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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
FLS icon
651
Flowserve
FLS
$9.27B
$1.55M 0.02%
32,092
+100
+0.3% +$4.75K
LECO icon
652
Lincoln Electric
LECO
$14B
$1.55M 0.02%
24,715
+200
+0.8% +$12.5K
SBH icon
653
Sally Beauty Holdings
SBH
$1.44B
$1.55M 0.02%
+60,200
New +$1.69M
WSO icon
654
Watsco Inc
WSO
$15B
$1.54M 0.02%
10,967
– –
J icon
655
Jacobs Solutions
J
$15.9B
$1.54M 0.02%
36,099
– –
GWR
656
DELISTED
Genesee & Wyoming Inc.
GWR
$1.54M 0.02%
22,393
+100
+0.4% +$6.55K
UA icon
657
Under Armour Class C
UA
$2.96B
$1.54M 0.02%
45,415
+300
+0.7% +$10.8K
PHM icon
658
Pultegroup
PHM
$24.7B
$1.53M 0.02%
76,461
-800
-1% -$16.6K
CY
659
DELISTED
Cypress Semiconductor
CY
$1.52M 0.02%
125,439
+3,600
+3% +$41.1K
SLCA
660
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.52M 0.02%
32,738
-200
-0.6% -$7.79K
ALE
661
DELISTED
Allete
ALE
$1.52M 0.02%
25,512
+1,500
+6% +$92.6K
JEF icon
662
Jefferies Financial Group
JEF
$12.9B
$1.52M 0.02%
89,267
-2,123
-2% -$35.2K
RVTY icon
663
Revvity
RVTY
$12.1B
$1.51M 0.02%
26,977
+200
+0.7% +$10.9K
SR icon
664
Spire
SR
$4.89B
$1.5M 0.02%
23,617
-100
-0.4% -$6.68K
CC icon
665
Chemours
CC
$2.55B
$1.5M 0.02%
93,900
-300
-0.3% -$3.43K
LFUS icon
666
Littelfuse
LFUS
$10.1B
$1.5M 0.02%
11,660
– –
LYV icon
667
Live Nation Entertainment
LYV
$41.8B
$1.5M 0.02%
54,494
-5,800
-10% -$151K
BRCD
668
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$1.5M 0.02%
162,100
-27,000
-14% -$252K
AKR icon
669
Acadia Realty Trust
AKR
$3B
$1.49M 0.02%
41,186
+4,000
+11% +$146K
MPT
670
Medical Properties Trust
MPT
$2.91B
$1.49M 0.02%
101,000
+2,100
+2% +$31.8K
PB icon
671
Prosperity Bancshares
PB
$8.74B
$1.49M 0.02%
27,137
+1,600
+6% +$84.8K
PPS
672
DELISTED
Post Properties
PPS
$1.49M 0.02%
22,506
– –
MKL icon
673
Markel Group
MKL
$25.2B
$1.49M 0.02%
1,600
– –
SNI
674
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.49M 0.02%
23,406
+100
+0.4% +$6.4K
WTFC icon
675
Wintrust Financial
WTFC
$10.8B
$1.49M 0.02%
26,730
+100
+0.4% +$5.38K
25 26
27
28 29

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CM
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PP
Prudential plc London, England, United Kingdom $17.1B AUM 15.7% 1-Year Est. Return
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
Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return

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.