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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
HCSG icon
676
Healthcare Services Group
HCSG
$1.58B
$1.48M 0.02%
37,445
-100
-0.3% -$3.92K
WBS icon
677
Webster Financial
WBS
$12.5B
$1.47M 0.02%
38,637
-100
-0.3% -$3.68K
CLGX
678
DELISTED
Corelogic, Inc.
CLGX
$1.47M 0.02%
37,449
-200
-0.5% -$7.97K
TDY icon
679
Teledyne Technologies
TDY
$30.2B
$1.46M 0.02%
13,561
+100
+0.7% +$10.6K
CMD
680
DELISTED
Cantel Medical Corporation
CMD
$1.46M 0.02%
18,747
+100
+0.5% +$7.25K
DISCK
681
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.45M 0.02%
55,200
-3,400
-6% -$84.3K
HAR
682
DELISTED
Harman International Industries
HAR
$1.45M 0.02%
17,199
-100
-0.6% -$8.21K
PRA
683
DELISTED
ProAssurance
PRA
$1.44M 0.02%
27,500
-100
-0.4% -$5.3K
TRN icon
684
Trinity Industries
TRN
$2.95B
$1.44M 0.02%
82,697
+834
+1% +$13.7K
WWD icon
685
Woodward
WWD
$25B
$1.44M 0.02%
22,962
+100
+0.4% +$6.01K
VSAT icon
686
Viasat
VSAT
$10.2B
$1.43M 0.02%
19,200
+100
+0.5% +$7.4K
SXT icon
687
Sensient Technologies
SXT
$5.32B
$1.43M 0.02%
18,807
– –
CST
688
DELISTED
CST Brands, Inc.
CST
$1.42M 0.02%
29,554
– –
ZD icon
689
Ziff Davis
ZD
$1.93B
$1.42M 0.02%
24,500
+805
+3% +$46.9K
EME icon
690
Emcor
EME
$33B
$1.41M 0.02%
23,700
-7,859
-25% -$434K
RAX
691
DELISTED
Rackspace Hosting Inc
RAX
$1.41M 0.02%
44,532
-100
-0.2% -$2.76K
FR icon
692
First Industrial Realty Trust
FR
$8.81B
$1.41M 0.02%
49,800
– –
RL icon
693
Ralph Lauren
RL
$22.6B
$1.4M 0.02%
13,874
-100
-0.7% -$10K
EDR
694
DELISTED
Education Realty Trust Inc
EDR
$1.4M 0.02%
32,500
+3,100
+11% +$142K
COHR
695
DELISTED
Coherent Inc
COHR
$1.39M 0.02%
12,564
– –
SIG icon
696
Signet Jewelers
SIG
$3.72B
$1.39M 0.02%
18,600
-500
-3% -$42.3K
GPOR
697
DELISTED
Gulfport Energy Corp.
GPOR
$1.38M 0.02%
48,933
– –
AMCX icon
698
AMC Global Media
AMCX
$445M
$1.38M 0.02%
26,586
-700
-3% -$38.4K
IDTI
699
DELISTED
Integrated Device Technology I
IDTI
$1.38M 0.02%
59,686
+200
+0.3% +$4.13K
AVA icon
700
Avista
AVA
$3.43B
$1.38M 0.02%
32,922
+100
+0.3% +$4.25K
26 27
28
29 30

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VMPIC
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BCIM
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BBA
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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.