Arizona State Retirement System
Q1 2014 13F-HR Holdings
Net value change ($000)
-232,882
(-2.9%)
New positions
19
Sold out positions
21
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
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)
| VZ | 18,326 | 38.8% |
| MRK | 7,438 | 10.6% |
| Endo International plc | 5,983 | NEW |
| MSFT | 5,225 | 4.2% |
| JNJ | 4,418 | 3.7% |
| WFC | 4,371 | 7.0% |
| KEURIG GREEN MOUNT | 3,811 | NEW |
| FOREST LAB | 3,746 | 51.8% |
| SIZE | 3,420 | 3.0% |
| BAC | 3,360 | 7.1% |
Top Reduces (Value $000, Stocks/ETFs)
| AAPL | -15,170 | -8.1% |
| XOM | -12,597 | -7.1% |
| CVX | -8,421 | -7.9% |
| GE | -8,018 | -9.9% |
| PM | -7,396 | -12.0% |
| KO | -7,194 | -9.7% |
| GREEN MOUNTAIN COFFE | -6,877 | -100.0% |
| AMZN | -6,737 | -15.9% |
| PG | -5,499 | -5.4% |
| ENDO PHARMACEUTICALS HLDGS | -5,366 | -100.0% |
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 |
|---|