Retirement Systems of Alabama

Q3 2023 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
9/30/2023
Date filed
11/6/2023
Form type
13F-HR
Num holdings
926
Total value ($000)
$21,430,503
Net value change ($000)
-908,562 (-4.1%)
New positions
20
Sold out positions
35
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/31/2023 Next filing: 2/5/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
DFAE 275,928 2757.6%
ABNB 45,980 NEW
GE 41,565 152.9%
BA 34,811 128.3%
ITW 28,735 182.7%
AEP 27,720 281.4%
CHTR 27,527 317.3%
WestRock Co 26,950 1592.8%
TDG 26,005 245.2%
DIS 24,021 42.6%
Top Reduces (Value $000, Stocks/ETFs)
EEM -302,731 -46.5%
AAPL -152,324 -13.3%
RTX -92,837 -100.0%
MSFT -82,646 -8.2%
DE -45,337 -66.1%
GLW -40,049 -88.3%
MLM -36,594 -86.4%
CMCSA -33,487 -44.8%
CNP -32,851 -89.6%
BKNG -26,402 -51.5%
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