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
BWLD
701
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.53M 0.02%
10,321
+400
+4% +$61.1K
OGS icon
702
ONE Gas
OGS
$5.02B
$1.52M 0.02%
24,956
+200
+0.8% +$11.3K
NWE icon
703
NorthWestern Energy
NWE
$4.44B
$1.52M 0.02%
24,662
+700
+3% +$40.4K
RL icon
704
Ralph Lauren
RL
$22.6B
$1.52M 0.02%
15,774
-200
-1% -$19.6K
IDTI
705
DELISTED
Integrated Device Technology I
IDTI
$1.52M 0.02%
74,286
-1,400
-2% -$29.4K
BRX icon
706
Brixmor Property Group
BRX
$9.93B
$1.51M 0.02%
59,100
+1,000
+2% +$24.6K
MUR icon
707
Murphy Oil
MUR
$5.38B
$1.51M 0.02%
60,052
-1,200
-2% -$24K
BLKB icon
708
Blackbaud
BLKB
$1.59B
$1.51M 0.02%
24,049
+1,100
+5% +$64.3K
EME icon
709
Emcor
EME
$33B
$1.51M 0.02%
31,059
-100
-0.3% -$4.56K
HELE icon
710
Helen of Troy
HELE
$658M
$1.5M 0.02%
14,425
+300
+2% +$28K
HRC
711
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.49M 0.02%
29,710
+1,200
+4% +$56.6K
NJR icon
712
New Jersey Resources
NJR
$6.01B
$1.49M 0.02%
40,900
-1,757
-4% -$60.9K
RRC icon
713
Range Resources
RRC
$8.85B
$1.49M 0.02%
45,971
+200
+0.4% +$5.56K
THO icon
714
Thor Industries
THO
$3.98B
$1.49M 0.02%
23,279
+300
+1% +$16.4K
PAY
715
DELISTED
Verifone Systems Inc
PAY
$1.48M 0.02%
52,339
-2,200
-4% -$54.4K
WWD icon
716
Woodward
WWD
$25B
$1.48M 0.02%
28,362
+200
+0.7% +$9.55K
RVTY icon
717
Revvity
RVTY
$12.1B
$1.47M 0.02%
29,777
+100
+0.3% +$4.78K
SXT icon
718
Sensient Technologies
SXT
$5.32B
$1.47M 0.02%
23,207
+500
+2% +$29.4K
CVG
719
DELISTED
Convergys
CVG
$1.47M 0.02%
52,982
+1,700
+3% +$42.6K
UNIT
720
Uniti Group
UNIT
$2.62B
$1.47M 0.02%
66,049
+4,200
+7% +$81.2K
BKH icon
721
Black Hills Corp
BKH
$5.68B
$1.47M 0.02%
24,423
+100
+0.4% +$5.34K
JEF icon
722
Jefferies Financial Group
JEF
$13B
$1.46M 0.02%
100,997
+1,675
+2% +$23.6K
FMC icon
723
FMC
FMC
$1.39B
$1.46M 0.02%
41,739
+923
+2% +$29.9K
PB icon
724
Prosperity Bancshares
PB
$8.69B
$1.45M 0.02%
31,237
– –
J icon
725
Jacobs Solutions
J
$16B
$1.45M 0.02%
40,209
+121
+0.3% +$3.95K
27 28
29
30 31

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.