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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
KELYA icon
1351
Kelly Services Class A
KELYA
$526M
$289K ﹤0.01%
15,060
-400
-3% -$7.82K
ONTO icon
1352
Onto Innovation
ONTO
$13.6B
$287K ﹤0.01%
12,864
+200
+2% +$4.19K
EGRX
1353
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$287K ﹤0.01%
+4,100
New +$227K
IQNT
1354
DELISTED
Inteliquent, Inc.
IQNT
$286K ﹤0.01%
+17,700
New +$311K
EGL
1355
DELISTED
Engility Holdings, Inc.
EGL
$286K ﹤0.01%
+9,080
New +$267K
LHCG
1356
DELISTED
LHC Group LLC
LHCG
$285K ﹤0.01%
7,718
+900
+13% +$36.1K
IPAR icon
1357
Interparfums
IPAR
$3.92B
$284K ﹤0.01%
8,809
-100
-1% -$3.2K
RTEC
1358
DELISTED
Rudolph Technologies Inc
RTEC
$284K ﹤0.01%
16,024
– –
CDR
1359
DELISTED
Cedar Realty Trust, Inc
CDR
$283K ﹤0.01%
5,952
+45
+0.8% +$2.25K
RGP icon
1360
Resources Connection
RGP
$129M
$281K ﹤0.01%
18,795
-300
-2% -$4.47K
UTEK
1361
DELISTED
Ultratech Inc.
UTEK
$281K ﹤0.01%
12,171
-1,700
-12% -$41.3K
DO
1362
DELISTED
Diamond Offshore Drilling
DO
$279K ﹤0.01%
15,854
– –
EZPW icon
1363
Ezcorp Inc
EZPW
$1.82B
$278K ﹤0.01%
25,101
-1,400
-5% -$13.5K
EPIQ
1364
DELISTED
EPIQ SYSTEMS INC
EPIQ
$278K ﹤0.01%
16,843
-100
-0.6% -$1.6K
ITG
1365
DELISTED
Investment Technology Group Inc
ITG
$277K ﹤0.01%
16,176
-1,100
-6% -$18.2K
MPAA icon
1366
Motorcar Parts of America
MPAA
$261M
$276K ﹤0.01%
9,600
+100
+1% +$2.81K
LL
1367
DELISTED
LL Flooring Holdings, Inc.
LL
$276K ﹤0.01%
14,055
– –
OSPN icon
1368
OneSpan
OSPN
$562M
$274K ﹤0.01%
15,574
+100
+0.6% +$1.76K
ANIP icon
1369
ANI Pharmaceuticals
ANIP
$1.77B
$273K ﹤0.01%
4,115
+200
+5% +$12.5K
ECPG icon
1370
Encore Capital Group
ECPG
$1.93B
$273K ﹤0.01%
12,157
-200
-2% -$4.51K
DCOM
1371
DELISTED
Dime Community Bancshares
DCOM
$273K ﹤0.01%
16,270
+300
+2% +$5.21K
TR icon
1372
Tootsie Roll Industries
TR
$2.82B
$272K ﹤0.01%
9,907
-269
-3% -$7.51K
ATW
1373
DELISTED
Atwood Oceanics
ATW
$271K ﹤0.01%
31,200
+900
+3% +$8.54K
PGTI
1374
DELISTED
PGT, Inc.
PGTI
$270K ﹤0.01%
25,335
+100
+0.4% +$1.15K
BEAT
1375
DELISTED
BioTelemetry, Inc.
BEAT
$269K ﹤0.01%
+14,500
New +$273K
53 54
55
56 57

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VMPIC
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BCIM
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BBA
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Macquarie Group
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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.