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
GL icon
601
Globe Life
GL
$13.5B
$1.75M 0.03%
27,378
-100
-0.4% -$6.29K
GGG icon
602
Graco
GGG
$12.9B
$1.75M 0.03%
70,881
– –
UAA icon
603
Under Armour
UAA
$3.02B
$1.75M 0.03%
45,200
+300
+0.7% +$12.1K
BWA icon
604
BorgWarner
BWA
$12.9B
$1.75M 0.03%
56,346
-4,316
-7% -$127K
OA
605
DELISTED
Orbital ATK, Inc.
OA
$1.74M 0.03%
22,820
-100
-0.4% -$7.96K
CBSH icon
606
Commerce Bancshares
CBSH
$8.53B
$1.71M 0.03%
56,663
-163
-0.3% -$4.86K
FICO icon
607
Fair Isaac
FICO
$30.1B
$1.71M 0.03%
13,714
-200
-1% -$25K
TER icon
608
Teradyne
TER
$51.1B
$1.71M 0.03%
79,052
-300
-0.4% -$6.19K
DST
609
DELISTED
DST Systems Inc.
DST
$1.71M 0.03%
28,922
+1,200
+4% +$72.6K
AVY icon
610
Avery Dennison
AVY
$12.5B
$1.7M 0.03%
21,903
– –
THO icon
611
Thor Industries
THO
$4.02B
$1.69M 0.03%
19,979
+900
+5% +$69.9K
BGS icon
612
B&G Foods
BGS
$290M
$1.69M 0.03%
34,389
+1,900
+6% +$91.4K
SRCL
613
DELISTED
Stericycle Inc
SRCL
$1.68M 0.03%
20,990
+200
+1% +$18.1K
SWN
614
DELISTED
Southwestern Energy Company
SWN
$1.68M 0.03%
121,515
+26,500
+28% +$367K
FAF icon
615
First American
FAF
$7.79B
$1.68M 0.03%
42,801
– –
CNK icon
616
Cinemark Holdings
CNK
$3.88B
$1.68M 0.03%
43,870
– –
CW icon
617
Curtiss-Wright
CW
$27B
$1.68M 0.03%
18,400
– –
SNV
618
DELISTED
Synovus
SNV
$1.68M 0.03%
51,520
-1,200
-2% -$37.7K
URI icon
619
United Rentals
URI
$69.9B
$1.66M 0.03%
21,200
-500
-2% -$38.3K
EXP icon
620
Eagle Materials
EXP
$6.64B
$1.66M 0.03%
21,432
-100
-0.5% -$8.03K
NEU icon
621
NewMarket
NEU
$7.23B
$1.66M 0.03%
3,860
-400
-9% -$170K
HRB icon
622
H&R Block
HRB
$5.39B
$1.65M 0.03%
71,408
-8,100
-10% -$190K
FTI icon
623
TechnipFMC
FTI
$29.8B
$1.65M 0.03%
74,726
+134
+0.2% +$2.71K
GXP
624
DELISTED
Great Plains Energy Incorporated
GXP
$1.65M 0.03%
60,419
+100
+0.2% +$2.86K
IDA icon
625
Idacorp
IDA
$8.21B
$1.65M 0.03%
21,029
– –
23 24
25
26 27

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.