Arizona State Retirement System

Q3 2023 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
9/30/2023
Date filed
11/7/2023
Form type
13F-HR
Num holdings
2,170
Total value ($000)
$11,771,131
Net value change ($000)
-549,196 (-4.5%)
New positions
48
Sold out positions
55
Turnover %
0.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/1/2023 Next filing: 1/24/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GOOGL 16,267 8.0%
LLY 14,391 13.3%
GOOGL 11,569 6.2%
XOM 10,090 8.1%
KVUE 8,707 NEW
AMGN 6,745 19.9%
ABBV 6,498 9.6%
META 6,295 3.5%
CVX 5,638 7.0%
NVDA 5,450 1.8%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -115,020 -13.1%
MSFT -57,053 -8.3%
JNJ -16,790 -13.7%
AMZN -11,752 -3.4%
TSLA -11,399 -5.3%
RTX -11,207 -27.4%
NEE -10,103 -23.5%
MRK -9,762 -11.7%
NFLX -8,562 -15.3%
MCD -7,830 -12.6%
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