Kentucky Retirement Systems

CIK 0001537783 · Q1 2026

13F Equity AUM

$1.4M

-100.0% QoQ

Positions

499

-4 QoQ

AUM Rank

#11,937

Top 96%

Skill Alpha (FF)

-0.1%/yr^ns

No Clear Edge

Rank #2,488 · Top 30%

vs S&P -1.1%/yr (unadj.)

Quarters Tracked

~3 years

Portfolio Concentration

Top 5: 11.1%Top 10: 18.1%Top 20: 28.4%

AAPL3.0%

XOM2.7%

GOOGLE INC1.9%

MSFT1.7%

GE1.7%

JNJ1.6%

CHV1.4%

PG1.3%

JPM1.3%

WFC1.3%

Others (489)81.9%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Unclassified16.8%

Financial Services13.6%

Technology12.6%

Healthcare11.3%

Industrials9.6%

Energy9.1%

Consumer Defensive7.5%

Consumer Cyclical7.3%

Other12.2%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 499Median: 0.10%Avg: 0.20%

0–0.5%

453(54.8%)

0.5–1%

31(21.3%)

1–3%

14(20.8%)

3–5%

1(3.0%)

5%+

0(0.0%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 327Unique: 172vs 20 funds

4.4%Low

499

Fund positions

7,299

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 9 benchmark funds with highest portfolio overlap (Jaccard similarity)

BlackRock, Inc.

7.9%

VANGUARD CAPITAL MANAGEMENT LLC

9.3%

GEODE CAPITAL MANAGEMENT, LLC

9.1%

BANK OF AMERICA CORP /DE/

6.7%

STATE STREET CORP

9.1%

VANGUARD PORTFOLIO MANAGEMENT LLC

11%

MORGAN STANLEY

JPMORGAN CHASE & CO

6.5%

FMR LLC

10.5%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New239Increased193Decreased66Exited244

New Positions

GOOGLE INC1.9%

+23K

GE1.7%

+835K

UTXZ0.6%

+70K

VFC0.5%

+116K

CELG0.4%

+34K

TWENTY FIRST CENTY F…0.4%

+162K

TWXCHF0.4%

+75K

MONSANTO CO NEW0.4%

+43K

PRICELINE COM INC0.4%

+4K

DU PONT E I DE NEMOU…0.4%

+76K

Increased

BAC1.0%

+457K(+108%)

WFC1.3%

+193K(+95%)

CSCO0.7%

+192K(+77%)

ORCL0.8%

+186K(+179%)

PFE1.2%

+178K(+50%)

MSFT1.7%

+162K(+35%)

INTC0.8%

+136K(+50%)

JPM1.3%

+136K(+78%)

TRVC1.0%

+136K(+118%)

XOM2.7%

+89K(+33%)

Decreased

NVDA0.1%

-1,421,294(-97%)

AAPL3.0%

-840,815(-92%)

AMZN0.9%

-571,511(-95%)

NFLX0.1%

-261,198(-98%)

WMT0.8%

-139,586(-51%)

PCG0.1%

-100,554(-73%)

NEE0.2%

-93,917(-73%)

CMG0.1%

-81,663(-97%)

KMI0.1%

-66,504(-54%)

V0.7%

-64,895(-61%)

Exited

-364,865

-289,888

-297,089

-176,559

-137,144

-101,112

-66,023

RTX

-84,000

LRCX

-80,281

LIN

-29,484

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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