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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
WERN icon
1126
Werner Enterprises
WERN
$2.42B
$576K 0.01%
21,205
– –
UCB
1127
United Community Banks
UCB
$4.21B
$576K 0.01%
31,181
+2,300
+8% +$40.8K
FFBC icon
1128
First Financial Bancorp
FFBC
$3.52B
$574K 0.01%
31,571
+800
+3% +$13.6K
EBS icon
1129
Emergent Biosolutions
EBS
$378M
$573K 0.01%
15,760
+600
+4% +$21.2K
KBH icon
1130
KB Home
KBH
$3.53B
$573K 0.01%
40,120
-3,100
-7% -$36.2K
AFFX
1131
DELISTED
Affymetrix Inc
AFFX
$573K 0.01%
40,909
+1,700
+4% +$23.3K
AAON icon
1132
Aaon
AAON
$8.27B
$572K 0.01%
30,633
+750
+3% +$11.5K
QLGC
1133
DELISTED
QLOGIC CORP
QLGC
$571K 0.01%
42,462
+1,000
+2% +$12.4K
KWR icon
1134
Quaker Houghton
KWR
$2.63B
$570K 0.01%
6,721
– –
GES
1135
DELISTED
Guess Inc
GES
$568K 0.01%
30,262
– –
EGOV
1136
DELISTED
NIC Inc
EGOV
$564K 0.01%
31,287
+1,300
+4% +$23.5K
TBI
1137
Trueblue
TBI
$237M
$563K 0.01%
21,528
+900
+4% +$20.8K
HTLD icon
1138
Heartland Express
HTLD
$1.06B
$561K 0.01%
30,267
+600
+2% +$10.8K
MEI icon
1139
Methode Electronics
MEI
$542M
$555K 0.01%
18,975
– –
CNMD icon
1140
CONMED
CNMD
$1.31B
$554K 0.01%
13,203
+400
+3% +$15.7K
AIN icon
1141
Albany International
AIN
$2.16B
$553K 0.01%
14,714
+400
+3% +$14.1K
KN icon
1142
Knowles
KN
$3.2B
$553K 0.01%
41,994
+100
+0.2% +$1.23K
ENSG icon
1143
The Ensign Group
ENSG
$10.4B
$548K 0.01%
25,866
+749
+3% +$14.7K
ROG icon
1144
Rogers Corp
ROG
$2.31B
$548K 0.01%
9,147
+400
+5% +$20.1K
NSIT icon
1145
Insight Enterprises
NSIT
$3.71B
$545K 0.01%
19,020
+200
+1% +$5.04K
NP
1146
DELISTED
Neenah, Inc. Common Stock
NP
$544K 0.01%
8,548
+300
+4% +$17.8K
AXON
1147
Axon Enterprise
AXON
$42.4B
$541K 0.01%
27,545
+900
+3% +$15.4K
AJRD
1148
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$541K 0.01%
33,047
+800
+2% +$12.5K
SCSC icon
1149
Scansource
SCSC
$1.13B
$540K 0.01%
13,382
+100
+0.8% +$3.49K
FLOW
1150
DELISTED
SPX FLOW, Inc.
FLOW
$537K 0.01%
21,400
+900
+4% +$19.7K
44 45
46
47 48

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.