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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
HR
651
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.73M 0.02%
56,100
+6,193
+12% +$180K
HAR
652
DELISTED
Harman International Industries
HAR
$1.72M 0.02%
19,299
-300
-2% -$23.8K
SMG icon
653
ScottsMiracle-Gro
SMG
$4.06B
$1.72M 0.02%
23,569
+900
+4% +$61.2K
FHN icon
654
First Horizon
FHN
$12.1B
$1.71M 0.02%
130,407
+6,600
+5% +$84.1K
CW icon
655
Curtiss-Wright
CW
$27.5B
$1.7M 0.02%
22,500
-265
-1% -$18.4K
OKE icon
656
Oneok
OKE
$56.4B
$1.7M 0.02%
56,900
-1,300
-2% -$32K
GWR
657
DELISTED
Genesee & Wyoming Inc.
GWR
$1.7M 0.02%
27,093
+100
+0.4% +$5.48K
WBS icon
658
Webster Financial
WBS
$12.5B
$1.7M 0.02%
47,237
+1,200
+3% +$41.1K
VSAT icon
659
Viasat
VSAT
$10.2B
$1.69M 0.02%
23,042
+700
+3% +$46.5K
EGN
660
DELISTED
Energen
EGN
$1.69M 0.02%
46,117
+8,800
+24% +$273K
SNI
661
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.68M 0.02%
25,706
+300
+1% +$17.8K
FTI icon
662
TechnipFMC
FTI
$29.9B
$1.68M 0.02%
82,656
-2,150
-3% -$40.6K
PVTB
663
DELISTED
PrivateBancorp Inc
PVTB
$1.68M 0.02%
43,600
+4,307
+11% +$158K
AGCO icon
664
AGCO
AGCO
$8.71B
$1.68M 0.02%
33,754
-1,200
-3% -$57.7K
ITT icon
665
ITT
ITT
$17.7B
$1.68M 0.02%
45,404
+900
+2% +$30.7K
WEX icon
666
WEX
WEX
$6.17B
$1.67M 0.02%
20,087
+500
+3% +$36.1K
ODP
667
DELISTED
ODP
ODP
$1.67M 0.02%
23,495
+60
+0.3% +$3.23K
ALLE icon
668
Allegion
ALLE
$13.4B
$1.66M 0.02%
26,100
+400
+2% +$24.4K
UMPQ
669
DELISTED
Umpqua Holdings Corp
UMPQ
$1.66M 0.02%
104,706
+200
+0.2% +$3.02K
FMER
670
DELISTED
FIRSTMERIT CORP
FMER
$1.66M 0.02%
78,860
+200
+0.3% +$3.87K
HE icon
671
Hawaiian Electric Industries
HE
$2.28B
$1.66M 0.02%
51,163
+200
+0.4% +$5.99K
GL icon
672
Globe Life
GL
$13.5B
$1.66M 0.02%
30,578
-500
-2% -$26.6K
GPOR
673
DELISTED
Gulfport Energy Corp.
GPOR
$1.66M 0.02%
58,433
+7,100
+14% +$187K
RHI icon
674
Robert Half
RHI
$4.07B
$1.66M 0.02%
35,538
-300
-0.8% -$12.6K
PPS
675
DELISTED
Post Properties
PPS
$1.65M 0.02%
27,606
+800
+3% +$45.6K
25 26
27
28 29

Similar funds

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
Baker Bros. Advisors New York $17.4B AUM 131.5% 1-Year Est. Return
Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
AIMCA
Alberta Investment Management Corp (AIMCo) Edmonton, Alberta, Canada $16.7B AUM 23.27% 1-Year Est. Return
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.