Arizona State Retirement System

Q4 2013 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
12/31/2013
Date filed
2/5/2014
Form type
13F-HR
Num holdings
1,519
Total value ($000)
$8,129,399
Net value change ($000)
—
New positions
1519
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 5/19/2014 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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 187,385 —
XOM 176,800 —
MSFT 123,671 —
QUAL 121,518 —
MTUM 120,060 —
VLUE 119,088 —
JNJ 118,115 —
SIZE 115,040 —
CVX 106,978 —
PG 102,213 —
Top Reduces (Value $000, Stocks/ETFs)
—
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