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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
+5.88%
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
$7.81B
AUM Growth
+$473M
Cap. Flow
+$106M
Cap. Flow %
1.36%
Top 10 Hldgs %
15.41%
Holding
1,534
New
15
Increased
867
Reduced
543
Closed
14

Top Buys

Rank Stock Value
1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
+$108M
2
DAL icon
Delta Air Lines
DAL
+$5.25M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$3.82M
4
ZTS icon
Zoetis
ZTS
+$2.84M
5
NWSA icon
News Corp Class A
NWSA
+$2.35M

Top Sells

Rank Stock Value
1
VRTX icon
Vertex Pharmaceuticals
VRTX
+$8.6M
2
FON
SPRINT CORP FON COM
FON
+$6.31M
3
DELL
DELL INC
DELL
+$5.8M
4
AME icon
Ametek
AME
+$5.43M
5
AAPL icon
Apple
AAPL
+$5.39M

Sector Composition

Rank Sector Weight
1 Technology 13.14%
2 Financials 12.63%
3 Healthcare 12.1%
4 Industrials 10.86%
5 Consumer Staples 9.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.79T
$172M 2.2%
10,092,740
-324,800
-3% -$5.39M
XOM icon
2
ExxonMobil
XOM
$640B
$155M 1.99%
1,806,436
-15,400
-0.8% -$1.39M
MSFT icon
3
Microsoft
MSFT
$2.9T
$118M 1.52%
3,556,373
+4,700
+0.1% +$155K
JNJ icon
4
Johnson & Johnson
JNJ
$615B
$116M 1.49%
1,343,814
+10,000
+0.7% +$897K
CVX icon
5
Chevron
CVX
$384B
$110M 1.4%
901,245
-4,500
-0.5% -$553K
QUAL icon
6
iShares MSCI USA Quality Factor ETF
QUAL
$45.9B
$109M 1.4%
+2,150,000
New +$108M
VLUE icon
7
iShares MSCI USA Value Factor ETF
VLUE
$9.44B
$108M 1.39%
2,000,000
– –
MTUM icon
8
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
$108M 1.38%
2,000,000
– –
SIZE icon
9
iShares MSCI USA Size Factor ETF
SIZE
$426M
$107M 1.37%
2,000,000
– –
PG icon
10
Procter & Gamble
PG
$347B
$99M 1.27%
1,310,234
+1,500
+0.1% +$119K
PFE icon
11
Pfizer
PFE
$141B
$90.8M 1.16%
3,331,731
-137,758
-4% -$3.75M
T icon
12
AT&T
T
$160B
$87.3M 1.12%
3,415,792
-69,377
-2% -$1.82M
GOOG icon
13
Alphabet (Google) Class C
GOOG
$4.17T
$74.7M 0.96%
3,424,147
+172,645
+5% +$3.82M
GE icon
14
GE Aerospace
GE
$354B
$71.5M 0.92%
624,271
+2,858
+0.5% +$328K
KO icon
15
Coca-Cola
KO
$354B
$70.8M 0.91%
1,868,376
-2,200
-0.1% -$87K
MRK icon
16
Merck
MRK
$315B
$69.8M 0.89%
1,535,491
-46,007
-3% -$2.1M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.06T
$64.1M 0.82%
564,829
-9,400
-2% -$1.08M
PM icon
18
Philip Morris
PM
$303B
$62.8M 0.8%
724,832
-10,600
-1% -$927K
PEP icon
19
PepsiCo
PEP
$185B
$62.2M 0.8%
782,170
-1,300
-0.2% -$107K
IBM icon
20
IBM
IBM
$193B
$62.2M 0.8%
351,228
-4,289
-1% -$780K
WMT icon
21
Walmart Inc
WMT
$870B
$61M 0.78%
2,475,834
-27,300
-1% -$688K
WFC icon
22
Wells Fargo
WFC
$262B
$58.7M 0.75%
1,419,515
-23,600
-2% -$1.01M
JPM icon
23
JPMorgan Chase
JPM
$926B
$57.2M 0.73%
1,105,837
+100
+0% +$5.36K
CSCO icon
24
Cisco
CSCO
$442B
$56.3M 0.72%
2,403,787
+32,600
+1% +$809K
INTC icon
25
Intel
INTC
$516B
$52.6M 0.67%
2,295,064
+20,600
+0.9% +$474K
1
2 3 4 5

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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
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Macquarie Group
Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return
AIMCA
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FCM
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Arizona State Retirement System's Q3 2013 Portfolio in Review

As of Q3 2013, Arizona State Retirement System held 1,534 positions worth $7.81B, up 6.5% from $7.33B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Trading was light in Q3 2013: portfolio turnover was 1.9%. Arizona State Retirement System opened 15 new positions and exited 14, leaving the 1,534-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 Financials and Healthcare.

  • Arizona State Retirement System's largest Q3 2013 buy was iShares MSCI USA Quality Factor ETF: 2,150,000 shares worth $109M.
  • Arizona State Retirement System added most to Alphabet (Google) Class C in Q3 2013, an estimated $3.82M increase.
  • Arizona State Retirement System's biggest Q3 2013 reduction was Vertex Pharmaceuticals, cutting an estimated $8.6M.
  • Arizona State Retirement System fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $6.31M.
  • Arizona State Retirement System's ten largest holdings make up 15% of its $7.81B portfolio in Q3 2013.
  • Arizona State Retirement System opened 15 new positions and closed 14 in Q3 2013.
  • Arizona State Retirement System's portfolio value rose 6.5% quarter-over-quarter to $7.81B.

Based on Arizona State Retirement System's 13F filing for Q3 2013, filed 1 Nov 2013.