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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
ONB icon
1051
Old National Bancorp
ONB
$10.1B
$715K 0.01%
58,636
+1,700
+3% +$20.1K
AEIS icon
1052
Advanced Energy
AEIS
$11.7B
$711K 0.01%
20,437
+100
+0.5% +$2.92K
WT icon
1053
WisdomTree
WT
$3.01B
$710K 0.01%
62,147
+2,600
+4% +$31.2K
FWRD icon
1054
Forward Air
FWRD
$466M
$706K 0.01%
15,573
+200
+1% +$8.42K
NWBI icon
1055
Northwest Bancshares
NWBI
$2.25B
$705K 0.01%
52,211
+2,200
+4% +$28K
AEL
1056
DELISTED
American Equity Investment Life Holding Company
AEL
$704K 0.01%
41,916
+900
+2% +$14.6K
BID
1057
DELISTED
Sotheby's
BID
$703K 0.01%
26,283
-2,000
-7% -$48K
AMED
1058
DELISTED
Amedisys
AMED
$699K 0.01%
14,450
+300
+2% +$11.6K
PRAA icon
1059
PRA Group
PRAA
$683M
$698K 0.01%
23,759
-200
-0.8% -$5.76K
FCN icon
1060
FTI Consulting
FCN
$4.88B
$696K 0.01%
19,598
-300
-2% -$10.1K
OI icon
1061
O-I Glass
OI
$1.41B
$696K 0.01%
43,606
+1,000
+2% +$14.3K
MTH icon
1062
Meritage Homes
MTH
$4.89B
$694K 0.01%
38,056
+1,800
+5% +$28.7K
POLY
1063
DELISTED
Plantronics, Inc.
POLY
$687K 0.01%
17,529
+700
+4% +$27.4K
LZB icon
1064
La-Z-Boy
LZB
$1.62B
$684K 0.01%
25,585
+700
+3% +$16.4K
NSR
1065
DELISTED
Neustar Inc
NSR
$681K 0.01%
27,681
+1,100
+4% +$26.3K
KMPR icon
1066
Kemper
KMPR
$1.73B
$677K 0.01%
22,881
– –
PLXS icon
1067
Plexus
PLXS
$6.78B
$677K 0.01%
17,139
+700
+4% +$24.8K
AVNS icon
1068
Avanos Medical
AVNS
$1.17B
$675K 0.01%
23,503
+700
+3% +$18.6K
SBRA icon
1069
Sabra Healthcare REIT
SBRA
$5.65B
$671K 0.01%
33,396
+900
+3% +$17.3K
EXPO icon
1070
Exponent
EXPO
$3.04B
$668K 0.01%
26,192
+600
+2% +$14.5K
NTGR icon
1071
NETGEAR
NTGR
$681M
$668K 0.01%
16,550
+800
+5% +$30.8K
CNSL
1072
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$666K 0.01%
25,862
+1,000
+4% +$21.5K
FCFS icon
1073
FirstCash
FCFS
$9.06B
$665K 0.01%
14,447
+700
+5% +$28.2K
GPI icon
1074
Group 1 Automotive
GPI
$4.01B
$665K 0.01%
11,331
+300
+3% +$17.1K
SNCR
1075
DELISTED
Synchronoss Technologies
SNCR
$664K 0.01%
2,280
+89
+4% +$23.2K
41 42
43
44 45

Similar funds

CM
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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
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.