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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
LSI
501
DELISTED
Life Storage, Inc.
LSI
$2.54M 0.03%
32,370
+4,200
+15% +$306K
GAP
502
The Gap Inc
GAP
$7.07B
$2.54M 0.03%
86,543
-3,400
-4% -$89.3K
IM
503
DELISTED
Ingram Micro
IM
$2.53M 0.03%
70,549
-3,400
-5% -$109K
KSU
504
DELISTED
Kansas City Southern
KSU
$2.51M 0.03%
29,400
-1,100
-4% -$85.8K
TOL icon
505
Toll Brothers
TOL
$14.1B
$2.51M 0.03%
85,089
+1,100
+1% +$30.7K
ARG
506
DELISTED
Airgas Inc
ARG
$2.51M 0.03%
17,700
+500
+3% +$70.2K
IPG
507
DELISTED
Interpublic Group of Companies
IPG
$2.5M 0.03%
109,015
-200
-0.2% -$4.32K
KEY icon
508
KeyCorp
KEY
$24.1B
$2.5M 0.03%
226,600
-800
-0.4% -$8.94K
THS
509
DELISTED
Treehouse Foods
THS
$2.5M 0.03%
28,832
+7,500
+35% +$599K
XEC
510
DELISTED
CIMAREX ENERGY CO
XEC
$2.5M 0.03%
25,700
+700
+3% +$61.5K
PNY
511
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$2.49M 0.03%
41,599
+2,200
+6% +$130K
SNA icon
512
Snap-on
SNA
$21.1B
$2.48M 0.03%
15,773
+300
+2% +$46K
IFF icon
513
International Flavors & Fragrances
IFF
$19.5B
$2.47M 0.03%
21,698
-100
-0.5% -$11.2K
LEG icon
514
Leggett & Platt
LEG
$1.5B
$2.47M 0.03%
51,000
-300
-0.6% -$13K
JWN
515
DELISTED
Nordstrom
JWN
$2.47M 0.03%
43,128
-3,100
-7% -$160K
FTNT icon
516
Fortinet
FTNT
$112B
$2.45M 0.03%
399,880
+20,500
+5% +$113K
ODFL icon
517
Old Dominion Freight Line
ODFL
$47.2B
$2.44M 0.03%
105,357
+1,500
+1% +$30.7K
ORI icon
518
Old Republic International
ORI
$10.5B
$2.44M 0.03%
133,732
+7,900
+6% +$142K
EWBC icon
519
East-West Bancorp
EWBC
$17.8B
$2.44M 0.03%
75,252
+2,800
+4% +$91.4K
CNP icon
520
CenterPoint Energy
CNP
$28.8B
$2.44M 0.03%
116,629
+4,300
+4% +$81.2K
OA
521
DELISTED
Orbital ATK, Inc.
OA
$2.44M 0.03%
28,020
+100
+0.4% +$8.49K
JNPR
522
DELISTED
Juniper Networks
JNPR
$2.44M 0.03%
95,435
+500
+0.5% +$12.5K
POST icon
523
Post Holdings
POST
$4.14B
$2.42M 0.03%
53,671
+4,431
+9% +$187K
GGG icon
524
Graco
GGG
$13B
$2.41M 0.03%
86,181
+2,100
+2% +$52.4K
EXPD icon
525
Expeditors International
EXPD
$22.4B
$2.41M 0.03%
49,334
-900
-2% -$41.2K
19 20
21
22 23

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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
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
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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.