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
+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
TAP icon
301
Molson Coors Class B
TAP
$7.68B
$4.79M 0.06%
49,821
+7,900
+19% +$705K
SBAC icon
302
SBA Communications
SBAC
$18.4B
$4.77M 0.06%
47,600
+300
+0.6% +$28.7K
WRB icon
303
W.R. Berkley
WRB
$28B
$4.73M 0.06%
284,104
+2,025
+0.7% +$31.1K
LUMN icon
304
Lumen
LUMN
$6.53B
$4.71M 0.06%
147,418
-2,000
-1% -$56.1K
ATVI
305
DELISTED
Activision Blizzard
ATVI
$4.65M 0.06%
137,500
+2,800
+2% +$91.8K
GPN icon
306
Global Payments
GPN
$22.1B
$4.64M 0.06%
70,989
+3,700
+5% +$219K
FL
307
DELISTED
Foot Locker
FL
$4.63M 0.06%
71,856
+2,500
+4% +$162K
GEN icon
308
Gen Digital
GEN
$15.6B
$4.63M 0.06%
251,661
-2,700
-1% -$52K
XLNX
309
DELISTED
Xilinx Inc
XLNX
$4.61M 0.06%
97,289
+1,700
+2% +$79.8K
RMD icon
310
ResMed
RMD
$28.3B
$4.44M 0.06%
76,780
+4,500
+6% +$255K
MCO icon
311
Moody's
MCO
$81.7B
$4.44M 0.06%
45,941
-300
-0.6% -$27K
CERN
312
DELISTED
Cerner Corp
CERN
$4.35M 0.06%
82,100
+500
+0.6% +$27.2K
SWK icon
313
Stanley Black & Decker
SWK
$14.2B
$4.34M 0.06%
41,292
+1,000
+2% +$97K
WCN
314
Waste Connections
WCN
$42.8B
$4.34M 0.06%
100,778
+5,700
+6% +$230K
TT icon
315
Trane Technologies
TT
$106B
$4.32M 0.06%
69,600
-700
-1% -$38.2K
MAT icon
316
Mattel
MAT
$4.17B
$4.31M 0.06%
128,164
– –
AMP icon
317
Ameriprise Financial
AMP
$46.8B
$4.3M 0.06%
45,776
-1,400
-3% -$126K
MJN
318
DELISTED
Mead Johnson Nutrition Company
MJN
$4.3M 0.06%
50,600
-2,200
-4% -$164K
KLAC icon
319
KLA
KLAC
$275B
$4.26M 0.06%
584,800
+4,000
+0.7% +$26.9K
STJ
320
DELISTED
St Jude Medical
STJ
$4.23M 0.06%
76,933
+2,100
+3% +$114K
TYC
321
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$4.22M 0.06%
109,921
-191
-0.2% -$6.82K
CPT icon
322
Camden Property Trust
CPT
$11.3B
$4.19M 0.05%
49,797
+1,600
+3% +$122K
UAA icon
323
Under Armour
UAA
$3B
$4.18M 0.05%
99,300
+1,007
+1% +$39.5K
WDC icon
324
Western Digital
WDC
$179B
$4.17M 0.05%
116,821
+1,191
+1% +$42.6K
SNDK
325
DELISTED
SANDISK CORP
SNDK
$4.14M 0.05%
54,473
+800
+1% +$57.7K
11 12
13
14 15

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 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.