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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
MINI
1026
DELISTED
Mobile Mini Inc
MINI
$755K 0.01%
22,861
+600
+3% +$16.9K
ABG icon
1027
Asbury Automotive
ABG
$4.22B
$754K 0.01%
+12,600
New +$686K
AXE
1028
DELISTED
Anixter International Inc
AXE
$754K 0.01%
14,464
+100
+0.7% +$4.7K
DF
1029
DELISTED
Dean Foods Company
DF
$754K 0.01%
43,560
+300
+0.7% +$5.67K
HW
1030
DELISTED
Headwaters Inc
HW
$753K 0.01%
37,959
+900
+2% +$15.1K
ADEA icon
1031
Adeia
ADEA
$2.88B
$752K 0.01%
91,737
– –
CSGS
1032
DELISTED
CSG Systems International
CSGS
$752K 0.01%
16,658
+100
+0.6% +$3.77K
AZZ icon
1033
AZZ Inc
AZZ
$4.47B
$748K 0.01%
13,216
+300
+2% +$15.6K
JOY
1034
DELISTED
Joy Global Inc
JOY
$748K 0.01%
46,540
+300
+0.6% +$3.78K
EPAC icon
1035
Enerpac Tool Group
EPAC
$1.78B
$745K 0.01%
30,145
+500
+2% +$11.5K
WDFC icon
1036
WD-40
WDFC
$3.13B
$744K 0.01%
6,891
+300
+5% +$31K
GK
1037
DELISTED
G&K Services Inc
GK
$744K 0.01%
10,161
+300
+3% +$19.6K
TRMK icon
1038
Trustmark
TRMK
$2.71B
$741K 0.01%
32,177
+100
+0.3% +$2.2K
AWR icon
1039
American States Water
AWR
$3.37B
$740K 0.01%
18,800
+500
+3% +$21.2K
AF
1040
DELISTED
Astoria Financial Corporation
AF
$740K 0.01%
46,708
+1,500
+3% +$22.7K
SCOR icon
1041
Comscore
SCOR
$107M
$739K 0.01%
1,230
+426
+53% +$308K
TGI
1042
DELISTED
Triumph Group
TGI
$738K 0.01%
23,457
– –
SLCA
1043
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$735K 0.01%
32,338
+5,800
+22% +$108K
HUBG icon
1044
HUB Group
HUBG
$2.93B
$733K 0.01%
35,946
+200
+0.6% +$3.46K
MSA icon
1045
Mine Safety
MSA
$6.78B
$731K 0.01%
15,109
– –
SMTC icon
1046
Semtech
SMTC
$11.3B
$731K 0.01%
33,242
+1,000
+3% +$19.3K
POWI icon
1047
Power Integrations
POWI
$3.53B
$729K 0.01%
29,348
+1,200
+4% +$27.6K
NYT icon
1048
New York Times
NYT
$11.7B
$726K 0.01%
58,257
-600
-1% -$7.6K
FMBI
1049
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$723K 0.01%
40,145
+1,400
+4% +$24.1K
CBM
1050
DELISTED
Cambrex Corporation
CBM
$716K 0.01%
16,276
+600
+4% +$23.7K
40 41
42
43 44

Similar funds

CM
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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.