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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
DAKT icon
1426
Daktronics
DAKT
$941M
$197K ﹤0.01%
20,691
+600
+3% +$4.77K
GNCMA
1427
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$196K ﹤0.01%
14,265
-900
-6% -$12.8K
TESO
1428
DELISTED
Tesco Corp
TESO
$196K ﹤0.01%
23,970
-100
-0.4% -$707
BNED icon
1429
Barnes & Noble Education
BNED
$412M
$191K ﹤0.01%
199
-4
-2% -$4.41K
SPOK icon
1430
Spok Holdings
SPOK
$221M
$190K ﹤0.01%
10,646
-100
-0.9% -$1.8K
AMRI
1431
DELISTED
Albany Molecular Research Inc
AMRI
$190K ﹤0.01%
11,486
-2,600
-18% -$38.5K
IVC
1432
DELISTED
Invacare Corporation
IVC
$183K ﹤0.01%
16,424
+800
+5% +$9.63K
CENX icon
1433
Century Aluminum
CENX
$4.57B
$178K ﹤0.01%
25,637
-100
-0.4% -$683
CLD
1434
DELISTED
Cloud Peak Energy Inc
CLD
$173K ﹤0.01%
31,753
-100
-0.3% -$348
BBG
1435
DELISTED
Bill Barrett Corp
BBG
$173K ﹤0.01%
31,160
+5,000
+19% +$29.7K
SPPI
1436
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$171K ﹤0.01%
36,555
+4,900
+15% +$29K
LMOS
1437
DELISTED
Lumos Networks Corp
LMOS
$171K ﹤0.01%
12,180
+100
+0.8% +$1.31K
BKMU
1438
DELISTED
Bank Mutual Corp
BKMU
$166K ﹤0.01%
21,652
-300
-1% -$2.31K
MWW
1439
DELISTED
Monster Worldwide Inc
MWW
$166K ﹤0.01%
46,026
-200
-0.4% -$637
FRED
1440
DELISTED
Fred's Inc
FRED
$165K ﹤0.01%
18,175
– –
FOR icon
1441
Forestar Group
FOR
$1.44B
$161K ﹤0.01%
13,786
-3,800
-22% -$45.9K
CMTL icon
1442
Comtech Telecommunications
CMTL
$51.8M
$154K ﹤0.01%
12,029
-2,000
-14% -$26.2K
DGII icon
1443
Digi International
DGII
$2.52B
$153K ﹤0.01%
13,441
– –
VRA icon
1444
Vera Bradley
VRA
$105M
$153K ﹤0.01%
10,100
-400
-4% -$6K
COHU icon
1445
Cohu
COHU
$2.39B
$151K ﹤0.01%
12,826
-300
-2% -$3.31K
MYE icon
1446
Myers Industries
MYE
$1.18B
$147K ﹤0.01%
11,286
-100
-0.9% -$1.43K
LOCO icon
1447
El Pollo Loco
LOCO
$485M
$140K ﹤0.01%
+11,100
New +$149K
LQDT icon
1448
Liquidity Services
LQDT
$1.17B
$140K ﹤0.01%
12,437
-300
-2% -$2.77K
TUES
1449
DELISTED
Tuesday Morning Corp
TUES
$138K ﹤0.01%
23,066
-100
-0.4% -$709
DSPG
1450
DELISTED
DSP Group Inc
DSPG
$136K ﹤0.01%
11,315
– –
56 57
58
59 60

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VMPIC
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BCIM
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BBA
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AIMCA
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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.