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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
WOR icon
976
Worthington Enterprises
WOR
$2.79B
$825K 0.01%
27,855
-648
-2% -$17.3K
FNGN
977
DELISTED
Financial Engines, Inc.
FNGN
$820K 0.01%
27,592
+100
+0.4% +$2.91K
INVX
978
Innovex International
INVX
$1.85B
$819K 0.01%
14,689
-100
-0.7% -$5.58K
MSTR icon
979
Strategy Inc
MSTR
$36B
$818K 0.01%
48,870
– –
WNR
980
DELISTED
Western Refining Inc
WNR
$817K 0.01%
30,895
+4,500
+17% +$106K
FMBI
981
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$814K 0.01%
42,045
-200
-0.5% -$3.78K
PLXS icon
982
Plexus
PLXS
$6.78B
$811K 0.01%
17,339
– –
TPH
983
DELISTED
Tri Pointe Homes
TPH
$809K 0.01%
61,360
+100
+0.2% +$1.32K
FELE icon
984
Franklin Electric
FELE
$4.66B
$807K 0.01%
19,821
-100
-0.5% -$3.79K
AEL
985
DELISTED
American Equity Investment Life Holding Company
AEL
$807K 0.01%
45,516
+2,800
+7% +$46.2K
CHDN icon
986
Churchill Downs
CHDN
$6.15B
$805K 0.01%
33,000
+600
+2% +$14.1K
KALU icon
987
Kaiser Aluminum
KALU
$2.65B
$804K 0.01%
9,295
– –
CWT icon
988
California Water Service
CWT
$3.04B
$796K 0.01%
24,800
-100
-0.4% -$3.23K
AN icon
989
AutoNation
AN
$7.1B
$794K 0.01%
16,291
-1,200
-7% -$59K
AMN icon
990
AMN Healthcare
AMN
$1.3B
$793K 0.01%
24,896
– –
ASRT
991
DELISTED
Assertio
ASRT
$793K 0.01%
529
– –
ALEX
992
DELISTED
Alexander & Baldwin
ALEX
$788K 0.01%
20,499
– –
UNFI icon
993
United Natural Foods
UNFI
$2.97B
$787K 0.01%
19,664
– –
STMP
994
DELISTED
Stamps.com, Inc.
STMP
$784K 0.01%
8,291
+100
+1% +$8.66K
MCY icon
995
Mercury Insurance
MCY
$6.01B
$782K 0.01%
14,252
– –
CCOI icon
996
Cogent Communications
CCOI
$612M
$780K 0.01%
21,200
-200
-0.9% -$7.72K
CEB
997
DELISTED
CEB Inc.
CEB
$779K 0.01%
14,293
-100
-0.7% -$5.98K
AXON
998
Axon Enterprise
AXON
$42.4B
$771K 0.01%
26,945
-400
-1% -$11.1K
ATI icon
999
ATI
ATI
$26.3B
$769K 0.01%
42,547
– –
GVA icon
1000
Granite Construction
GVA
$5.49B
$769K 0.01%
15,465
– –
38 39
40
41 42

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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.