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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
+2.65%
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
$7.68B
AUM Growth
+$170M
Cap. Flow
+$45.4M
Cap. Flow %
0.59%
Top 10 Hldgs %
17.3%
Holding
1,509
New
29
Increased
1,065
Reduced
318
Closed
32

Top Buys

Rank Stock Value
1
CB icon
Chubb
CB
+$19.9M
2
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$16.4M
3
SIZE icon
iShares MSCI USA Size Factor ETF
SIZE
+$15.8M
4
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
+$10.1M
5
WTW icon
Willis Towers Watson
WTW
+$4.34M

Top Sells

Rank Stock Value
1
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$27M
2
CB
CHUBB CORPORATION
CB
+$13.5M
3
BRCM
BROADCOM CORP CL-A
BRCM
+$8.69M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$8.45M
5
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
+$7.14M

Sector Composition

Rank Sector Weight
1 Technology 13.46%
2 Healthcare 13.19%
3 Financials 12.13%
4 Consumer Staples 9.82%
5 Industrials 9.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LH icon
251
Labcorp
LH
$24.3B
$5.94M 0.08%
59,023
+1,280
+2% +$123K
GGP
252
DELISTED
GGP Inc.
GGP
$5.91M 0.08%
198,800
+3,200
+2% +$88K
CMG icon
253
Chipotle Mexican Grill
CMG
$40.8B
$5.84M 0.08%
620,000
-15,000
-2% -$143K
UAL icon
254
United Airlines
UAL
$38.4B
$5.84M 0.08%
97,500
-3,900
-4% -$207K
HPQ icon
255
HP
HPQ
$23.5B
$5.77M 0.08%
468,176
-24,500
-5% -$262K
NLSN
256
DELISTED
Nielsen Holdings plc
NLSN
$5.75M 0.07%
109,200
+300
+0.3% +$14.5K
WTW icon
257
Willis Towers Watson
WTW
$27.9B
$5.73M 0.07%
48,270
+37,700
+357% +$4.34M
DFS
258
DELISTED
Discover Financial Services
DFS
$5.72M 0.07%
112,278
-3,000
-3% -$145K
Y
259
DELISTED
Alleghany Corp
Y
$5.72M 0.07%
11,519
-100
-0.9% -$47.3K
EL icon
260
Estee Lauder
EL
$29B
$5.67M 0.07%
60,158
+1,200
+2% +$107K
RNR icon
261
RenaissanceRe
RNR
$13.7B
$5.66M 0.07%
47,269
-300
-0.6% -$34.1K
BXP icon
262
Boston Properties
BXP
$11B
$5.66M 0.07%
44,519
+1,000
+2% +$119K
NLY icon
263
Annaly Capital Management
NLY
$16.9B
$5.65M 0.07%
137,675
+2,450
+2% +$96.1K
APTV icon
264
Aptiv
APTV
$12B
$5.65M 0.07%
75,300
-900
-1% -$61.6K
ALK icon
265
Alaska Air
ALK
$5.15B
$5.61M 0.07%
68,415
+3,100
+5% +$229K
ZBH icon
266
Zimmer Biomet
ZBH
$17.7B
$5.58M 0.07%
53,943
+3,193
+6% +$309K
EA icon
267
Electronic Arts
EA
$52.4B
$5.54M 0.07%
83,873
+500
+0.6% +$31.9K
ZTS icon
268
Zoetis
ZTS
$31.6B
$5.5M 0.07%
124,000
+1,800
+1% +$76.4K
EW icon
269
Edwards Lifesciences
EW
$47.6B
$5.45M 0.07%
185,400
+3,600
+2% +$99.3K
MNST icon
270
Monster Beverage
MNST
$91.4B
$5.43M 0.07%
244,200
+1,200
+0.5% +$26.7K
VAR
271
DELISTED
Varian Medical Systems, Inc.
VAR
$5.4M 0.07%
76,921
-342
-0.4% -$23.2K
ETR icon
272
Entergy
ETR
$54.1B
$5.39M 0.07%
135,984
+3,400
+3% +$123K
VIAB
273
DELISTED
Viacom Inc. Class B
VIAB
$5.39M 0.07%
130,583
-2,300
-2% -$91.4K
LKQ icon
274
LKQ Corp
LKQ
$6.58B
$5.37M 0.07%
168,017
+9,800
+6% +$273K
ANSS
275
DELISTED
Ansys
ANSS
$5.36M 0.07%
59,935
+2,300
+4% +$198K
9 10
11
12 13

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VMPIC
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BCIM
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BBA
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Macquarie Group
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AIMCA
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FCM
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Arizona State Retirement System's Q1 2016 Portfolio in Review

As of Q1 2016, Arizona State Retirement System held 1,509 positions worth $7.68B, up 2.3% from $7.51B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Trading was light in Q1 2016: portfolio turnover was 4%. Arizona State Retirement System opened 29 new positions and exited 32, leaving the 1,509-position portfolio largely intact.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 13% a quarter earlier, followed by Healthcare and Financials.

  • Arizona State Retirement System's largest Q1 2016 buy was Chubb: 173,317 shares worth $20.7M.
  • Arizona State Retirement System added most to iShares MSCI USA Quality Factor ETF in Q1 2016, an estimated $16.4M increase.
  • Arizona State Retirement System's biggest Q1 2016 reduction was iShares MSCI USA Momentum Factor ETF, cutting an estimated $27M.
  • Arizona State Retirement System fully exited CHUBB CORPORATION in Q1 2016, selling an estimated $13.5M.
  • Arizona State Retirement System's ten largest holdings make up 17% of its $7.68B portfolio in Q1 2016.
  • Arizona State Retirement System opened 29 new positions and closed 32 in Q1 2016.
  • Arizona State Retirement System's portfolio value rose 2.3% quarter-over-quarter to $7.68B.

Based on Arizona State Retirement System's 13F filing for Q1 2016, filed 16 May 2016.