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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
HMSY
901
DELISTED
HMS Holdings Corp.
HMSY
$969K 0.01%
43,697
– –
TCF
902
DELISTED
TCF Financial Corporation
TCF
$969K 0.01%
66,774
-100
-0.1% -$1.39K
TKR icon
903
Timken Company
TKR
$9.81B
$968K 0.01%
27,544
+600
+2% +$19.8K
ADEA icon
904
Adeia
ADEA
$2.88B
$967K 0.01%
95,139
+4,536
+5% +$39.8K
VLY icon
905
Valley National Bancorp
VLY
$7.94B
$966K 0.01%
99,331
+11,900
+14% +$111K
GNW icon
906
Genworth Financial
GNW
$3.79B
$965K 0.01%
194,643
-100
-0.1% -$384
CSRA
907
DELISTED
CSRA Inc.
CSRA
$964K 0.01%
35,829
+2,200
+7% +$56.8K
ITRI icon
908
Itron
ITRI
$3.76B
$961K 0.01%
17,234
-2,400
-12% -$115K
MLI icon
909
Mueller Industries
MLI
$14.2B
$960K 0.01%
118,476
– –
HAE icon
910
Haemonetics
HAE
$3.63B
$959K 0.01%
26,497
– –
VRE
911
DELISTED
Veris Residential
VRE
$954K 0.01%
35,049
– –
AXE
912
DELISTED
Anixter International Inc
AXE
$946K 0.01%
14,664
-100
-0.7% -$6.02K
DRH icon
913
Diamondrock Hospitality Co
DRH
$2.64B
$945K 0.01%
103,870
-400
-0.4% -$3.9K
POWI icon
914
Power Integrations
POWI
$3.53B
$944K 0.01%
29,948
– –
ILG
915
DELISTED
ILG, Inc Common Stock
ILG
$944K 0.01%
54,965
-2,600
-5% -$45K
AIT icon
916
Applied Industrial Technologies
AIT
$12.9B
$943K 0.01%
20,181
-100
-0.5% -$4.67K
ICUI icon
917
ICU Medical
ICUI
$4.04B
$943K 0.01%
7,464
-100
-1% -$12.1K
SMTC icon
918
Semtech
SMTC
$11.3B
$941K 0.01%
33,942
– –
WTS icon
919
Watts Water Technologies
WTS
$11.5B
$937K 0.01%
14,446
– –
SSD icon
920
Simpson Manufacturing
SSD
$7.95B
$935K 0.01%
21,264
-100
-0.5% -$4.26K
CAKE icon
921
Cheesecake Factory
CAKE
$4.32B
$933K 0.01%
18,646
– –
EFOR
922
Everforth Inc
EFOR
$884M
$923K 0.01%
25,426
+500
+2% +$18.6K
GEO icon
923
The GEO Group
GEO
$4.13B
$921K 0.01%
58,107
+450
+0.8% +$8.49K
CVLT icon
924
Commault Systems
CVLT
$6.19B
$920K 0.01%
17,318
– –
VAC icon
925
Marriott Vacations Worldwide
VAC
$3.4B
$919K 0.01%
12,535
-200
-2% -$14.8K
35 36
37
38 39

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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.