Arizona State Retirement System
Q2 2014 13F-HR Holdings
Net value change ($000)
+374,063
(4.7%)
New positions
25
Sold out positions
22
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2014
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)
| ALPHABET INC CL C | 47,739 | NEW |
| AAPL | 26,876 | 15.6% |
| INTC | 15,507 | 28.4% |
| UPS | 11,105 | 42.3% |
| Dow Chemical Company | 9,680 | 58.8% |
| COP | 9,497 | 26.4% |
| JNJ | 8,913 | 7.3% |
| CVX | 8,578 | 8.7% |
| SLB | 7,922 | 22.0% |
| VLUE | 7,493 | 6.2% |
Top Reduces (Value $000, Stocks/ETFs)
| Alphabet Inc. Class C | -40,947 | -45.0% |
| Hewlett-Packard Company | -7,295 | -28.6% |
| PFE | -7,217 | -7.8% |
| LMT | -6,844 | -26.4% |
| WALGREEN CO | -6,144 | -25.6% |
| FNF | -5,699 | -83.7% |
| BAC | -5,330 | -10.5% |
| FOREST LAB | -4,398 | -40.1% |
| Pentair Inc | -4,267 | -100.0% |
| GLW | -4,059 | -33.4% |
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 |
|---|