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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
PLUS icon
1376
ePlus
PLUS
$2.33B
$242K ﹤0.01%
12,000
+400
+3% +$8.25K
OSPN icon
1377
OneSpan
OSPN
$562M
$237K ﹤0.01%
15,374
+700
+5% +$10.4K
CEVA icon
1378
CEVA Inc
CEVA
$1.01B
$236K ﹤0.01%
10,486
+500
+5% +$10.4K
KOP icon
1379
Koppers
KOP
$966M
$236K ﹤0.01%
10,486
-100
-0.9% -$1.78K
MHO icon
1380
M/I Homes
MHO
$3.83B
$235K ﹤0.01%
12,575
+200
+2% +$3.6K
LHCG
1381
DELISTED
LHC Group LLC
LHCG
$235K ﹤0.01%
6,618
+200
+3% +$7.36K
TTEC icon
1382
TTEC Holdings
TTEC
$103M
$233K ﹤0.01%
8,395
+300
+4% +$8.03K
HAYN
1383
DELISTED
Haynes International, Inc.
HAYN
$232K ﹤0.01%
6,365
+300
+5% +$9.85K
UNT
1384
DELISTED
UNIT Corporation
UNT
$230K ﹤0.01%
26,149
+100
+0.4% +$856
MOV icon
1385
Movado Group
MOV
$812M
$229K ﹤0.01%
8,323
+200
+2% +$5.36K
MRTN icon
1386
Marten Transport
MRTN
$1.33B
$228K ﹤0.01%
30,393
+1,250
+4% +$8.58K
FOR icon
1387
Forestar Group
FOR
$1.44B
$227K ﹤0.01%
17,386
+800
+5% +$8.07K
IBP icon
1388
Installed Building Products
IBP
$6.13B
$226K ﹤0.01%
8,500
+300
+4% +$6.61K
NVRI icon
1389
Enviri
NVRI
$621M
$224K ﹤0.01%
41,066
+700
+2% +$4.04K
TTMI icon
1390
TTM Technologies
TTMI
$13.6B
$220K ﹤0.01%
33,125
+1,500
+5% +$9.25K
HVT icon
1391
Haverty Furniture Companies
HVT
$401M
$217K ﹤0.01%
10,275
+300
+3% +$5.88K
RTEC
1392
DELISTED
Rudolph Technologies Inc
RTEC
$216K ﹤0.01%
15,824
+400
+3% +$5.05K
CKP
1393
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$215K ﹤0.01%
21,293
+500
+2% +$3.82K
VRA icon
1394
Vera Bradley
VRA
$105M
$214K ﹤0.01%
+10,500
New +$172K
SXC icon
1395
SunCoke Energy
SXC
$757M
$213K ﹤0.01%
32,830
+1,000
+3% +$4.25K
SNEX icon
1396
StoneX
SNEX
$8.83B
$211K ﹤0.01%
39,994
– –
AMRI
1397
DELISTED
Albany Molecular Research Inc
AMRI
$211K ﹤0.01%
13,786
+400
+3% +$6.27K
HSII
1398
DELISTED
Heidrick & Struggles
HSII
$209K ﹤0.01%
8,826
+200
+2% +$4.84K
NPK icon
1399
National Presto Industries
NPK
$891M
$209K ﹤0.01%
+2,497
New +$200K
RYAM icon
1400
Rayonier Advanced Materials
RYAM
$565M
$209K ﹤0.01%
22,005
+900
+4% +$7.1K
54 55
56
57 58

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.