Retirement Systems of Alabama

Q3 2021 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
9/30/2021
Date filed
11/3/2021
Form type
13F-HR
Num holdings
920
Total value ($000)
$26,700,135
Net value change ($000)
-998,445 (-3.6%)
New positions
18
Sold out positions
18
Turnover %
1.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/21/2021 Next filing: 1/20/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
ABT 68,627 91.1%
NVDA 54,855 30.1%
MRNA 46,413 NEW
HOLX 44,177 706.4%
GE 38,837 NEW
MNST 38,398 310.6%
PG 35,541 29.4%
SPG 32,459 72.0%
BF-A 31,443 245.3%
TSLA 30,573 14.0%
Top Reduces (Value $000, Stocks/ETFs)
EEM -79,728 -8.6%
KO -77,588 -52.6%
AMZN -51,257 -6.1%
AMT -48,379 -28.1%
GE -43,223 -100.0%
COST -42,219 -38.2%
BDX -40,878 -62.8%
STE -40,619 -85.3%
IEMG -39,667 -7.8%
BRK-B -37,788 -11.5%
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