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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
UTI icon
1476
Universal Technical Institute
UTI
$2.08B
$19K ﹤0.01%
10,810
-200
-2% -$467
GLF
1477
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$17K ﹤0.01%
10,103
-3,300
-25% -$8.63K
BAS
1478
DELISTED
Basis Energy Services, Inc.
BAS
$16K ﹤0.01%
34
-2
-6% -$915
APEI icon
1479
American Public Education
APEI
$875M
– –
-8,288
Closed -$233K
CRVL icon
1480
CorVel
CRVL
$3.05B
– –
-15,993
Closed -$230K
HVT icon
1481
Haverty Furniture Companies
HVT
$401M
– –
-10,475
Closed -$189K
MTUM icon
1482
iShares MSCI USA Momentum Factor ETF
MTUM
$25.5B
– –
-1,629,422
Closed -$124M
PKE icon
1483
Park Aerospace
PKE
$745M
– –
-10,522
Closed -$153K
QUAL icon
1484
iShares MSCI USA Quality Factor ETF
QUAL
$45.8B
– –
-2,446,301
Closed -$161M
SIZE icon
1485
iShares MSCI USA Size Factor ETF
SIZE
$427M
– –
-2,266,581
Closed -$154M
VLUE icon
1486
iShares MSCI USA Value Factor ETF
VLUE
$9.4B
– –
-2,205,812
Closed -$136M
TBRG
1487
DELISTED
TruBridge
TBRG
– –
-5,553
Closed -$222K
CRR
1488
DELISTED
Carbo Ceramics Inc.
CRR
– –
-10,214
Closed -$134K
FTD
1489
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-9,161
Closed -$229K
SZMK
1490
DELISTED
SIZMEK INC COM STK (DE)
SZMK
– –
-10,152
Closed -$23K
OUTR
1491
DELISTED
OUTERWALL INC
OUTR
– –
-8,902
Closed -$374K
FEIC
1492
DELISTED
FEI COMPANY
FEIC
– –
-17,023
Closed -$1.82M
FCS
1493
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-47,196
Closed -$937K
STR
1494
DELISTED
QUESTAR CORP
STR
– –
-68,496
Closed -$1.74M
EMC
1495
DELISTED
EMC CORPORATION
EMC
– –
-559,286
Closed -$15.2M
CSH
1496
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-12,438
Closed -$530K
TLMR
1497
DELISTED
TALMER BANCORP INC (MI)
TLMR
– –
-33,082
Closed -$634K
SGNT
1498
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-12,405
Closed -$186K
DWA
1499
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-29,847
Closed -$1.22M
FMER
1500
DELISTED
FIRSTMERIT CORP
FMER
– –
-65,060
Closed -$1.32M
57 58 59
60
61

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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
Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return

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.