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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
SLGN icon
951
Silgan Holdings
SLGN
$4.92B
$870K 0.01%
34,412
+400
+1% +$9.97K
R icon
952
Ryder
R
$10.3B
$868K 0.01%
13,161
– –
EXLS icon
953
EXL Service
EXLS
$4.36B
$862K 0.01%
86,460
-500
-0.6% -$5.08K
KS
954
DELISTED
KapStone Paper and Pack Corp.
KS
$860K 0.01%
45,451
+900
+2% +$14.4K
WBMD
955
DELISTED
WebMD Health Corp.
WBMD
$860K 0.01%
17,300
+100
+0.6% +$5.52K
BCO icon
956
Brink's
BCO
$4.86B
$857K 0.01%
23,108
-2,500
-10% -$85.8K
RAMP icon
957
LiveRamp
RAMP
$2.3B
$857K 0.01%
32,152
-100
-0.3% -$2.47K
NWN icon
958
Northwest Natural Holdings
NWN
$2.16B
$856K 0.01%
14,240
– –
CORE
959
DELISTED
Core Mark Holding Co., Inc.
CORE
$856K 0.01%
23,900
-100
-0.4% -$4.31K
SBRA icon
960
Sabra Healthcare REIT
SBRA
$5.65B
$851K 0.01%
33,796
-100
-0.3% -$2.4K
ACH
961
Accendra Health
ACH
$247M
$846K 0.01%
24,361
-200
-0.8% -$7K
HQY icon
962
HealthEquity
HQY
$8.28B
$840K 0.01%
22,197
+3,800
+21% +$120K
BYD icon
963
Boyd Gaming
BYD
$6.64B
$839K 0.01%
42,434
+500
+1% +$9.61K
JNS
964
DELISTED
Janus Capital Group Inc
JNS
$839K 0.01%
59,867
-1,200
-2% -$17.4K
FN icon
965
Fabrinet
FN
$16.9B
$837K 0.01%
18,760
+2,900
+18% +$115K
SWC
966
DELISTED
Stillwater Mining Co
SWC
$836K 0.01%
62,594
-300
-0.5% -$4.03K
BRC icon
967
Brady Corp
BRC
$4.54B
$835K 0.01%
24,115
-100
-0.4% -$3.29K
NWBI icon
968
Northwest Bancshares
NWBI
$2.25B
$833K 0.01%
53,011
+100
+0.2% +$1.52K
CADE
969
DELISTED
Cadence Bank
CADE
$832K 0.01%
35,873
+400
+1% +$9.51K
WDFC icon
970
WD-40
WDFC
$3.13B
$831K 0.01%
7,391
+500
+7% +$58.4K
GOV
971
DELISTED
Government Properties Income Trust
GOV
$831K 0.01%
36,747
-200
-0.5% -$4.68K
PBI icon
972
Pitney Bowes
PBI
$2.46B
$830K 0.01%
45,697
-600
-1% -$11K
PRAA icon
973
PRA Group
PRAA
$683M
$828K 0.01%
23,959
-100
-0.4% -$2.95K
PEI
974
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$827K 0.01%
2,394
-14
-0.6% -$5K
BIG
975
DELISTED
Big Lots, Inc.
BIG
$826K 0.01%
17,296
– –
37 38
39
40 41

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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
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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
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.