ASRS
Arizona State Retirement System Portfolio holdings
AUM
$17.4B
This Quarter Return
+4.06%
1 Year Return
+25.34%
3 Year Return
+111.8%
5 Year Return
+199.95%
10 Year Return
+467.9%
AUM
$6.59B
AUM Growth
+$6.59B
(-7.5%)
Cap. Flow
-$715M
Cap. Flow
% of AUM
-10.85%
Top 10 Holdings %
Top 10 Hldgs %
15.08%
Holding
1,513
New
28
Increased
530
Reduced
689
Closed
35
Top Buys
| 1 |
Charter Communications
CHTR
|
$14.4M |
| 2 |
Cooper Companies
COO
|
$8.96M |
| 3 |
Fortive
FTV
|
$4.23M |
| 4 |
Church & Dwight Co
CHD
|
$3.51M |
| 5 |
Johnson Controls International
JCI
|
$3.41M |
Top Sells
| 1 |
iShares MSCI USA Quality Factor ETF
QUAL
|
$161M |
| 2 |
iShares MSCI USA Size Factor ETF
SIZE
|
$154M |
| 3 |
iShares MSCI USA Value Factor ETF
VLUE
|
$136M |
| 4 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
$124M |
| 5 |
EMC
EMC CORPORATION
EMC
|
$15.2M |
Sector Composition
| 1 | Technology | 15.04% |
| 2 | Healthcare | 14.46% |
| 3 | Financials | 13.64% |
| 4 | Industrials | 10.19% |
| 5 | Consumer Staples | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
Kraft Heinz
KHC
$33.1B
| $13.1M | 0.2% |
146,731
+600
| +0.4% | +$53.7K |
|
102
EOG Resources
EOG
$68.2B
| $13.1M | 0.2% |
135,632
+700
| +0.5% | +$67.7K |
|
|
RTN
103
DELISTED
Raytheon Company
RTN
| $13M | 0.2% |
95,662
-8,100
| -8% | -$1.1M |
|
|
ESRX
104
DELISTED
Express Scripts Holding Company
ESRX
| $13M | 0.2% |
184,530
-1,400
| -0.8% | -$98.7K |
|
105
CME Group
CME
$96B
| $13M | 0.2% |
124,103
-8,400
| -6% | -$878K |
|
106
AvalonBay Communities
AVB
$27.9B
| $12.8M | 0.19% |
72,158
+400
| +0.6% | +$71.1K |
|
107
Caterpillar
CAT
$196B
| $12.8M | 0.19% |
143,896
+700
| +0.5% | +$62.1K |
|
|
108
Cooper Companies
COO
$13.4B
| $12.6M | 0.19% |
70,227
+50,000
| +247% | +$8.96M |
|
109
Waste Management
WM
$91.2B
| $12.6M | 0.19% |
197,414
-900
| -0.5% | -$57.4K |
|
110
American Express
AXP
$231B
| $12.2M | 0.19% |
191,048
-7,200
| -4% | -$461K |
|
111
Newmont
NEM
$81.7B
| $12.2M | 0.18% |
309,260
+1,900
| +0.6% | +$74.7K |
|
112
MetLife
MET
$54.1B
| $12M | 0.18% |
270,582
+1,100
| +0.4% | +$48.9K |
|
|
MON
113
DELISTED
Monsanto Co
MON
| $12M | 0.18% |
117,052
+600
| +0.5% | +$61.3K |
|
114
Xcel Energy
XEL
$42.8B
| $11.9M | 0.18% |
290,179
-11,900
| -4% | -$490K |
|
115
Marsh & McLennan
MMC
$101B
| $11.8M | 0.18% |
175,489
| – | – |
|
116
Phillips 66
PSX
$54B
| $11.8M | 0.18% |
146,087
-17,800
| -11% | -$1.43M |
|
117
Morgan Stanley
MS
$240B
| $11.6M | 0.18% |
362,514
-8,100
| -2% | -$260K |
|
118
Ford
F
$46.8B
| $11.6M | 0.18% |
960,928
+3,800
| +0.4% | +$45.9K |
|
119
Emerson Electric
EMR
$74.3B
| $11.4M | 0.17% |
208,333
-16,100
| -7% | -$878K |
|
120
PayPal
PYPL
$67.1B
| $11.3M | 0.17% |
276,410
+5,900
| +2% | +$242K |
|
121
Salesforce
CRM
$245B
| $11.3M | 0.17% |
158,556
+2,300
| +1% | +$164K |
|
122
American Electric Power
AEP
$59.4B
| $11.2M | 0.17% |
174,876
-12,200
| -7% | -$783K |
|
|
RAI
123
DELISTED
Reynolds American Inc
RAI
| $11.2M | 0.17% |
237,440
+1,000
| +0.4% | +$47.1K |
|
124
General Motors
GM
$55.8B
| $11.1M | 0.17% |
350,000
+6,300
| +2% | +$200K |
|
|
AET
125
DELISTED
Aetna Inc
AET
| $11M | 0.17% |
95,234
+500
| +0.5% | +$57.7K |
|