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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
ANDE icon
1201
Andersons Inc
ANDE
$2.51B
$491K 0.01%
13,561
-100
-0.7% -$3.62K
INGN icon
1202
Inogen
INGN
$174M
$491K 0.01%
8,200
+700
+9% +$39K
MANT
1203
DELISTED
Mantech International Corp
MANT
$489K 0.01%
12,971
+200
+2% +$7.94K
MAGN
1204
Magnera Corp
MAGN
$492M
$488K 0.01%
1,730
-8
-0.5% -$2.23K
KN icon
1205
Knowles
KN
$3.13B
$486K 0.01%
34,594
– –
SCSC icon
1206
Scansource
SCSC
$1.12B
$485K 0.01%
13,282
– –
AZTA icon
1207
Azenta
AZTA
$1.27B
$483K 0.01%
35,493
-100
-0.3% -$1.26K
GPRE icon
1208
Green Plains
GPRE
$1.16B
$482K 0.01%
18,397
-400
-2% -$9.34K
TMP icon
1209
Tompkins Financial
TMP
$1.43B
$482K 0.01%
6,312
-100
-2% -$7.15K
ADTN icon
1210
Adtran
ADTN
$769M
$479K 0.01%
25,045
-400
-2% -$7.37K
EXPR
1211
DELISTED
Express, Inc.
EXPR
$479K 0.01%
2,030
+255
+14% +$69.1K
IPCC
1212
DELISTED
Infinity Property & Casualty C
IPCC
$474K 0.01%
5,735
– –
RSTI
1213
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$474K 0.01%
14,715
– –
SSP icon
1214
E.W. Scripps
SSP
$280M
$472K 0.01%
29,658
+2,000
+7% +$33.3K
AROC icon
1215
Archrock
AROC
$6.27B
$471K 0.01%
35,981
-200
-0.6% -$2.15K
UFCS icon
1216
United Fire Group
UFCS
$1.32B
$471K 0.01%
11,121
+100
+0.9% +$4.26K
WNC icon
1217
Wabash National
WNC
$527M
$471K 0.01%
+33,100
New +$452K
KLIC icon
1218
Kulicke & Soffa
KLIC
$5.03B
$470K 0.01%
36,363
-200
-0.5% -$2.51K
CMO
1219
DELISTED
Capstead Mortgage Corp.
CMO
$468K 0.01%
49,663
-200
-0.4% -$1.99K
TYPE
1220
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$467K 0.01%
21,100
– –
TLN
1221
DELISTED
Talen Energy Corporation
TLN
$466K 0.01%
33,675
+8,600
+34% +$118K
FCF icon
1222
First Commonwealth Financial
FCF
$2.14B
$465K 0.01%
46,038
– –
LMNX
1223
DELISTED
Luminex Corp
LMNX
$465K 0.01%
20,468
+400
+2% +$8.7K
PATK icon
1224
Patrick Industries
PATK
$2.81B
$464K 0.01%
+16,875
New +$475K
HIBB
1225
DELISTED
Hibbett, Inc. Common Stock
HIBB
$460K 0.01%
11,530
-100
-0.9% -$3.76K
47 48
49
50 51

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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.