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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
UBSI icon
726
United Bankshares
UBSI
$6.57B
$1.31M 0.02%
34,748
+1,100
+3% +$42.1K
TCBI icon
727
Texas Capital Bancshares
TCBI
$4.28B
$1.31M 0.02%
23,803
– –
TUP
728
DELISTED
Tupperware Brands Corporation
TUP
$1.31M 0.02%
19,976
+200
+1% +$12.6K
KEX icon
729
Kirby Corp
KEX
$7.76B
$1.3M 0.02%
20,982
-100
-0.5% -$5.74K
CBRL icon
730
Cracker Barrel
CBRL
$1.17B
$1.3M 0.02%
9,851
-100
-1% -$15.4K
COR
731
DELISTED
Coresite Realty Corporation
COR
$1.3M 0.02%
17,576
+1,700
+11% +$138K
CVG
732
DELISTED
Convergys
CVG
$1.3M 0.02%
42,682
-300
-0.7% -$8.5K
CXT icon
733
Crane NXT
CXT
$3.12B
$1.3M 0.02%
59,276
– –
TCF
734
DELISTED
TCF Financial Corporation Common Stock
TCF
$1.3M 0.02%
+29,400
New +$1.25M
SWX icon
735
Southwest Gas
SWX
$6.66B
$1.3M 0.02%
18,550
-6,092
-25% -$449K
UMPQ
736
DELISTED
Umpqua Holdings Corp
UMPQ
$1.29M 0.02%
86,006
-100
-0.1% -$1.56K
PTEN icon
737
Patterson-UTI
PTEN
$3.57B
$1.29M 0.02%
57,731
+100
+0.2% +$2.01K
SNX icon
738
TD Synnex
SNX
$19.6B
$1.29M 0.02%
22,600
– –
SGI
739
Somnigroup International
SGI
$15.3B
$1.28M 0.02%
90,520
-18,000
-17% -$321K
ENR icon
740
Energizer
ENR
$1.44B
$1.28M 0.02%
25,665
– –
SFM icon
741
Sprouts Farmers Market
SFM
$7.23B
$1.28M 0.02%
62,000
-1,100
-2% -$24.4K
CBT icon
742
Cabot Corp
CBT
$4.61B
$1.28M 0.02%
24,387
– –
IART icon
743
Integra LifeSciences
IART
$1.52B
$1.27M 0.02%
30,894
+800
+3% +$33.5K
MSM icon
744
MSC Industrial Direct
MSM
$7.07B
$1.27M 0.02%
17,367
-1,400
-7% -$102K
RYN icon
745
Rayonier
RYN
$6.52B
$1.27M 0.02%
52,929
+110
+0.2% +$2.69K
WKC icon
746
World Kinect Corp
WKC
$2.04B
$1.27M 0.02%
27,516
-200
-0.7% -$9.22K
BCPC
747
Balchem Corp
BCPC
$5.29B
$1.27M 0.02%
16,378
– –
CACI icon
748
CACI
CACI
$11B
$1.26M 0.02%
12,532
-100
-0.8% -$9.65K
CAR icon
749
Avis
CAR
$5.78B
$1.26M 0.02%
+36,900
New +$1.34M
HE icon
750
Hawaiian Electric Industries
HE
$2.28B
$1.26M 0.02%
42,263
+100
+0.2% +$3.07K
28 29
30
31 32

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PP
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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.