Kentucky Retirement Systems
Long book
$1.37B
Q1 2026
Positions
499
Top-10 weight
18%
concentration
Last quarter
+9.8%
SPY +14.8%
Turnover
65%
of book per quarter
Strategy in plain words
auto-generated from filingsKentucky Retirement Systems is an institutional manager, running a $1.37B US long book across 499 positions.
The portfolio is broadly diversified across 499 positions (top 10 only 18%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: APPLE INC, EXXON MOBIL CORP, Google Inc Class A, MICROSOFT CORP, General Electric Company.
Over the last 9 quarters its long book ran on average 0.5pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.
Implied long-book return vs S&P 500
methodology: positions priced quarterly, no shorts/options Fund long book S&P 500
Q1 2024
+4.3%
Q2 2024
+5.9%
Q3 2024
+2.4%
Q4 2024
-4.2%
Q1 2025
+11.3%
Q2 2025
+8.1%
Q3 2025
+2.4%
Q4 2025
-4.6%
Q1 2026
+9.8%
Sector allocation
Financials 16%
Technology 15%
Other 13%
Healthcare 11%
Industrials 10%
Energy 9%
Consumer discretionary 8%
Consumer staples 5%
Long book by quarter
What does Kentucky Retirement own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| AAPL APPLE INC | Technology | 74.3K | $41.7M | 3.1% | -91.9% |
| XOM EXXON MOBIL CORP | Energy | 360.7K | $36.5M | 2.7% | +32.6% |
| MSFT MICROSOFT CORP | Technology | 627.2K | $23.5M | 1.7% | +34.7% |
| GE General Electric Company | Industrials | 835.3K | $23.4M | 1.7% | New |
| JNJ JOHNSON & JOHNSON | Healthcare | 232.9K | $21.3M | 1.6% | +54.2% |
| CVX CHEVRON CORP | Energy | 158.8K | $19.8M | 1.5% | +31.7% |
| PG PROCTER & GAMBLE CO/THE | Other | 224.4K | $18.3M | 1.3% | +52.2% |
| JPM JPMORGAN CHASE & CO | Financials | 310.4K | $18.1M | 1.3% | +78.0% |
| WFC WELLS FARGO & CO | Financials | 395.8K | $18.0M | 1.3% | +95.5% |
| BRK/B BERKSHIRE HATHAWAY INC-CL B | Financials | 148.6K | $17.6M | 1.3% | +28.3% |
| PFE PFIZER INC | Healthcare | 535.1K | $16.4M | 1.2% | +50.0% |
| IBM INTL BUSINESS MACHINES CORP | Technology | 84.3K | $15.8M | 1.2% | +44.3% |
| T AT&T INC | Communications | 434.9K | $15.3M | 1.1% | -1.2% |
| BAC BANK OF AMERICA CORP | Financials | 880.6K | $13.7M | 1.0% | +108.0% |
| C CITIGROUP INC | Financials | 250.4K | $13.0M | 1.0% | +118.4% |
| KO COCA-COLA CO/THE | Consumer staples | 313.5K | $13.0M | 0.9% | +28.4% |
| AMZN AMAZON.COM INC | Consumer discretionary | 30.6K | $12.2M | 0.9% | -94.9% |
| MRK MERCK & CO. INC. | Healthcare | 241.2K | $12.1M | 0.9% | +52.5% |
| VZ VERIZON COMMUNICATIONS INC | Communications | 236.3K | $11.6M | 0.9% | -10.9% |
| PM PHILIP MORRIS INTERNATIONAL | Consumer staples | 132.3K | $11.5M | 0.8% | +35.2% |
| CMCSA COMCAST CORP-CLASS A | Communications | 215.2K | $11.2M | 0.8% | -6.4% |
| ORCL ORACLE CORP | Technology | 289.7K | $11.1M | 0.8% | +178.7% |
| INTC INTEL CORP | Technology | 410.4K | $10.7M | 0.8% | +49.6% |
| WMT WALMART INC | Consumer discretionary | 133.6K | $10.5M | 0.8% | -51.1% |
| PEP PEPSICO INC | Consumer staples | 126.6K | $10.5M | 0.8% | +47.2% |
| QCOM QUALCOMM INC | Technology | 139.5K | $10.4M | 0.8% | +105.6% |
| DIS WALT DISNEY CO/THE | Services media | 134.9K | $10.3M | 0.8% | +18.7% |
| CSCO CISCO SYSTEMS INC | Technology | 441.4K | $9.9M | 0.7% | +76.6% |
| SLB SLB LTD | Energy | 108.7K | $9.8M | 0.7% | +15.5% |
| HD HOME DEPOT INC | Consumer discretionary | 116.3K | $9.6M | 0.7% | +86.0% |
| GILD GILEAD SCIENCES INC | Healthcare | 126.6K | $9.5M | 0.7% | +61.9% |
| V VISA INC-CLASS A SHARES | Services media | 42.0K | $9.4M | 0.7% | -60.7% |
| MCD MCDONALD'S CORP | Consumer discretionary | 82.2K | $8.0M | 0.6% | +83.0% |
| UTXZ UNITED TECH CORP | — | 69.7K | $7.9M | 0.6% | New |
| BA BOEING CO/THE | Industrials | 57.1K | $7.8M | 0.6% | +25.5% |
| META META PLATFORMS INC-CLASS A | Technology | 135.8K | $7.4M | 0.5% | -0.9% |
| MMM 3M CO | Healthcare | 52.8K | $7.4M | 0.5% | +57.7% |
| VFC VF CORP | Other | 116.3K | $7.3M | 0.5% | New |
| BMY BRISTOL-MYERS SQUIBB CO | Healthcare | 135.9K | $7.2M | 0.5% | +6.2% |
| COP CONOCOPHILLIPS | Energy | 101.1K | $7.1M | 0.5% | +27.3% |
| MA MASTERCARD INC - A | Services media | 8.5K | $7.1M | 0.5% | -83.3% |
| AMGN AMGEN INC | Healthcare | 62.3K | $7.1M | 0.5% | +84.4% |
| CVS CVS HEALTH CORP | Healthcare | 98.3K | $7.0M | 0.5% | +25.0% |
| ABBV ABBVIE INC | Healthcare | 131.3K | $6.9M | 0.5% | +18.1% |
| AXP AMERICAN EXPRESS CO | Financials | 76.1K | $6.9M | 0.5% | +120.6% |
| UNP UNION PACIFIC CORP | Industrials | 38.0K | $6.4M | 0.5% | +1.3% |
| MO ALTRIA GROUP INC | Consumer staples | 165.1K | $6.3M | 0.5% | +55.9% |
| OXY OCCIDENTAL PETROLEUM CORP | Energy | 66.5K | $6.3M | 0.5% | +50.3% |
| UNH UNITEDHEALTH GROUP INC | Financials | 83.1K | $6.3M | 0.5% | +45.5% |
| AIG AMERICAN INTERNATIONAL GROUP | Financials | 121.6K | $6.2M | 0.5% | +236.0% |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 19, 2026 | 506 | $3.51B | $K fixed canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 10, 2026 | 503 | $3.7M | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Nov 13, 2025 | 502 | $3.6M | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 20, 2025 | 502 | $3.4M | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | Apr 22, 2025 | 504 | $3.3M | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Feb 3, 2025 | 496 | $3.4M | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 6, 2024 | 504 | $3.4M | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 12, 2024 | 502 | $3.5M | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 15, 2024 | 503 | $3.3M | canonical | SEC ↗ |
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