Arizona State Retirement System

Q2 2023 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
6/30/2023
Date filed
8/1/2023
Form type
13F-HR
Num holdings
2,177
Total value ($000)
$12,320,327
Net value change ($000)
+1,176,648 (10.6%)
New positions
65
Sold out positions
107
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/27/2023 Next filing: 11/7/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AAPL 160,996 22.5%
MSFT 130,901 23.5%
NVDA 112,095 60.1%
AMZN 85,076 32.9%
TSLA 61,391 40.4%
META 51,555 39.6%
GOOGL 34,617 20.5%
LLY 32,552 43.0%
AVGO 30,331 41.5%
GOOGL 30,190 19.4%
Top Reduces (Value $000, Stocks/ETFs)
XLK -24,615 -100.0%
XLY -12,149 -100.0%
ARTHUR J GALLAGHER & CO -11,013 -100.0%
ABBV -9,014 -11.7%
T -4,953 -13.2%
TMO -4,198 -6.8%
TGT -3,460 -16.6%
PFE -3,352 -5.4%
NKE -3,311 -7.8%
DIS -3,221 -6.5%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type