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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
DIN icon
1051
Dine Brands
DIN
$446M
$701K 0.01%
8,857
+300
+4% +$23.8K
FFBC icon
1052
First Financial Bancorp
FFBC
$3.54B
$700K 0.01%
32,071
– –
SCAI
1053
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$697K 0.01%
14,300
+200
+1% +$9.21K
CSGS
1054
DELISTED
CSG Systems International
CSGS
$693K 0.01%
16,758
-100
-0.6% -$4.19K
FSP
1055
Franklin Street Properties
FSP
$45.1M
$693K 0.01%
55,001
+8,700
+19% +$110K
MINI
1056
DELISTED
Mobile Mini Inc
MINI
$693K 0.01%
22,961
-100
-0.4% -$3.17K
HNI icon
1057
HNI Corp
HNI
$3.09B
$690K 0.01%
17,337
– –
AF
1058
DELISTED
Astoria Financial Corporation
AF
$689K 0.01%
47,208
-200
-0.4% -$2.99K
UVV icon
1059
Universal Corp
UVV
$1.34B
$688K 0.01%
11,812
– –
AMED
1060
DELISTED
Amedisys
AMED
$686K 0.01%
14,450
-100
-0.7% -$4.99K
SVU
1061
DELISTED
SUPERVALU Inc.
SVU
$686K 0.01%
19,643
+3,710
+23% +$131K
COHR icon
1062
Coherent
COHR
$51.3B
$685K 0.01%
28,148
+600
+2% +$12.7K
EXPO icon
1063
Exponent
EXPO
$3.04B
$684K 0.01%
26,792
-200
-0.7% -$5.21K
NP
1064
DELISTED
Neenah, Inc. Common Stock
NP
$683K 0.01%
8,648
– –
MGLN
1065
DELISTED
Magellan Health Services, Inc.
MGLN
$683K 0.01%
12,712
-100
-0.8% -$6.03K
PAY
1066
DELISTED
Verifone Systems Inc
PAY
$682K 0.01%
43,339
+300
+0.7% +$5.45K
PRGS icon
1067
Progress Software
PRGS
$1.64B
$681K 0.01%
25,029
-1,100
-4% -$31.5K
DCH
1068
Dauch Corp
DCH
$1.3B
$680K 0.01%
39,500
-200
-0.5% -$3.36K
FWRD icon
1069
Forward Air
FWRD
$475M
$678K 0.01%
15,673
-100
-0.6% -$4.54K
LTXB
1070
DELISTED
LegacyTexas Financial Group Inc
LTXB
$678K 0.01%
21,443
-1,300
-6% -$38.5K
IBOC icon
1071
International Bancshares
IBOC
$4.77B
$674K 0.01%
22,643
+1,000
+5% +$28.4K
MTH icon
1072
Meritage Homes
MTH
$4.87B
$674K 0.01%
38,856
+200
+0.5% +$3.63K
WABC icon
1073
Westamerica Bancorp
WABC
$1.38B
$672K 0.01%
13,210
– –
AX icon
1074
Axos Financial
AX
$5.47B
$668K 0.01%
29,824
– –
NTUS
1075
DELISTED
Natus Medical Inc
NTUS
$668K 0.01%
17,006
-200
-1% -$7.98K
41 42
43
44 45

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AIMCA
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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.