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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
LM
876
DELISTED
Legg Mason, Inc.
LM
$1.01M 0.01%
29,218
-200
-0.7% -$6.27K
ANF icon
877
Abercrombie & Fitch
ANF
$4.41B
$1.01M 0.01%
31,955
– –
SJI
878
DELISTED
South Jersey Industries, Inc.
SJI
$1.01M 0.01%
35,418
+1,100
+3% +$28.2K
GIII icon
879
G-III Apparel Group
GIII
$1.52B
$1.01M 0.01%
20,575
+300
+1% +$14.5K
FFIN icon
880
First Financial Bankshares
FFIN
$4.94B
$1M 0.01%
67,720
+2,200
+3% +$30.2K
VRE
881
DELISTED
Veris Residential
VRE
$1M 0.01%
42,649
+300
+0.7% +$6.24K
PSB
882
DELISTED
PS Business Parks, Inc.
PSB
$1M 0.01%
9,960
+300
+3% +$27.4K
DAN icon
883
Dana Inc
DAN
$2.93B
$998K 0.01%
70,837
-1,700
-2% -$21.2K
BCPC
884
Balchem Corp
BCPC
$5.29B
$997K 0.01%
16,078
+400
+3% +$24K
TCF
885
DELISTED
TCF Financial Corporation
TCF
$995K 0.01%
81,174
+700
+0.9% +$8.4K
IART icon
886
Integra LifeSciences
IART
$1.52B
$993K 0.01%
29,494
+1,000
+4% +$31.1K
LGND icon
887
Ligand Pharmaceuticals
LGND
$5.96B
$993K 0.01%
14,868
+481
+3% +$29.2K
CSRA
888
DELISTED
CSRA Inc.
CSRA
$993K 0.01%
36,929
-600
-2% -$15.7K
CYH icon
889
Community Health Systems
CYH
$383M
$992K 0.01%
64,835
-3,025
-4% -$46.2K
GBCI icon
890
Glacier Bancorp
GBCI
$6.38B
$991K 0.01%
38,996
+800
+2% +$19.4K
EGP icon
891
EastGroup Properties
EGP
$11.3B
$990K 0.01%
16,397
+400
+3% +$21.8K
IDCC icon
892
InterDigital
IDCC
$6.7B
$990K 0.01%
17,787
+300
+2% +$14.5K
LXK
893
DELISTED
Lexmark Intl Inc
LXK
$985K 0.01%
29,474
+100
+0.3% +$2.95K
GHC icon
894
Graham Holdings Company
GHC
$5.08B
$980K 0.01%
2,041
-100
-5% -$47.6K
WDR
895
DELISTED
Waddell & Reed Financial, Inc.
WDR
$980K 0.01%
41,632
+700
+2% +$17K
STL
896
DELISTED
Sterling Bancorp
STL
$980K 0.01%
61,494
+1,500
+3% +$22.7K
SF
897
Stifel
SF
$12.5B
$979K 0.01%
74,407
– –
PWR icon
898
Quanta Services
PWR
$93.1B
$977K 0.01%
43,300
+1,000
+2% +$19.8K
CABO icon
899
Cable One
CABO
$224M
$969K 0.01%
2,216
– –
NEOG icon
900
Neogen
NEOG
$2.03B
$969K 0.01%
51,309
+1,600
+3% +$30.5K
34 35
36
37 38

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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
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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.