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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
VSI
1251
DELISTED
Vitamin Shoppe Inc.
VSI
$407K 0.01%
13,160
-1,300
-9% -$39.1K
SHLM
1252
DELISTED
Schulman (A.) Inc
SHLM
$407K 0.01%
14,954
+500
+3% +$12.6K
TMP icon
1253
Tompkins Financial
TMP
$1.42B
$404K 0.01%
6,312
+300
+5% +$17.1K
FCF icon
1254
First Commonwealth Financial
FCF
$2.14B
$403K 0.01%
45,538
+1,200
+3% +$10.3K
GEF icon
1255
Greif
GEF
$4.54B
$400K 0.01%
12,203
– –
VECO icon
1256
Veeco
VECO
$2.92B
$400K 0.01%
20,512
+400
+2% +$7.34K
PRFT
1257
DELISTED
Perficient Inc
PRFT
$400K 0.01%
18,425
+500
+3% +$9.26K
MANT
1258
DELISTED
Mantech International Corp
MANT
$399K 0.01%
12,471
+500
+4% +$14.6K
BRKL
1259
DELISTED
Brookline Bancorp
BRKL
$397K 0.01%
36,039
+1,300
+4% +$14K
DIOD icon
1260
Diodes
DIOD
$3.88B
$397K 0.01%
19,775
+400
+2% +$7.67K
XXIA
1261
DELISTED
Ixia
XXIA
$394K 0.01%
31,634
+1,500
+5% +$15.9K
AIR icon
1262
AAR Corp
AIR
$5.37B
$392K 0.01%
16,846
+300
+2% +$6.5K
NWS icon
1263
News Corp Class B
NWS
$16.7B
$387K 0.01%
29,200
– –
CIR
1264
DELISTED
CIRCOR International, Inc
CIR
$387K 0.01%
8,338
– –
NCI
1265
DELISTED
Navigant Consulting, Inc.
NCI
$385K 0.01%
24,322
+500
+2% +$7.65K
AEGN
1266
DELISTED
Aegion Corp
AEGN
$383K 0.01%
18,173
-300
-2% -$5.61K
BKS
1267
DELISTED
Barnes & Noble
BKS
$383K 0.01%
31,017
-200
-0.6% -$1.96K
LMNX
1268
DELISTED
Luminex Corp
LMNX
$382K 0.01%
19,668
+100
+0.5% +$1.9K
DO
1269
DELISTED
Diamond Offshore Drilling
DO
$379K ﹤0.01%
17,454
-300
-2% -$5.91K
AKS
1270
DELISTED
AK Steel Holding Corp
AKS
$378K ﹤0.01%
91,409
-2,500
-3% -$7.17K
ADC icon
1271
Agree Realty
ADC
$9.73B
$377K ﹤0.01%
9,788
+200
+2% +$7.27K
PIPR icon
1272
Piper Sandler
PIPR
$5.14B
$377K ﹤0.01%
30,420
– –
CTRE icon
1273
CareTrust REIT
CTRE
$10.2B
$376K ﹤0.01%
29,583
+5,900
+25% +$65.4K
WIBC
1274
DELISTED
WILSHIRE BANCORP INC
WIBC
$374K ﹤0.01%
36,307
+1,200
+3% +$12.3K
ITG
1275
DELISTED
Investment Technology Group Inc
ITG
$371K ﹤0.01%
16,776
– –
49 50
51
52 53

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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
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.