Retirement Systems of Alabama

Q1 2022 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
3/31/2022
Date filed
4/20/2022
Form type
13F-HR
Num holdings
924
Total value ($000)
$27,269,379
Net value change ($000)
-1,444,457 (-5.0%)
New positions
16
Sold out positions
14
Turnover %
1.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/20/2022 Next filing: 8/3/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
BRK-B 60,467 19.0%
CVX 51,715 29.8%
XOM 49,866 51.0%
GS 44,140 102.6%
FCX 42,134 207.5%
PYPL 41,155 44.3%
BKNG 38,995 119.5%
VMWA 36,438 NEW
WM 36,311 170.6%
BIIB 35,655 179.9%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -121,418 -9.4%
CRM -93,243 -50.3%
META -84,747 -20.8%
AAPL -76,844 -5.3%
JPM -73,371 -27.6%
NFLX -68,437 -38.7%
NVDA -65,052 -17.6%
EEM -61,844 -7.6%
PFE -54,093 -24.4%
CMCSA -53,215 -36.3%
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