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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
ENH
626
DELISTED
Endurance Specialty Holdings Ltd
ENH
$1.64M 0.02%
25,100
+900
+4% +$59.7K
BBBY
627
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.64M 0.02%
38,064
+200
+0.5% +$8.89K
PDCE
628
DELISTED
PDC Energy, Inc.
PDCE
$1.64M 0.02%
24,399
+300
+1% +$18.2K
PRXL
629
DELISTED
Parexel International Corp
PRXL
$1.64M 0.02%
23,537
– –
ZBRA icon
630
Zebra Technologies
ZBRA
$12.6B
$1.63M 0.02%
23,459
+200
+0.9% +$12.3K
AMSG
631
DELISTED
Amsurg Corp
AMSG
$1.63M 0.02%
24,360
+300
+1% +$21K
MMS icon
632
Maximus
MMS
$3.2B
$1.63M 0.02%
28,831
-100
-0.3% -$5.82K
BLKB icon
633
Blackbaud
BLKB
$1.59B
$1.63M 0.02%
24,549
-100
-0.4% -$6.76K
JBL icon
634
Jabil
JBL
$32.6B
$1.63M 0.02%
74,627
-100
-0.1% -$2.08K
ALLE icon
635
Allegion
ALLE
$13.4B
$1.63M 0.02%
23,600
+100
+0.4% +$7.04K
VVC
636
DELISTED
Vectren Corporation
VVC
$1.62M 0.02%
32,357
– –
PVTB
637
DELISTED
PrivateBancorp Inc
PVTB
$1.62M 0.02%
35,300
-100
-0.3% -$4.49K
GAP
638
The Gap Inc
GAP
$7.07B
$1.61M 0.02%
72,443
-8,200
-10% -$198K
OSK icon
639
Oshkosh
OSK
$9.66B
$1.61M 0.02%
28,706
– –
SMG icon
640
ScottsMiracle-Gro
SMG
$4.06B
$1.6M 0.02%
19,169
– –
FMC icon
641
FMC
FMC
$1.39B
$1.59M 0.02%
38,049
+231
+0.6% +$9.52K
SKT icon
642
Tanger
SKT
$4.8B
$1.59M 0.02%
40,757
+400
+1% +$16.2K
MDSO
643
DELISTED
Medidata Solutions, Inc.
MDSO
$1.58M 0.02%
28,277
-1,500
-5% -$79.5K
FHN icon
644
First Horizon
FHN
$12.1B
$1.57M 0.02%
103,107
-500
-0.5% -$7.41K
HRC
645
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.57M 0.02%
25,310
+1,000
+4% +$56.3K
ZION icon
646
Zions Bancorporation
ZION
$10B
$1.57M 0.02%
50,551
+400
+0.8% +$11.4K
VYX icon
647
NCR Voyix
VYX
$1.13B
$1.55M 0.02%
78,732
-163
-0.2% -$3.21K
CFR icon
648
Cullen/Frost Bankers
CFR
$10.3B
$1.55M 0.02%
21,556
+200
+0.9% +$13.8K
OZK icon
649
Bank OZK
OZK
$5.5B
$1.55M 0.02%
40,353
+4,000
+11% +$152K
HAIN icon
650
Hain Celestial
HAIN
$46M
$1.55M 0.02%
43,533
– –
24 25
26
27 28

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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.