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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
BALL icon
476
Ball Corp
BALL
$17.2B
$2.74M 0.04%
76,812
+3,600
+5% +$123K
WFM
477
DELISTED
Whole Foods Market Inc
WFM
$2.74M 0.04%
87,970
-2,400
-3% -$75.1K
KMX icon
478
CarMax
KMX
$8.29B
$2.71M 0.04%
53,100
-2,000
-4% -$94.4K
DOV icon
479
Dover
DOV
$27.7B
$2.71M 0.04%
52,085
-372
-0.7% -$18K
SPLS
480
DELISTED
Staples Inc
SPLS
$2.7M 0.04%
244,607
+5,700
+2% +$53.6K
DHI icon
481
D.R. Horton
DHI
$41.3B
$2.7M 0.04%
89,200
+300
+0.3% +$8.24K
PNR icon
482
Pentair
PNR
$10.2B
$2.69M 0.03%
73,692
-447
-0.6% -$14.5K
BF.B icon
483
Brown-Forman Class B
BF.B
$12.6B
$2.68M 0.03%
85,047
-625
-0.7% -$19.3K
TXT icon
484
Textron
TXT
$16.7B
$2.68M 0.03%
73,502
-1,000
-1% -$35.1K
SIG icon
485
Signet Jewelers
SIG
$3.72B
$2.68M 0.03%
21,600
+400
+2% +$45.5K
AKAM icon
486
Akamai
AKAM
$16.4B
$2.66M 0.03%
47,918
+200
+0.4% +$10.2K
SCI icon
487
Service Corp International
SCI
$11.4B
$2.64M 0.03%
107,011
+5,900
+6% +$140K
SLG icon
488
SL Green Realty
SLG
$3.83B
$2.63M 0.03%
27,995
+310
+1% +$28.3K
WST icon
489
West Pharmaceutical
WST
$23.3B
$2.62M 0.03%
37,836
+1,500
+4% +$90.2K
STLD icon
490
Steel Dynamics
STLD
$36.1B
$2.6M 0.03%
115,630
+800
+0.7% +$15.1K
PNRA
491
DELISTED
Panera Bread Co
PNRA
$2.6M 0.03%
12,681
+300
+2% +$59.8K
TTC icon
492
Toro Company
TTC
$9.01B
$2.57M 0.03%
59,776
+3,000
+5% +$115K
MKTX icon
493
MarketAxess Holdings
MKTX
$4.19B
$2.57M 0.03%
20,616
+1,200
+6% +$137K
HOG icon
494
Harley-Davidson
HOG
$2.61B
$2.56M 0.03%
49,921
-2,400
-5% -$105K
LNC icon
495
Lincoln National
LNC
$7.88B
$2.56M 0.03%
65,286
-2,400
-4% -$93.7K
WOOF
496
DELISTED
VCA Inc.
WOOF
$2.56M 0.03%
44,330
+2,900
+7% +$150K
AFG icon
497
American Financial Group
AFG
$12B
$2.55M 0.03%
36,284
+700
+2% +$48K
SEE
498
DELISTED
Sealed Air
SEE
$2.55M 0.03%
53,154
– –
ATR icon
499
AptarGroup
ATR
$8.51B
$2.55M 0.03%
32,504
+1,200
+4% +$88K
MRO
500
DELISTED
Marathon Oil Corporation
MRO
$2.55M 0.03%
228,714
+35,400
+18% +$331K
18 19
20
21 22

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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.