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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
GAS
576
DELISTED
AGL Resources Inc
GAS
$2.13M 0.03%
32,625
+700
+2% +$45.1K
AES icon
577
AES
AES
$10.6B
$2.11M 0.03%
178,878
-2,500
-1% -$24.9K
TER icon
578
Teradyne
TER
$52.4B
$2.1M 0.03%
97,152
-400
-0.4% -$7.82K
NDSN icon
579
Nordson
NDSN
$16.6B
$2.1M 0.03%
27,579
+700
+3% +$46.2K
WCG
580
DELISTED
Wellcare Health Plans, Inc.
WCG
$2.08M 0.03%
22,473
+800
+4% +$66.3K
SGI
581
Somnigroup International
SGI
$15.3B
$2.08M 0.03%
136,920
+8,000
+6% +$118K
NDAQ icon
582
Nasdaq
NDAQ
$52.5B
$2.06M 0.03%
93,225
+600
+0.6% +$12.4K
STR
583
DELISTED
QUESTAR CORP
STR
$2.06M 0.03%
83,196
+200
+0.2% +$4.62K
WYNN icon
584
Wynn Resorts
WYNN
$10.3B
$2.06M 0.03%
22,055
-1,000
-4% -$73.8K
HBAN icon
585
Huntington Bancshares
HBAN
$34.7B
$2.06M 0.03%
215,566
+4,700
+2% +$43.3K
TRIP icon
586
TripAdvisor
TRIP
$1.66B
$2.05M 0.03%
30,859
+400
+1% +$26.5K
ABMD
587
DELISTED
Abiomed Inc
ABMD
$2.05M 0.03%
21,600
+2,205
+11% +$186K
NEU icon
588
NewMarket
NEU
$7.13B
$2.04M 0.03%
5,160
+200
+4% +$73.4K
NI icon
589
NiSource
NI
$22B
$2.04M 0.03%
86,690
+2,200
+3% +$47.2K
JBHT icon
590
JB Hunt Transport Services
JBHT
$26.4B
$2.04M 0.03%
24,200
-200
-0.8% -$15.2K
POOL icon
591
Pool Corp
POOL
$6.73B
$2.03M 0.03%
23,100
+1,879
+9% +$151K
FLR icon
592
Fluor
FLR
$7.22B
$2.02M 0.03%
37,660
-600
-2% -$28.2K
DHC
593
Diversified Healthcare Trust
DHC
$2.28B
$2.02M 0.03%
112,928
+300
+0.3% +$4.68K
PACW
594
DELISTED
PacWest Bancorp
PACW
$2.02M 0.03%
54,347
+800
+1% +$28.3K
DKS icon
595
Dick's Sporting Goods
DKS
$18.4B
$2M 0.03%
42,846
+100
+0.2% +$4.06K
UNM icon
596
Unum
UNM
$13.8B
$2M 0.03%
64,721
-1,200
-2% -$35.2K
DCI icon
597
Donaldson
DCI
$10.8B
$1.99M 0.03%
62,447
+2,000
+3% +$58.7K
VVC
598
DELISTED
Vectren Corporation
VVC
$1.99M 0.03%
39,357
+200
+0.5% +$9.03K
CVC
599
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$1.99M 0.03%
60,300
+1,500
+3% +$48.3K
CF icon
600
CF Industries
CF
$18.4B
$1.98M 0.03%
63,215
+1,200
+2% +$39.2K
22 23
24
25 26

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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
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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.