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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
IDXX icon
351
Idexx Laboratories
IDXX
$42.9B
$3.86M 0.05%
49,234
+2,100
+4% +$151K
ATO icon
352
Atmos Energy
ATO
$29.9B
$3.85M 0.05%
51,873
+1,900
+4% +$130K
HOT
353
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$3.82M 0.05%
45,789
+1,100
+2% +$75.1K
VMC icon
354
Vulcan Materials
VMC
$36.3B
$3.81M 0.05%
36,126
-200
-0.6% -$19K
COO icon
355
Cooper Companies
COO
$13.7B
$3.81M 0.05%
98,908
+2,400
+2% +$82.9K
NTRS icon
356
Northern Trust
NTRS
$22.2B
$3.81M 0.05%
58,404
+900
+2% +$56.4K
DVN icon
357
Devon Energy
DVN
$51.9B
$3.8M 0.05%
138,374
+30,500
+28% +$742K
WAB icon
358
Wabtec
WAB
$51.1B
$3.79M 0.05%
47,779
-600
-1% -$41.6K
RCL icon
359
Royal Caribbean
RCL
$78.7B
$3.78M 0.05%
46,000
-1,000
-2% -$78K
HES
360
DELISTED
Hess
HES
$3.78M 0.05%
71,762
+5,900
+9% +$261K
WHR icon
361
Whirlpool
WHR
$2.42B
$3.77M 0.05%
20,929
-600
-3% -$89.4K
SCG
362
DELISTED
Scana
SCG
$3.76M 0.05%
53,575
+1,500
+3% +$97K
AGNC icon
363
AGNC Investment
AGNC
$12.3B
$3.75M 0.05%
201,300
+2,200
+1% +$39.1K
CPGX
364
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$3.72M 0.05%
148,206
+4,500
+3% +$87.2K
JBLU icon
365
JetBlue
JBLU
$1.96B
$3.72M 0.05%
176,078
+12,900
+8% +$271K
PKG icon
366
Packaging Corp of America
PKG
$22.7B
$3.71M 0.05%
61,445
+800
+1% +$42.9K
WRK
367
DELISTED
WestRock Company
WRK
$3.71M 0.05%
105,388
-1,221
-1% -$39.8K
CINF icon
368
Cincinnati Financial
CINF
$28.3B
$3.7M 0.05%
56,676
+300
+0.5% +$18.3K
EXR icon
369
Extra Space Storage
EXR
$31.2B
$3.69M 0.05%
39,500
-29,927
-43% -$2.6M
RHT
370
DELISTED
Red Hat Inc
RHT
$3.69M 0.05%
49,500
+1,200
+2% +$84.7K
FLG
371
Flagstar Bank National Association
FLG
$5.77B
$3.68M 0.05%
77,090
+400
+0.5% +$18.5K
MAR icon
372
Marriott International
MAR
$98.7B
$3.67M 0.05%
51,566
-400
-0.8% -$26.2K
WU icon
373
Western Union
WU
$2.57B
$3.66M 0.05%
189,936
-1,100
-0.6% -$19.8K
JKHY icon
374
Jack Henry & Associates
JKHY
$10.7B
$3.66M 0.05%
43,302
+2,000
+5% +$161K
MCHP icon
375
Microchip Technology
MCHP
$42.8B
$3.66M 0.05%
151,738
-2,400
-2% -$53.5K
13 14
15
16 17

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VMPIC
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BCIM
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BBA
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AIMCA
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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.