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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
CL icon
51
Colgate-Palmolive
CL
$72.6B
$28.7M 0.37%
405,733
+4,800
+1% +$319K
SBUX icon
52
Starbucks
SBUX
$118B
$27M 0.35%
452,138
+3,200
+0.7% +$186K
MA icon
53
Mastercard
MA
$477B
$26.8M 0.35%
283,790
-200
-0.1% -$17.7K
ACN icon
54
Accenture
ACN
$89.9B
$26.4M 0.34%
229,000
+3,400
+2% +$349K
SO icon
55
Southern Company
SO
$110B
$26M 0.34%
503,168
+8,300
+2% +$404K
SLB icon
56
SLB Ltd
SLB
$77.8B
$25.7M 0.33%
348,939
-3,600
-1% -$253K
KMB icon
57
Kimberly-Clark
KMB
$36.4B
$25.4M 0.33%
188,528
+2,500
+1% +$325K
ABBV icon
58
AbbVie
ABBV
$458B
$25M 0.32%
436,876
-5,500
-1% -$307K
NEE icon
59
NextEra Energy
NEE
$187B
$24.6M 0.32%
831,776
+26,000
+3% +$730K
ADP icon
60
Automatic Data Processing
ADP
$100B
$24.1M 0.31%
268,128
+1,000
+0.4% +$83.8K
LMT icon
61
Lockheed Martin
LMT
$134B
$23.9M 0.31%
107,754
-200
-0.2% -$43K
NKE icon
62
Nike
NKE
$61.9B
$23.7M 0.31%
386,228
+3,600
+0.9% +$217K
HON icon
63
Honeywell
HON
$77.1B
$23.4M 0.3%
232,177
+1,558
+0.7% +$146K
GIS icon
64
General Mills
GIS
$19.2B
$22.9M 0.3%
360,898
-400
-0.1% -$23.2K
TGT icon
65
Target
TGT
$62.1B
$22.1M 0.29%
268,641
-8,500
-3% -$642K
SPG icon
66
Simon Property Group
SPG
$74.5B
$21.9M 0.29%
105,658
+1,100
+1% +$211K
TXN icon
67
Texas Instruments
TXN
$255B
$21.9M 0.28%
381,101
-4,100
-1% -$218K
ABT icon
68
Abbott
ABT
$180B
$21.8M 0.28%
522,204
– –
OXY icon
69
Occidental Petroleum
OXY
$57B
$21.5M 0.28%
314,545
-836
-0.3% -$56K
BA icon
70
Boeing
BA
$165B
$21.4M 0.28%
168,849
-800
-0.5% -$99.3K
DD icon
71
DuPont de Nemours
DD
$18.6B
$21.4M 0.28%
165,971
+79
+0% +$9.47K
CELG
72
DELISTED
Celgene Corp
CELG
$21.2M 0.28%
211,918
-2,600
-1% -$268K
RTX icon
73
RTX Corp
RTX
$287B
$21.1M 0.27%
335,134
-16,526
-5% -$959K
LOW icon
74
Lowe's Companies
LOW
$116B
$21.1M 0.27%
278,044
+2,200
+0.8% +$155K
PSA icon
75
Public Storage
PSA
$60.2B
$21M 0.27%
76,255
+1,300
+2% +$328K
1 2
3
4 5

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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
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.