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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
NBTB icon
1026
NBT Bancorp
NBTB
$2.73B
$733K 0.01%
22,312
– –
SCL icon
1027
Stepan Co
SCL
$1.31B
$730K 0.01%
10,045
+500
+5% +$33.6K
PKY
1028
DELISTED
Parkway, Inc.
PKY
$728K 0.01%
42,815
+500
+1% +$8.7K
TRMK icon
1029
Trustmark
TRMK
$2.71B
$727K 0.01%
26,377
– –
DBD
1030
DELISTED
Diebold Nixdorf Incorporated
DBD
$727K 0.01%
29,321
+3,900
+15% +$104K
KLXI
1031
DELISTED
KLX Inc.
KLXI
$725K 0.01%
24,414
– –
CMC icon
1032
Commercial Metals
CMC
$7.53B
$724K 0.01%
44,720
– –
KWR icon
1033
Quaker Houghton
KWR
$2.63B
$723K 0.01%
6,821
-100
-1% -$9.76K
ZLTQ
1034
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$722K 0.01%
18,400
+1,600
+10% +$57.1K
SRCI
1035
DELISTED
SRC Energy Inc
SRCI
$719K 0.01%
103,693
+3,100
+3% +$20.5K
OMCL icon
1036
Omnicell
OMCL
$1.89B
$716K 0.01%
18,684
– –
EGHT icon
1037
8x8 Inc
EGHT
$262M
$715K 0.01%
46,335
-100
-0.2% -$1.42K
MLKN icon
1038
MillerKnoll
MLKN
$1.54B
$715K 0.01%
25,002
– –
NSP icon
1039
Insperity
NSP
$1.92B
$713K 0.01%
19,638
+2,800
+17% +$100K
CHSP
1040
DELISTED
Chesapeake Lodging Trust
CHSP
$713K 0.01%
31,127
-100
-0.3% -$2.47K
RMBS icon
1041
Rambus
RMBS
$10.4B
$710K 0.01%
56,800
-400
-0.7% -$5.28K
BID
1042
DELISTED
Sotheby's
BID
$710K 0.01%
18,683
-1,700
-8% -$60.1K
MSA icon
1043
Mine Safety
MSA
$6.78B
$709K 0.01%
12,209
-200
-2% -$11.2K
EPAC icon
1044
Enerpac Tool Group
EPAC
$1.78B
$708K 0.01%
30,445
-100
-0.3% -$2.34K
HUBG icon
1045
HUB Group
HUBG
$2.93B
$708K 0.01%
34,746
-800
-2% -$16.3K
FNF icon
1046
Fidelity National Financial
FNF
$14B
$707K 0.01%
27,582
-9,363
-25% -$242K
THC icon
1047
Tenet Healthcare
THC
$21B
$705K 0.01%
31,100
-7,700
-20% -$200K
GATX icon
1048
GATX Corp
GATX
$6.52B
$704K 0.01%
15,798
-200
-1% -$8.81K
SKYW icon
1049
Skywest
SKYW
$4.37B
$704K 0.01%
26,665
– –
GCI
1050
DELISTED
Gannett Co., Inc
GCI
$702K 0.01%
60,297
-200
-0.3% -$2.49K
40 41
42
43 44

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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.