Arizona State Retirement System

Q1 2021 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
3/31/2021
Date filed
5/6/2021
Form type
13F-HR
Num holdings
2,132
Total value ($000)
$11,447,800
Net value change ($000)
+422,553 (3.8%)
New positions
74
Sold out positions
30
Turnover %
0.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/28/2021 Next filing: 8/2/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
GOOGL 22,789 15.0%
GOOGL 21,281 14.0%
MSFT 15,789 3.4%
JPM 15,727 13.7%
BAC 14,658 20.9%
INTC 12,783 20.9%
AMAT 11,642 51.2%
HD 10,106 12.2%
META 10,037 5.3%
XOM 9,902 17.5%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -69,540 -10.6%
AMZN -28,259 -7.1%
TSLA -9,096 -6.0%
QCOM -7,337 -14.8%
V -5,425 -5.1%
DD -5,348 -31.4%
PG -5,316 -5.3%
ADBE -4,953 -7.2%
MRK -4,733 -7.9%
WMT -4,664 -7.9%
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