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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
KRA
1151
DELISTED
Kraton Corporation
KRA
$561K 0.01%
16,006
– –
EBS icon
1152
Emergent Biosolutions
EBS
$375M
$560K 0.01%
17,760
+1,500
+9% +$43.6K
SPTN
1153
DELISTED
SpartanNash
SPTN
$560K 0.01%
19,360
-100
-0.5% -$3.08K
TILE icon
1154
Interface
TILE
$1.91B
$560K 0.01%
33,553
-400
-1% -$6.68K
MMSI icon
1155
Merit Medical Systems
MMSI
$4.43B
$557K 0.01%
22,944
-100
-0.4% -$2.31K
BEL
1156
DELISTED
Belmond Ltd.
BEL
$555K 0.01%
43,700
-1,600
-4% -$18.2K
BPFH
1157
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$553K 0.01%
43,111
– –
ININ
1158
DELISTED
Interactive Intelligence Group, inc.
ININ
$553K 0.01%
9,202
– –
NAVG
1159
DELISTED
Navigators Group Inc
NAVG
$553K 0.01%
11,404
– –
AAWW
1160
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$549K 0.01%
12,823
-100
-0.8% -$3.91K
SCHL icon
1161
Scholastic
SCHL
$796M
$546K 0.01%
13,862
– –
TGI
1162
DELISTED
Triumph Group
TGI
$540K 0.01%
19,357
– –
STC icon
1163
Stewart Information Services
STC
$2.05B
$536K 0.01%
12,067
-100
-0.8% -$4.49K
RGEN icon
1164
Repligen
RGEN
$7.44B
$526K 0.01%
17,426
– –
OXM icon
1165
Oxford Industries
OXM
$577M
$525K 0.01%
7,755
+100
+1% +$6.26K
WT icon
1166
WisdomTree
WT
$2.97B
$525K 0.01%
51,047
+600
+1% +$6.25K
MDC
1167
DELISTED
M.D.C. Holdings, Inc.
MDC
$524K 0.01%
28,193
-139
-0.5% -$2.58K
STBA icon
1168
S&T Bancorp
STBA
$1.86B
$522K 0.01%
18,021
-100
-0.6% -$2.69K
AIR icon
1169
AAR Corp
AIR
$5.15B
$521K 0.01%
16,646
-300
-2% -$7.63K
CVGW
1170
DELISTED
Calavo Growers
CVGW
$521K 0.01%
7,963
+300
+4% +$19.5K
KBH icon
1171
KB Home
KBH
$3.48B
$521K 0.01%
32,320
-300
-0.9% -$4.72K
GTLS
1172
DELISTED
Chart Industries
GTLS
$519K 0.01%
15,801
-100
-0.6% -$2.9K
GBX icon
1173
The Greenbrier Companies
GBX
$1.61B
$515K 0.01%
14,600
+1,300
+10% +$42.5K
SNBR
1174
DELISTED
Sleep Number
SNBR
$514K 0.01%
23,779
-500
-2% -$12.3K
CNMD icon
1175
CONMED
CNMD
$1.29B
$513K 0.01%
12,803
-600
-4% -$25.5K
45 46
47
48 49

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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.