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
DAL icon
151
Delta Air Lines
DAL
$55.9B
$10.3M 0.13%
211,100
-1,500
-0.7% -$70.1K
KR icon
152
Kroger
KR
$34.8B
$10.1M 0.13%
264,320
+3,600
+1% +$139K
AFL icon
153
Aflac
AFL
$63.9B
$10.1M 0.13%
318,788
-3,800
-1% -$113K
SRE icon
154
Sempra
SRE
$60.8B
$10.1M 0.13%
193,254
+4,800
+3% +$231K
CAH icon
155
Cardinal Health
CAH
$53.4B
$10M 0.13%
122,207
+2,700
+2% +$220K
CI icon
156
Cigna
CI
$76.6B
$10M 0.13%
72,974
+200
+0.3% +$27.5K
COF icon
157
Capital One
COF
$124B
$9.91M 0.13%
142,992
-1,600
-1% -$106K
ECL icon
158
Ecolab
ECL
$75.6B
$9.86M 0.13%
88,436
+600
+0.7% +$63.7K
PPL
159
PPL Corp
PPL
$27.3B
$9.84M 0.13%
258,343
+9,700
+4% +$345K
NOC icon
160
Northrop Grumman
NOC
$77B
$9.7M 0.13%
49,031
+400
+0.8% +$75.6K
NSC icon
161
Norfolk Southern
NSC
$78.8B
$9.43M 0.12%
113,243
+2,100
+2% +$159K
COR icon
162
Cencora
COR
$60.3B
$9.35M 0.12%
108,044
-200
-0.2% -$17.8K
VTR icon
163
Ventas
VTR
$48.9B
$9.3M 0.12%
147,746
+2,800
+2% +$158K
RSG icon
164
Republic Services
RSG
$66.7B
$9.13M 0.12%
191,661
+2,300
+1% +$104K
SCHW
165
Charles Schwab
SCHW
$177B
$9.13M 0.12%
325,882
+3,000
+0.9% +$79.2K
ITW icon
166
Illinois Tool Works
ITW
$81.4B
$9.09M 0.12%
88,746
+2,100
+2% +$194K
PEG icon
167
Public Service Enterprise Group
PEG
$39.8B
$9.07M 0.12%
192,501
+4,000
+2% +$170K
YUM icon
168
Yum! Brands
YUM
$41B
$9.07M 0.12%
154,142
-7,651
-5% -$401K
BAX icon
169
Baxter International
BAX
$11.6B
$8.95M 0.12%
217,912
+4,000
+2% +$152K
EXC icon
170
Exelon
EXC
$48.6B
$8.95M 0.12%
349,746
+10,515
+3% +$236K
KMI icon
171
Kinder Morgan
KMI
$73.1B
$8.86M 0.12%
496,200
-6,100
-1% -$99.8K
PRU icon
172
Prudential Financial
PRU
$41.7B
$8.73M 0.11%
120,908
-1,300
-1% -$90.6K
EIX icon
173
Edison International
EIX
$30.7B
$8.72M 0.11%
121,271
+400
+0.3% +$25.9K
CCL icon
174
Carnival Corporation Ltd
CCL
$36.1B
$8.71M 0.11%
165,036
-5,200
-3% -$252K
YHOO
175
DELISTED
Yahoo Inc
YHOO
$8.69M 0.11%
236,156
+2,400
+1% +$75.2K
5 6
7
8 9

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.