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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
NGVT icon
876
Ingevity
NGVT
$2.59B
$1M 0.02%
21,800
-100
-0.5% -$4.22K
MOG.A icon
877
Moog Inc Class A
MOG.A
$13.2B
$1M 0.02%
16,858
-200
-1% -$11.4K
AVP
878
DELISTED
Avon Products, Inc.
AVP
$1M 0.02%
177,299
+200
+0.1% +$998
WBD icon
879
Warner Bros
WBD
$63.4B
$1M 0.02%
37,200
+300
+0.8% +$7.7K
ESV
880
DELISTED
Ensco Rowan plc
ESV
$1M 0.02%
29,425
– –
LGND icon
881
Ligand Pharmaceuticals
LGND
$5.96B
$998K 0.02%
15,669
-161
-1% -$11.8K
TDC icon
882
Teradata
TDC
$2.8B
$997K 0.02%
32,154
+300
+0.9% +$8.93K
SF
883
Stifel
SF
$12.5B
$995K 0.02%
58,207
-225
-0.4% -$3.61K
CCP
884
DELISTED
Care Capital Properties, Inc.
CCP
$992K 0.02%
34,810
– –
SAFM
885
DELISTED
Sanderson Farms Inc
SAFM
$991K 0.02%
10,284
– –
TDS icon
886
Telephone and Data Systems
TDS
$3.83B
$988K 0.02%
36,345
-700
-2% -$20.4K
SHOO icon
887
Steven Madden
SHOO
$3.18B
$985K 0.02%
42,765
-600
-1% -$14K
LPNT
888
DELISTED
LifePoint Health, Inc.
LPNT
$985K 0.02%
16,629
-300
-2% -$18K
COLB icon
889
Columbia Banking Systems
COLB
$8.74B
$984K 0.01%
30,059
-100
-0.3% -$3.12K
KNGT
890
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$984K 0.01%
34,310
+2,700
+9% +$77.4K
HWC icon
891
Hancock Whitney
HWC
$6.07B
$983K 0.01%
30,300
– –
ENDP
892
DELISTED
Endo International plc
ENDP
$983K 0.01%
48,800
-1,400
-3% -$27.8K
ONB icon
893
Old National Bancorp
ONB
$10.1B
$982K 0.01%
69,836
-200
-0.3% -$2.7K
EE
894
DELISTED
El Paso Electric Company
EE
$982K 0.01%
21,001
– –
CLH icon
895
Clean Harbors
CLH
$15.9B
$981K 0.01%
20,454
– –
WEN icon
896
Wendy's
WEN
$1.39B
$979K 0.01%
90,637
-4,300
-5% -$43.3K
LXK
897
DELISTED
Lexmark Intl Inc
LXK
$978K 0.01%
24,474
– –
AEIS icon
898
Advanced Energy
AEIS
$11.7B
$972K 0.01%
20,537
– –
CATY icon
899
Cathay General Bancorp
CATY
$4.18B
$970K 0.01%
31,530
+300
+1% +$9.1K
GK
900
DELISTED
G&K Services Inc
GK
$970K 0.01%
10,161
-100
-1% -$8.85K
34 35
36
37 38

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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.