Arizona State Retirement System

Q1 2020 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
3/31/2020
Date filed
5/5/2020
Form type
13F-HR
Num holdings
1,829
Total value ($000)
$5,817,636
Net value change ($000)
-2,487,162 (-29.9%)
New positions
572
Sold out positions
267
Turnover %
10.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/27/2020 Next filing: 8/4/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
TSLA 12,736 NEW
CI 11,896 NEW
TT 8,636 NEW
STE 7,042 NEW
DXCM 5,672 NEW
BX 5,402 NEW
DG 5,065 45.7%
WCN 4,703 NEW
CLX 3,972 54.7%
MELI 3,930 NEW
Top Reduces (Value $000, Stocks/ETFs)
BRK-B -42,353 -48.9%
JPM -32,478 -37.6%
AAPL -30,902 -13.2%
XOM -27,520 -46.7%
RTX -27,232 -100.0%
BAC -27,173 -44.4%
META -25,303 -26.0%
MSFT -22,566 -9.8%
WFC -21,385 -49.5%
CVX -19,349 -40.5%
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