Arizona State Retirement System

Q2 2022 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
6/30/2022
Date filed
7/28/2022
Form type
13F-HR
Num holdings
2,246
Total value ($000)
$10,303,212
Net value change ($000)
-2,110,263 (-17.0%)
New positions
129
Sold out positions
119
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/4/2022 Next filing: 11/7/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
WBD 8,199 NEW
LLY 8,113 12.7%
MRK 6,354 11.2%
XOM 3,524 3.7%
RBLX 3,223 NEW
VICI 3,020 60.6%
IBM 2,840 8.9%
LBTYA 1,966 NEW
MTB 1,916 31.6%
PM 1,853 4.6%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -173,957 -22.1%
AMZN -141,409 -34.6%
MSFT -101,597 -16.8%
TSLA -90,111 -35.7%
NVDA -83,211 -44.5%
GOOGL -49,765 -21.7%
GOOGL -48,681 -22.2%
META -42,229 -29.2%
BRK-B -29,512 -23.4%
NFLX -24,231 -53.2%
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