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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
LHX icon
376
L3Harris
LHX
$56.7B
$3.66M 0.05%
46,952
+600
+1% +$48K
NBL
377
DELISTED
Noble Energy, Inc.
NBL
$3.65M 0.05%
116,288
-700
-0.6% -$21.4K
MSCI icon
378
MSCI
MSCI
$41.4B
$3.62M 0.05%
48,814
+900
+2% +$62.2K
DPZ icon
379
Domino's
DPZ
$11.5B
$3.61M 0.05%
27,382
-900
-3% -$107K
CA
380
DELISTED
CA, Inc.
CA
$3.59M 0.05%
116,530
-1,500
-1% -$43.1K
DINO icon
381
HF Sinclair
DINO
$16.1B
$3.58M 0.05%
101,514
-4,400
-4% -$152K
GWW icon
382
W.W. Grainger
GWW
$65.4B
$3.58M 0.05%
15,350
+100
+0.7% +$20.9K
ASH icon
383
Ashland
ASH
$3.04B
$3.57M 0.05%
66,356
+2,657
+4% +$128K
ADSK icon
384
Autodesk
ADSK
$47.4B
$3.56M 0.05%
61,080
– –
LRCX icon
385
Lam Research
LRCX
$354B
$3.56M 0.05%
431,280
+4,000
+0.9% +$29.1K
FITB
386
Fifth Third Bancorp
FITB
$51.5B
$3.54M 0.05%
212,375
-3,500
-2% -$57.6K
A icon
387
Agilent Technologies
A
$39B
$3.54M 0.05%
88,909
-200
-0.2% -$7.62K
BFH icon
388
Bread Financial
BFH
$4.34B
$3.54M 0.05%
20,173
-376
-2% -$65.7K
CXO
389
DELISTED
CONCHO RESOURCES INC.
CXO
$3.54M 0.05%
+35,000
New +$3.22M
CTRA
390
DELISTED
Coterra Energy
CTRA
$3.53M 0.05%
155,300
+17,900
+13% +$359K
FCX icon
391
Freeport-McMoran
FCX
$89.2B
$3.51M 0.05%
339,462
+5,000
+1% +$35.1K
LLL
392
DELISTED
L3 Technologies, Inc.
LLL
$3.49M 0.05%
29,482
+200
+0.7% +$23.3K
CAM
393
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$3.49M 0.05%
52,001
+100
+0.2% +$6.42K
BBY icon
394
Best Buy
BBY
$18.7B
$3.48M 0.05%
107,318
-7,800
-7% -$236K
EXPE icon
395
Expedia Group
EXPE
$33.4B
$3.47M 0.05%
32,159
+400
+1% +$42.7K
ARE icon
396
Alexandria Real Estate Equities
ARE
$9.01B
$3.46M 0.05%
38,128
+2,100
+6% +$171K
FDS icon
397
Factset
FDS
$9.59B
$3.43M 0.04%
22,646
+1,200
+6% +$179K
MOS icon
398
The Mosaic Company
MOS
$7.02B
$3.43M 0.04%
126,900
+200
+0.2% +$5.22K
AA icon
399
Alcoa
AA
$11.7B
$3.42M 0.04%
148,361
+2,622
+2% +$53.4K
ALB icon
400
Albemarle
ALB
$13.6B
$3.41M 0.04%
53,329
+100
+0.2% +$5.49K
14 15
16
17 18

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.