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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
LNCE
776
DELISTED
Snyders-Lance, Inc.
LNCE
$1.21M 0.02%
36,000
+2,400
+7% +$83.1K
FUL icon
777
H.B. Fuller
FUL
$3.04B
$1.21M 0.02%
25,993
+100
+0.4% +$4.64K
FTR
778
DELISTED
Frontier Communications Corp.
FTR
$1.2M 0.02%
19,259
+73
+0.4% +$5.2K
VMI icon
779
Valmont Industries
VMI
$9.61B
$1.2M 0.02%
8,888
– –
KRG icon
780
Kite Realty
KRG
$5.99B
$1.2M 0.02%
43,107
-200
-0.5% -$5.75K
SIGI icon
781
Selective Insurance
SIGI
$5.53B
$1.19M 0.02%
29,935
– –
AEO icon
782
American Eagle Outfitters
AEO
$2.98B
$1.19M 0.02%
66,727
+1,700
+3% +$30.5K
LOGM
783
DELISTED
LogMein, Inc.
LOGM
$1.19M 0.02%
13,137
+200
+2% +$16K
WWW icon
784
Wolverine World Wide
WWW
$1.56B
$1.18M 0.02%
51,406
-300
-0.6% -$6.98K
STL
785
DELISTED
Sterling Bancorp
STL
$1.18M 0.02%
67,594
+5,200
+8% +$88.4K
EFII
786
DELISTED
Electronics for Imaging
EFII
$1.18M 0.02%
24,169
-300
-1% -$13.7K
CHE icon
787
Chemed
CHE
$6.76B
$1.18M 0.02%
8,374
-200
-2% -$27.8K
AVNT icon
788
Avient
AVNT
$3.34B
$1.18M 0.02%
34,909
-100
-0.3% -$3.46K
LITE icon
789
Lumentum
LITE
$55.4B
$1.18M 0.02%
28,260
+3,600
+15% +$118K
CABO icon
790
Cable One
CABO
$224M
$1.18M 0.02%
2,016
+100
+5% +$54K
FCFS icon
791
FirstCash
FCFS
$9.06B
$1.18M 0.02%
24,994
+10,347
+71% +$520K
LIVN icon
792
LivaNova
LIVN
$4.43B
$1.18M 0.02%
19,586
+600
+3% +$34.5K
ENS icon
793
EnerSys
ENS
$6.94B
$1.18M 0.02%
17,000
-5,451
-24% -$363K
TECD
794
DELISTED
Tech Data Corp
TECD
$1.17M 0.02%
13,788
– –
ISIL
795
DELISTED
Intersil Corp
ISIL
$1.16M 0.02%
52,951
+200
+0.4% +$3.46K
CRZO
796
DELISTED
Carrizo Oil & Gas Inc
CRZO
$1.16M 0.02%
28,549
+200
+0.7% +$7.17K
FHI icon
797
Federated Hermes
FHI
$4.5B
$1.16M 0.02%
39,071
-400
-1% -$12.5K
LAD icon
798
Lithia Motors
LAD
$7.88B
$1.16M 0.02%
12,090
-300
-2% -$25.2K
WAGE
799
DELISTED
WageWorks, Inc.
WAGE
$1.15M 0.02%
18,945
+100
+0.5% +$6.13K
TGNA
800
DELISTED
TEGNA Inc
TGNA
$1.15M 0.02%
82,402
-937
-1% -$13.2K
30 31
32
33 34

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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.