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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
AME icon
426
Ametek
AME
$55B
$3.19M 0.04%
63,900
– –
AAP icon
427
Advance Auto Parts
AAP
$3.49B
$3.19M 0.04%
19,900
-500
-2% -$75.2K
CMS icon
428
CMS Energy
CMS
$22.9B
$3.19M 0.04%
75,198
+1,800
+2% +$70.5K
HRL icon
429
Hormel Foods
HRL
$14.4B
$3.17M 0.04%
73,304
+1,500
+2% +$62.5K
NOV icon
430
NOV
NOV
$7.46B
$3.17M 0.04%
101,901
+500
+0.5% +$15.3K
ACC
431
DELISTED
American Campus Communities, Inc.
ACC
$3.16M 0.04%
67,185
+11,600
+21% +$500K
PNW icon
432
Pinnacle West Capital
PNW
$12.8B
$3.16M 0.04%
42,049
+900
+2% +$61.5K
TRMB icon
433
Trimble
TRMB
$13B
$3.14M 0.04%
126,757
+2,900
+2% +$64K
MAC icon
434
Macerich
MAC
$7.37B
$3.13M 0.04%
39,500
-1,100
-3% -$86.1K
AOS icon
435
A.O. Smith
AOS
$8.58B
$3.12M 0.04%
81,886
+4,200
+5% +$147K
RJF icon
436
Raymond James Financial
RJF
$33.3B
$3.09M 0.04%
97,323
+3,450
+4% +$106K
AXS icon
437
AXIS Capital
AXS
$8.66B
$3.08M 0.04%
55,560
-1,400
-2% -$75.7K
PII icon
438
Polaris
PII
$4.21B
$3.08M 0.04%
31,234
+800
+3% +$69.4K
ULTI
439
DELISTED
Ultimate Software Group Inc
ULTI
$3.06M 0.04%
15,835
+1,000
+7% +$174K
UHS icon
440
Universal Health Services
UHS
$9.75B
$3.06M 0.04%
24,500
+400
+2% +$45K
CSL icon
441
Carlisle Companies
CSL
$13.7B
$3.04M 0.04%
30,526
-400
-1% -$35.3K
HBI
442
DELISTED
Hanesbrands
HBI
$3.01M 0.04%
106,200
+2,000
+2% +$57.2K
CFG icon
443
Citizens Financial Group
CFG
$30B
$3M 0.04%
+143,100
New +$3.03M
OHI icon
444
Omega Healthcare
OHI
$15.3B
$3M 0.04%
84,875
+3,300
+4% +$108K
CRI icon
445
Carter's
CRI
$1.42B
$2.99M 0.04%
28,396
+1,600
+6% +$153K
RGA icon
446
Reinsurance Group of America
RGA
$15.7B
$2.99M 0.04%
31,020
-200
-0.6% -$17.6K
WMB icon
447
Williams Companies
WMB
$87.5B
$2.97M 0.04%
185,037
-11,700
-6% -$201K
KRC icon
448
Kilroy Realty
KRC
$4.56B
$2.97M 0.04%
47,964
+1,700
+4% +$95.5K
LII icon
449
Lennox International
LII
$19B
$2.95M 0.04%
21,808
+1,000
+5% +$124K
MU icon
450
Micron Technology
MU
$1T
$2.95M 0.04%
281,349
-1,000
-0.4% -$11.2K
16 17
18
19 20

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CM
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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
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
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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
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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.