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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
BCR
176
DELISTED
CR Bard Inc.
BCR
$8.68M 0.11%
42,818
+800
+2% +$151K
VFC icon
177
VF Corp
VFC
$6.68B
$8.65M 0.11%
141,879
+1,062
+0.8% +$61.7K
EBAY icon
178
eBay
EBAY
$48.6B
$8.62M 0.11%
361,310
-3,400
-0.9% -$82.7K
DG icon
179
Dollar General
DG
$25.9B
$8.62M 0.11%
100,700
+2,000
+2% +$151K
ALXN
180
DELISTED
Alexion Pharmaceuticals
ALXN
$8.51M 0.11%
61,100
+500
+0.8% +$73.4K
TFCFA
181
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$8.46M 0.11%
303,551
-10,900
-3% -$292K
HSY icon
182
Hershey
HSY
$35.4B
$8.41M 0.11%
91,289
+1,000
+1% +$89.2K
K
183
DELISTED
Kellanova
K
$8.34M 0.11%
116,021
+1,384
+1% +$95.6K
HAL icon
184
Halliburton
HAL
$27.9B
$8.31M 0.11%
232,704
-5,000
-2% -$163K
ORLY icon
185
O'Reilly Automotive
ORLY
$72.4B
$8.31M 0.11%
455,280
– –
HPE icon
186
Hewlett Packard
HPE
$63.2B
$8.25M 0.11%
800,878
-40,433
-5% -$339K
ES icon
187
Eversource Energy
ES
$28.2B
$8.17M 0.11%
140,067
+4,200
+3% +$229K
SNPS icon
188
Synopsys
SNPS
$71.5B
$8.17M 0.11%
168,691
+2,400
+1% +$106K
PPG icon
189
PPG Industries
PPG
$25.9B
$8.06M 0.11%
72,336
-400
-0.5% -$39.3K
ADM icon
190
Archer Daniels Midland
ADM
$41.4B
$8.06M 0.1%
221,925
-6,000
-3% -$209K
BXLT
191
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$8M 0.1%
197,912
+43,400
+28% +$1.72M
PGR icon
192
Progressive
PGR
$124B
$7.78M 0.1%
221,280
+2,600
+1% +$83.1K
LUV icon
193
Southwest Airlines
LUV
$22.1B
$7.75M 0.1%
173,036
-4,200
-2% -$171K
SE
194
DELISTED
Spectra Energy Corp Wi
SE
$7.75M 0.1%
253,162
-3,600
-1% -$102K
MSI icon
195
Motorola Solutions
MSI
$69.4B
$7.72M 0.1%
101,924
+900
+0.9% +$60.9K
HUM icon
196
Humana
HUM
$46.7B
$7.65M 0.1%
41,828
+1,100
+3% +$191K
AON icon
197
Aon
AON
$77.3B
$7.65M 0.1%
73,249
+700
+1% +$65.6K
EG icon
198
Everest Group
EG
$15.2B
$7.64M 0.1%
38,711
-300
-0.8% -$55.4K
REGN icon
199
Regeneron Pharmaceuticals
REGN
$68.8B
$7.64M 0.1%
21,200
+300
+1% +$124K
FIS icon
200
Fidelity National Information Services
FIS
$21.5B
$7.64M 0.1%
120,624
+2,300
+2% +$138K
6 7
8
9 10

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CM
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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
British Columbia Investment Management Victoria, British Columbia, Canada $17B AUM 31.69% 1-Year Est. Return
BBA
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Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
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.