Arizona State Retirement System
Q2 2020 13F-HR Holdings
Net value change ($000)
+1,271,741
(21.9%)
New positions
134
Sold out positions
101
Turnover %
2.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
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 | 171,799 | 84.6% |
| MSFT | 138,405 | 66.9% |
| AMZN | 126,485 | 85.6% |
| META | 56,151 | 77.8% |
| GOOGL | 37,260 | 57.6% |
| GOOGL | 31,952 | 47.0% |
| NVDA | 27,061 | 98.2% |
| PYPL | 26,404 | 137.5% |
| TSLA | 24,680 | 193.8% |
| V | 24,152 | 45.3% |
Top Reduces (Value $000, Stocks/ETFs)
| RAYTHEON CO/ | -11,213 | -100.0% |
| Allergan plc | -10,453 | -100.0% |
| AON | -10,133 | -100.0% |
| SO | -9,658 | -42.9% |
| DUK | -9,226 | -40.1% |
| AEE | -9,153 | -69.4% |
| TGT | -8,603 | -37.6% |
| FE | -8,521 | -63.4% |
| ETR | -8,424 | -65.7% |
| TIFFANY & CO | -7,111 | -69.7% |
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 |
|---|