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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
PKE icon
1426
Park Aerospace
PKE
$745M
$165K ﹤0.01%
10,322
+300
+3% +$4.47K
TDW icon
1427
Tidewater
TDW
$3.91B
$165K ﹤0.01%
748
-47
-6% -$9.29K
BKMU
1428
DELISTED
Bank Mutual Corp
BKMU
$165K ﹤0.01%
21,752
+600
+3% +$4.51K
HOS
1429
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$163K ﹤0.01%
16,403
-500
-3% -$4.2K
TVTY
1430
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$162K ﹤0.01%
16,083
+1,100
+7% +$12.4K
BBG
1431
DELISTED
Bill Barrett Corp
BBG
$159K ﹤0.01%
25,560
-1,400
-5% -$5.61K
OFG icon
1432
OFG Bancorp
OFG
$2.21B
$158K ﹤0.01%
22,544
+800
+4% +$4.89K
PRDO icon
1433
Perdoceo Education
PRDO
$1.9B
$158K ﹤0.01%
34,900
+1,500
+4% +$4.98K
DAKT icon
1434
Daktronics
DAKT
$941M
$157K ﹤0.01%
19,891
+100
+0.5% +$768
TNGO
1435
DELISTED
Tangoe, Inc.
TNGO
$152K ﹤0.01%
19,222
+500
+3% +$3.92K
COHU icon
1436
Cohu
COHU
$2.39B
$151K ﹤0.01%
12,726
+600
+5% +$6.98K
LMOS
1437
DELISTED
Lumos Networks Corp
LMOS
$151K ﹤0.01%
11,780
+500
+4% +$5.87K
MWW
1438
DELISTED
Monster Worldwide Inc
MWW
$150K ﹤0.01%
46,026
+1,100
+2% +$4.28K
CGI
1439
DELISTED
Celadon Group Inc
CGI
$149K ﹤0.01%
14,249
+500
+4% +$4.51K
SGNT
1440
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$149K ﹤0.01%
12,205
+300
+3% +$4.21K
LPSN icon
1441
LivePerson
LPSN
$18.9M
$148K ﹤0.01%
1,686
+73
+5% +$6.01K
MYE icon
1442
Myers Industries
MYE
$1.18B
$146K ﹤0.01%
11,386
+300
+3% +$3.54K
CRR
1443
DELISTED
Carbo Ceramics Inc.
CRR
$144K ﹤0.01%
10,114
– –
EXAR
1444
DELISTED
Exar Corporation
EXAR
$143K ﹤0.01%
24,867
+700
+3% +$3.78K
AORT icon
1445
Artivion
AORT
$1.23B
$140K ﹤0.01%
13,054
+700
+6% +$7.12K
FF icon
1446
Future Fuel
FF
$204M
$137K ﹤0.01%
11,619
+300
+3% +$3.67K
LXU icon
1447
LSB Industries
LXU
$881M
$132K ﹤0.01%
+13,416
New +$77.8K
HLIT icon
1448
Harmonic Inc
HLIT
$1.21B
$127K ﹤0.01%
38,918
-4,800
-11% -$15.7K
SSI
1449
DELISTED
Stage Stores Inc
SSI
$126K ﹤0.01%
15,631
+300
+2% +$2.41K
DGII icon
1450
Digi International
DGII
$2.52B
$124K ﹤0.01%
13,141
+800
+6% +$7.29K
56 57
58
59 60

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.