Arizona State Retirement System

Q4 2021 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
12/31/2021
Date filed
2/4/2022
Form type
13F-HR
Num holdings
2,269
Total value ($000)
$13,125,485
Net value change ($000)
+870,539 (7.1%)
New positions
145
Sold out positions
78
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2021 Next filing: 5/4/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AAPL 145,433 22.1%
MSFT 95,093 16.9%
TSLA 66,486 37.5%
NVDA 57,417 39.9%
UNH 26,848 26.1%
PFE 23,537 35.1%
HD 22,625 23.2%
AVGO 19,553 35.4%
QCOM 15,924 39.2%
ACN 15,290 27.0%
Top Reduces (Value $000, Stocks/ETFs)
PYPL -23,325 -28.8%
MRNA -12,763 -34.8%
MDT -9,001 -19.1%
XYZ -8,639 -33.0%
DIS -8,629 -10.1%
JPM -8,586 -6.2%
CMCSA -8,372 -11.7%
META -7,173 -3.2%
C -6,931 -17.1%
KSUGBX -6,907 -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