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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
DD
76
DELISTED
Du Pont De Nemours E I
DD
$20.8M 0.27%
328,718
-3,300
-1% -$198K
COST icon
77
Costco
COST
$415B
$20.8M 0.27%
131,695
+2,200
+2% +$333K
CB icon
78
Chubb
CB
$140B
$20.7M 0.27%
+173,317
New +$19.9M
USB icon
79
US Bancorp
USB
$99.6B
$20.4M 0.27%
502,343
+2,900
+0.6% +$116K
TJX icon
80
TJX Companies
TJX
$170B
$20.2M 0.26%
515,990
+4,200
+0.8% +$152K
WBA
81
DELISTED
Walgreens Boots Alliance
WBA
$19.7M 0.26%
233,968
-300
-0.1% -$24K
MDLZ icon
82
Mondelez International
MDLZ
$77.7B
$19M 0.25%
473,495
+300
+0.1% +$12.2K
COP icon
83
ConocoPhillips
COP
$147B
$18.7M 0.24%
463,776
-8,800
-2% -$335K
UNP icon
84
Union Pacific
UNP
$183B
$18.3M 0.24%
229,524
-1,200
-0.5% -$92.8K
D icon
85
Dominion Energy
D
$62.5B
$18.2M 0.24%
242,334
+5,700
+2% +$403K
BKNG icon
86
Booking.com
BKNG
$138B
$17.4M 0.23%
337,500
+2,500
+0.7% +$120K
TMO icon
87
Thermo Fisher Scientific
TMO
$211B
$17M 0.22%
119,978
+500
+0.4% +$67K
AIG icon
88
American International
AIG
$41.9B
$16.8M 0.22%
311,653
-20,200
-6% -$1.09M
ED icon
89
Consolidated Edison
ED
$41.6B
$16.8M 0.22%
219,215
+4,700
+2% +$334K
GS icon
90
Goldman Sachs
GS
$313B
$16.7M 0.22%
106,542
-500
-0.5% -$77.3K
ESRX
91
DELISTED
Express Scripts Holding Company
ESRX
$16.4M 0.21%
238,130
+400
+0.2% +$28.8K
TRV icon
92
Travelers Companies
TRV
$80.8B
$16.2M 0.21%
139,215
-2,000
-1% -$218K
BLK icon
93
Blackrock
BLK
$164B
$16.2M 0.21%
47,542
+1,000
+2% +$317K
PSX icon
94
Phillips 66
PSX
$82.9B
$16.1M 0.21%
185,587
+600
+0.3% +$48.8K
BDX icon
95
Becton Dickinson
BDX
$43.1B
$16M 0.21%
107,830
+2,562
+2% +$363K
AMT icon
96
American Tower
AMT
$77.7B
$15.8M 0.21%
154,166
+1,900
+1% +$178K
TWC
97
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$15.7M 0.2%
76,764
+1,600
+2% +$303K
DHR icon
98
Danaher
DHR
$135B
$15.6M 0.2%
245,445
+744
+0.3% +$44.4K
TWX
99
DELISTED
Time Warner Inc
TWX
$15.5M 0.2%
214,236
-800
-0.4% -$55.1K
AVGO icon
100
Broadcom
AVGO
$1.82T
$15.5M 0.2%
1,005,550
+294,550
+41% +$3.98M
2 3
4
5 6

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.