Arizona PSPRS Trust Quant / Systematic

CIK: 0001565332 · Show all filings

Period: Q1 2025 (← Previous) (Next →)

Filing Date: May 15, 2025

Total Value ($000): $2,950,323 (100.0% shares, 0.0% debt)

Holdings (18)

AGG ISHARES TR 45.1%

Value ($000) $1,329,152 Shares 13,436,636 Est. Cost $99.56 Unrealized —

BND VANGUARD BD INDEX FDS 23.6%

Value ($000) $697,243 Shares 9,492,759 Est. Cost $72.01 Unrealized —

SRLN SSGA ACTIVE ETF TR 10.9%

Value ($000) $322,551 Shares 7,842,233 Est. Cost $41.79 Unrealized —

OMFL INVESCO EXCH TRD SLF IDX FD 9.7%

Value ($000) $287,482 Shares 5,392,638 Est. Cost $52.49 Unrealized —

GLD SPDR GOLD TR 7.1%

Value ($000) $209,118 Shares 725,752 Est. Cost $215.01 Unrealized —

MTUM ISHARES TR 2.5%

Value ($000) $72,463 Shares 358,499 Est. Cost $195.02 Unrealized —

URTH ISHARES INC 0.6%

Value ($000) $18,834 Shares 122,956 Est. Cost $156.91 Unrealized —

IDMO INVESCO EXCH TRADED FD TR II 0.1%

Value ($000) $4,136 Shares 93,668 Est. Cost $44.16 Unrealized —

IMTM ISHARES TR 0.1%

Value ($000) $2,626 Shares 65,744 Est. Cost $39.70 Unrealized —

EWA ISHARES INC 0.1%

Value ($000) $2,213 Shares 94,400 Est. Cost $23.44 Unrealized —

EDV VANGUARD WORLD FD 0.1%

Value ($000) $1,555 Shares 21,867 Est. Cost $71.11 Unrealized —

TLT ISHARES TR 0.0%

Value ($000) $601 Shares 6,601 Est. Cost $91.03 Unrealized —

EWU ISHARES TR 0.0%

Value ($000) $453 Shares 12,100 Est. Cost $37.41 Unrealized —

EWW ISHARES INC 0.0%

Value ($000) $445 Shares 8,737 Est. Cost $50.96 Unrealized —

GREK GLOBAL X FDS 0.0%

Value ($000) $445 Shares 9,464 Est. Cost $46.97 Unrealized —

INDL DIREXION SHS ETF TR 0.0%

Value ($000) $442 Shares 7,950 Est. Cost $55.57 Unrealized —

IEF ISHARES TR 0.0%

Value ($000) $341 Shares 3,571 Est. Cost $95.37 Unrealized —

EWZ ISHARES INC 0.0%

Value ($000) $223 Shares 8,615 Est. Cost $25.85 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	13,436,636	$1,329,152	45.1%	$99.56	—	CORE US AGGBD ET	464287226
BND	VANGUARD BD INDEX FDS	9,492,759	$697,243	23.6%	$72.01	—	TOTAL BND MRKT	921937835
SRLN	SSGA ACTIVE ETF TR	7,842,233	$322,551	10.9%	$41.79	—	BLACKSTONE SENR	78467V608
OMFL	INVESCO EXCH TRD SLF IDX FD	5,392,638	$287,482	9.7%	$52.49	—	RUSL 1000 DYNM	46138J619
GLD	SPDR GOLD TR	725,752	$209,118	7.1%	$215.01	—	GOLD SHS	78463V107
MTUM	ISHARES TR	358,499	$72,463	2.5%	$195.02	—	MSCI USA MMENTM	46432F396
URTH	ISHARES INC	122,956	$18,834	0.6%	$156.91	—	MSCI WORLD ETF	464286392
IDMO	INVESCO EXCH TRADED FD TR II	93,668	$4,136	0.1%	$44.16	—	S&P INTL MOMNT	46138E222
IMTM	ISHARES TR	65,744	$2,626	0.1%	$39.70	—	MSCI INTL MOMENT	46434V449
EWA	ISHARES INC	94,400	$2,213	0.1%	$23.44	—	MSCI AUST ETF	464286103
EDV	VANGUARD WORLD FD	21,867	$1,555	0.1%	$71.11	—	EXTENDED DUR	921910709
TLT	ISHARES TR	6,601	$601	0.0%	$91.03	—	20 YR TR BD ETF	464287432
EWU	ISHARES TR	12,100	$453	0.0%	$37.41	—	MSCI UK ETF NEW	46435G334
EWW	ISHARES INC	8,737	$445	0.0%	$50.96	—	MSCI MEXICO ETF	464286822
GREK	GLOBAL X FDS	9,464	$445	0.0%	$46.97	—	MSCI GREECE ETF	37954Y319
INDL	DIREXION SHS ETF TR	7,950	$442	0.0%	$55.57	—	DAILY MSCI INDIA	25490K331
IEF	ISHARES TR	3,571	$341	0.0%	$95.37	—	7-10 YR TRSY BD	464287440
EWZ	ISHARES INC	8,615	$223	0.0%	$25.85	—	MSCI BRAZIL ETF	464286400