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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
WELL icon
126
Welltower
WELL
$178B
$12M 0.16%
173,195
+4,100
+2% +$264K
GM icon
127
General Motors
GM
$74.7B
$12M 0.16%
381,100
-5,100
-1% -$153K
NEM icon
128
Newmont
NEM
$98.2B
$11.9M 0.16%
448,760
-2,900
-0.6% -$67.1K
NFLX icon
129
Netflix
NFLX
$292B
$11.9M 0.15%
1,161,000
+28,000
+2% +$275K
MRSH
130
Marsh
MRSH
$86.3B
$11.7M 0.15%
192,989
-400
-0.2% -$22.4K
EQR icon
131
Equity Residential
EQR
$25.4B
$11.7M 0.15%
155,536
+3,300
+2% +$247K
PNC icon
132
PNC Financial Services
PNC
$100B
$11.5M 0.15%
135,842
-400
-0.3% -$34.1K
LYB icon
133
LyondellBasell Industries
LYB
$19.5B
$11.5M 0.15%
134,016
-4,700
-3% -$377K
VLO icon
134
Valero Energy
VLO
$89.8B
$11.4M 0.15%
177,297
-3,100
-2% -$197K
MON
135
DELISTED
Monsanto Co
MON
$11.4M 0.15%
129,552
+900
+0.7% +$81.2K
FDX icon
136
FedEx
FDX
$74.5B
$11.3M 0.15%
69,539
-1,100
-2% -$153K
SYY icon
137
Sysco
SYY
$39.7B
$11.2M 0.15%
240,659
+2,200
+0.9% +$94.9K
ELV icon
138
Elevance Health
ELV
$81.9B
$11.1M 0.14%
80,020
+800
+1% +$107K
CLX icon
139
Clorox
CLX
$11.6B
$11M 0.14%
87,515
+2,200
+3% +$280K
ETN icon
140
Eaton
ETN
$157B
$10.8M 0.14%
173,338
-3,500
-2% -$193K
EOG icon
141
EOG Resources
EOG
$78B
$10.8M 0.14%
149,132
-1,300
-0.9% -$89.8K
HSIC icon
142
Henry Schein
HSIC
$9.74B
$10.8M 0.14%
159,375
+1,785
+1% +$111K
BNY
143
Bank of New York Mellon
BNY
$108B
$10.7M 0.14%
291,666
+2,300
+0.8% +$83.4K
APD icon
144
Air Products & Chemicals
APD
$66.3B
$10.7M 0.14%
80,409
+648
+0.8% +$78.4K
AET
145
DELISTED
Aetna Inc
AET
$10.7M 0.14%
94,834
+2,500
+3% +$268K
WEC icon
146
WEC Energy
WEC
$37.7B
$10.6M 0.14%
177,266
+3,700
+2% +$207K
PX
147
DELISTED
Praxair Inc
PX
$10.6M 0.14%
92,425
-200
-0.2% -$20.9K
GD icon
148
General Dynamics
GD
$105B
$10.4M 0.14%
79,296
-200
-0.3% -$26.5K
MS icon
149
Morgan Stanley
MS
$337B
$10.4M 0.13%
414,214
-800
-0.2% -$20.4K
CTSH icon
150
Cognizant
CTSH
$21.5B
$10.4M 0.13%
165,158
-1,100
-0.7% -$64K
4 5
6
7 8

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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
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BBA
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Macquarie Group
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AIMCA
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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.