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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
JJSF icon
926
J&J Snack Foods
JJSF
$1.46B
$918K 0.01%
7,704
+100
+1% +$12.1K
CVBF icon
927
CVB Financial
CVBF
$3.97B
$915K 0.01%
51,936
-100
-0.2% -$1.7K
UFS
928
DELISTED
DOMTAR CORPORATION (New)
UFS
$908K 0.01%
24,444
– –
IPXL
929
DELISTED
Impax Laboratories, Inc.
IPXL
$905K 0.01%
38,176
+2,100
+6% +$56.4K
KMT icon
930
Kennametal
KMT
$2.69B
$904K 0.01%
31,139
– –
WLY icon
931
John Wiley & Sons Class A
WLY
$2.59B
$903K 0.01%
17,502
-1,400
-7% -$76.7K
RIG icon
932
Transocean
RIG
$5.84B
$902K 0.01%
84,600
+400
+0.5% +$4.23K
DNOW icon
933
DNOW Inc
DNOW
$2.59B
$900K 0.01%
41,981
– –
KATE
934
DELISTED
Kate Spade & Company
KATE
$899K 0.01%
52,493
– –
AAT
935
American Assets Trust
AAT
$1.49B
$898K 0.01%
20,702
+200
+1% +$8.86K
WPG
936
DELISTED
Washington Prime Group Inc.
WPG
$896K 0.01%
8,045
– –
SNCR
937
DELISTED
Synchronoss Technologies
SNCR
$895K 0.01%
2,414
+89
+4% +$31.5K
SYNA icon
938
Synaptics
SYNA
$4.55B
$895K 0.01%
15,282
-1,100
-7% -$60.5K
TREX icon
939
Trex
TREX
$4.57B
$893K 0.01%
60,800
– –
ALGT icon
940
Allegiant Air
ALGT
$2.66B
$889K 0.01%
6,731
– –
CPS icon
941
Cooper-Standard Automotive
CPS
$508M
$889K 0.01%
+9,000
New +$847K
VIAV icon
942
Viavi Solutions
VIAV
$9.41B
$888K 0.01%
120,100
-600
-0.5% -$4.4K
KBR icon
943
KBR
KBR
$4.67B
$887K 0.01%
58,626
-100
-0.2% -$1.47K
GHC icon
944
Graham Holdings Company
GHC
$5.08B
$886K 0.01%
1,841
+200
+12% +$100K
MATX icon
945
Matsons
MATX
$6.22B
$885K 0.01%
22,185
-300
-1% -$11.1K
MXIM
946
DELISTED
Maxim Integrated Products
MXIM
$881K 0.01%
22,059
-7,600
-26% -$300K
AZZ icon
947
AZZ Inc
AZZ
$4.47B
$876K 0.01%
13,416
– –
ESL
948
DELISTED
Esterline Technologies
ESL
$875K 0.01%
11,507
– –
DAN icon
949
Dana Inc
DAN
$2.93B
$874K 0.01%
56,037
-1,800
-3% -$24.5K
NRG icon
950
NRG Energy
NRG
$28.8B
$870K 0.01%
77,600
+400
+0.5% +$5.21K
36 37
38
39 40

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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.