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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
SMCI icon
1226
Super Micro Computer
SMCI
$19.5B
$459K 0.01%
196,500
+3,000
+2% +$6.68K
FOSL icon
1227
Fossil Group
FOSL
$239M
$455K 0.01%
16,400
+200
+1% +$5.91K
NTRI
1228
DELISTED
NutriSystem, Inc.
NTRI
$455K 0.01%
15,317
+200
+1% +$5.64K
MRVL icon
1229
Marvell Technology
MRVL
$174B
$453K 0.01%
34,100
-11,500
-25% -$135K
LDL
1230
DELISTED
Lydall, Inc.
LDL
$451K 0.01%
8,824
-100
-1% -$4.68K
EPAY
1231
DELISTED
Bottomline Technologies Inc
EPAY
$450K 0.01%
19,288
-400
-2% -$8.77K
KND
1232
DELISTED
Kindred Healthcare
KND
$450K 0.01%
44,064
-200
-0.5% -$2.22K
MDXG icon
1233
MiMedx Group
MDXG
$626M
$449K 0.01%
52,316
+600
+1% +$4.75K
LABL
1234
DELISTED
Multi-Color Corp
LABL
$449K 0.01%
6,800
– –
BANC icon
1235
Banc of California
BANC
$3.28B
$447K 0.01%
25,600
+100
+0.4% +$2.08K
PMC
1236
DELISTED
PharMerica Corporation
PMC
$447K 0.01%
15,916
– –
BRKL
1237
DELISTED
Brookline Bancorp
BRKL
$444K 0.01%
36,439
-100
-0.3% -$1.16K
CBB
1238
DELISTED
Cincinnati Bell Inc.
CBB
$444K 0.01%
21,740
-80
-0.4% -$1.78K
CTRE icon
1239
CareTrust REIT
CTRE
$10.2B
$443K 0.01%
29,983
-100
-0.3% -$1.47K
CATO icon
1240
Cato Corp
CATO
$65.9M
$442K 0.01%
13,450
– –
HLX icon
1241
Helix Energy Solutions
HLX
$1.46B
$441K 0.01%
54,200
+2,300
+4% +$17.4K
HAFC icon
1242
Hanmi Financial
HAFC
$943M
$439K 0.01%
16,666
-100
-0.6% -$2.52K
SHLM
1243
DELISTED
Schulman (A.) Inc
SHLM
$438K 0.01%
15,054
-100
-0.7% -$2.69K
CFNL
1244
DELISTED
Cardinal Financial Corp
CFNL
$438K 0.01%
16,779
-100
-0.6% -$2.51K
CVCO icon
1245
Cavco Industries
CVCO
$4.39B
$436K 0.01%
4,400
+100
+2% +$9.97K
VASC
1246
DELISTED
Vascular Solutions Inc
VASC
$436K 0.01%
9,050
– –
SPXC icon
1247
SPX Corp
SPXC
$11B
$435K 0.01%
21,600
– –
AMAG
1248
DELISTED
AMAG Pharmaceuticals
AMAG
$434K 0.01%
17,700
-300
-2% -$7.5K
TVTY
1249
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$433K 0.01%
16,383
+100
+0.6% +$2.02K
RAVN
1250
DELISTED
Raven Industries Inc
RAVN
$431K 0.01%
+18,700
New +$403K
48 49
50
51 52

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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.