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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
MRCY icon
1176
Mercury Systems
MRCY
$6.2B
$513K 0.01%
20,875
+100
+0.5% +$2.4K
CVSA
1177
Covista Inc
CVSA
$3.94B
$512K 0.01%
22,196
+100
+0.5% +$2.23K
CYH icon
1178
Community Health Systems
CYH
$385M
$512K 0.01%
44,383
+300
+0.7% +$3.46K
GDOT icon
1179
Green Dot
GDOT
$753M
$512K 0.01%
22,193
-300
-1% -$7.03K
BCC icon
1180
Boise Cascade
BCC
$2.74B
$509K 0.01%
20,021
-100
-0.5% -$2.57K
CIR
1181
DELISTED
CIRCOR International, Inc
CIR
$509K 0.01%
8,538
– –
ECOL
1182
DELISTED
US Ecology, Inc.
ECOL
$504K 0.01%
11,246
-100
-0.9% -$4.51K
DNR
1183
DELISTED
Denbury Resources, Inc.
DNR
$503K 0.01%
155,582
+18,600
+14% +$56.9K
HF
1184
DELISTED
HFF Inc.
HF
$503K 0.01%
18,152
+200
+1% +$5.55K
BMI icon
1185
Badger Meter
BMI
$3.66B
$502K 0.01%
14,994
-200
-1% -$6.91K
EIG icon
1186
Employers Holdings
EIG
$908M
$501K 0.01%
16,792
-100
-0.6% -$2.97K
GEF icon
1187
Greif
GEF
$4.47B
$501K 0.01%
10,103
– –
WP
1188
DELISTED
Worldpay, Inc.
WP
$501K 0.01%
8,900
+100
+1% +$5.55K
ACOR
1189
DELISTED
Acorda Therapeutics
ACOR
$499K 0.01%
199
– –
SAFT icon
1190
Safety Insurance
SAFT
$1.52B
$498K 0.01%
7,415
+100
+1% +$6.53K
TBI
1191
Trueblue
TBI
$234M
$497K 0.01%
21,928
-100
-0.5% -$2.18K
TISI icon
1192
Team
TISI
$77.7M
$497K 0.01%
1,520
-10
-0.7% -$2.96K
CRAY
1193
DELISTED
Cray, Inc.
CRAY
$497K 0.01%
21,100
-100
-0.5% -$2.55K
HSNI
1194
DELISTED
HSN, Inc.
HSNI
$497K 0.01%
12,497
– –
UNT
1195
DELISTED
UNIT Corporation
UNT
$496K 0.01%
26,649
-100
-0.4% -$1.54K
NCI
1196
DELISTED
Navigant Consulting, Inc.
NCI
$496K 0.01%
24,522
-200
-0.8% -$3.8K
CKH
1197
DELISTED
Seacor Holdings Inc.
CKH
$495K 0.01%
8,599
– –
FINL
1198
DELISTED
Finish Line
FINL
$494K 0.01%
21,419
-500
-2% -$11.3K
ENSG icon
1199
The Ensign Group
ENSG
$10.1B
$493K 0.01%
26,186
+214
+0.8% +$4.06K
SMP icon
1200
Standard Motor Products
SMP
$861M
$492K 0.01%
10,298
– –
46 47
48
49 50

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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.