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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
ICE icon
201
Intercontinental Exchange
ICE
$82.4B
$7.57M 0.1%
160,965
-1,000
-0.6% -$48.6K
OMC icon
202
Omnicom Group
OMC
$22.7B
$7.55M 0.1%
90,756
-200
-0.2% -$15.1K
INTU icon
203
Intuit
INTU
$81.1B
$7.53M 0.1%
72,390
-1,200
-2% -$116K
CHD icon
204
Church & Dwight Co
CHD
$23.1B
$7.43M 0.1%
161,200
+800
+0.5% +$34.9K
O icon
205
Realty Income
O
$61.2B
$7.32M 0.1%
120,847
+5,366
+5% +$299K
DVA icon
206
DaVita
DVA
$15.1B
$7.27M 0.09%
99,086
+600
+0.6% +$40.5K
STZ icon
207
Constellation Brands
STZ
$22.2B
$7.2M 0.09%
47,671
+800
+2% +$116K
IT icon
208
Gartner
IT
$9.41B
$7.18M 0.09%
80,380
+3,000
+4% +$254K
SHW icon
209
Sherwin-Williams
SHW
$78.3B
$7.13M 0.09%
75,171
+1,200
+2% +$105K
BBWI icon
210
Bath & Body Works
BBWI
$4.01B
$7.05M 0.09%
99,374
+618
+0.6% +$44.3K
ROST icon
211
Ross Stores
ROST
$76.6B
$7.04M 0.09%
121,600
+600
+0.5% +$33.3K
TFC icon
212
Truist Financial
TFC
$63.2B
$7.04M 0.09%
211,622
+2,400
+1% +$79.7K
MKC icon
213
McCormick & Company Non-Voting
MKC
$13.4B
$7.03M 0.09%
141,282
+1,600
+1% +$71.9K
ADI icon
214
Analog Devices
ADI
$181B
$6.92M 0.09%
116,949
-1,100
-0.9% -$58.7K
ALL icon
215
Allstate
ALL
$66.9B
$6.91M 0.09%
102,616
-1,600
-2% -$100K
TROW icon
216
T. Rowe Price
TROW
$25B
$6.91M 0.09%
94,060
-700
-0.7% -$48.6K
BSX icon
217
Boston Scientific
BSX
$65.8B
$6.88M 0.09%
365,656
+9,600
+3% +$169K
JCI icon
218
Johnson Controls International
JCI
$87.5B
$6.85M 0.09%
167,864
+764
+0.5% +$29.2K
CMI icon
219
Cummins
CMI
$91.7B
$6.81M 0.09%
61,909
-400
-0.6% -$38.7K
DLTR icon
220
Dollar Tree
DLTR
$23.1B
$6.75M 0.09%
81,900
– –
CSX icon
221
CSX Corp
CSX
$98.6B
$6.72M 0.09%
783,456
-15,900
-2% -$129K
AAL icon
222
American Airlines Group
AAL
$9.58B
$6.71M 0.09%
163,500
-6,300
-4% -$254K
WY icon
223
Weyerhaeuser
WY
$17.3B
$6.63M 0.09%
214,069
+77,963
+57% +$2.08M
ISRG icon
224
Intuitive Surgical
ISRG
$121B
$6.61M 0.09%
98,937
+1,800
+2% +$112K
GPC icon
225
Genuine Parts
GPC
$17.1B
$6.55M 0.09%
65,887
+1,000
+2% +$88.7K
7 8
9
10 11

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PP
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VMPIC
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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.