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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
THRM icon
1126
Gentherm
THRM
$1.29B
$592K 0.01%
18,850
-100
-0.5% -$3.31K
AAON icon
1127
Aaon
AAON
$8.27B
$591K 0.01%
30,783
-150
-0.5% -$2.76K
ASTE icon
1128
Astec Industries
ASTE
$1.29B
$591K 0.01%
9,866
+100
+1% +$5.81K
RH icon
1129
RH
RH
$3.4B
$588K 0.01%
17,000
+200
+1% +$6.37K
TNC icon
1130
Tennant Co
TNC
$1.48B
$587K 0.01%
9,061
-100
-1% -$6.19K
GCO icon
1131
Genesco
GCO
$416M
$586K 0.01%
10,766
-100
-0.9% -$6.31K
AMSF icon
1132
AMERISAFE
AMSF
$562M
$585K 0.01%
9,955
– –
AMWD
1133
DELISTED
American Woodmark
AMWD
$585K 0.01%
7,265
+200
+3% +$15.6K
PLKI
1134
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$584K 0.01%
10,991
-400
-4% -$22.3K
SCOR icon
1135
Comscore
SCOR
$107M
$583K 0.01%
950
-50
-5% -$28.4K
DF
1136
DELISTED
Dean Foods Company
DF
$580K 0.01%
35,360
-500
-1% -$8.74K
SYKE
1137
DELISTED
SYKES Enterprises Inc
SYKE
$577K 0.01%
20,523
+400
+2% +$11.9K
ROG icon
1138
Rogers Corp
ROG
$2.31B
$571K 0.01%
9,347
– –
RGR icon
1139
Sturm, Ruger & Co
RGR
$620M
$569K 0.01%
9,845
– –
ABG icon
1140
Asbury Automotive
ABG
$4.22B
$568K 0.01%
10,200
-1,300
-11% -$72.4K
CAL icon
1141
Caleres
CAL
$420M
$568K 0.01%
22,442
-200
-0.9% -$5.09K
NYT icon
1142
New York Times
NYT
$11.7B
$568K 0.01%
47,557
-600
-1% -$7.6K
TIME
1143
DELISTED
Time Inc.
TIME
$566K 0.01%
39,110
-700
-2% -$10.6K
AIRM
1144
DELISTED
Air Methods Corp
AIRM
$566K 0.01%
17,962
-200
-1% -$6.81K
CLW icon
1145
Clearwater Paper
CLW
$278M
$565K 0.01%
8,739
-100
-1% -$6.32K
CALY
1146
Callaway Golf Company
CALY
$3.28B
$565K 0.01%
48,682
-100
-0.2% -$1.11K
QLYS icon
1147
Qualys
QLYS
$4.75B
$565K 0.01%
14,800
+2,100
+17% +$70.3K
ALOG
1148
DELISTED
Analogic Corp
ALOG
$564K 0.01%
6,361
-100
-2% -$8.67K
FIX icon
1149
Comfort Systems
FIX
$60.9B
$563K 0.01%
19,202
-100
-0.5% -$2.97K
UEIC icon
1150
Universal Electronics
UEIC
$57.6M
$561K 0.01%
7,535
– –
44 45
46
47 48

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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.