Kentucky Retirement Systems

Q2 2022 13F-HR Holdings

Location
Frankfort, KY
Holdings as of
6/30/2022
Date filed
8/8/2022
Form type
13F-HR
Num holdings
502
Total value ($000)
$2,367,673
Net value change ($000)
-72,640 (-3.0%)
New positions
5
Sold out positions
7
Turnover %
0.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/9/2022 Next filing: 11/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
UNH 5,148 16.8%
JNJ 4,928 16.6%
XOM 4,488 20.1%
LLY 4,485 30.9%
MRK 3,901 29.5%
PFE 3,312 17.9%
KO 2,854 18.6%
PEP 2,343 15.9%
PG 2,259 9.7%
WBD 2,200 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -21,956 -24.1%
AAPL -16,527 -9.6%
TSLA -15,559 -27.1%
NVDA -15,309 -35.2%
META -5,279 -16.1%
NFLX -4,834 -45.6%
MSFT -4,765 -3.2%
GOOGL -4,679 -9.5%
GOOGL -4,673 -8.8%
BRK-B -4,536 -11.0%
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