Arizona State Retirement System

Q4 2022 13F-HR Holdings

Location
Phoenix, AZ
Holdings as of
12/31/2022
Date filed
2/8/2023
Form type
13F-HR
Num holdings
2,228
Total value ($000)
$10,356,110
Net value change ($000)
+687,320 (7.1%)
New positions
91
Sold out positions
83
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/7/2022 Next filing: 4/27/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XOM 25,276 25.3%
JPM 23,723 28.4%
CVX 18,048 24.8%
MRK 17,385 29.4%
NVDA 16,524 20.0%
BRK-B 16,188 17.3%
PG 16,172 19.6%
MA 14,626 21.8%
ABBV 13,390 20.8%
MSFT 13,153 2.9%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -101,087 -53.1%
AMZN -71,416 -25.4%
AAPL -39,078 -6.4%
GOOGL -13,329 -9.0%
GOOGL -12,253 -7.8%
META -9,806 -11.6%
TWTR -7,741 -100.0%
DUKE REALTY CORP -5,088 -100.0%
PYPL -4,419 -17.2%
CTXS -3,611 -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