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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
+10.03%
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
$8.13B
AUM Growth
+$322M
Cap. Flow
-$388M
Cap. Flow %
-4.77%
Top 10 Hldgs %
15.88%
Holding
1,541
New
21
Increased
71
Reduced
1,420
Closed
23

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$23.6M
2
TGT icon
Target
TGT
+$5.15M
3
RIG icon
Transocean
RIG
+$4.74M
4
CPRI icon
Capri Holdings
CPRI
+$4.05M
5
GGP
GGP Inc.
GGP
+$3.16M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$14M
2
MMM icon
3M
MMM
+$10.6M
3
MSFT icon
Microsoft
MSFT
+$9.16M
4
BFH icon
Bread Financial
BFH
+$5.92M
5
NLY icon
Annaly Capital Management
NLY
+$5.81M

Sector Composition

Rank Sector Weight
1 Technology 13.27%
2 Financials 12.94%
3 Healthcare 12.1%
4 Industrials 10.88%
5 Consumer Staples 9.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.79T
$187M 2.31%
9,350,740
-742,000
-7% -$14M
XOM icon
2
ExxonMobil
XOM
$640B
$177M 2.17%
1,747,036
-59,400
-3% -$5.49M
MSFT icon
3
Microsoft
MSFT
$2.9T
$124M 1.52%
3,304,073
-252,300
-7% -$9.16M
QUAL icon
4
iShares MSCI USA Quality Factor ETF
QUAL
$45.9B
$122M 1.49%
2,150,000
– –
MTUM icon
5
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
$120M 1.48%
2,000,000
– –
VLUE icon
6
iShares MSCI USA Value Factor ETF
VLUE
$9.44B
$119M 1.46%
2,000,000
– –
JNJ icon
7
Johnson & Johnson
JNJ
$615B
$118M 1.45%
1,289,614
-54,200
-4% -$5M
SIZE icon
8
iShares MSCI USA Size Factor ETF
SIZE
$426M
$115M 1.42%
2,000,000
– –
CVX icon
9
Chevron
CVX
$384B
$107M 1.32%
856,445
-44,800
-5% -$5.42M
PG icon
10
Procter & Gamble
PG
$347B
$102M 1.26%
1,255,534
-54,700
-4% -$4.46M
PFE icon
11
Pfizer
PFE
$141B
$93.2M 1.15%
3,208,413
-123,318
-4% -$3.59M
GOOG icon
12
Alphabet (Google) Class C
GOOG
$4.17T
$92.6M 1.14%
3,315,742
-108,405
-3% -$2.74M
T icon
13
AT&T
T
$160B
$87.3M 1.07%
3,286,569
-129,223
-4% -$3.4M
GE icon
14
GE Aerospace
GE
$354B
$81.1M 1%
603,614
-20,657
-3% -$2.6M
KO icon
15
Coca-Cola
KO
$354B
$74M 0.91%
1,791,476
-76,900
-4% -$3.03M
MRK icon
16
Merck
MRK
$315B
$70.2M 0.86%
1,469,048
-66,443
-4% -$3.04M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.06T
$66.2M 0.81%
558,429
-6,400
-1% -$740K
JPM icon
18
JPMorgan Chase
JPM
$926B
$62.9M 0.77%
1,074,837
-31,000
-3% -$1.7M
PEP icon
19
PepsiCo
PEP
$185B
$62.2M 0.77%
750,370
-31,800
-4% -$2.64M
WMT icon
20
Walmart Inc
WMT
$870B
$62.2M 0.77%
2,372,634
-103,200
-4% -$2.67M
WFC icon
21
Wells Fargo
WFC
$262B
$62.2M 0.77%
1,370,515
-49,000
-3% -$2.12M
PM icon
22
Philip Morris
PM
$303B
$61.5M 0.76%
705,532
-19,300
-3% -$1.69M
IBM icon
23
IBM
IBM
$193B
$60.3M 0.74%
336,375
-14,853
-4% -$2.56M
INTC icon
24
Intel
INTC
$516B
$58M 0.71%
2,235,264
-59,800
-3% -$1.45M
CSCO icon
25
Cisco
CSCO
$442B
$52.1M 0.64%
2,321,887
-81,900
-3% -$1.81M
1
2 3 4 5

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VMPIC
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BCIM
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BBA
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AIMCA
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Arizona State Retirement System's Q4 2013 Portfolio in Review

As of Q4 2013, Arizona State Retirement System held 1,541 positions worth $8.13B, up 4.1% from $7.81B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Arizona State Retirement System withdrew a net $388M in Q4 2013, closing 23 positions and reducing 1,420 holdings. Its most notable exit was Annaly Capital Management, an estimated $5.81M position sold in full.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 13% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Arizona State Retirement System opened a new position in Meta Platforms (Facebook) worth $25.7M.

  • Arizona State Retirement System's largest Q4 2013 buy was Meta Platforms (Facebook): 470,700 shares worth $25.7M.
  • Arizona State Retirement System added most to Target in Q4 2013, an estimated $5.15M increase.
  • Arizona State Retirement System's biggest Q4 2013 reduction was Apple, cutting an estimated $14M.
  • Arizona State Retirement System fully exited Annaly Capital Management in Q4 2013, selling an estimated $5.81M.
  • Arizona State Retirement System's ten largest holdings make up 16% of its $8.13B portfolio in Q4 2013.
  • Arizona State Retirement System opened 21 new positions and closed 23 in Q4 2013.
  • Arizona State Retirement System's portfolio value rose 4.1% quarter-over-quarter to $8.13B.

Based on Arizona State Retirement System's 13F filing for Q4 2013, filed 5 Feb 2014.