Retirement Systems of Alabama

Q2 2023 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
6/30/2023
Date filed
7/31/2023
Form type
13F-HR
Num holdings
941
Total value ($000)
$22,339,065
Net value change ($000)
-731,713 (-3.2%)
New positions
29
Sold out positions
17
Turnover %
1.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/1/2023 Next filing: 11/6/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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 92,837 NEW
NVDA 91,144 29.6%
AMZN 40,474 8.9%
CNC 36,731 357.0%
AVGO 34,669 20.5%
LUV 26,444 462.6%
PSA 22,809 52.8%
WCC 19,653 NEW
META 19,553 7.8%
ISRG 18,846 23.6%
Top Reduces (Value $000, Stocks/ETFs)
PFE -57,535 -45.1%
CVS -44,949 -69.1%
ABBV -42,820 -25.1%
XOM -36,402 -18.1%
CRM -27,933 -29.4%
CVX -27,143 -14.4%
PGR -25,962 -59.6%
TXN -23,597 -25.4%
TMO -22,848 -26.7%
AXON -22,733 -88.0%
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