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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
CATY icon
851
Cathay General Bancorp
CATY
$4.18B
$1.1M 0.01%
38,730
+500
+1% +$13.9K
PNK
852
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.1M 0.01%
31,217
+1,000
+3% +$30.2K
INVX
853
Innovex International
INVX
$1.85B
$1.09M 0.01%
17,989
-200
-1% -$11.1K
DY icon
854
Dycom Industries
DY
$12.7B
$1.09M 0.01%
16,818
+600
+4% +$36.6K
FUL icon
855
H.B. Fuller
FUL
$3.04B
$1.09M 0.01%
25,593
+300
+1% +$11.2K
ESV
856
DELISTED
Ensco Rowan plc
ESV
$1.09M 0.01%
26,175
+9,975
+62% +$407K
COR
857
DELISTED
Coresite Realty Corporation
COR
$1.08M 0.01%
15,476
+200
+1% +$12.5K
SIGI icon
858
Selective Insurance
SIGI
$5.53B
$1.08M 0.01%
29,535
+1,100
+4% +$36.5K
NTCT icon
859
NETSCOUT
NTCT
$2.91B
$1.08M 0.01%
46,896
-100
-0.2% -$2.25K
WAFD icon
860
WaFd
WAFD
$2.69B
$1.08M 0.01%
47,517
+1,200
+3% +$26K
CUZ icon
861
Cousins Properties
CUZ
$5.28B
$1.07M 0.01%
36,466
+602
+2% +$15.3K
BIG
862
DELISTED
Big Lots, Inc.
BIG
$1.06M 0.01%
23,496
– –
EVR icon
863
Evercore
EVR
$13.2B
$1.06M 0.01%
20,436
+800
+4% +$38.2K
SHOO icon
864
Steven Madden
SHOO
$3.18B
$1.06M 0.01%
42,765
+900
+2% +$20K
SAIC icon
865
Saic
SAIC
$5.01B
$1.05M 0.01%
19,639
– –
DRH icon
866
Diamondrock Hospitality Co
DRH
$2.64B
$1.04M 0.01%
102,870
+2,900
+3% +$25.8K
AVP
867
DELISTED
Avon Products, Inc.
AVP
$1.04M 0.01%
215,699
+3,600
+2% +$12.9K
AKRX
868
DELISTED
Akorn Inc
AKRX
$1.04M 0.01%
44,013
+2,300
+6% +$60.5K
MTX icon
869
Minerals Technologies
MTX
$2.29B
$1.03M 0.01%
18,155
+300
+2% +$14K
LAD icon
870
Lithia Motors
LAD
$7.88B
$1.03M 0.01%
11,790
+100
+0.9% +$8.59K
MKSI icon
871
MKS Inc
MKSI
$21.3B
$1.03M 0.01%
27,276
+800
+3% +$27.3K
ROIC
872
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.03M 0.01%
51,025
+1,600
+3% +$29.6K
EFII
873
DELISTED
Electronics for Imaging
EFII
$1.02M 0.01%
24,169
+400
+2% +$16.3K
DNB
874
DELISTED
Dun & Bradstreet
DNB
$1.01M 0.01%
9,843
+100
+1% +$9.72K
VLY icon
875
Valley National Bancorp
VLY
$7.94B
$1.01M 0.01%
106,331
+400
+0.4% +$3.63K
33 34
35
36 37

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VMPIC
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BCIM
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BBA
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AIMCA
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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.