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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
DNR
1276
DELISTED
Denbury Resources, Inc.
DNR
$370K ﹤0.01%
166,482
-200
-0.1% -$333
GBX icon
1277
The Greenbrier Companies
GBX
$1.62B
$368K ﹤0.01%
13,300
+100
+0.8% +$2.56K
CHCO icon
1278
City Holding Co
CHCO
$2B
$366K ﹤0.01%
7,670
+100
+1% +$4.43K
AZTA icon
1279
Azenta
AZTA
$1.27B
$365K ﹤0.01%
35,093
+1,900
+6% +$18.1K
CCC
1280
DELISTED
Calgon Carbon Corp
CCC
$364K ﹤0.01%
25,939
+500
+2% +$7.62K
HAFC icon
1281
Hanmi Financial
HAFC
$953M
$363K ﹤0.01%
16,466
+800
+5% +$17.1K
CROX icon
1282
Crocs
CROX
$6.7B
$360K ﹤0.01%
37,388
+800
+2% +$7.45K
SAIA icon
1283
Saia
SAIA
$11.3B
$358K ﹤0.01%
12,723
+600
+5% +$14.8K
MPAA icon
1284
Motorcar Parts of America
MPAA
$261M
$357K ﹤0.01%
9,400
– –
ACET
1285
DELISTED
Aceto Corp
ACET
$355K ﹤0.01%
15,049
+500
+3% +$11.1K
UHT
1286
Universal Health Realty Income Trust
UHT
$613M
$351K ﹤0.01%
6,238
+200
+3% +$10.2K
SMP icon
1287
Standard Motor Products
SMP
$876M
$350K ﹤0.01%
10,098
+300
+3% +$10.3K
CPF icon
1288
Central Pacific Financial
CPF
$1B
$348K ﹤0.01%
15,976
+500
+3% +$10.2K
NXGN
1289
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$348K ﹤0.01%
22,806
+800
+4% +$12.1K
ECHO
1290
DELISTED
Echo Global Logistics, Inc.
ECHO
$347K ﹤0.01%
12,764
+200
+2% +$4.77K
PMC
1291
DELISTED
PharMerica Corporation
PMC
$345K ﹤0.01%
15,616
+600
+4% +$16K
MRCY icon
1292
Mercury Systems
MRCY
$6.3B
$343K ﹤0.01%
16,875
+600
+4% +$10.5K
BRS
1293
DELISTED
Bristow Group, Inc.
BRS
$340K ﹤0.01%
17,993
+600
+3% +$11.1K
GTLS
1294
DELISTED
Chart Industries
GTLS
$339K ﹤0.01%
15,601
+500
+3% +$8.93K
TREE icon
1295
LendingTree
TREE
$558M
$339K ﹤0.01%
3,469
-100
-3% -$7.81K
ADPT
1296
DELISTED
Adeptus Health Inc
ADPT
$339K ﹤0.01%
6,100
+500
+9% +$25.9K
WD icon
1297
Walker & Dunlop
WD
$1.69B
$337K ﹤0.01%
13,869
+300
+2% +$7.09K
CFNL
1298
DELISTED
Cardinal Financial Corp
CFNL
$337K ﹤0.01%
16,579
+500
+3% +$9.79K
CAMP
1299
DELISTED
CalAmp Corp.
CAMP
$336K ﹤0.01%
815
+22
+3% +$9K
MODV
1300
DELISTED
ModivCare
MODV
$331K ﹤0.01%
6,485
+300
+5% +$14K
50 51
52
53 54

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.