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
JACK icon
826
Jack in the Box
JACK
$299M
$1.15M 0.02%
17,991
-100
-0.6% -$7.03K
MBFI
827
DELISTED
MB Financial Corp
MBFI
$1.14M 0.01%
35,228
+800
+2% +$24.7K
MUSA icon
828
Murphy USA
MUSA
$11.3B
$1.14M 0.01%
18,575
– –
CCP
829
DELISTED
Care Capital Properties, Inc.
CCP
$1.14M 0.01%
42,510
+700
+2% +$19.4K
COHR
830
DELISTED
Coherent Inc
COHR
$1.14M 0.01%
12,364
+500
+4% +$38.5K
MDCO
831
DELISTED
Medicines Co
MDCO
$1.13M 0.01%
35,596
+1,100
+3% +$35.9K
WLY icon
832
John Wiley & Sons Class A
WLY
$2.59B
$1.13M 0.01%
23,102
-200
-0.9% -$8.74K
IPXL
833
DELISTED
Impax Laboratories, Inc.
IPXL
$1.12M 0.01%
34,976
+2,000
+6% +$70.3K
PBI icon
834
Pitney Bowes
PBI
$2.46B
$1.12M 0.01%
51,897
-800
-2% -$15.2K
MDSO
835
DELISTED
Medidata Solutions, Inc.
MDSO
$1.12M 0.01%
28,877
+1,400
+5% +$54.4K
MZTI
836
The Marzetti Company
MZTI
$2.95B
$1.12M 0.01%
10,098
+400
+4% +$42.9K
X
837
DELISTED
US Steel
X
$1.12M 0.01%
69,555
+200
+0.3% +$1.99K
CAB
838
DELISTED
Cabela's Inc
CAB
$1.11M 0.01%
22,885
-500
-2% -$22.4K
NAVI icon
839
Navient
NAVI
$809M
$1.11M 0.01%
93,000
-5,100
-5% -$53K
UMBF icon
840
UMB Financial
UMBF
$10.7B
$1.11M 0.01%
21,559
+500
+2% +$24K
NRG icon
841
NRG Energy
NRG
$28.8B
$1.11M 0.01%
85,400
+2,200
+3% +$25.1K
KBR icon
842
KBR
KBR
$4.67B
$1.11M 0.01%
71,726
+500
+0.7% +$7.07K
TKR icon
843
Timken Company
TKR
$9.81B
$1.11M 0.01%
33,144
-1,200
-3% -$34.8K
PRI icon
844
Primerica
PRI
$9.81B
$1.11M 0.01%
24,911
+700
+3% +$30.2K
DAR icon
845
Darling Ingredients
DAR
$9.62B
$1.11M 0.01%
84,109
+2,200
+3% +$22.2K
BGS icon
846
B&G Foods
BGS
$291M
$1.11M 0.01%
31,789
+3,100
+11% +$109K
SLGN icon
847
Silgan Holdings
SLGN
$4.92B
$1.1M 0.01%
41,412
+1,000
+2% +$26K
WTFC icon
848
Wintrust Financial
WTFC
$10.7B
$1.1M 0.01%
24,830
+800
+3% +$34.3K
JNS
849
DELISTED
Janus Capital Group Inc
JNS
$1.1M 0.01%
75,167
+2,400
+3% +$31.2K
MXIM
850
DELISTED
Maxim Integrated Products
MXIM
$1.1M 0.01%
29,859
-400
-1% -$13.4K
32 33
34
35 36

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.