Retirement Systems of Alabama

Q4 2022 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
12/31/2022
Date filed
2/6/2023
Form type
13F-HR
Num holdings
939
Total value ($000)
$22,937,413
Net value change ($000)
+1,436,737 (6.7%)
New positions
22
Sold out positions
14
Turnover %
1.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/16/2022 Next filing: 5/1/2023 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)
RTX 109,657 NEW
PG 81,072 80.9%
PLD 60,384 83.6%
XOM 58,582 37.9%
EEM 50,478 8.7%
TXN 39,345 83.8%
MRK 39,334 26.6%
VZ 39,187 55.2%
BRK-B 37,799 13.3%
JPM 35,541 25.1%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -177,913 -53.5%
AMZN -139,781 -26.5%
AAPL -92,643 -8.8%
EL -54,806 -74.9%
DUKE REALTY CORP -49,967 -100.0%
NXPI -43,056 -76.6%
GOOGL -35,761 -13.6%
BSX -33,863 -61.5%
TWTR -31,877 -100.0%
GOOGL -29,217 -10.1%
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