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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
MKSI icon
701
MKS Inc
MKSI
$21.3B
$1.38M 0.02%
27,676
– –
IPGP icon
702
IPG Photonics
IPGP
$3.81B
$1.37M 0.02%
16,588
+300
+2% +$25.1K
AIZ icon
703
Assurant
AIZ
$13.7B
$1.36M 0.02%
14,790
-400
-3% -$35K
DLX icon
704
Deluxe
DLX
$1.22B
$1.36M 0.02%
20,363
-100
-0.5% -$6.8K
MDCO
705
DELISTED
Medicines Co
MDCO
$1.36M 0.02%
35,996
-100
-0.3% -$3.77K
SKX
706
DELISTED
Skechers
SKX
$1.36M 0.02%
59,240
– –
MASI
707
DELISTED
Masimo
MASI
$1.35M 0.02%
22,742
-100
-0.4% -$5.64K
WGL
708
DELISTED
Wgl Holdings
WGL
$1.35M 0.02%
21,538
+300
+1% +$20K
NBR icon
709
Nabors Industries
NBR
$1.16B
$1.35M 0.02%
2,214
+10
+0.5% +$4.93K
RLI icon
710
RLI Corp
RLI
$5.88B
$1.35M 0.02%
39,388
– –
CTLT
711
DELISTED
CATALENT, INC.
CTLT
$1.35M 0.02%
52,073
+6,700
+15% +$167K
UMBF icon
712
UMB Financial
UMBF
$10.7B
$1.34M 0.02%
22,559
+700
+3% +$40.1K
HA
713
DELISTED
Hawaiian Holdings, Inc.
HA
$1.34M 0.02%
27,597
+2,800
+11% +$127K
CIEN icon
714
Ciena
CIEN
$53.4B
$1.34M 0.02%
61,432
+3,800
+7% +$79.2K
MPWR icon
715
Monolithic Power Systems
MPWR
$65.8B
$1.34M 0.02%
16,600
-2,622
-14% -$194K
HOMB icon
716
Home BancShares
HOMB
$6.21B
$1.33M 0.02%
63,872
+500
+0.8% +$10.8K
ITT icon
717
ITT
ITT
$17.7B
$1.33M 0.02%
37,004
-200
-0.5% -$6.83K
BIO icon
718
Bio-Rad Laboratories Class A
BIO
$8.47B
$1.32M 0.02%
8,087
-100
-1% -$15.2K
CNX icon
719
CNX Resources
CNX
$4.77B
$1.32M 0.02%
82,793
-24,720
-23% -$365K
OLN icon
720
Olin
OLN
$2.49B
$1.32M 0.02%
64,531
– –
JACK icon
721
Jack in the Box
JACK
$299M
$1.32M 0.02%
13,791
– –
BOH icon
722
Bank of Hawaii
BOH
$3.17B
$1.32M 0.02%
18,179
– –
AGCO icon
723
AGCO
AGCO
$8.71B
$1.31M 0.02%
26,654
-1,100
-4% -$52.8K
NWSA icon
724
News Corp Class A
NWSA
$14.8B
$1.31M 0.02%
93,687
+300
+0.3% +$3.96K
SM icon
725
SM Energy
SM
$7.26B
$1.31M 0.02%
33,929
+7,300
+27% +$234K
27 28
29
30 31

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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
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BBA
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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.