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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
LHO
751
DELISTED
LaSalle Hotel Properties
LHO
$1.36M 0.02%
53,669
+100
+0.2% +$2.37K
AIZ icon
752
Assurant
AIZ
$13.7B
$1.36M 0.02%
17,590
-200
-1% -$15.2K
CXT icon
753
Crane NXT
CXT
$3.12B
$1.36M 0.02%
72,519
+2,015
+3% +$34.4K
BIO icon
754
Bio-Rad Laboratories Class A
BIO
$8.47B
$1.35M 0.02%
9,887
– –
TDS icon
755
Telephone and Data Systems
TDS
$3.83B
$1.35M 0.02%
44,945
+200
+0.4% +$5.04K
CIEN icon
756
Ciena
CIEN
$53.4B
$1.35M 0.02%
70,832
+5,200
+8% +$96K
EDR
757
DELISTED
Education Realty Trust Inc
EDR
$1.35M 0.02%
32,352
+5,000
+18% +$195K
FR icon
758
First Industrial Realty Trust
FR
$8.81B
$1.34M 0.02%
+59,100
New +$1.25M
ZION icon
759
Zions Bancorporation
ZION
$10B
$1.34M 0.02%
55,451
+500
+0.9% +$11.5K
PBCT
760
DELISTED
People's United Financial Inc
PBCT
$1.34M 0.02%
84,208
+700
+0.8% +$10.5K
RRX icon
761
Regal Rexnord
RRX
$14B
$1.34M 0.02%
21,209
– –
ULTA icon
762
Ulta Beauty
ULTA
$20.7B
$1.34M 0.02%
6,900
+100
+1% +$17.4K
VMI icon
763
Valmont Industries
VMI
$9.61B
$1.34M 0.02%
10,788
-200
-2% -$22.2K
CLC
764
DELISTED
Clarcor
CLC
$1.33M 0.02%
23,101
-600
-3% -$29.6K
EAT icon
765
Brinker International
EAT
$8.38B
$1.33M 0.02%
28,998
-400
-1% -$19.2K
TRN icon
766
Trinity Industries
TRN
$2.95B
$1.33M 0.02%
101,032
+278
+0.3% +$3.9K
BDC icon
767
Belden
BDC
$4.12B
$1.33M 0.02%
21,691
+800
+4% +$39.5K
ALE
768
DELISTED
Allete
ALE
$1.33M 0.02%
23,712
+1,000
+4% +$53.3K
CACI icon
769
CACI
CACI
$11B
$1.33M 0.02%
12,432
+400
+3% +$37.4K
AEO icon
770
American Eagle Outfitters
AEO
$2.98B
$1.32M 0.02%
79,027
-5,900
-7% -$88.7K
CMD
771
DELISTED
Cantel Medical Corporation
CMD
$1.32M 0.02%
18,447
+600
+3% +$37.7K
NWSA icon
772
News Corp Class A
NWSA
$14.8B
$1.31M 0.02%
102,987
-400
-0.4% -$4.74K
AVNT icon
773
Avient
AVNT
$3.34B
$1.31M 0.02%
43,409
+900
+2% +$24.7K
CAA
774
DELISTED
CalAtlantic Group, Inc.
CAA
$1.31M 0.02%
39,246
+1,500
+4% +$46.9K
GEO icon
775
The GEO Group
GEO
$4.13B
$1.31M 0.02%
56,607
+1,650
+3% +$32.2K
29 30
31
32 33

Similar funds

CM
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PP
Prudential plc London, England, United Kingdom $17.1B AUM 15.7% 1-Year Est. Return
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.