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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
FLOW
1076
DELISTED
SPX FLOW, Inc.
FLOW
$668K 0.01%
21,600
– –
MEI icon
1077
Methode Electronics
MEI
$542M
$667K 0.01%
19,075
-100
-0.5% -$3.52K
AVNS icon
1078
Avanos Medical
AVNS
$1.17B
$666K 0.01%
19,203
– –
PCH
1079
DELISTED
PotlatchDeltic
PCH
$666K 0.01%
17,123
+100
+0.6% +$3.75K
APOG icon
1080
Apogee Enterprises
APOG
$855M
$665K 0.01%
14,887
-100
-0.7% -$4.67K
BLD
1081
DELISTED
TopBuild
BLD
$662K 0.01%
19,927
– –
FCPT icon
1082
Four Corners Property Trust
FCPT
$2.83B
$660K 0.01%
30,938
+3,000
+11% +$63.2K
CNSL
1083
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$660K 0.01%
26,162
-100
-0.4% -$2.58K
EBIX
1084
DELISTED
Ebix Inc
EBIX
$660K 0.01%
11,614
-1,700
-13% -$92.9K
PFS icon
1085
Provident Financial Services
PFS
$3.11B
$659K 0.01%
31,018
+300
+1% +$6.18K
CCMP
1086
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$659K 0.01%
12,457
+200
+2% +$9.83K
GPI icon
1087
Group 1 Automotive
GPI
$4.01B
$654K 0.01%
10,231
-700
-6% -$41.3K
HW
1088
DELISTED
Headwaters Inc
HW
$649K 0.01%
38,359
-100
-0.3% -$1.84K
SONC
1089
DELISTED
Sonic Corp
SONC
$644K 0.01%
24,611
-600
-2% -$16.5K
AAN.A
1090
DELISTED
The Aaron's Company Inc Class A
AAN.A
$643K 0.01%
25,288
– –
SSTK icon
1091
Shutterstock
SSTK
$216M
$637K 0.01%
+10,000
New +$575K
AIN icon
1092
Albany International
AIN
$2.16B
$636K 0.01%
15,014
+100
+0.7% +$4.2K
CXW icon
1093
CoreCivic
CXW
$3.09B
$636K 0.01%
45,877
– –
AJRD
1094
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$634K 0.01%
36,047
+2,700
+8% +$48.9K
OIS icon
1095
Oil States International
OIS
$512M
$633K 0.01%
20,049
– –
SUPN icon
1096
Supernus Pharmaceuticals
SUPN
$2.73B
$633K 0.01%
25,601
+7,600
+42% +$172K
BHE icon
1097
Benchmark Electronics
BHE
$2.86B
$632K 0.01%
25,348
-300
-1% -$7.11K
NPO icon
1098
Enpro
NPO
$6.95B
$631K 0.01%
11,097
-200
-2% -$10.3K
ABCB icon
1099
Ameris Bancorp
ABCB
$5.77B
$629K 0.01%
18,000
+3,500
+24% +$117K
WDR
1100
DELISTED
Waddell & Reed Financial, Inc.
WDR
$627K 0.01%
34,532
+600
+2% +$10.9K
42 43
44
45 46

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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.