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 | |
|---|---|---|---|---|---|---|
|
DD
76
DELISTED
Du Pont De Nemours E I
DD
| $20.8M | 0.27% |
328,718
-3,300
| -1% | -$209K |
|
77
Costco
COST
$421B
| $20.8M | 0.27% |
131,695
+2,200
| +2% | +$347K |
|
|
78
Chubb
CB
$111B
| $20.7M | 0.27% |
+173,317
| New | +$20.7M |
|
79
US Bancorp
USB
$75.5B
| $20.4M | 0.27% |
502,343
+2,900
| +0.6% | +$118K |
|
80
TJX Companies
TJX
$155B
| $20.2M | 0.26% |
257,995
+2,100
| +0.8% | +$165K |
|
|
WBA
81
DELISTED
Walgreens Boots Alliance
WBA
| $19.7M | 0.26% |
233,968
-300
| -0.1% | -$25.3K |
|
82
Mondelez International
MDLZ
$79.3B
| $19M | 0.25% |
473,495
+300
| +0.1% | +$12K |
|
83
ConocoPhillips
COP
$118B
| $18.7M | 0.24% |
463,776
-8,800
| -2% | -$354K |
|
84
Union Pacific
UNP
$132B
| $18.3M | 0.24% |
229,524
-1,200
| -0.5% | -$95.5K |
|
85
Dominion Energy
D
$50.3B
| $18.2M | 0.24% |
242,334
+5,700
| +2% | +$428K |
|
86
Booking.com
BKNG
$181B
| $17.4M | 0.23% |
13,500
+100
| +0.7% | +$129K |
|
87
Thermo Fisher Scientific
TMO
$183B
| $17M | 0.22% |
119,978
+500
| +0.4% | +$70.8K |
|
88
American International
AIG
$45.1B
| $16.8M | 0.22% |
311,653
-20,200
| -6% | -$1.09M |
|
89
Consolidated Edison
ED
$35.3B
| $16.8M | 0.22% |
219,215
+4,700
| +2% | +$360K |
|
90
Goldman Sachs
GS
$221B
| $16.7M | 0.22% |
106,542
-500
| -0.5% | -$78.5K |
|
|
ESRX
91
DELISTED
Express Scripts Holding Company
ESRX
| $16.4M | 0.21% |
238,130
+400
| +0.2% | +$27.5K |
|
92
Travelers Companies
TRV
$62.3B
| $16.2M | 0.21% |
139,215
-2,000
| -1% | -$233K |
|
93
Blackrock
BLK
$170B
| $16.2M | 0.21% |
47,542
+1,000
| +2% | +$341K |
|
94
Phillips 66
PSX
$52.8B
| $16.1M | 0.21% |
185,587
+600
| +0.3% | +$52K |
|
95
Becton Dickinson
BDX
$54.3B
| $16M | 0.21% |
105,200
+2,500
| +2% | +$379K |
|
96
American Tower
AMT
$91.9B
| $15.8M | 0.21% |
154,166
+1,900
| +1% | +$195K |
|
|
TWC
97
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $15.7M | 0.2% |
76,764
+1,600
| +2% | +$327K |
|
98
Danaher
DHR
$143B
| $15.6M | 0.2% |
164,968
+500
| +0.3% | +$47.4K |
|
|
TWX
99
DELISTED
Time Warner Inc
TWX
| $15.5M | 0.2% |
214,236
-800
| -0.4% | -$58K |
|
100
Broadcom
AVGO
$1.42T
| $15.5M | 0.2% |
100,555
+29,455
| +41% | +$4.55M |
|