We are live on ! Find out more
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
EBIX
1151
DELISTED
Ebix Inc
EBIX
$535K 0.01%
13,114
+100
+0.8% +$3.49K
AAWW
1152
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$534K 0.01%
12,623
+400
+3% +$15K
IOSP icon
1153
Innospec
IOSP
$2.11B
$533K 0.01%
12,300
+400
+3% +$18.5K
INN
1154
Summit Hotel Properties
INN
$748M
$531K 0.01%
44,390
+1,200
+3% +$12.8K
GDOT icon
1155
Green Dot
GDOT
$746M
$530K 0.01%
23,093
-200
-0.9% -$3.88K
BGG
1156
DELISTED
Briggs & Stratton Corp.
BGG
$529K 0.01%
22,133
+200
+0.9% +$4.13K
KND
1157
DELISTED
Kindred Healthcare
KND
$529K 0.01%
42,864
+1,300
+3% +$13.5K
SKYW icon
1158
Skywest
SKYW
$4.37B
$525K 0.01%
26,265
+1,300
+5% +$22K
IRBT
1159
DELISTED
iRobot
IRBT
$521K 0.01%
14,767
+400
+3% +$13K
AMWD
1160
DELISTED
American Woodmark
AMWD
$520K 0.01%
6,965
+300
+5% +$20.2K
VRTU
1161
DELISTED
Virtusa Corporation
VRTU
$519K 0.01%
13,855
+200
+1% +$7.58K
SCL icon
1162
Stepan Co
SCL
$1.31B
$517K 0.01%
9,345
+400
+4% +$19.2K
CYNO
1163
DELISTED
Cynosure, Inc. Class A
CYNO
$517K 0.01%
11,725
+500
+4% +$19.6K
CATO icon
1164
Cato Corp
CATO
$64.1M
$515K 0.01%
13,350
+300
+2% +$11K
AMSF icon
1165
AMERISAFE
AMSF
$562M
$513K 0.01%
9,755
+300
+3% +$15.1K
ESE icon
1166
ESCO Technologies
ESE
$8.4B
$513K 0.01%
13,153
+500
+4% +$17.7K
OMCL icon
1167
Omnicell
OMCL
$1.89B
$512K 0.01%
18,384
+700
+4% +$19.2K
WP
1168
DELISTED
Worldpay, Inc.
WP
$512K 0.01%
9,500
+100
+1% +$4.89K
SCHL icon
1169
Scholastic
SCHL
$752M
$511K 0.01%
13,662
+600
+5% +$21.4K
ADTN icon
1170
Adtran
ADTN
$769M
$510K 0.01%
25,245
+600
+2% +$11.1K
SXI icon
1171
Standex International
SXI
$3.75B
$509K 0.01%
6,540
+200
+3% +$14.5K
DPLO
1172
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$507K 0.01%
+18,500
New +$545K
FN icon
1173
Fabrinet
FN
$16.9B
$503K 0.01%
15,560
+700
+5% +$18.8K
ALOG
1174
DELISTED
Analogic Corp
ALOG
$503K 0.01%
6,361
+200
+3% +$15K
MDC
1175
DELISTED
M.D.C. Holdings, Inc.
MDC
$502K 0.01%
27,822
+694
+3% +$11.2K
45 46
47
48 49

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.