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
KHC icon
101
Kraft Heinz
KHC
$30.4B
$13.1M 0.2%
146,731
+600
+0.4% +$53.1K
EOG icon
102
EOG Resources
EOG
$78B
$13.1M 0.2%
135,632
+700
+0.5% +$61.5K
RTN
103
DELISTED
Raytheon Company
RTN
$13M 0.2%
95,662
-8,100
-8% -$1.13M
ESRX
104
DELISTED
Express Scripts Holding Company
ESRX
$13M 0.2%
184,530
-1,400
-0.8% -$105K
CME icon
105
CME Group
CME
$92.2B
$13M 0.2%
124,103
-8,400
-6% -$877K
AVB icon
106
AvalonBay Communities
AVB
$27.1B
$12.8M 0.19%
72,158
+400
+0.6% +$72K
CAT icon
107
Caterpillar
CAT
$409B
$12.8M 0.19%
143,896
+700
+0.5% +$57.3K
COO icon
108
Cooper Companies
COO
$13.7B
$12.6M 0.19%
280,908
+200,000
+247% +$9.11M
WM icon
109
Waste Management
WM
$95.9B
$12.6M 0.19%
197,414
-900
-0.5% -$58.8K
AXP icon
110
American Express
AXP
$223B
$12.2M 0.19%
191,048
-7,200
-4% -$463K
NEM icon
111
Newmont
NEM
$98.2B
$12.2M 0.18%
309,260
+1,900
+0.6% +$78.8K
MET icon
112
MetLife
MET
$61B
$12M 0.18%
303,593
+1,234
+0.4% +$46.4K
MON
113
DELISTED
Monsanto Co
MON
$12M 0.18%
117,052
+600
+0.5% +$62.9K
XEL icon
114
Xcel Energy
XEL
$51B
$11.9M 0.18%
290,179
-11,900
-4% -$509K
MRSH
115
Marsh
MRSH
$86.3B
$11.8M 0.18%
175,489
– –
PSX icon
116
Phillips 66
PSX
$82.9B
$11.8M 0.18%
146,087
-17,800
-11% -$1.38M
MS icon
117
Morgan Stanley
MS
$337B
$11.6M 0.18%
362,514
-8,100
-2% -$242K
F icon
118
Ford
F
$57.3B
$11.6M 0.18%
960,928
+3,800
+0.4% +$48K
EMR icon
119
Emerson Electric
EMR
$82.9B
$11.4M 0.17%
208,333
-16,100
-7% -$863K
PYPL icon
120
PayPal
PYPL
$49.5B
$11.3M 0.17%
276,410
+5,900
+2% +$227K
CRM icon
121
Salesforce
CRM
$134B
$11.3M 0.17%
158,556
+2,300
+1% +$179K
AEP icon
122
American Electric Power
AEP
$73.7B
$11.2M 0.17%
174,876
-12,200
-7% -$820K
RAI
123
DELISTED
Reynolds American Inc
RAI
$11.2M 0.17%
237,440
+1,000
+0.4% +$50.2K
GM icon
124
General Motors
GM
$74.7B
$11.1M 0.17%
350,000
+6,300
+2% +$197K
AET
125
DELISTED
Aetna Inc
AET
$11M 0.17%
95,234
+500
+0.5% +$58.6K
3 4
5
6 7

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.