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
WGO icon
1326
Winnebago Industries
WGO
$870M
$328K 0.01%
13,899
-100
-0.7% -$2.33K
GTY
1327
Getty Realty Corp
GTY
$2.1B
$327K 0.01%
13,659
– –
BKS
1328
DELISTED
Barnes & Noble
BKS
$327K 0.01%
28,917
-2,500
-8% -$30.2K
ALG icon
1329
Alamo Group
ALG
$2.01B
$323K ﹤0.01%
4,900
– –
LGIH icon
1330
LGI Homes
LGIH
$1.4B
$321K ﹤0.01%
+8,700
New +$307K
PLUS icon
1331
ePlus
PLUS
$2.33B
$321K ﹤0.01%
13,600
+2,000
+17% +$43.5K
NPKI
1332
NPK International
NPKI
$1.21B
$321K ﹤0.01%
43,671
– –
MTRN icon
1333
Materion
MTRN
$5.01B
$317K ﹤0.01%
10,312
-100
-1% -$2.81K
CROX icon
1334
Crocs
CROX
$6.69B
$315K ﹤0.01%
37,988
-100
-0.3% -$958
CTS icon
1335
CTS Corp
CTS
$1.72B
$315K ﹤0.01%
16,947
-100
-0.6% -$1.89K
MODV
1336
DELISTED
ModivCare
MODV
$315K ﹤0.01%
6,485
+200
+3% +$9.38K
FBP icon
1337
First Bancorp
FBP
$4.4B
$310K ﹤0.01%
59,532
-1,300
-2% -$6.01K
RRGB icon
1338
Red Robin
RRGB
$134M
$310K ﹤0.01%
6,895
-200
-3% -$9.75K
ORIT
1339
DELISTED
Oritani Financial Corp. New
ORIT
$310K ﹤0.01%
19,702
-200
-1% -$3.21K
FARO
1340
DELISTED
Faro Technologies
FARO
$309K ﹤0.01%
8,584
-100
-1% -$3.39K
ITGR icon
1341
Integer Holdings
ITGR
$3.35B
$309K ﹤0.01%
+14,224
New +$364K
NX icon
1342
Quanex
NX
$854M
$306K ﹤0.01%
17,736
– –
MHO icon
1343
M/I Homes
MHO
$3.83B
$301K ﹤0.01%
12,775
– –
FRAN
1344
DELISTED
Francesca's Holdings Corporation
FRAN
$301K ﹤0.01%
1,627
-125
-7% -$20.4K
RYAM icon
1345
Rayonier Advanced Materials
RYAM
$565M
$300K ﹤0.01%
22,405
-100
-0.4% -$1.29K
SNEX icon
1346
StoneX
SNEX
$8.83B
$299K ﹤0.01%
38,981
-507
-1% -$3.35K
LNW
1347
DELISTED
Light & Wonder
LNW
$296K ﹤0.01%
26,267
– –
VRTS icon
1348
Virtus Investment Partners
VRTS
$1.11B
$294K ﹤0.01%
3,000
+28
+0.9% +$2.45K
TTI icon
1349
TETRA Technologies
TTI
$1.23B
$293K ﹤0.01%
47,925
+2,300
+5% +$14K
ACET
1350
DELISTED
Aceto Corp
ACET
$291K ﹤0.01%
15,349
– –
52 53
54
55 56

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.