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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
EPC icon
526
Edgewell Personal Care
EPC
$1.28B
$2.39M 0.03%
29,687
– –
EV
527
DELISTED
Eaton Vance Corp.
EV
$2.39M 0.03%
71,331
+800
+1% +$23.8K
GT icon
528
Goodyear
GT
$2.04B
$2.39M 0.03%
72,379
+1,200
+2% +$36.2K
BEAV
529
DELISTED
B/E Aerospace Inc
BEAV
$2.39M 0.03%
51,754
-200
-0.4% -$8.56K
HP icon
530
Helmerich & Payne
HP
$3.36B
$2.38M 0.03%
40,594
+600
+2% +$31.7K
DNKN
531
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.37M 0.03%
50,322
+2,500
+5% +$107K
AMG icon
532
Affiliated Managers Group
AMG
$9.61B
$2.37M 0.03%
14,600
+200
+1% +$27.9K
HRB icon
533
H&R Block
HRB
$5.37B
$2.37M 0.03%
89,608
+2,300
+3% +$72.2K
RS icon
534
Reliance Steel & Aluminium
RS
$20.6B
$2.37M 0.03%
34,184
+100
+0.3% +$6.05K
GXP
535
DELISTED
Great Plains Energy Incorporated
GXP
$2.37M 0.03%
73,319
+200
+0.3% +$5.81K
HIW icon
536
Highwoods Properties
HIW
$3.73B
$2.36M 0.03%
49,417
+2,200
+5% +$96K
GNTX icon
537
Gentex
GNTX
$4.88B
$2.36M 0.03%
150,491
+5,300
+4% +$77.2K
LEN icon
538
Lennar Class A
LEN
$20.5B
$2.36M 0.03%
51,300
-315
-0.6% -$12.9K
MSCC
539
DELISTED
Microsemi Corp
MSCC
$2.36M 0.03%
61,600
+13,812
+29% +$458K
WRI
540
DELISTED
Weingarten Realty Investors
WRI
$2.35M 0.03%
62,620
+3,400
+6% +$120K
HOLX
541
DELISTED
Hologic
HOLX
$2.34M 0.03%
67,800
-60,386
-47% -$2.11M
TNL icon
542
Travel + Leisure Co
TNL
$4.68B
$2.33M 0.03%
67,651
-2,215
-3% -$70.2K
BMS
543
DELISTED
Bemis
BMS
$2.33M 0.03%
45,043
-500
-1% -$24.1K
SON icon
544
Sonoco
SON
$5.8B
$2.33M 0.03%
47,992
+100
+0.2% +$4.25K
LPT
545
DELISTED
Liberty Property Trust
LPT
$2.33M 0.03%
69,512
-600
-0.9% -$18K
TYL icon
546
Tyler Technologies
TYL
$13B
$2.32M 0.03%
18,059
+1,400
+8% +$195K
WSM icon
547
Williams-Sonoma
WSM
$27.6B
$2.32M 0.03%
84,784
+1,400
+2% +$38K
VRSN icon
548
VeriSign
VRSN
$24.8B
$2.31M 0.03%
26,144
-500
-2% -$40.9K
MANH icon
549
Manhattan Associates
MANH
$9.42B
$2.28M 0.03%
40,084
+1,900
+5% +$106K
CASY icon
550
Casey's General Stores
CASY
$31.6B
$2.28M 0.03%
20,110
+700
+4% +$78.4K
20 21
22
23 24

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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.