Retirement Systems of Alabama

Q1 2020 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
3/31/2020
Date filed
4/20/2020
Form type
13F-HR
Num holdings
930
Total value ($000)
$17,989,164
Net value change ($000)
-4,550,175 (-20.2%)
New positions
26
Sold out positions
11
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/28/2020 Next filing: 7/23/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
TGT 44,017 NEW
AMZN 36,628 7.4%
COR 32,425 NEW
MNST 29,137 273.3%
STZ 27,195 194.7%
DG 26,283 150.6%
NFLX 24,927 40.0%
CI 24,583 73.3%
AVY 24,477 509.8%
AIY 23,817 118.7%
Top Reduces (Value $000, Stocks/ETFs)
JPM -114,208 -36.0%
AAPL -104,778 -13.6%
IEMG -101,041 -24.7%
DIS -90,484 -50.1%
BAC -81,852 -37.4%
XOM -81,043 -46.6%
GTN -76,257 -49.9%
VZ -75,508 -34.9%
C -69,244 -47.3%
CVX -58,602 -36.1%
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