Arizona State Retirement System

Q4 2023 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
12/31/2023
Date filed
1/24/2024
Form type
13F-HR
Num holdings
2,145
Total value ($000)
$13,177,135
Net value change ($000)
+1,406,004 (11.9%)
New positions
63
Sold out positions
88
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 131,797 20.9%
AAPL 98,904 13.0%
AMZN 72,105 21.7%
QQQ 52,528 NEW
NVDA 50,200 16.5%
AVGO 45,929 47.3%
META 38,069 20.3%
AMD 22,690 48.4%
GOOGL 21,685 9.9%
INTC 19,580 46.7%
Top Reduces (Value $000, Stocks/ETFs)
XOM -21,848 -16.2%
AIY -20,835 -100.0%
VMWA -11,154 -100.0%
CVX -10,456 -12.1%
Seagen Inc. -8,445 -100.0%
PFE -7,271 -13.7%
Horizon Therapeutics Public Ltd Co -6,864 -100.0%
BUNGELTD -4,448 -100.0%
CSCO -4,438 -7.2%
BMY -4,355 -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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type