Arizona State Retirement System

Q3 2021 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
2,202
Total value ($000)
$12,254,946
Net value change ($000)
-42,785 (-0.3%)
New positions
34
Sold out positions
56
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 2021
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)
GE 31,528 NEW
TSLA 30,842 21.1%
MSFT 18,675 3.4%
GOOGL 18,477 9.0%
MRNA 15,787 75.7%
SNOW 14,516 845.4%
AAPL 14,270 2.2%
CRM 10,671 17.0%
NFLX 9,922 15.1%
GOOGL 9,440 4.6%
Top Reduces (Value $000, Stocks/ETFs)
GE -33,065 -100.0%
ALXN -11,371 -100.0%
PYPL -9,883 -10.9%
MAXIM INTEGRATED PRODUCTS INC -7,982 -100.0%
META -7,569 -3.2%
ZM -6,679 -30.1%
V -6,024 -5.4%
Slack Technologies, Inc. -5,965 -100.0%
BRK-B -5,782 -5.4%
FDX -5,633 -26.8%
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