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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
LVLT
326
DELISTED
Level 3 Communications Inc
LVLT
$4.14M 0.05%
78,400
+1,200
+2% +$59.2K
FE icon
327
FirstEnergy
FE
$28.9B
$4.13M 0.05%
114,901
+2,900
+3% +$97.5K
TPR icon
328
Tapestry
TPR
$28.8B
$4.13M 0.05%
103,101
-1,300
-1% -$47.1K
WAT icon
329
Waters Corp
WAT
$36.8B
$4.13M 0.05%
31,297
+100
+0.3% +$12.5K
PFG icon
330
Principal Financial Group
PFG
$23.6B
$4.1M 0.05%
103,816
+400
+0.4% +$15.4K
EFX icon
331
Equifax
EFX
$20.3B
$4.09M 0.05%
35,781
+900
+3% +$94.7K
NUE icon
332
Nucor
NUE
$56.4B
$4.08M 0.05%
86,172
+1,100
+1% +$44.8K
MAA icon
333
Mid-America Apartment Communities
MAA
$15.6B
$4.07M 0.05%
39,799
+1,900
+5% +$176K
PH icon
334
Parker-Hannifin
PH
$125B
$4.07M 0.05%
36,624
+600
+2% +$60.3K
SWKS icon
335
Skyworks Solutions
SWKS
$9.06B
$4.05M 0.05%
52,000
+600
+1% +$40.7K
ROK icon
336
Rockwell Automation
ROK
$51.4B
$4.05M 0.05%
35,600
-500
-1% -$50.7K
XRAY icon
337
Dentsply Sirona
XRAY
$2.59B
$4.03M 0.05%
65,420
+28,400
+77% +$1.67M
VAL
338
DELISTED
Valspar
VAL
$4.03M 0.05%
37,634
+1,100
+3% +$90.8K
LLTC
339
DELISTED
Linear Technology Corp
LLTC
$4.02M 0.05%
90,275
+100
+0.1% +$4.23K
REG icon
340
Regency Centers
REG
$15B
$4.01M 0.05%
53,571
+4,800
+10% +$343K
SBNY
341
DELISTED
Signature Bank
SBNY
$3.98M 0.05%
29,241
+3,200
+12% +$436K
DRE
342
DELISTED
Duke Realty Corp.
DRE
$3.98M 0.05%
176,363
+6,200
+4% +$127K
CDK
343
DELISTED
CDK Global, Inc.
CDK
$3.97M 0.05%
85,201
+2,600
+3% +$116K
BEN icon
344
Franklin Resources
BEN
$16.9B
$3.96M 0.05%
101,287
-1,000
-1% -$35.4K
CDNS icon
345
Cadence Design Systems
CDNS
$90B
$3.95M 0.05%
167,605
+13,500
+9% +$283K
DGX icon
346
Quest Diagnostics
DGX
$25.1B
$3.94M 0.05%
55,121
+1,100
+2% +$73.8K
WWAV
347
DELISTED
The WhiteWave Foods Company
WWAV
$3.93M 0.05%
96,748
+4,900
+5% +$186K
INGR icon
348
Ingredion
INGR
$6.38B
$3.9M 0.05%
36,498
+1,200
+3% +$120K
STX icon
349
Seagate
STX
$193B
$3.87M 0.05%
112,340
-1,000
-0.9% -$32.2K
BR icon
350
Broadridge
BR
$17.2B
$3.87M 0.05%
65,238
+3,800
+6% +$207K
12 13
14
15 16

Similar funds

CM
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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.