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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
BIIB icon
101
Biogen
BIIB
$29.9B
$15.4M 0.2%
59,298
-100
-0.2% -$26.4K
ADBE icon
102
Adobe
ADBE
$89.5B
$15.2M 0.2%
161,922
+1,700
+1% +$147K
PAYX icon
103
Paychex
PAYX
$40.4B
$15M 0.2%
278,010
+3,700
+1% +$186K
AVB icon
104
AvalonBay Communities
AVB
$27.1B
$14.9M 0.19%
78,458
+2,400
+3% +$424K
PCG icon
105
PG&E
PCG
$47.8B
$14.6M 0.19%
245,155
+4,400
+2% +$245K
F icon
106
Ford
F
$57.3B
$14.3M 0.19%
1,057,128
-2,700
-0.3% -$34K
EMC
107
DELISTED
EMC CORPORATION
EMC
$14.1M 0.18%
527,986
+6,100
+1% +$155K
XEL icon
108
Xcel Energy
XEL
$51B
$14M 0.18%
333,979
+6,700
+2% +$261K
RTN
109
DELISTED
Raytheon Company
RTN
$13.9M 0.18%
113,362
+1,000
+0.9% +$123K
SYK icon
110
Stryker
SYK
$127B
$13.9M 0.18%
129,341
+900
+0.7% +$88.7K
PYPL icon
111
PayPal
PYPL
$49.5B
$13.8M 0.18%
356,210
+4,900
+1% +$177K
CME icon
112
CME Group
CME
$92.2B
$13.7M 0.18%
142,203
+2,600
+2% +$237K
AXP icon
113
American Express
AXP
$223B
$13.6M 0.18%
222,148
-2,900
-1% -$169K
MCK icon
114
McKesson
MCK
$98.5B
$13.5M 0.18%
86,158
+1,000
+1% +$162K
AEP icon
115
American Electric Power
AEP
$73.7B
$13.5M 0.18%
203,576
+5,600
+3% +$346K
CCI icon
116
Crown Castle
CCI
$32.7B
$13.5M 0.18%
156,040
+2,900
+2% +$246K
AZO icon
117
AutoZone
AZO
$48.3B
$13.2M 0.17%
16,628
– –
EMR icon
118
Emerson Electric
EMR
$82.9B
$13.2M 0.17%
243,233
– –
MET icon
119
MetLife
MET
$61B
$13.1M 0.17%
333,663
-5,049
-1% -$189K
RAI
120
DELISTED
Reynolds American Inc
RAI
$13M 0.17%
258,840
+3,400
+1% +$167K
WM icon
121
Waste Management
WM
$95.9B
$12.8M 0.17%
217,514
+1,700
+0.8% +$93.8K
KHC icon
122
Kraft Heinz
KHC
$30.4B
$12.7M 0.16%
161,231
+3,800
+2% +$284K
CRM icon
123
Salesforce
CRM
$134B
$12.6M 0.16%
170,956
+4,800
+3% +$331K
FISV
124
Fiserv Inc
FISV
$27.2B
$12.2M 0.16%
237,456
-2,200
-0.9% -$104K
CAT icon
125
Caterpillar
CAT
$409B
$12.1M 0.16%
157,896
-2,900
-2% -$195K
3 4
5
6 7

Similar funds

CM
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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.