ASRS
Arizona State Retirement System Portfolio holdings
AUM
$17.4B
This Quarter Return
+2.65%
1 Year Return
+25.34%
3 Year Return
+111.8%
5 Year Return
+199.95%
10 Year Return
+467.9%
AUM
$7.68B
AUM Growth
+$7.68B
(+2.3%)
Cap. Flow
+$53.1M
Cap. Flow
% of AUM
0.69%
Top 10 Holdings %
Top 10 Hldgs %
17.3%
Holding
1,509
New
29
Increased
1,066
Reduced
317
Closed
32
Top Buys
| 1 |
Chubb
CB
|
$20.7M |
| 2 |
iShares MSCI USA Quality Factor ETF
QUAL
|
$17.2M |
| 3 |
iShares MSCI USA Size Factor ETF
SIZE
|
$16.8M |
| 4 |
iShares MSCI USA Value Factor ETF
VLUE
|
$10.7M |
| 5 |
S&P Global
SPGI
|
$7.12M |
Top Sells
| 1 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$28.3M |
| 2 |
CB
CHUBB CORPORATION
CB
|
$13.5M |
| 3 |
BRCM
BROADCOM CORP CL-A
BRCM
|
$8.69M |
| 4 |
PCP
PRECISION CASTPARTS CORP
PCP
|
$8.45M |
| 5 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
$7.14M |
Sector Composition
| 1 | Technology | 13.49% |
| 2 | Healthcare | 13.19% |
| 3 | Financials | 12.22% |
| 4 | Consumer Staples | 9.83% |
| 5 | Industrials | 9.56% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
JPMorgan Chase
JPM
$824B
| $58.9M | 0.77% |
995,237
+2,400
| +0.2% | +$142K |
|
27
Cisco
CSCO
$268B
| $58.6M | 0.76% |
2,057,763
+7,100
| +0.3% | +$202K |
|
28
IBM
IBM
$227B
| $55.9M | 0.73% |
368,921
+600
| +0.2% | +$90.8K |
|
29
McDonald's
MCD
$226B
| $52.3M | 0.68% |
416,364
-4,400
| -1% | -$553K |
|
30
Altria Group
MO
$112B
| $51.9M | 0.68% |
828,257
+4,900
| +0.6% | +$307K |
|
31
Home Depot
HD
$406B
| $50.1M | 0.65% |
375,160
+4,400
| +1% | +$587K |
|
32
Visa
V
$681B
| $45.9M | 0.6% |
599,660
-1,300
| -0.2% | -$99.4K |
|
33
Bristol-Myers Squibb
BMY
$96.7B
| $45.3M | 0.59% |
709,705
+10,500
| +2% | +$671K |
|
34
Walmart
WMT
$793B
| $43.7M | 0.57% |
637,840
-1,800
| -0.3% | -$123K |
|
35
Walt Disney
DIS
$211B
| $40.4M | 0.53% |
407,042
-2,000
| -0.5% | -$199K |
|
36
Comcast
CMCSA
$125B
| $40.3M | 0.52% |
659,691
-1,300
| -0.2% | -$79.4K |
|
37
UnitedHealth
UNH
$279B
| $39.8M | 0.52% |
308,666
+2,400
| +0.8% | +$309K |
|
38
Bank of America
BAC
$371B
| $37.9M | 0.49% |
2,799,840
-200
| -0% | -$2.7K |
|
39
Oracle
ORCL
$628B
| $36.2M | 0.47% |
884,606
-8,500
| -1% | -$348K |
|
40
United Parcel Service
UPS
$72.3B
| $35.2M | 0.46% |
333,843
+3,700
| +1% | +$390K |
|
41
Gilead Sciences
GILD
$140B
| $34M | 0.44% |
370,616
-16,900
| -4% | -$1.55M |
|
42
Citigroup
C
$175B
| $33.4M | 0.43% |
799,378
-5,000
| -0.6% | -$209K |
|
43
CVS Health
CVS
$93B
| $33.1M | 0.43% |
318,934
-3,800
| -1% | -$394K |
|
44
Medtronic
MDT
$118B
| $32.9M | 0.43% |
438,996
+4,100
| +0.9% | +$308K |
|
45
Eli Lilly
LLY
$661B
| $31.6M | 0.41% |
438,180
+2,800
| +0.6% | +$202K |
|
46
3M
MMM
$81B
| $30.6M | 0.4% |
183,635
-100
| -0.1% | -$16.7K |
|
47
Amgen
AMGN
$153B
| $30.6M | 0.4% |
203,882
+300
| +0.1% | +$45K |
|
48
Qualcomm
QCOM
$170B
| $30.5M | 0.4% |
596,674
-8,200
| -1% | -$419K |
|
|
AGN
49
DELISTED
Allergan plc
AGN
| $29.1M | 0.38% |
108,577
+1,000
| +0.9% | +$268K |
|
50
Duke Energy
DUK
$94.5B
| $29M | 0.38% |
359,137
+4,900
| +1% | +$395K |
|