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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
MBFI
801
DELISTED
MB Financial Corp
MBFI
$1.15M 0.02%
30,300
-5,328
-15% -$204K
DAR icon
802
Darling Ingredients
DAR
$9.62B
$1.15M 0.02%
85,109
-300
-0.4% -$4.33K
EAT icon
803
Brinker International
EAT
$8.38B
$1.15M 0.02%
22,798
-300
-1% -$15.1K
ABM icon
804
ABM Industries
ABM
$2.84B
$1.15M 0.02%
28,938
-200
-0.7% -$7.6K
DY icon
805
Dycom Industries
DY
$12.7B
$1.15M 0.02%
14,000
-2,318
-14% -$205K
FIVE icon
806
Five Below
FIVE
$11.5B
$1.14M 0.02%
28,400
– –
PSB
807
DELISTED
PS Business Parks, Inc.
PSB
$1.14M 0.02%
10,060
-100
-1% -$11K
BWLD
808
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.14M 0.02%
8,121
-300
-4% -$46.7K
HOPE icon
809
Hope Bancorp
HOPE
$1.77B
$1.14M 0.02%
65,675
+24,390
+59% +$395K
LPX icon
810
Louisiana-Pacific
LPX
$5.19B
$1.14M 0.02%
60,473
-700
-1% -$13.6K
ASB icon
811
Associated Banc-Corp
ASB
$5.78B
$1.14M 0.02%
58,021
-600
-1% -$11.3K
LXP icon
812
LXP Industrial Trust
LXP
$3.52B
$1.14M 0.02%
22,070
+100
+0.5% +$5.28K
CUZ icon
813
Cousins Properties
CUZ
$5.28B
$1.14M 0.02%
38,520
+1,806
+5% +$54.6K
PBH icon
814
Prestige Consumer Healthcare
PBH
$2.39B
$1.13M 0.02%
23,500
– –
NAVI icon
815
Navient
NAVI
$809M
$1.13M 0.02%
78,100
-3,000
-4% -$41.8K
GBCI icon
816
Glacier Bancorp
GBCI
$6.38B
$1.12M 0.02%
39,396
-200
-0.5% -$5.64K
IDCC icon
817
InterDigital
IDCC
$6.7B
$1.12M 0.02%
14,187
-200
-1% -$13.4K
LSTR icon
818
Landstar System
LSTR
$6.5B
$1.12M 0.02%
16,480
-100
-0.6% -$6.89K
GME icon
819
GameStop
GME
$9.66B
$1.12M 0.02%
162,400
– –
MENT
820
DELISTED
Mentor Graphics Corp
MENT
$1.12M 0.02%
42,244
+2,900
+7% +$65.9K
JCP
821
DELISTED
J.C. Penney Company, Inc.
JCP
$1.11M 0.02%
120,203
+100
+0.1% +$952
NJR icon
822
New Jersey Resources
NJR
$6.01B
$1.1M 0.02%
33,600
– –
CAB
823
DELISTED
Cabela's Inc
CAB
$1.1M 0.02%
20,085
+1,100
+6% +$56.3K
CBU icon
824
Community Bank
CBU
$3.5B
$1.1M 0.02%
22,884
– –
SBAC icon
825
SBA Communications
SBAC
$18.3B
$1.1M 0.02%
9,800
+100
+1% +$11.3K
31 32
33
34 35

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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.