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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
+6.78%
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
$7.51B
AUM Growth
+$384M
Cap. Flow
-$19.7M
Cap. Flow %
-0.26%
Top 10 Hldgs %
16.93%
Holding
1,503
New
34
Increased
973
Reduced
451
Closed
23

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$60.5M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$57.4M
3
QCOM icon
Qualcomm
QCOM
+$7.47M
4
HPE icon
Hewlett Packard
HPE
+$7.04M
5
SYF icon
Synchrony
SYF
+$7.03M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$10.8M
2
CB icon
Chubb
CB
+$10.5M
3
SIAL
SIGMA - ALDRICH CORP
SIAL
+$9.59M
4
HPQ icon
HP
HPQ
+$7.62M
5
AAPL icon
Apple
AAPL
+$6.95M

Sector Composition

Rank Sector Weight
1 Healthcare 14.11%
2 Technology 13.29%
3 Financials 13.08%
4 Industrials 9.49%
5 Consumer Staples 9.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.79T
$160M 2.13%
6,072,740
-243,200
-4% -$6.95M
MSFT icon
2
Microsoft
MSFT
$2.9T
$153M 2.03%
2,752,932
-204,900
-7% -$10.8M
MTUM icon
3
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
$148M 1.97%
2,016,000
– –
QUAL icon
4
iShares MSCI USA Quality Factor ETF
QUAL
$45.9B
$141M 1.88%
2,183,500
– –
SIZE icon
5
iShares MSCI USA Size Factor ETF
SIZE
$426M
$131M 1.75%
2,012,000
– –
VLUE icon
6
iShares MSCI USA Value Factor ETF
VLUE
$9.44B
$126M 1.68%
2,031,500
– –
XOM icon
7
ExxonMobil
XOM
$640B
$122M 1.62%
1,565,742
-48,700
-3% -$3.89M
JNJ icon
8
Johnson & Johnson
JNJ
$615B
$114M 1.51%
1,105,914
-47,300
-4% -$4.76M
PG icon
9
Procter & Gamble
PG
$347B
$89.4M 1.19%
1,126,141
-46,700
-4% -$3.57M
T icon
10
AT&T
T
$160B
$88M 1.17%
3,384,737
-182,183
-5% -$4.62M
PFE icon
11
Pfizer
PFE
$141B
$81.2M 1.08%
2,652,657
-168,218
-6% -$5.29M
GE icon
12
GE Aerospace
GE
$354B
$78.9M 1.05%
528,642
-47,762
-8% -$6.78M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.06T
$73.1M 0.97%
553,629
-9,200
-2% -$1.23M
WFC icon
14
Wells Fargo
WFC
$262B
$71.5M 0.95%
1,315,815
-27,600
-2% -$1.5M
KO icon
15
Coca-Cola
KO
$354B
$70.9M 0.94%
1,650,979
-53,300
-3% -$2.26M
AMZN icon
16
Amazon
AMZN
$2.63T
$69.8M 0.93%
2,066,440
-32,000
-2% -$1.01M
META icon
17
Meta Platforms (Facebook)
META
$1.59T
$69.5M 0.92%
663,900
-7,400
-1% -$760K
JPM icon
18
JPMorgan Chase
JPM
$926B
$65.6M 0.87%
992,837
-19,000
-2% -$1.24M
CVX icon
19
Chevron
CVX
$384B
$64.5M 0.86%
717,303
-58,200
-8% -$5.25M
GOOGL icon
20
Alphabet (Google) Class A
GOOGL
$4.17T
$63.6M 0.85%
+1,633,680
New +$60.5M
INTC icon
21
Intel
INTC
$516B
$63.5M 0.84%
1,842,579
-94,700
-5% -$3.2M
PEP icon
22
PepsiCo
PEP
$185B
$63M 0.84%
630,041
-30,500
-5% -$3.04M
MRK icon
23
Merck
MRK
$315B
$61.7M 0.82%
1,223,940
-75,247
-6% -$3.79M
GOOG icon
24
Alphabet (Google) Class C
GOOG
$4.17T
$60.7M 0.81%
+1,598,860
New +$57.4M
VZ icon
25
Verizon
VZ
$185B
$58.4M 0.78%
1,262,609
-16,800
-1% -$763K
1
2 3 4 5

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VMPIC
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BCIM
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BBA
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Macquarie Group
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AIMCA
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FCM
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Arizona State Retirement System's Q4 2015 Portfolio in Review

As of Q4 2015, Arizona State Retirement System held 1,503 positions worth $7.51B, up 5.4% from $7.13B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Trading was light in Q4 2015: portfolio turnover was 3.8%. Arizona State Retirement System opened 34 new positions and exited 23, leaving the 1,503-position portfolio largely intact.

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

  • Arizona State Retirement System's largest Q4 2015 buy was Alphabet (Google) Class A: 1,633,680 shares worth $63.6M.
  • Arizona State Retirement System added most to Qualcomm in Q4 2015, an estimated $7.47M increase.
  • Arizona State Retirement System's biggest Q4 2015 reduction was Microsoft, cutting an estimated $10.8M.
  • Arizona State Retirement System fully exited Chubb in Q4 2015, selling an estimated $10.5M.
  • Arizona State Retirement System's ten largest holdings make up 17% of its $7.51B portfolio in Q4 2015.
  • Arizona State Retirement System opened 34 new positions and closed 23 in Q4 2015.
  • Arizona State Retirement System's portfolio value rose 5.4% quarter-over-quarter to $7.51B.

Based on Arizona State Retirement System's 13F filing for Q4 2015, filed 12 Feb 2016.