Arizona State Retirement System

Q4 2020 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
12/31/2020
Date filed
1/28/2021
Form type
13F-HR
Num holdings
2,088
Total value ($000)
$11,025,247
Net value change ($000)
+966,435 (9.6%)
New positions
140
Sold out positions
48
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/5/2020 Next filing: 5/6/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
TSLA 55,034 56.9%
AAPL 44,167 7.2%
DIS 26,308 38.6%
JPM 25,828 29.0%
GOOGL 17,076 12.7%
GOOGL 16,567 12.3%
BAC 13,026 22.8%
XOM 12,476 28.3%
CVX 11,861 29.0%
SCHW 11,349 88.9%
Top Reduces (Value $000, Stocks/ETFs)
CRM -10,312 -15.0%
HD -8,552 -9.4%
NVDA -8,261 -8.2%
AMZN -6,966 -1.7%
AMGN -6,615 -14.5%
ZM -5,918 -26.0%
INTC -5,549 -8.3%
IMMUNOMEDICS INC -5,035 -100.0%
VZ -4,719 -6.3%
PG -4,696 -4.5%
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