24.3B
$2.8M 0.04%
68,038
+2,300
+3% +$94.4K
STE icon
429
Steris
STE
$20.9B
$2.8M 0.04%
38,300
– –
XRX icon
430
Xerox
XRX
$337M
$2.8M 0.04%
104,866
-17,609
-14% -$455K
MLM icon
431
Martin Marietta Materials
MLM
$33.6B
$2.79M 0.04%
15,600
– –
MAS icon
432
Masco
MAS
$16B
$2.79M 0.04%
81,285
-300
-0.4% -$10.4K
ACC
433
DELISTED
American Campus Communities, Inc.
ACC
$2.78M 0.04%
54,685
-100
-0.2% -$5.13K
MKTX icon
434
MarketAxess Holdings
MKTX
$4.15B
$2.77M 0.04%
16,716
– –
SEIC icon
435
SEI Investments
SEIC
$11.9B
$2.75M 0.04%
60,204
-400
-0.7% -$18.8K
PNW icon
436
Pinnacle West Capital
PNW
$12.9B
$2.74M 0.04%
36,049
-2,700
-7% -$210K
MOS icon
437
The Mosaic Company
MOS
$7.09B
$2.74M 0.04%
111,900
-9,000
-7% -$245K
UHS icon
438
Universal Health Services
UHS
$9.43B
$2.73M 0.04%
22,200
+200
+0.9% +$25.3K
LII icon
439
Lennox International
LII
$18.8B
$2.73M 0.04%
17,408
+100
+0.6% +$15.5K
AME icon
440
Ametek
AME
$55.5B
$2.73M 0.04%
57,200
-100
-0.2% -$4.76K
MTD icon
441
Mettler-Toledo International
MTD
$26.8B
$2.73M 0.04%
6,500
-5,460
-46% -$2.17M
KRC icon
442
Kilroy Realty
KRC
$4.58B
$2.71M 0.04%
39,064
-100
-0.3% -$7.04K
MD icon
443
Pediatrix Medical
MD
$2.16B
$2.71M 0.04%
40,867
-600
-1% -$41K
FLG
444
Flagstar Bank National Association
FLG
$5.77B
$2.71M 0.04%
63,390
-34
-0.1% -$1.49K
RGA icon
445
Reinsurance Group of America
RGA
$15.7B
$2.7M 0.04%
25,020
– –
AAP icon
446
Advance Auto Parts
AAP
$3.37B
$2.7M 0.04%
18,100
+100
+0.6% +$16K
COL
447
DELISTED
Rockwell Collins
COL
$2.7M 0.04%
31,994
+100
+0.3% +$8.43K
LNC icon
448
Lincoln National
LNC
$7.91B
$2.69M 0.04%
57,286
-1,300
-2% -$58.2K
LKQ icon
449
LKQ Corp
LKQ
$6.58B
$2.68M 0.04%
75,600
+400
+0.5% +$13.9K
SLG icon
450
SL Green Realty
SLG
$3.88B
$2.67M 0.04%
25,515
+103
+0.4% +$11.3K
16 17
18
19 20

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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.