Arizona State Retirement System

Q3 2020 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
9/30/2020
Date filed
11/5/2020
Form type
13F-HR
Num holdings
1,996
Total value ($000)
$10,058,812
Net value change ($000)
+2,969,435 (41.9%)
New positions
156
Sold out positions
23
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 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 235,663 62.9%
AMZN 132,869 48.5%
MSFT 115,395 33.4%
META 63,198 49.2%
TSLA 59,381 158.7%
NVDA 46,610 85.3%
PG 35,284 50.9%
GOOGL 34,979 35.0%
GOOGL 33,314 32.7%
JNJ 32,250 37.1%
Top Reduces (Value $000, Stocks/ETFs)
Seagen Inc. -4,813 -100.0%
MTCH -3,052 -51.4%
CAESARS HOLDINGS, INC. -1,494 -100.0%
TERMINIX GLOBAL HOLDINGS INC -1,092 -100.0%
OXY -1,067 -28.0%
BMRN -981 -19.0%
LEGG MASON, INC. -976 -100.0%
LogMeIn, Inc. -930 -100.0%
CMC Materials, Inc. -921 -100.0%
CZR -778 -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.
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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