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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
OGS icon
751
ONE Gas
OGS
$5.02B
$1.26M 0.02%
20,356
– –
THG icon
752
Hanover Insurance
THG
$7.68B
$1.26M 0.02%
16,677
-100
-0.6% -$7.94K
EQY
753
DELISTED
Equity One
EQY
$1.25M 0.02%
40,907
+400
+1% +$12.6K
ROL icon
754
Rollins
ROL
$18.8B
$1.25M 0.02%
96,125
+1,800
+2% +$22.9K
NATI
755
DELISTED
National Instruments Corp
NATI
$1.25M 0.02%
44,064
+1,900
+5% +$53.3K
BKH icon
756
Black Hills Corp
BKH
$5.68B
$1.25M 0.02%
20,423
+300
+1% +$18.3K
EGP icon
757
EastGroup Properties
EGP
$11.3B
$1.25M 0.02%
16,997
+300
+2% +$21.7K
SLM icon
758
SLM Corp
SLM
$4.78B
$1.25M 0.02%
167,131
-100
-0.1% -$718
FFIN icon
759
First Financial Bankshares
FFIN
$4.94B
$1.25M 0.02%
68,320
-200
-0.3% -$3.52K
LCII icon
760
LCI Industries
LCII
$2.52B
$1.25M 0.02%
12,698
– –
X
761
DELISTED
US Steel
X
$1.24M 0.02%
65,755
+8,500
+15% +$175K
ROIC
762
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.24M 0.02%
56,325
+4,100
+8% +$91.2K
CLC
763
DELISTED
Clarcor
CLC
$1.24M 0.02%
19,001
– –
TIVO
764
DELISTED
Tivo Inc
TIVO
$1.23M 0.02%
63,000
+20,400
+48% +$403K
IBKR icon
765
Interactive Brokers
IBKR
$41.1B
$1.23M 0.02%
139,072
+18,000
+15% +$159K
FLO icon
766
Flowers Foods
FLO
$1.62B
$1.22M 0.02%
80,890
-200
-0.2% -$3.31K
DNB
767
DELISTED
Dun & Bradstreet
DNB
$1.22M 0.02%
8,943
– –
BDC icon
768
Belden
BDC
$4.12B
$1.22M 0.02%
17,691
– –
SAIC icon
769
Saic
SAIC
$5.01B
$1.22M 0.02%
17,539
+1,500
+9% +$94.7K
NKTR icon
770
Nektar Therapeutics
NKTR
$2.41B
$1.22M 0.02%
4,716
– –
SJI
771
DELISTED
South Jersey Industries, Inc.
SJI
$1.22M 0.02%
41,118
-100
-0.2% -$3.06K
RHI icon
772
Robert Half
RHI
$4.07B
$1.21M 0.02%
32,038
-200
-0.6% -$7.62K
PBCT
773
DELISTED
People's United Financial Inc
PBCT
$1.21M 0.02%
76,608
+400
+0.5% +$6.21K
MUR icon
774
Murphy Oil
MUR
$5.38B
$1.21M 0.02%
39,822
+100
+0.3% +$2.85K
PNFP icon
775
Pinnacle Financial Partners Inc
PNFP
$15.6B
$1.21M 0.02%
22,396
+2,300
+11% +$124K
29 30
31
32 33

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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.