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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
+0.41%
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
$8.06B
AUM Growth
-$208M
Cap. Flow
-$176M
Cap. Flow %
-2.19%
Top 10 Hldgs %
16.81%
Holding
1,533
New
15
Increased
257
Reduced
1,213
Closed
12

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$6.94M
2
AGN
Allergan plc
AGN
+$5.68M
3
META icon
Meta Platforms (Facebook)
META
+$4.42M
4
DISCK
Discovery, Inc. Series C Common Stock
DISCK
+$3.08M
5
ULTI
Ultimate Software Group Inc
ULTI
+$2.45M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$6.66M
2
FRX
FOREST LABORATORIES INC
FRX
+$6.58M
3
HSH
HILLSHIRE BRANDS CO
HSH
+$5.17M
4
XOM icon
ExxonMobil
XOM
+$4.38M
5
URI icon
United Rentals
URI
+$4.08M

Sector Composition

Rank Sector Weight
1 Technology 13.98%
2 Healthcare 12.86%
3 Financials 12.45%
4 Industrials 10.06%
5 Consumer Staples 9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.79T
$209M 2.59%
8,298,340
-271,200
-3% -$6.66M
XOM icon
2
ExxonMobil
XOM
$640B
$153M 1.9%
1,624,736
-44,000
-3% -$4.38M
MSFT icon
3
Microsoft
MSFT
$2.9T
$153M 1.89%
3,294,673
+155,500
+5% +$6.94M
MTUM icon
4
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
$131M 1.62%
2,016,000
– –
JNJ icon
5
Johnson & Johnson
JNJ
$615B
$130M 1.62%
1,222,814
-33,600
-3% -$3.48M
QUAL icon
6
iShares MSCI USA Quality Factor ETF
QUAL
$45.9B
$130M 1.61%
2,183,500
– –
VLUE icon
7
iShares MSCI USA Value Factor ETF
VLUE
$9.44B
$129M 1.6%
2,031,500
– –
SIZE icon
8
iShares MSCI USA Size Factor ETF
SIZE
$426M
$124M 1.53%
2,012,000
– –
PG icon
9
Procter & Gamble
PG
$347B
$99.8M 1.24%
1,191,434
-34,200
-3% -$2.8M
CVX icon
10
Chevron
CVX
$384B
$97M 1.2%
812,645
-8,000
-1% -$1.02M
GOOG icon
11
Alphabet (Google) Class C
GOOG
$4.17T
$96.2M 1.19%
3,310,424
-68,187
-2% -$1.97M
PFE icon
12
Pfizer
PFE
$141B
$83.4M 1.03%
2,971,474
-68,299
-2% -$1.92M
T icon
13
AT&T
T
$160B
$82.1M 1.02%
3,082,938
-87,649
-3% -$2.33M
MRK icon
14
Merck
MRK
$315B
$77.6M 0.96%
1,371,269
-50,933
-4% -$2.86M
INTC icon
15
Intel
INTC
$516B
$76.6M 0.95%
2,199,964
-68,900
-3% -$2.33M
BRK.B icon
16
Berkshire Hathaway Class B
BRK.B
$1.06T
$76M 0.94%
550,229
-5,200
-0.9% -$693K
KO icon
17
Coca-Cola
KO
$354B
$74.2M 0.92%
1,738,276
+32,700
+2% +$1.35M
GE icon
18
GE Aerospace
GE
$354B
$71.5M 0.89%
582,727
-15,253
-3% -$1.9M
WFC icon
19
Wells Fargo
WFC
$262B
$69M 0.86%
1,331,215
-42,400
-3% -$2.18M
PEP icon
20
PepsiCo
PEP
$185B
$65M 0.81%
698,670
-17,000
-2% -$1.55M
VZ icon
21
Verizon
VZ
$185B
$65M 0.81%
1,299,809
-26,200
-2% -$1.3M
JPM icon
22
JPMorgan Chase
JPM
$926B
$63.1M 0.78%
1,046,837
-19,600
-2% -$1.15M
WMT icon
23
Walmart Inc
WMT
$870B
$56.9M 0.71%
2,230,434
-93,600
-4% -$2.36M
IBM icon
24
IBM
IBM
$193B
$54.2M 0.67%
298,823
-13,912
-4% -$2.53M
PM icon
25
Philip Morris
PM
$303B
$53.6M 0.66%
642,632
-12,100
-2% -$1.02M
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
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
Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return

Arizona State Retirement System's Q3 2014 Portfolio in Review

As of Q3 2014, Arizona State Retirement System held 1,533 positions worth $8.06B, down 2.5% from $8.27B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Trading was light in Q3 2014: portfolio turnover was 1.8%. Arizona State Retirement System opened 15 new positions and exited 12, leaving the 1,533-position portfolio largely intact.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Financials.

  • Arizona State Retirement System's largest Q3 2014 buy was Discovery, Inc. Series C Common Stock: 76,100 shares worth $2.84M.
  • Arizona State Retirement System added most to Microsoft in Q3 2014, an estimated $6.94M increase.
  • Arizona State Retirement System's biggest Q3 2014 reduction was Apple, cutting an estimated $6.66M.
  • Arizona State Retirement System fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $6.58M.
  • Arizona State Retirement System's ten largest holdings make up 17% of its $8.06B portfolio in Q3 2014.
  • Arizona State Retirement System opened 15 new positions and closed 12 in Q3 2014.
  • Arizona State Retirement System's portfolio value fell 2.5% quarter-over-quarter to $8.06B.

Based on Arizona State Retirement System's 13F filing for Q3 2014, filed 21 Nov 2014.