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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
RGR icon
1076
Sturm, Ruger & Co
RGR
$620M
$660K 0.01%
9,645
+400
+4% +$26.1K
UVV icon
1077
Universal Corp
UVV
$1.34B
$660K 0.01%
11,612
+300
+3% +$16.3K
SWC
1078
DELISTED
Stillwater Mining Co
SWC
$660K 0.01%
61,994
+400
+0.6% +$3.2K
HMN icon
1079
Horace Mann Educators
HMN
$2.09B
$658K 0.01%
20,766
+500
+2% +$15.3K
CWT icon
1080
California Water Service
CWT
$3.04B
$657K 0.01%
+24,600
New +$612K
PCH
1081
DELISTED
PotlatchDeltic
PCH
$656K 0.01%
20,823
+600
+3% +$16.7K
SFNC icon
1082
Simmons First National
SFNC
$3.32B
$656K 0.01%
29,112
+1,000
+4% +$22.1K
LITE icon
1083
Lumentum
LITE
$55.4B
$654K 0.01%
24,260
+800
+3% +$18.5K
PKY
1084
DELISTED
Parkway, Inc.
PKY
$653K 0.01%
41,715
+1,300
+3% +$18K
CC icon
1085
Chemours
CC
$2.55B
$651K 0.01%
93,000
+7,116
+8% +$35.8K
GOV
1086
DELISTED
Government Properties Income Trust
GOV
$651K 0.01%
36,447
+600
+2% +$8.88K
IBOC icon
1087
International Bancshares
IBOC
$4.77B
$650K 0.01%
26,343
-100
-0.4% -$2.34K
NTUS
1088
DELISTED
Natus Medical Inc
NTUS
$650K 0.01%
16,906
+400
+2% +$14.9K
APOG icon
1089
Apogee Enterprises
APOG
$855M
$649K 0.01%
14,787
+200
+1% +$7.93K
LOGM
1090
DELISTED
LogMein, Inc.
LOGM
$648K 0.01%
12,837
+400
+3% +$20.6K
NPO icon
1091
Enpro
NPO
$6.95B
$646K 0.01%
11,197
+200
+2% +$9.64K
GNW icon
1092
Genworth Financial
GNW
$3.79B
$645K 0.01%
236,243
+200
+0.1% +$506
BRC icon
1093
Brady Corp
BRC
$4.54B
$642K 0.01%
23,915
+500
+2% +$12K
SMCI icon
1094
Super Micro Computer
SMCI
$19.3B
$642K 0.01%
188,500
+5,000
+3% +$15K
AIRM
1095
DELISTED
Air Methods Corp
AIRM
$640K 0.01%
17,662
-200
-1% -$7.59K
SCAI
1096
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$639K 0.01%
+13,800
New +$578K
SEM
1097
DELISTED
Select Medical
SEM
$636K 0.01%
99,895
+2,969
+3% +$15.9K
CAL icon
1098
Caleres
CAL
$420M
$635K 0.01%
22,442
+700
+3% +$18.6K
WABC icon
1099
Westamerica Bancorp
WABC
$1.38B
$634K 0.01%
13,010
+500
+4% +$22.8K
FELE icon
1100
Franklin Electric
FELE
$4.66B
$631K 0.01%
19,621
+100
+0.5% +$2.84K
42 43
44
45 46

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VMPIC
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BCIM
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BBA
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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.