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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
HI
901
DELISTED
Hillenbrand
HI
$967K 0.01%
32,280
+1,100
+4% +$30.3K
UNFI icon
902
United Natural Foods
UNFI
$2.97B
$966K 0.01%
23,964
+100
+0.4% +$3.69K
MENT
903
DELISTED
Mentor Graphics Corp
MENT
$965K 0.01%
47,444
+100
+0.2% +$1.83K
SPN
904
DELISTED
Superior Energy Services, Inc.
SPN
$965K 0.01%
7,209
+60
+0.8% +$6.54K
CORE
905
DELISTED
Core Mark Holding Co., Inc.
CORE
$962K 0.01%
23,600
+800
+4% +$30.7K
NKTR icon
906
Nektar Therapeutics
NKTR
$2.41B
$958K 0.01%
4,643
+213
+5% +$40.9K
MCY icon
907
Mercury Insurance
MCY
$6.01B
$957K 0.01%
17,252
– –
MASI
908
DELISTED
Masimo
MASI
$956K 0.01%
22,842
+300
+1% +$11.3K
RDC
909
DELISTED
Rowan Companies Plc
RDC
$955K 0.01%
59,344
+100
+0.2% +$1.38K
EE
910
DELISTED
El Paso Electric Company
EE
$954K 0.01%
20,801
+700
+3% +$28.8K
GATX icon
911
GATX Corp
GATX
$6.52B
$950K 0.01%
19,998
-100
-0.5% -$4.26K
TDC icon
912
Teradata
TDC
$2.8B
$946K 0.01%
36,054
-100
-0.3% -$2.48K
MLKN icon
913
MillerKnoll
MLKN
$1.54B
$942K 0.01%
30,502
+1,000
+3% +$26.6K
WWW icon
914
Wolverine World Wide
WWW
$1.56B
$941K 0.01%
51,106
-100
-0.2% -$1.74K
AN icon
915
AutoNation
AN
$7.1B
$938K 0.01%
20,091
-100
-0.5% -$4.84K
CVLT icon
916
Commault Systems
CVLT
$6.19B
$938K 0.01%
21,718
+800
+4% +$29.6K
CMC icon
917
Commercial Metals
CMC
$7.53B
$937K 0.01%
55,220
– –
R icon
918
Ryder
R
$10.3B
$937K 0.01%
14,461
-300
-2% -$17K
WAGE
919
DELISTED
WageWorks, Inc.
WAGE
$934K 0.01%
18,445
+500
+3% +$22.4K
WNR
920
DELISTED
Western Refining Inc
WNR
$934K 0.01%
32,095
-800
-2% -$24.1K
LXP icon
921
LXP Industrial Trust
LXP
$3.52B
$933K 0.01%
21,690
+720
+3% +$27.7K
AMD icon
922
Advanced Micro Devices
AMD
$807B
$931K 0.01%
326,833
+12,800
+4% +$29.1K
ABM icon
923
ABM Industries
ABM
$2.84B
$925K 0.01%
28,638
+600
+2% +$18.1K
PRLB icon
924
Protolabs
PRLB
$1.85B
$925K 0.01%
+12,000
New +$775K
ALEX
925
DELISTED
Alexander & Baldwin
ALEX
$924K 0.01%
25,199
+1,300
+5% +$42.9K
35 36
37
38 39

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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.