Retirement Systems of Alabama

Q2 2020 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
6/30/2020
Date filed
7/23/2020
Form type
13F-HR
Num holdings
917
Total value ($000)
$20,699,963
Net value change ($000)
+2,710,799 (15.1%)
New positions
23
Sold out positions
37
Turnover %
2.4%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 225,114 33.7%
AMZN 208,937 39.4%
MSFT 191,192 26.0%
PYPL 92,466 102.1%
META 82,855 33.0%
ABBV 58,616 58.9%
GOOGL 51,903 20.2%
IEMG 49,747 16.2%
HD 46,895 30.9%
CRM 41,139 40.2%
Top Reduces (Value $000, Stocks/ETFs)
EEM -191,550 -22.4%
Allergan plc -65,316 -100.0%
TGT -44,017 -100.0%
ELV -40,574 -58.9%
RAYTHEON CO/ -38,715 -100.0%
KO -32,465 -26.7%
COR -32,425 -100.0%
STZ -28,599 -69.5%
GE -27,653 -52.0%
AEE -24,950 -77.1%
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