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
TNL icon
476
Travel + Leisure Co
TNL
$4.68B
$2.41M 0.04%
79,169
-7,531
-9% -$241K
ARRS
477
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.4M 0.04%
84,802
+7,000
+9% +$187K
STLD icon
478
Steel Dynamics
STLD
$36.1B
$2.38M 0.04%
95,230
+100
+0.1% +$2.55K
ALB icon
479
Albemarle
ALB
$13.7B
$2.37M 0.04%
27,700
-16,229
-37% -$1.34M
HP icon
480
Helmerich & Payne
HP
$3.36B
$2.35M 0.04%
34,994
-2,700
-7% -$169K
HBI
481
DELISTED
Hanesbrands
HBI
$2.35M 0.04%
93,000
+400
+0.4% +$10.5K
CBOE icon
482
Cboe Global Markets
CBOE
$30.2B
$2.34M 0.04%
36,090
-200
-0.6% -$13.6K
ANDV
483
DELISTED
Andeavor
ANDV
$2.32M 0.04%
29,210
-200
-0.7% -$15.4K
WST icon
484
West Pharmaceutical
WST
$23.3B
$2.32M 0.04%
31,136
– –
HOG icon
485
Harley-Davidson
HOG
$2.61B
$2.31M 0.04%
44,021
-400
-0.9% -$20.7K
XYL icon
486
Xylem
XYL
$28.6B
$2.31M 0.04%
44,100
+200
+0.5% +$9.81K
LPT
487
DELISTED
Liberty Property Trust
LPT
$2.31M 0.04%
57,312
– –
HUBB icon
488
Hubbell
HUBB
$26.3B
$2.29M 0.03%
21,279
-200
-0.9% -$21.2K
ABMD
489
DELISTED
Abiomed Inc
ABMD
$2.29M 0.03%
17,800
+300
+2% +$35.9K
AFG icon
490
American Financial Group
AFG
$12B
$2.29M 0.03%
30,484
+700
+2% +$51.6K
SCI icon
491
Service Corp International
SCI
$11.4B
$2.29M 0.03%
86,111
-200
-0.2% -$5.42K
JLL icon
492
Jones Lang LaSalle
JLL
$15.5B
$2.28M 0.03%
20,070
– –
UTHR icon
493
United Therapeutics
UTHR
$26.3B
$2.28M 0.03%
19,326
-500
-3% -$60.1K
WTRG icon
494
Essential Utilities
WTRG
$11.2B
$2.28M 0.03%
74,877
-100
-0.1% -$3.24K
AKAM icon
495
Akamai
AKAM
$16.4B
$2.28M 0.03%
43,018
-100
-0.2% -$5.35K
ARW icon
496
Arrow Electronics
ARW
$10.9B
$2.28M 0.03%
35,646
-200
-0.6% -$12.9K
XL
497
DELISTED
XL Group Ltd.
XL
$2.28M 0.03%
67,697
-2,100
-3% -$70.6K
TTC icon
498
Toro Company
TTC
$9.01B
$2.27M 0.03%
48,576
-400
-0.8% -$18.7K
JNPR
499
DELISTED
Juniper Networks
JNPR
$2.27M 0.03%
94,335
+7,700
+9% +$178K
IRM icon
500
Iron Mountain
IRM
$37.8B
$2.26M 0.03%
60,267
+1,600
+3% +$61.7K
18 19
20
21 22

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.