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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
QLGC
1501
DELISTED
QLOGIC CORP
QLGC
– –
-43,162
Closed -$636K
TUMI
1502
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-29,200
Closed -$781K
FNFG
1503
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-138,211
Closed -$1.35M
EXAM
1504
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-20,577
Closed -$717K
TE
1505
DELISTED
TECO ENERGY INC
TE
– –
-57,768
Closed -$1.6M
CPGX
1506
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-98,090
Closed -$2.5M
TYC
1507
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-99,702
Closed -$4.45M
HOT
1508
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-41,389
Closed -$3.06M
PLCM
1509
DELISTED
POLYCOM INC
PLCM
– –
-56,836
Closed -$639K
WIBC
1510
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-36,807
Closed -$384K
KKD
1511
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-31,700
Closed -$664K
GAS
1512
DELISTED
AGL Resources Inc
GAS
– –
-33,725
Closed -$2.23M
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
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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.