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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
FEIC
626
DELISTED
FEI COMPANY
FEIC
$1.84M 0.02%
20,723
+600
+3% +$46.4K
HPY
627
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$1.84M 0.02%
19,012
+700
+4% +$64.5K
THG icon
628
Hanover Insurance
THG
$7.68B
$1.83M 0.02%
20,277
-300
-1% -$24.8K
FICO icon
629
Fair Isaac
FICO
$29.7B
$1.83M 0.02%
17,214
+1,300
+8% +$123K
WSO icon
630
Watsco Inc
WSO
$15B
$1.81M 0.02%
13,467
+600
+5% +$72.8K
CGNX icon
631
Cognex
CGNX
$10.2B
$1.81M 0.02%
93,134
+5,200
+6% +$90.7K
MDU icon
632
MDU Resources
MDU
$4.37B
$1.81M 0.02%
244,290
+526
+0.2% +$3.54K
SKT icon
633
Tanger
SKT
$4.8B
$1.8M 0.02%
49,357
+2,100
+4% +$69.2K
CMA
634
DELISTED
Comerica
CMA
$1.79M 0.02%
47,399
-400
-0.8% -$14.4K
LECO icon
635
Lincoln Electric
LECO
$14.1B
$1.79M 0.02%
30,615
-700
-2% -$38.1K
CXW icon
636
CoreCivic
CXW
$3.09B
$1.79M 0.02%
55,777
+200
+0.4% +$5.84K
NFX
637
DELISTED
Newfield Exploration
NFX
$1.79M 0.02%
53,700
+8,500
+19% +$240K
AIV
638
Aimco
AIV
$377M
$1.77M 0.02%
318,409
+5,255
+2% +$26.9K
FTR
639
DELISTED
Frontier Communications Corp.
FTR
$1.77M 0.02%
21,119
+500
+2% +$36.4K
IRM icon
640
Iron Mountain
IRM
$37.8B
$1.77M 0.02%
52,167
+700
+1% +$20.1K
QRVO icon
641
Qorvo
QRVO
$7.92B
$1.76M 0.02%
35,000
-2,800
-7% -$122K
GRMN
642
Garmin
GRMN
$46.8B
$1.76M 0.02%
44,129
-100
-0.2% -$3.71K
VYX icon
643
NCR Voyix
VYX
$1.13B
$1.76M 0.02%
95,847
+2,608
+3% +$37.4K
TE
644
DELISTED
TECO ENERGY INC
TE
$1.76M 0.02%
63,868
+1,600
+3% +$43.7K
JBL icon
645
Jabil
JBL
$32.6B
$1.75M 0.02%
90,627
+800
+0.9% +$16.1K
AVY icon
646
Avery Dennison
AVY
$12.5B
$1.75M 0.02%
24,203
-500
-2% -$32.3K
MSM icon
647
MSC Industrial Direct
MSM
$7.07B
$1.75M 0.02%
22,867
-100
-0.4% -$6.7K
DISCK
648
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.74M 0.02%
64,500
-3,800
-6% -$98.6K
ATML
649
DELISTED
ATMEL CORP
ATML
$1.74M 0.02%
214,500
+7,700
+4% +$62.2K
VSTO
650
DELISTED
Vista Outdoor Inc.
VSTO
$1.74M 0.02%
33,533
+1,400
+4% +$67.5K
24 25
26
27 28

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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.