We are live on ! Find out more
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
DPLO
1101
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$625K 0.01%
22,300
+3,500
+19% +$117K
KFY icon
1102
Korn Ferry
KFY
$4.09B
$623K 0.01%
29,647
-100
-0.3% -$2.28K
LZB icon
1103
La-Z-Boy
LZB
$1.62B
$623K 0.01%
25,385
-500
-2% -$14.1K
CYNO
1104
DELISTED
Cynosure, Inc. Class A
CYNO
$623K 0.01%
12,225
– –
GIII icon
1105
G-III Apparel Group
GIII
$1.5B
$620K 0.01%
21,275
+500
+2% +$19.6K
IRBT
1106
DELISTED
iRobot
IRBT
$619K 0.01%
14,067
-200
-1% -$7.84K
SXI icon
1107
Standex International
SXI
$3.64B
$617K 0.01%
6,640
– –
KAMN
1108
DELISTED
Kaman Corp
KAMN
$616K 0.01%
14,027
– –
ESE icon
1109
ESCO Technologies
ESE
$8.23B
$615K 0.01%
13,253
-100
-0.7% -$4.41K
CHS
1110
DELISTED
Chicos FAS, Inc.
CHS
$614K 0.01%
51,578
-200
-0.4% -$2.37K
OSIS icon
1111
OSI Systems
OSIS
$3.54B
$612K 0.01%
9,354
+200
+2% +$12.6K
MATV icon
1112
Mativ Holdings
MATV
$448M
$609K 0.01%
15,800
-100
-0.6% -$3.81K
SAM icon
1113
Boston Beer
SAM
$1.88B
$608K 0.01%
3,916
-100
-2% -$17.4K
NSR
1114
DELISTED
Neustar Inc
NSR
$608K 0.01%
22,881
+100
+0.4% +$2.5K
BANR icon
1115
Banner Corp
BANR
$2.39B
$605K 0.01%
13,827
+3,200
+30% +$138K
CUB
1116
DELISTED
Cubic Corporation
CUB
$603K 0.01%
12,888
+1,500
+13% +$66.6K
NE
1117
DELISTED
Noble Corporation
NE
$602K 0.01%
94,963
-100
-0.1% -$672
ABAX
1118
DELISTED
Abaxis Inc
ABAX
$601K 0.01%
11,634
+700
+6% +$35.1K
ROCK icon
1119
Gibraltar Industries
ROCK
$1.36B
$600K 0.01%
16,151
+700
+5% +$25.6K
ADC icon
1120
Agree Realty
ADC
$9.76B
$598K 0.01%
12,088
-200
-2% -$9.75K
NSIT icon
1121
Insight Enterprises
NSIT
$3.66B
$596K 0.01%
18,320
-700
-4% -$20.6K
AKS
1122
DELISTED
AK Steel Holding Corp
AKS
$595K 0.01%
123,209
-500
-0.4% -$2.54K
CALM icon
1123
Cal-Maine
CALM
$4.17B
$594K 0.01%
15,416
-700
-4% -$30.1K
INN
1124
Summit Hotel Properties
INN
$750M
$593K 0.01%
45,090
-200
-0.4% -$2.77K
SFBS
1125
ServisFirst Bancshares
SFBS
$4.82B
$592K 0.01%
22,800
+200
+0.9% +$5.11K
43 44
45
46 47

Similar funds

CM
Caption Management Oklahoma City, Oklahoma $17.1B AUM 70.99% 1-Year Est. Return
PP
Prudential plc London, England, United Kingdom $17.1B AUM 15.7% 1-Year Est. Return
VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
BCIM
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
Baker Bros. Advisors New York $17.4B AUM 131.5% 1-Year Est. Return
Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
AIMCA
Alberta Investment Management Corp (AIMCo) Edmonton, Alberta, Canada $16.7B AUM 23.27% 1-Year Est. Return
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.