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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
UCB
1001
United Community Banks
UCB
$4.21B
$769K 0.01%
36,581
+100
+0.3% +$1.98K
HMN icon
1002
Horace Mann Educators
HMN
$2.09B
$761K 0.01%
20,766
-100
-0.5% -$3.54K
LM
1003
DELISTED
Legg Mason, Inc.
LM
$761K 0.01%
22,718
-3,100
-12% -$103K
ODP
1004
DELISTED
ODP
ODP
$758K 0.01%
21,245
+1,900
+10% +$67.4K
AWR icon
1005
American States Water
AWR
$3.37B
$757K 0.01%
18,900
-100
-0.5% -$4.14K
URBN icon
1006
Urban Outfitters
URBN
$6.22B
$756K 0.01%
21,900
+600
+3% +$19.7K
PRLB icon
1007
Protolabs
PRLB
$1.85B
$755K 0.01%
12,600
+300
+2% +$17.3K
IOSP icon
1008
Innospec
IOSP
$2.11B
$754K 0.01%
12,400
– –
PLCE icon
1009
Children's Place
PLCE
$52.9M
$754K 0.01%
9,444
-400
-4% -$33K
EGOV
1010
DELISTED
NIC Inc
EGOV
$754K 0.01%
32,087
+300
+0.9% +$6.91K
CRS icon
1011
Carpenter Technology
CRS
$28.8B
$749K 0.01%
18,154
-100
-0.5% -$3.77K
DDD icon
1012
3D Systems Corp
DDD
$430M
$747K 0.01%
41,643
– –
FSLR icon
1013
First Solar
FSLR
$22.1B
$746K 0.01%
18,900
+100
+0.5% +$4.14K
KMPR icon
1014
Kemper
KMPR
$1.73B
$746K 0.01%
18,981
+200
+1% +$7.2K
SFNC icon
1015
Simmons First National
SFNC
$3.32B
$746K 0.01%
29,912
+200
+0.7% +$4.8K
DECK icon
1016
Deckers Outdoor
DECK
$13.6B
$745K 0.01%
75,048
– –
SEM
1017
DELISTED
Select Medical
SEM
$744K 0.01%
102,308
+1,113
+1% +$7.08K
VSH icon
1018
Vishay Intertechnology
VSH
$5.7B
$742K 0.01%
52,663
-300
-0.6% -$4.04K
MDP
1019
DELISTED
Meredith Corporation
MDP
$742K 0.01%
14,274
-400
-3% -$21.4K
RDC
1020
DELISTED
Rowan Companies Plc
RDC
$742K 0.01%
48,944
-100
-0.2% -$1.46K
CBM
1021
DELISTED
Cambrex Corporation
CBM
$741K 0.01%
16,676
+100
+0.6% +$4.87K
FCN icon
1022
FTI Consulting
FCN
$4.88B
$735K 0.01%
16,498
+300
+2% +$13K
INDB icon
1023
Independent Bank
INDB
$4.03B
$734K 0.01%
13,571
-100
-0.7% -$5.09K
OI icon
1024
O-I Glass
OI
$1.41B
$734K 0.01%
39,906
+200
+0.5% +$3.63K
POLY
1025
DELISTED
Plantronics, Inc.
POLY
$734K 0.01%
14,129
– –
39 40
41
42 43

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PP
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VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
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.