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 | |
|---|---|---|---|---|---|---|
101
Biogen
BIIB
$20.5B
| $15.4M | 0.2% |
59,298
-100
| -0.2% | -$26K |
|
102
Adobe
ADBE
$148B
| $15.2M | 0.2% |
161,922
+1,700
| +1% | +$159K |
|
103
Paychex
PAYX
$48.8B
| $15M | 0.2% |
278,010
+3,700
| +1% | +$200K |
|
104
AvalonBay Communities
AVB
$26.9B
| $14.9M | 0.19% |
78,458
+2,400
| +3% | +$456K |
|
105
PG&E
PCG
$33.7B
| $14.6M | 0.19% |
245,155
+4,400
| +2% | +$263K |
|
106
Ford
F
$46.2B
| $14.3M | 0.19% |
1,057,128
-2,700
| -0.3% | -$36.4K |
|
|
EMC
107
DELISTED
EMC CORPORATION
EMC
| $14.1M | 0.18% |
527,986
+6,100
| +1% | +$163K |
|
108
Xcel Energy
XEL
$42.8B
| $14M | 0.18% |
333,979
+6,700
| +2% | +$280K |
|
|
RTN
109
DELISTED
Raytheon Company
RTN
| $13.9M | 0.18% |
113,362
+1,000
| +0.9% | +$123K |
|
110
Stryker
SYK
$149B
| $13.9M | 0.18% |
129,341
+900
| +0.7% | +$96.6K |
|
111
PayPal
PYPL
$66.5B
| $13.8M | 0.18% |
356,210
+4,900
| +1% | +$189K |
|
112
CME Group
CME
$97.1B
| $13.7M | 0.18% |
142,203
+2,600
| +2% | +$250K |
|
113
American Express
AXP
$225B
| $13.6M | 0.18% |
222,148
-2,900
| -1% | -$178K |
|
114
McKesson
MCK
$85.9B
| $13.5M | 0.18% |
86,158
+1,000
| +1% | +$157K |
|
115
American Electric Power
AEP
$58.8B
| $13.5M | 0.18% |
203,576
+5,600
| +3% | +$372K |
|
116
Crown Castle
CCI
$42.3B
| $13.5M | 0.18% |
156,040
+2,900
| +2% | +$251K |
|
117
AutoZone
AZO
$70.1B
| $13.2M | 0.17% |
16,628
| – | – |
|
118
Emerson Electric
EMR
$72.9B
| $13.2M | 0.17% |
243,233
| – | – |
|
119
MetLife
MET
$53.6B
| $13.1M | 0.17% |
333,663
-5,049
| -1% | -$198K |
|
|
RAI
120
DELISTED
Reynolds American Inc
RAI
| $13M | 0.17% |
258,840
+3,400
| +1% | +$171K |
|
121
Waste Management
WM
$90.4B
| $12.8M | 0.17% |
217,514
+1,700
| +0.8% | +$100K |
|
122
Kraft Heinz
KHC
$31.9B
| $12.7M | 0.16% |
161,231
+3,800
| +2% | +$299K |
|
123
Salesforce
CRM
$245B
| $12.6M | 0.16% |
170,956
+4,800
| +3% | +$354K |
|
124
Fiserv
FI
$74.3B
| $12.2M | 0.16% |
237,456
-2,200
| -0.9% | -$113K |
|
125
Caterpillar
CAT
$194B
| $12.1M | 0.16% |
157,896
-2,900
| -2% | -$222K |
|