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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
ROCK icon
1226
Gibraltar Industries
ROCK
$1.35B
$433K 0.01%
15,151
+600
+4% +$14K
CVGW
1227
DELISTED
Calavo Growers
CVGW
$432K 0.01%
7,563
+300
+4% +$15.6K
UPBD icon
1228
Upbound Group
UPBD
$1.22B
$431K 0.01%
27,200
+1,965
+8% +$26.2K
SSP icon
1229
E.W. Scripps
SSP
$280M
$427K 0.01%
27,358
+800
+3% +$14.1K
FSS icon
1230
Federal Signal
FSS
$7.12B
$425K 0.01%
32,032
+1,200
+4% +$16.5K
NSP icon
1231
Insperity
NSP
$1.93B
$425K 0.01%
16,438
-1,800
-10% -$42.3K
ANDE icon
1232
Andersons Inc
ANDE
$2.51B
$423K 0.01%
13,461
+600
+5% +$17.1K
USCR
1233
DELISTED
U S Concrete, Inc.
USCR
$423K 0.01%
+7,100
New +$361K
BEL
1234
DELISTED
Belmond Ltd.
BEL
$423K 0.01%
+44,600
New +$397K
MMSI icon
1235
Merit Medical Systems
MMSI
$4.56B
$421K 0.01%
22,744
+1,000
+5% +$17.3K
ABCB icon
1236
Ameris Bancorp
ABCB
$5.79B
$420K 0.01%
14,200
+1,500
+12% +$42.5K
AMAG
1237
DELISTED
AMAG Pharmaceuticals
AMAG
$419K 0.01%
+17,900
New +$425K
BJRI icon
1238
BJ's Restaurants
BJRI
$1.43B
$418K 0.01%
10,046
-200
-2% -$8.54K
HIBB
1239
DELISTED
Hibbett, Inc. Common Stock
HIBB
$418K 0.01%
11,630
+400
+4% +$13.3K
ETD icon
1240
Ethan Allen Interiors
ETD
$588M
$416K 0.01%
13,060
-200
-2% -$5.58K
CBB
1241
DELISTED
Cincinnati Bell Inc.
CBB
$416K 0.01%
21,520
+880
+4% +$14.8K
ANK
1242
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$414K 0.01%
5,453
+200
+4% +$15.2K
BCC icon
1243
Boise Cascade
BCC
$2.75B
$413K 0.01%
19,921
+700
+4% +$13.2K
SAFT icon
1244
Safety Insurance
SAFT
$1.51B
$412K 0.01%
7,215
+300
+4% +$16.7K
STC icon
1245
Stewart Information Services
STC
$2.04B
$412K 0.01%
11,367
+100
+0.9% +$3.39K
BANC icon
1246
Banc of California
BANC
$3.22B
$411K 0.01%
+23,500
New +$355K
LNN icon
1247
Lindsay Corp
LNN
$1.16B
$411K 0.01%
5,734
+100
+2% +$7.17K
WIRE
1248
DELISTED
Encore Wire Corp
WIRE
$411K 0.01%
10,554
+100
+1% +$3.62K
FRAN
1249
DELISTED
Francesca's Holdings Corporation
FRAN
$411K 0.01%
1,785
+75
+4% +$16.2K
KLIC icon
1250
Kulicke & Soffa
KLIC
$5.02B
$408K 0.01%
36,063
+900
+3% +$9.81K
48 49
50
51 52

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
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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.