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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
OXM icon
1176
Oxford Industries
OXM
$594M
$501K 0.01%
7,455
+300
+4% +$20.4K
CCMP
1177
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$497K 0.01%
12,157
+200
+2% +$7.9K
FCPT icon
1178
Four Corners Property Trust
FCPT
$2.85B
$496K 0.01%
27,638
+1,334
+5% +$22.3K
BMI icon
1179
Badger Meter
BMI
$3.7B
$492K 0.01%
14,794
+600
+4% +$18.5K
ECOL
1180
DELISTED
US Ecology, Inc.
ECOL
$492K 0.01%
11,146
+500
+5% +$18.1K
ABAX
1181
DELISTED
Abaxis Inc
ABAX
$492K 0.01%
10,834
+400
+4% +$17.8K
MATV icon
1182
Mativ Holdings
MATV
$454M
$491K 0.01%
15,600
+400
+3% +$14.3K
TYPE
1183
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$490K 0.01%
20,500
+500
+3% +$11.7K
BPFH
1184
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$489K 0.01%
42,711
+1,500
+4% +$15.8K
HF
1185
DELISTED
HFF Inc.
HF
$489K 0.01%
17,752
+700
+4% +$18.6K
CMO
1186
DELISTED
Capstead Mortgage Corp.
CMO
$486K 0.01%
49,163
+1,500
+3% +$13.9K
BKE icon
1187
Buckle
BKE
$2.26B
$484K 0.01%
14,279
– –
FSP
1188
Franklin Street Properties
FSP
$45.6M
$484K 0.01%
45,601
+1,600
+4% +$15.5K
SNBR
1189
DELISTED
Sleep Number
SNBR
$484K 0.01%
24,979
-400
-2% -$7.64K
CSH
1190
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$484K 0.01%
12,538
– –
FINL
1191
DELISTED
Finish Line
FINL
$479K 0.01%
22,719
+600
+3% +$11.1K
UFCS icon
1192
United Fire Group
UFCS
$1.32B
$474K 0.01%
10,821
+500
+5% +$19.7K
BOBE
1193
DELISTED
Bob Evans Farms, Inc.
BOBE
$472K 0.01%
10,112
-400
-4% -$16.9K
NAVG
1194
DELISTED
Navigators Group Inc
NAVG
$470K 0.01%
11,204
+400
+4% +$16.7K
ISCA
1195
DELISTED
International Speedway Corp
ISCA
$469K 0.01%
12,707
– –
CVSA
1196
Covista Inc
CVSA
$4.08B
$468K 0.01%
27,096
– –
RSTI
1197
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$468K 0.01%
14,515
+500
+4% +$12.2K
TNC icon
1198
Tennant Co
TNC
$1.47B
$466K 0.01%
9,061
+300
+3% +$15.6K
EIG icon
1199
Employers Holdings
EIG
$910M
$464K 0.01%
16,492
+300
+2% +$7.86K
STBA icon
1200
S&T Bancorp
STBA
$1.88B
$462K 0.01%
17,921
+800
+5% +$21K
46 47
48
49 50

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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
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BBA
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Macquarie Group
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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.