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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
AAPL icon
1
Apple
AAPL
$4.77T
$166M 2.16%
6,088,740
+16,000
+0.3% +$399K
QUAL icon
2
iShares MSCI USA Quality Factor ETF
QUAL
$46B
$161M 2.09%
2,446,301
+262,801
+12% +$16.4M
MSFT icon
3
Microsoft
MSFT
$2.9T
$153M 1.99%
2,763,532
+10,600
+0.4% +$556K
SIZE icon
4
iShares MSCI USA Size Factor ETF
SIZE
$427M
$150M 1.95%
2,266,581
+254,581
+13% +$15.8M
VLUE icon
5
iShares MSCI USA Value Factor ETF
VLUE
$9.49B
$135M 1.76%
2,205,812
+174,312
+9% +$10.1M
XOM icon
6
ExxonMobil
XOM
$640B
$132M 1.72%
1,582,642
+16,900
+1% +$1.35M
JNJ icon
7
Johnson & Johnson
JNJ
$614B
$120M 1.56%
1,111,214
+5,300
+0.5% +$549K
MTUM icon
8
iShares MSCI USA Momentum Factor ETF
MTUM
$26.3B
$119M 1.55%
1,629,422
-386,578
-19% -$27M
T icon
9
AT&T
T
$159B
$101M 1.31%
3,408,437
+23,700
+0.7% +$656K
PG icon
10
Procter & Gamble
PG
$348B
$92.5M 1.2%
1,123,641
-2,500
-0.2% -$201K
GE icon
11
GE Aerospace
GE
$357B
$80.4M 1.05%
527,911
-731
-0.1% -$103K
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.05T
$79.4M 1.03%
559,629
+6,000
+1% +$795K
META icon
13
Meta Platforms (Facebook)
META
$1.6T
$77.6M 1.01%
679,800
+15,900
+2% +$1.68M
KO icon
14
Coca-Cola
KO
$353B
$77.5M 1.01%
1,670,879
+19,900
+1% +$866K
PFE icon
15
Pfizer
PFE
$142B
$73.9M 0.96%
2,629,258
-23,399
-0.9% -$668K
CVX icon
16
Chevron
CVX
$384B
$69.7M 0.91%
730,403
+13,100
+2% +$1.15M
VZ icon
17
Verizon
VZ
$187B
$69M 0.9%
1,276,209
+13,600
+1% +$680K
PEP icon
18
PepsiCo
PEP
$184B
$65M 0.85%
634,041
+4,000
+0.6% +$395K
WFC icon
19
Wells Fargo
WFC
$263B
$63.8M 0.83%
1,319,415
+3,600
+0.3% +$176K
GOOGL icon
20
Alphabet (Google) Class A
GOOGL
$4.25T
$63.2M 0.82%
1,655,680
+22,000
+1% +$810K
AMZN icon
21
Amazon
AMZN
$2.62T
$62.2M 0.81%
2,094,440
+28,000
+1% +$795K
MRK icon
22
Merck
MRK
$317B
$61.5M 0.8%
1,217,548
-6,392
-0.5% -$313K
GOOG icon
23
Alphabet (Google) Class C
GOOG
$4.23T
$60M 0.78%
1,610,860
+12,000
+0.8% +$430K
PM icon
24
Philip Morris
PM
$299B
$59.8M 0.78%
609,096
+8,600
+1% +$789K
INTC icon
25
Intel
INTC
$534B
$59.5M 0.77%
1,840,179
-2,400
-0.1% -$73.6K
1
2 3 4 5

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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
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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.