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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
MTSC
1276
DELISTED
MTS Systems Corp
MTSC
$398K 0.01%
8,653
+100
+1% +$4.71K
CCC
1277
DELISTED
Calgon Carbon Corp
CCC
$397K 0.01%
26,139
-100
-0.4% -$1.42K
ESND
1278
DELISTED
Essendant Inc.
ESND
$395K 0.01%
19,240
-100
-0.5% -$2.21K
TLRD
1279
DELISTED
Tailored Brands, Inc.
TLRD
$394K 0.01%
25,111
-100
-0.4% -$1.46K
IPHS
1280
DELISTED
Innophos Holdings, Inc.
IPHS
$393K 0.01%
10,073
– –
WIRE
1281
DELISTED
Encore Wire Corp
WIRE
$392K 0.01%
10,654
-100
-0.9% -$3.83K
CHCO icon
1282
City Holding Co
CHCO
$1.97B
$391K 0.01%
7,770
– –
BOBE
1283
DELISTED
Bob Evans Farms, Inc.
BOBE
$391K 0.01%
10,212
-100
-1% -$3.77K
SAIA icon
1284
Saia
SAIA
$11.3B
$390K 0.01%
13,023
– –
DTSI
1285
DELISTED
DTS, Inc.
DTSI
$387K 0.01%
9,108
– –
PRSU
1286
Pursuit Attractions and Hospitality Inc
PRSU
$1.43B
$386K 0.01%
10,473
– –
FTK icon
1287
Flotek Industries
FTK
$935M
$385K 0.01%
4,411
-250
-5% -$21.6K
CEVA icon
1288
CEVA Inc
CEVA
$1.01B
$382K 0.01%
10,886
+300
+3% +$9.29K
BGC
1289
DELISTED
General Cable Corporation
BGC
$382K 0.01%
25,501
-100
-0.4% -$1.47K
MNTA
1290
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$378K 0.01%
32,334
-500
-2% -$5.88K
PRFT
1291
DELISTED
Perficient Inc
PRFT
$375K 0.01%
18,625
-100
-0.5% -$2.06K
NFBK
1292
DELISTED
Northfield Bancorp
NFBK
$374K 0.01%
23,215
+2,900
+14% +$45K
DEL
1293
DELISTED
Deltic Timber
DEL
$371K 0.01%
5,472
-100
-2% -$6.94K
IBP icon
1294
Installed Building Products
IBP
$6.13B
$369K 0.01%
10,300
+1,700
+20% +$59.1K
ANIK icon
1295
Anika Therapeutics
ANIK
$199M
$368K 0.01%
7,690
+200
+3% +$9.88K
BJRI icon
1296
BJ's Restaurants
BJRI
$1.41B
$368K 0.01%
10,346
+100
+1% +$4.03K
BFX
1297
DELISTED
BowFlex Inc.
BFX
$366K 0.01%
+16,100
New +$343K
ASNA
1298
DELISTED
Ascena Retail Group, Inc.
ASNA
$364K 0.01%
3,255
-85
-3% -$12.9K
HSTM icon
1299
HealthStream
HSTM
$793M
$363K 0.01%
13,164
+500
+4% +$12.9K
WD icon
1300
Walker & Dunlop
WD
$1.65B
$363K 0.01%
14,369
+300
+2% +$7.62K
50 51
52
53 54

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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.