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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
HST icon
401
Host Hotels & Resorts
HST
$17.1B
$3.41M 0.04%
203,980
+1,600
+0.8% +$24.1K
TFX icon
402
Teleflex
TFX
$5.8B
$3.4M 0.04%
21,624
+900
+4% +$126K
OGE icon
403
OGE Energy
OGE
$10.2B
$3.37M 0.04%
117,695
+1,700
+1% +$44.8K
HAS icon
404
Hasbro
HAS
$12.8B
$3.36M 0.04%
41,905
+300
+0.7% +$22.3K
VRSK icon
405
Verisk Analytics
VRSK
$27.1B
$3.35M 0.04%
41,900
-400
-0.9% -$29.2K
STE icon
406
Steris
STE
$21.3B
$3.35M 0.04%
47,100
+2,800
+6% +$189K
WR
407
DELISTED
Westar Energy Inc
WR
$3.34M 0.04%
67,340
+300
+0.4% +$13.4K
NNN icon
408
NNN REIT
NNN
$9.36B
$3.33M 0.04%
72,079
+4,900
+7% +$213K
KSS icon
409
Kohl's
KSS
$2.1B
$3.33M 0.04%
71,424
-1,700
-2% -$79.8K
MD icon
410
Pediatrix Medical
MD
$2.15B
$3.33M 0.04%
51,467
+2,800
+6% +$186K
NVR icon
411
NVR
NVR
$16.9B
$3.33M 0.04%
1,920
– –
PDCO
412
DELISTED
Patterson Companies, Inc.
PDCO
$3.31M 0.04%
71,023
+1,400
+2% +$60.6K
HII icon
413
Huntington Ingalls Industries
HII
$11.4B
$3.3M 0.04%
24,099
+700
+3% +$91.1K
TFCF
414
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$3.3M 0.04%
116,900
+1,700
+1% +$45.7K
UGI icon
415
UGI
UGI
$7.91B
$3.3M 0.04%
81,808
– –
AEE icon
416
Ameren
AEE
$31B
$3.29M 0.04%
65,747
+3,000
+5% +$138K
TSCO icon
417
Tractor Supply
TSCO
$16.7B
$3.28M 0.04%
181,500
-1,000
-0.5% -$17.1K
MHK icon
418
Mohawk Industries
MHK
$7.05B
$3.28M 0.04%
17,200
-200
-1% -$34.8K
COL
419
DELISTED
Rockwell Collins
COL
$3.28M 0.04%
35,594
+500
+1% +$43.4K
CTXS
420
DELISTED
Citrix Systems Inc
CTXS
$3.28M 0.04%
52,433
+251
+0.5% +$14.2K
IEX icon
421
IDEX
IEX
$16.6B
$3.25M 0.04%
39,190
+1,000
+3% +$75K
SEIC icon
422
SEI Investments
SEIC
$12.2B
$3.25M 0.04%
75,404
+3,800
+5% +$156K
RPM icon
423
RPM International
RPM
$13.8B
$3.23M 0.04%
68,321
+1,800
+3% +$74.6K
KIM icon
424
Kimco Realty
KIM
$17.8B
$3.23M 0.04%
112,186
+1,900
+2% +$51.3K
NWL icon
425
Newell Brands
NWL
$2.2B
$3.21M 0.04%
72,476
+1,200
+2% +$47.1K
15 16
17
18 19

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PP
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VMPIC
Varma Mutual Pension Insurance Co Helsinki, Finland $17B AUM 24.09% 1-Year Est. Return
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.