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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
HSNI
1001
DELISTED
HSN, Inc.
HSNI
$790K 0.01%
15,097
-100
-0.7% -$4.96K
EXPR
1002
DELISTED
Express, Inc.
EXPR
$788K 0.01%
1,840
+30
+2% +$10.8K
SVU
1003
DELISTED
SUPERVALU Inc.
SVU
$788K 0.01%
19,533
+572
+3% +$20.4K
VSH icon
1004
Vishay Intertechnology
VSH
$5.7B
$786K 0.01%
64,363
+100
+0.2% +$1.15K
MOG.A icon
1005
Moog Inc Class A
MOG.A
$13.2B
$784K 0.01%
17,158
+700
+4% +$32.7K
DDD icon
1006
3D Systems Corp
DDD
$430M
$783K 0.01%
50,643
+200
+0.4% +$2.06K
URBN icon
1007
Urban Outfitters
URBN
$6.22B
$778K 0.01%
23,500
-200
-0.8% -$5.29K
KALU icon
1008
Kaiser Aluminum
KALU
$2.65B
$777K 0.01%
9,195
+400
+5% +$31.4K
WPX
1009
DELISTED
WPX Energy, Inc.
WPX
$777K 0.01%
111,100
+100
+0.1% +$510
THRM icon
1010
Gentherm
THRM
$1.29B
$776K 0.01%
18,650
+600
+3% +$24.3K
PEI
1011
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$776K 0.01%
2,368
+74
+3% +$22.1K
OIS icon
1012
Oil States International
OIS
$512M
$774K 0.01%
24,549
+400
+2% +$10.8K
AAN.A
1013
DELISTED
The Aaron's Company Inc Class A
AAN.A
$773K 0.01%
30,788
+100
+0.3% +$2.51K
PZZA icon
1014
Papa John's
PZZA
$997M
$772K 0.01%
14,250
-300
-2% -$15.8K
THC icon
1015
Tenet Healthcare
THC
$21B
$772K 0.01%
26,692
+300
+1% +$7.8K
RMBS icon
1016
Rambus
RMBS
$10.4B
$771K 0.01%
56,100
-1,500
-3% -$18.6K
TUMI
1017
DELISTED
TUMI HLDGS INC COM
TUMI
$770K 0.01%
28,700
+700
+3% +$14.2K
WOR icon
1018
Worthington Enterprises
WOR
$2.79B
$769K 0.01%
34,991
-649
-2% -$12.4K
TIME
1019
DELISTED
Time Inc.
TIME
$769K 0.01%
49,810
-2,200
-4% -$31.6K
ICUI icon
1020
ICU Medical
ICUI
$4.04B
$767K 0.01%
7,364
+200
+3% +$19.1K
PLCM
1021
DELISTED
POLYCOM INC
PLCM
$766K 0.01%
68,736
+3,100
+5% +$32.6K
NPBC
1022
DELISTED
NATL PENN BANCSHARES INC
NPBC
$765K 0.01%
71,881
+2,100
+3% +$23.9K
CRS icon
1023
Carpenter Technology
CRS
$28.8B
$762K 0.01%
22,254
-1,100
-5% -$32.4K
TREX icon
1024
Trex
TREX
$4.57B
$757K 0.01%
+63,200
New +$616K
NWN icon
1025
Northwest Natural Holdings
NWN
$2.16B
$756K 0.01%
14,040
+400
+3% +$20.6K
39 40
41
42 43

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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.