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
KLAC icon
351
KLA
KLAC
$275B
$3.52M 0.05%
504,800
-39,000
-7% -$281K
SWKS icon
352
Skyworks Solutions
SWKS
$9.06B
$3.52M 0.05%
46,200
-500
-1% -$34.9K
BALL icon
353
Ball Corp
BALL
$17B
$3.52M 0.05%
85,812
+16,200
+23% +$619K
ADSK icon
354
Autodesk
ADSK
$44.3B
$3.48M 0.05%
48,080
-7,000
-13% -$441K
CPT icon
355
Camden Property Trust
CPT
$11.3B
$3.47M 0.05%
41,397
– –
FE icon
356
FirstEnergy
FE
$28.9B
$3.46M 0.05%
104,701
+500
+0.5% +$17K
EXPE icon
357
Expedia Group
EXPE
$31.2B
$3.46M 0.05%
29,659
+900
+3% +$102K
BBY icon
358
Best Buy
BBY
$18B
$3.46M 0.05%
90,518
-8,800
-9% -$309K
ULTA icon
359
Ulta Beauty
ULTA
$20.4B
$3.43M 0.05%
14,400
-900
-6% -$227K
XRAY icon
360
Dentsply Sirona
XRAY
$2.59B
$3.41M 0.05%
57,420
– –
CA
361
DELISTED
CA, Inc.
CA
$3.36M 0.05%
101,530
-3,400
-3% -$115K
MAT icon
362
Mattel
MAT
$4.17B
$3.34M 0.05%
110,264
-8,500
-7% -$278K
LVLT
363
DELISTED
Level 3 Communications Inc
LVLT
$3.33M 0.05%
71,700
+600
+0.8% +$30.4K
SCG
364
DELISTED
Scana
SCG
$3.31M 0.05%
45,675
-3,500
-7% -$256K
AXS icon
365
AXIS Capital
AXS
$8.59B
$3.3M 0.05%
60,700
-3,500
-5% -$193K
TPR icon
366
Tapestry
TPR
$28.8B
$3.3M 0.05%
90,201
-6,700
-7% -$265K
MRO
367
DELISTED
Marathon Oil Corporation
MRO
$3.3M 0.05%
208,614
+700
+0.3% +$10.4K
WU icon
368
Western Union
WU
$2.57B
$3.29M 0.05%
158,136
-14,300
-8% -$294K
AA icon
369
Alcoa
AA
$11.7B
$3.28M 0.05%
134,794
+541
+0.4% +$13.2K
FCX icon
370
Freeport-McMoran
FCX
$90B
$3.27M 0.05%
300,962
-6,200
-2% -$71.3K
CTXS
371
DELISTED
Citrix Systems Inc
CTXS
$3.27M 0.05%
48,164
+377
+0.8% +$25.7K
DPZ icon
372
Domino's
DPZ
$11B
$3.26M 0.05%
21,482
-900
-4% -$131K
NTAP icon
373
NetApp
NTAP
$32.9B
$3.26M 0.05%
91,037
-10,200
-10% -$311K
VAL
374
DELISTED
Valspar
VAL
$3.26M 0.05%
30,734
-200
-0.6% -$21.3K
PRGO icon
375
Perrigo
PRGO
$1.4B
$3.26M 0.05%
35,300
+200
+0.6% +$18.4K
13 14
15
16 17

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.