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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
AHL
826
DELISTED
ASPEN Insurance Holding Limited
AHL
$1.1M 0.02%
23,533
-200
-0.8% -$9.1K
NEOG icon
827
Neogen
NEOG
$2.03B
$1.09M 0.02%
51,843
– –
SANM icon
828
Sanmina
SANM
$11.2B
$1.09M 0.02%
38,225
– –
PZZA icon
829
Papa John's
PZZA
$997M
$1.08M 0.02%
13,750
-600
-4% -$44.8K
UE icon
830
Urban Edge Properties
UE
$2.94B
$1.08M 0.02%
38,537
-400
-1% -$11.6K
MZTI
831
The Marzetti Company
MZTI
$2.95B
$1.08M 0.02%
8,198
– –
TEX icon
832
Terex
TEX
$7.89B
$1.08M 0.02%
42,385
-300
-0.7% -$6.99K
TXRH icon
833
Texas Roadhouse
TXRH
$13.2B
$1.08M 0.02%
27,600
+300
+1% +$13.4K
VSTO
834
DELISTED
Vista Outdoor Inc.
VSTO
$1.07M 0.02%
26,833
-200
-0.7% -$8.83K
HELE icon
835
Helen of Troy
HELE
$658M
$1.07M 0.02%
12,400
– –
AKRX
836
DELISTED
Akorn Inc
AKRX
$1.07M 0.02%
39,213
+2,000
+5% +$59.2K
JOY
837
DELISTED
Joy Global Inc
JOY
$1.06M 0.02%
38,340
– –
FLIR
838
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.06M 0.02%
33,822
+100
+0.3% +$3.15K
JBTM
839
JBT Marel
JBTM
$7.37B
$1.06M 0.02%
15,033
-100
-0.7% -$6.69K
SPN
840
DELISTED
Superior Energy Services, Inc.
SPN
$1.06M 0.02%
5,929
+10
+0.2% +$1.68K
LTC
841
LTC Properties
LTC
$2.15B
$1.05M 0.02%
20,296
+600
+3% +$31.4K
OII icon
842
Oceaneering
OII
$5.19B
$1.05M 0.02%
38,339
– –
TTEK icon
843
Tetra Tech
TTEK
$8.28B
$1.05M 0.02%
148,615
-2,000
-1% -$13.6K
LHO
844
DELISTED
LaSalle Hotel Properties
LHO
$1.05M 0.02%
44,169
– –
CMP icon
845
Compass Minerals
CMP
$1.25B
$1.05M 0.02%
14,264
– –
B
846
DELISTED
Barnes Group Inc.
B
$1.05M 0.02%
25,926
-300
-1% -$11.7K
NTCT icon
847
NETSCOUT
NTCT
$2.86B
$1.05M 0.02%
35,896
-700
-2% -$19.2K
SLAB icon
848
Silicon Laboratories
SLAB
$7.17B
$1.05M 0.02%
17,865
+1,200
+7% +$64.8K
CDP icon
849
COPT Defense Properties
CDP
$4.34B
$1.05M 0.02%
36,991
– –
UNF icon
850
Unifirst Corp
UNF
$5.38B
$1.05M 0.02%
7,957
– –
32 33
34
35 36

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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.