We are live on ! Find out more
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
JPM icon
26
JPMorgan Chase
JPM
$939B
$58.9M 0.77%
995,237
+2,400
+0.2% +$140K
CSCO icon
27
Cisco
CSCO
$450B
$58.6M 0.76%
2,057,763
+7,100
+0.3% +$183K
IBM icon
28
IBM
IBM
$202B
$55.9M 0.73%
385,891
+627
+0.2% +$80.1K
MCD icon
29
McDonald's
MCD
$188B
$52.3M 0.68%
416,364
-4,400
-1% -$526K
MO icon
30
Altria Group
MO
$122B
$51.9M 0.68%
828,257
+4,900
+0.6% +$296K
HD icon
31
Home Depot
HD
$332B
$50.1M 0.65%
375,160
+4,400
+1% +$548K
V icon
32
Visa
V
$677B
$45.9M 0.6%
599,660
-1,300
-0.2% -$94.5K
BMY icon
33
Bristol-Myers Squibb
BMY
$127B
$45.3M 0.59%
709,705
+10,500
+2% +$662K
WMT icon
34
Walmart Inc
WMT
$871B
$43.7M 0.57%
1,913,520
-5,400
-0.3% -$118K
DIS icon
35
Walt Disney
DIS
$165B
$40.4M 0.53%
407,042
-2,000
-0.5% -$193K
CMCSA icon
36
Comcast
CMCSA
$79.1B
$40.3M 0.52%
1,319,382
-2,600
-0.2% -$74.6K
UNH icon
37
UnitedHealth
UNH
$382B
$39.8M 0.52%
308,666
+2,400
+0.8% +$284K
BAC icon
38
Bank of America
BAC
$435B
$37.9M 0.49%
2,799,840
-200
-0% -$2.7K
ORCL icon
39
Oracle
ORCL
$331B
$36.2M 0.47%
884,606
-8,500
-1% -$315K
UPS icon
40
United Parcel Service
UPS
$97.6B
$35.2M 0.46%
333,843
+3,700
+1% +$360K
GILD icon
41
Gilead Sciences
GILD
$161B
$34M 0.44%
370,616
-16,900
-4% -$1.52M
C icon
42
Citigroup
C
$222B
$33.4M 0.43%
799,378
-5,000
-0.6% -$209K
CVS icon
43
CVS Health
CVS
$137B
$33.1M 0.43%
318,934
-3,800
-1% -$369K
MDT icon
44
Medtronic
MDT
$107B
$32.9M 0.43%
438,996
+4,100
+0.9% +$309K
LLY icon
45
Eli Lilly
LLY
$1.07T
$31.6M 0.41%
438,180
+2,800
+0.6% +$212K
MMM icon
46
3M
MMM
$89B
$30.6M 0.4%
219,627
-120
-0.1% -$15.4K
AMGN icon
47
Amgen
AMGN
$203B
$30.6M 0.4%
203,882
+300
+0.1% +$44.6K
QCOM icon
48
Qualcomm
QCOM
$176B
$30.5M 0.4%
596,674
-8,200
-1% -$400K
AGN
49
DELISTED
Allergan plc
AGN
$29.1M 0.38%
108,577
+1,000
+0.9% +$286K
DUK icon
50
Duke Energy
DUK
$102B
$29M 0.38%
359,137
+4,900
+1% +$371K
1
2
3 4 5

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.