Arizona State Retirement System

Q3 2022 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
9/30/2022
Date filed
11/7/2022
Form type
13F-HR
Num holdings
2,220
Total value ($000)
$9,668,790
Net value change ($000)
-634,422 (-6.2%)
New positions
38
Sold out positions
64
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/28/2022 Next filing: 2/8/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
TSLA 28,180 17.4%
AMZN 14,385 5.4%
NFLX 7,134 33.5%
PYPL 4,533 21.4%
COP 3,963 12.4%
J 3,832 NEW
SCHW 3,282 13.1%
ENPH 2,989 41.0%
REGN 2,922 16.9%
ABNB 2,559 31.3%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -52,009 -10.4%
GOOGL -23,415 -13.0%
GOOGL -23,051 -13.5%
NVDA -21,345 -20.5%
META -17,562 -17.2%
VZ -15,101 -25.8%
PFE -14,144 -17.5%
INTC -13,149 -31.5%
CMCSA -13,058 -26.8%
PG -12,221 -12.9%
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