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
ZBH icon
176
Zimmer Biomet
ZBH
$17.7B
$8.19M 0.12%
64,861
+1,545
+2% +$191K
AMAT icon
177
Applied Materials
AMAT
$426B
$8.03M 0.12%
266,182
-1,000
-0.4% -$27.9K
GLW icon
178
Corning
GLW
$126B
$8.01M 0.12%
338,615
-40,400
-11% -$901K
BSX icon
179
Boston Scientific
BSX
$65.8B
$7.97M 0.12%
335,056
+2,200
+0.7% +$52.5K
APC
180
DELISTED
Anadarko Petroleum
APC
$7.97M 0.12%
125,726
+500
+0.4% +$27.9K
ADM icon
181
Archer Daniels Midland
ADM
$41.4B
$7.96M 0.12%
188,725
-17,100
-8% -$739K
VLO icon
182
Valero Energy
VLO
$89.8B
$7.95M 0.12%
149,997
-13,900
-8% -$741K
HSY icon
183
Hershey
HSY
$35.4B
$7.9M 0.12%
82,589
-4,600
-5% -$487K
ICE icon
184
Intercontinental Exchange
ICE
$82.4B
$7.89M 0.12%
146,465
+500
+0.3% +$27.3K
PXD
185
DELISTED
Pioneer Natural Resource Co.
PXD
$7.76M 0.12%
41,775
+1,700
+4% +$289K
EIX icon
186
Edison International
EIX
$30.7B
$7.62M 0.12%
105,471
-8,200
-7% -$615K
PPL
187
PPL Corp
PPL
$27.3B
$7.59M 0.12%
219,443
-16,400
-7% -$590K
ORLY icon
188
O'Reilly Automotive
ORLY
$72.4B
$7.58M 0.12%
405,780
-3,000
-0.7% -$56.2K
EXC icon
189
Exelon
EXC
$48.6B
$7.57M 0.11%
318,621
+1,542
+0.5% +$38.7K
TFC icon
190
Truist Financial
TFC
$63.2B
$7.56M 0.11%
200,522
-800
-0.4% -$29.8K
REGN icon
191
Regeneron Pharmaceuticals
REGN
$68.8B
$7.48M 0.11%
18,600
-500
-3% -$201K
ATVI
192
DELISTED
Activision Blizzard
ATVI
$7.44M 0.11%
168,000
+43,100
+35% +$1.81M
SE
193
DELISTED
Spectra Energy Corp Wi
SE
$7.38M 0.11%
172,605
+4,800
+3% +$183K
STZ icon
194
Constellation Brands
STZ
$22.2B
$7.27M 0.11%
43,671
+400
+0.9% +$65.9K
DAL icon
195
Delta Air Lines
DAL
$55.9B
$7.26M 0.11%
184,400
-4,900
-3% -$185K
ROST icon
196
Ross Stores
ROST
$76.6B
$7.25M 0.11%
112,800
-900
-0.8% -$55.3K
ALL icon
197
Allstate
ALL
$66.9B
$7.17M 0.11%
103,616
-300
-0.3% -$20.7K
CTSH icon
198
Cognizant
CTSH
$21.5B
$7.13M 0.11%
149,458
+800
+0.5% +$45.5K
CSX icon
199
CSX Corp
CSX
$98.6B
$7.11M 0.11%
698,856
-4,500
-0.6% -$42.6K
HUM icon
200
Humana
HUM
$46.7B
$7.1M 0.11%
40,128
+200
+0.5% +$34.7K
6 7
8
9 10

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.