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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
TPH
951
DELISTED
Tri Pointe Homes
TPH
$883K 0.01%
74,960
+2,800
+4% +$29.6K
AIT icon
952
Applied Industrial Technologies
AIT
$12.9B
$876K 0.01%
20,181
+700
+4% +$27.6K
CRAY
953
DELISTED
Cray, Inc.
CRAY
$876K 0.01%
+20,900
New +$797K
EXLS icon
954
EXL Service
EXLS
$4.36B
$875K 0.01%
84,460
+1,000
+1% +$9.19K
LTC
955
LTC Properties
LTC
$2.15B
$873K 0.01%
19,296
+1,700
+10% +$75K
FOSL icon
956
Fossil Group
FOSL
$249M
$871K 0.01%
19,600
-300
-2% -$11.8K
MATW icon
957
Matthews International
MATW
$878M
$868K 0.01%
16,867
+500
+3% +$24.4K
TIVO
958
DELISTED
Tivo Inc
TIVO
$868K 0.01%
42,300
+1,900
+5% +$37.8K
VAC icon
959
Marriott Vacations Worldwide
VAC
$3.4B
$866K 0.01%
12,835
-900
-7% -$50.9K
MLI icon
960
Mueller Industries
MLI
$14.2B
$863K 0.01%
117,276
+3,600
+3% +$23.8K
CRZO
961
DELISTED
Carrizo Oil & Gas Inc
CRZO
$861K 0.01%
27,849
+900
+3% +$22.7K
MSTR icon
962
Strategy Inc
MSTR
$36B
$860K 0.01%
47,870
+2,000
+4% +$32.4K
CBU icon
963
Community Bank
CBU
$3.5B
$859K 0.01%
22,484
+800
+4% +$29.8K
MGLN
964
DELISTED
Magellan Health Services, Inc.
MGLN
$857K 0.01%
12,612
-100
-0.8% -$6.02K
PLCE icon
965
Children's Place
PLCE
$52.8M
$855K 0.01%
10,244
+300
+3% +$20.4K
KMT icon
966
Kennametal
KMT
$2.69B
$853K 0.01%
37,939
+200
+0.5% +$3.88K
BYD icon
967
Boyd Gaming
BYD
$6.64B
$852K 0.01%
41,234
+1,500
+4% +$26.5K
SWN
968
DELISTED
Southwestern Energy Company
SWN
$852K 0.01%
105,615
+900
+0.9% +$6.9K
MDP
969
DELISTED
Meredith Corporation
MDP
$849K 0.01%
17,874
– –
RAMP icon
970
LiveRamp
RAMP
$2.3B
$848K 0.01%
39,552
+800
+2% +$15.9K
RIG icon
971
Transocean
RIG
$5.84B
$848K 0.01%
92,800
– –
HWC icon
972
Hancock Whitney
HWC
$6.07B
$847K 0.01%
36,900
+200
+0.5% +$4.71K
UNF icon
973
Unifirst Corp
UNF
$5.38B
$846K 0.01%
7,757
+200
+3% +$20.9K
ATI icon
974
ATI
ATI
$26.3B
$843K 0.01%
51,747
– –
BCO icon
975
Brink's
BCO
$4.86B
$843K 0.01%
25,108
+600
+2% +$17.6K
37 38
39
40 41

Similar funds

CM
Caption Management Oklahoma City, Oklahoma $17.1B AUM 70.99% 1-Year Est. Return
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
Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return

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.