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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
+3.42%
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
$7.12B
AUM Growth
-$560M
Cap. Flow
-$742M
Cap. Flow %
-10.42%
Top 10 Hldgs %
17.91%
Holding
1,515
New
38
Increased
531
Reduced
898
Closed
30

Top Buys

Rank Stock Value
1
SPGI icon
S&P Global
SPGI
+$6.97M
2
BA icon
Boeing
BA
+$5.63M
3
DLR icon
Digital Realty Trust
DLR
+$4.54M
4
TDG icon
TransDigm Group
TDG
+$3.17M
5
CTAS icon
Cintas
CTAS
+$2.7M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$17.4M
2
BMY icon
Bristol-Myers Squibb
BMY
+$16.5M
3
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$15.7M
4
XOM icon
ExxonMobil
XOM
+$15.5M
5
JNJ icon
Johnson & Johnson
JNJ
+$13.7M

Sector Composition

Rank Sector Weight
1 Healthcare 13.48%
2 Technology 13.04%
3 Financials 11.97%
4 Consumer Staples 10.09%
5 Industrials 9.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QUAL icon
1
iShares MSCI USA Quality Factor ETF
QUAL
$46.1B
$161M 2.27%
2,446,301
– –
SIZE icon
2
iShares MSCI USA Size Factor ETF
SIZE
$426M
$154M 2.17%
2,266,581
– –
VLUE icon
3
iShares MSCI USA Value Factor ETF
VLUE
$9.42B
$136M 1.91%
2,205,812
– –
XOM icon
4
ExxonMobil
XOM
$629B
$132M 1.85%
1,407,542
-175,100
-11% -$15.5M
MSFT icon
5
Microsoft
MSFT
$2.95T
$130M 1.82%
2,532,232
-231,300
-8% -$12M
AAPL icon
6
Apple
AAPL
$4.81T
$129M 1.81%
5,389,140
-699,600
-11% -$17.4M
MTUM icon
7
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
$124M 1.75%
1,629,422
– –
JNJ icon
8
Johnson & Johnson
JNJ
$603B
$120M 1.69%
990,514
-120,700
-11% -$13.7M
T icon
9
AT&T
T
$155B
$102M 1.43%
3,118,348
-290,089
-9% -$8.63M
PG icon
10
Procter & Gamble
PG
$345B
$87.4M 1.23%
1,032,541
-91,100
-8% -$7.48M
PFE icon
11
Pfizer
PFE
$142B
$81.5M 1.14%
2,439,959
-189,299
-7% -$6.04M
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.06T
$73.5M 1.03%
507,329
-52,300
-9% -$7.48M
GE icon
13
GE Aerospace
GE
$353B
$71M 1%
470,675
-57,236
-11% -$8.35M
CVX icon
14
Chevron
CVX
$381B
$69.8M 0.98%
665,903
-64,500
-9% -$6.49M
KO icon
15
Coca-Cola
KO
$353B
$69.3M 0.97%
1,529,679
-141,200
-8% -$6.38M
AMZN icon
16
Amazon
AMZN
$2.66T
$67.9M 0.95%
1,898,440
-196,000
-9% -$6.63M
META icon
17
Meta Platforms (Facebook)
META
$1.63T
$67.1M 0.94%
586,800
-93,000
-14% -$10.7M
VZ icon
18
Verizon
VZ
$183B
$64.7M 0.91%
1,158,209
-118,000
-9% -$6.12M
MRK icon
19
Merck
MRK
$312B
$61.5M 0.86%
1,119,455
-98,093
-8% -$5.22M
PEP icon
20
PepsiCo
PEP
$184B
$61.5M 0.86%
580,341
-53,700
-8% -$5.54M
PM icon
21
Philip Morris
PM
$293B
$57.3M 0.81%
563,796
-45,300
-7% -$4.52M
INTC icon
22
Intel
INTC
$530B
$56.1M 0.79%
1,710,079
-130,100
-7% -$4.08M
JPM icon
23
JPMorgan Chase
JPM
$918B
$55.7M 0.78%
896,937
-98,300
-10% -$6.14M
WFC icon
24
Wells Fargo
WFC
$266B
$54.7M 0.77%
1,156,215
-163,200
-12% -$7.96M
CSCO icon
25
Cisco
CSCO
$442B
$54.1M 0.76%
1,885,563
-172,200
-8% -$4.83M
1
2 3 4 5

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PP
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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 Q2 2016 Portfolio in Review

As of Q2 2016, Arizona State Retirement System held 1,515 positions worth $7.12B, down 7.3% from $7.68B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Arizona State Retirement System withdrew a net $742M in Q2 2016, closing 30 positions and reducing 898 holdings. Its most notable exit was TIME WARNER CABLE INC NEW COM STK, an estimated $15.7M position sold in full.

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

Against the trend, Arizona State Retirement System opened a new position in S&P Global worth $6.97M.

  • Arizona State Retirement System's largest Q2 2016 buy was S&P Global: 64,943 shares worth $6.97M.
  • Arizona State Retirement System added most to Boeing in Q2 2016, an estimated $5.63M increase.
  • Arizona State Retirement System's biggest Q2 2016 reduction was Apple, cutting an estimated $17.4M.
  • Arizona State Retirement System fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $15.7M.
  • Arizona State Retirement System's ten largest holdings make up 18% of its $7.12B portfolio in Q2 2016.
  • Arizona State Retirement System opened 38 new positions and closed 30 in Q2 2016.
  • Arizona State Retirement System's portfolio value fell 7.3% quarter-over-quarter to $7.12B.

Based on Arizona State Retirement System's 13F filing for Q2 2016, filed 15 Aug 2016.