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
GT icon
526
Goodyear
GT
$2.08B
$2.09M 0.03%
64,579
-700
-1% -$20.4K
AES icon
527
AES
AES
$10.6B
$2.08M 0.03%
162,278
+600
+0.4% +$7.47K
IM
528
DELISTED
Ingram Micro
IM
$2.08M 0.03%
58,449
+500
+0.9% +$17.4K
EPR icon
529
EPR Properties
EPR
$4.86B
$2.08M 0.03%
26,400
– –
SON icon
530
Sonoco
SON
$5.76B
$2.07M 0.03%
39,192
-200
-0.5% -$10.3K
THS
531
DELISTED
Treehouse Foods
THS
$2.06M 0.03%
23,632
+100
+0.4% +$9.61K
CBRE icon
532
CBRE Group
CBRE
$41.6B
$2.06M 0.03%
73,543
+2,000
+3% +$57.1K
ATR icon
533
AptarGroup
ATR
$8.53B
$2.05M 0.03%
26,504
-100
-0.4% -$7.82K
DCI icon
534
Donaldson
DCI
$10.8B
$2.05M 0.03%
54,947
+3,900
+8% +$142K
AVT icon
535
Avnet
AVT
$7.37B
$2.04M 0.03%
49,765
-500
-1% -$20.4K
UNM icon
536
Unum
UNM
$13.9B
$2.04M 0.03%
57,821
-500
-0.9% -$16.9K
WRI
537
DELISTED
Weingarten Realty Investors
WRI
$2.04M 0.03%
52,320
+900
+2% +$37.1K
RS icon
538
Reliance Steel & Aluminium
RS
$20.8B
$2.04M 0.03%
28,284
– –
FFIV icon
539
F5
FFIV
$22.4B
$2.03M 0.03%
16,300
-100
-0.6% -$12.1K
CMA
540
DELISTED
Comerica
CMA
$2.02M 0.03%
42,799
-200
-0.5% -$9.06K
PACW
541
DELISTED
PacWest Bancorp
PACW
$2.02M 0.03%
47,047
+2,300
+5% +$95.9K
JWN
542
DELISTED
Nordstrom
JWN
$2.01M 0.03%
38,728
-6,300
-14% -$296K
DINO icon
543
HF Sinclair
DINO
$15.9B
$2.01M 0.03%
81,914
-4,100
-5% -$103K
TTWO icon
544
Take-Two Interactive
TTWO
$43.9B
$2.01M 0.03%
44,505
+500
+1% +$21.1K
TOL icon
545
Toll Brothers
TOL
$14.3B
$2M 0.03%
67,089
-900
-1% -$26K
CGNX icon
546
Cognex
CGNX
$10.4B
$2M 0.03%
75,734
– –
ALK icon
547
Alaska Air
ALK
$5.36B
$2M 0.03%
30,300
+100
+0.3% +$6.58K
ODFL icon
548
Old Dominion Freight Line
ODFL
$48.2B
$1.99M 0.03%
87,057
+1,200
+1% +$27.1K
LEG icon
549
Leggett & Platt
LEG
$1.57B
$1.97M 0.03%
43,300
-3,700
-8% -$190K
CASY icon
550
Casey's General Stores
CASY
$31.3B
$1.97M 0.03%
16,410
– –
20 21
22
23 24

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.