Retirement Systems of Alabama

Q2 2022 13F-HR Holdings

Location
Montgomery, AL
Holdings as of
6/30/2022
Date filed
8/3/2022
Form type
13F-HR
Num holdings
938
Total value ($000)
$23,270,297
Net value change ($000)
-3,999,082 (-14.7%)
New positions
30
Sold out positions
16
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/20/2022 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)
KDP 115,228 4153.9%
RTX 106,553 NEW
KR 47,722 375.2%
PEP 41,218 53.7%
D 33,753 148.0%
APTV 31,064 289.5%
EW 27,049 NEW
HSY 26,119 250.3%
TRV 24,634 NEW
KEL 23,704 433.6%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -307,938 -22.6%
AMZN -240,819 -32.0%
MSFT -197,237 -16.8%
NVDA -120,544 -39.6%
TSLA -112,788 -29.4%
GOOGL -90,517 -21.6%
META -89,731 -27.8%
BRK-B -87,730 -23.1%
GOOGL -85,826 -22.0%
EEM -84,409 -11.2%
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