We are live on ! Find out more
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
JBTM
976
JBT Marel
JBTM
$7.37B
$842K 0.01%
14,933
+400
+3% +$19.5K
CHS
977
DELISTED
Chicos FAS, Inc.
CHS
$842K 0.01%
63,478
-2,700
-4% -$30.5K
ISIL
978
DELISTED
Intersil Corp
ISIL
$842K 0.01%
62,951
+100
+0.2% +$1.25K
DORM icon
979
Dorman Products
DORM
$4.08B
$840K 0.01%
15,433
+100
+0.7% +$4.75K
CATM
980
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$836K 0.01%
23,237
+800
+4% +$26.1K
FNGN
981
DELISTED
Financial Engines, Inc.
FNGN
$836K 0.01%
26,592
+1,000
+4% +$27.7K
WPG
982
DELISTED
Washington Prime Group Inc.
WPG
$836K 0.01%
9,789
+22
+0.2% +$1.79K
KFY icon
983
Korn Ferry
KFY
$4.13B
$830K 0.01%
29,347
+3,700
+14% +$106K
CCOI icon
984
Cogent Communications
CCOI
$612M
$824K 0.01%
+21,100
New +$732K
AMN icon
985
AMN Healthcare
AMN
$1.3B
$823K 0.01%
24,496
+800
+3% +$22.9K
CALM icon
986
Cal-Maine
CALM
$4.2B
$821K 0.01%
15,816
+100
+0.6% +$4.99K
KNGT
987
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$821K 0.01%
31,410
+800
+3% +$20.9K
HNI icon
988
HNI Corp
HNI
$3.09B
$820K 0.01%
20,937
-100
-0.5% -$3.4K
STMP
989
DELISTED
Stamps.com, Inc.
STMP
$817K 0.01%
7,691
+300
+4% +$30.7K
CHSP
990
DELISTED
Chesapeake Lodging Trust
CHSP
$816K 0.01%
30,827
+1,100
+4% +$27.7K
GCO icon
991
Genesco
GCO
$416M
$814K 0.01%
11,266
+300
+3% +$19.4K
VIAV icon
992
Viavi Solutions
VIAV
$9.41B
$814K 0.01%
118,700
+4,700
+4% +$28.3K
JJSF icon
993
J&J Snack Foods
JJSF
$1.46B
$813K 0.01%
7,504
+200
+3% +$21.6K
ITRI icon
994
Itron
ITRI
$3.76B
$811K 0.01%
19,434
+500
+3% +$18.5K
AAT
995
American Assets Trust
AAT
$1.49B
$810K 0.01%
20,302
+700
+4% +$26.1K
KLXI
996
DELISTED
KLX Inc.
KLXI
$809K 0.01%
29,869
+118
+0.4% +$2.89K
LCII icon
997
LCI Industries
LCII
$2.52B
$806K 0.01%
12,498
+500
+4% +$29.4K
SSD icon
998
Simpson Manufacturing
SSD
$7.95B
$804K 0.01%
21,064
+600
+3% +$20.3K
DIN icon
999
Dine Brands
DIN
$448M
$799K 0.01%
8,557
+300
+4% +$26.3K
WTS icon
1000
Watts Water Technologies
WTS
$11.5B
$791K 0.01%
14,346
+200
+1% +$10.1K
38 39
40
41 42

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.