Stocks/Funds/CIK 714142

TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 714142
Assets
$12.89B
+16.4% YoY
Holdings
1,677
Lifetime alpha vs market
-2.29% annual
Average hold time
7.4 yr
median 10.3 yr

Quarterly history

Cum return +257% vs S&P +350% · α -93% lifetimeAUM $12.9B · peak $13.3BFlow $-7M (-0%)2016-032017-092019-032020-092022-032023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-2.38%
trims when stocks drop
when a holding falls −10%+
Middle response
+2.12%
steady accumulation
Rally response
-4.83%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$640M5.0%+60.9%10.3 yr
AAPLApple Inc.$480M3.7%+14.7%10.3 yr
MSFTMicrosoft Corporation$411M3.2%-0.6%10.3 yr
GOOGLAlphabet Inc.$355M2.8%10.3 yr
AMZNAmazon.com, Inc.$352M2.7%+9.5%10.3 yr
AVGOBroadcom Inc.$263M2.0%+86.0%7.8 yr
METAMeta Platforms, Inc.$214M1.7%-0.4%10.3 yr
GOOGAlphabet Inc.$145M1.1%+84.3%10.3 yr
LLYEli Lilly and Company$139M1.1%+12.2%10.3 yr
JPMJPMorgan Chase & Co.$124M1.0%+21.8%10.3 yr
TSLATesla, Inc.$109M0.8%+43.4%6.0 yr
VVisa Inc.$86M0.7%-13.1%10.3 yr
GILDGilead Sciences, Inc.$86M0.7%+27.7%10.3 yr
CBChubb Limited$85M0.7%+9.3%10.0 yr
MUMicron Technology, Inc.$77M0.6%+289.6%10.3 yr

Portfolio composition (YoY)

Industry mix
Semiconductors11.4%+3.5pp$1.47B
Internet Content & Information5.8%+0.7pp$747M
Software - Infrastructure5.4%-0.6pp$691M
Specialty Retail4.7%-0.8pp$600M
Drug Manufacturers - General4.2%+0.7pp$543M
Consumer Electronics3.8%-0.3pp$488M
Banks - Diversified3.6%-0.0pp$464M
Industrial - Machinery2.4%-0.1pp$306M
Banks - Regional2.3%-0.3pp$303M
Financial - Credit Services2.2%-0.6pp$288M
Country
US85.9%-2.8pp
GB2.7%+0.9pp
IE1.8%+0.3pp
CN1.2%+0.1pp
Unknown1.0%+0.2pp
CH1.0%+0.1pp
BR0.9%+0.4pp
FR0.9%+0.3pp
Top 5: 17.4% · Top 10: 24.2% · Top 25: 33.1%

Winners

TickerPrev $PnLYoY %
NVDA$395M+0.24B60.9%
AVGO$156M+0.13B86.0%
GOOG$93M+0.08B84.3%
AAPL$431M+0.06B14.7%
MU$18M+0.05B289.6%

Losers

TickerPrev $PnLYoY %
V$95M-0.01B-13.1%
QCOM$70M-0.01B-14.2%
MSFT$408M-0.00B-0.6%
META$238M-0.00B-0.4%

Top buys this quarter · 15

MPC Marathon Petroleum Corporation+$35M
MU Micron Technology, Inc.+$31M
HCA HCA Healthcare, Inc.+$29M
NEM Newmont Corporation+$26M
NXPI NXP Semiconductors N.V.+$26M
SYY Sysco Corporation+$25M
DECK Deckers Outdoor Corporation+$24M
CVS CVS Health Corporation+$23M
TSCO Tractor Supply Company+$23M
IVZ Invesco Ltd.+$22M

Top sells this quarter · 15

T AT&T Inc.$45M
JBL Jabil Inc.$30M
MAS Masco Corporation$29M
ADBE Adobe Inc.$27M
RL Ralph Lauren Corporation$27M
EXPE Expedia Group, Inc.$26M
TKO TKO Group Holdings, Inc.$25M
OMC Omnicom Group Inc.$24M
UAL United Airlines Holdings, Inc.$24M
RCL Royal Caribbean Cruises Ltd.$21M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$12.89B1677+19.34%+17.59%+1.75%-0.01B
2025-12-31$13.34B1682+17.80%+17.72%+0.08%-0.17B
2025-09-30$13.15B1676+15.98%+17.52%-1.54%-0.18B
2025-06-30$12.35B1670+14.43%+14.94%-0.51%+0.02B
2025-03-31$11.08B1675+2.87%+8.30%-5.44%+0.21B
2024-12-31$11.39B1674+17.27%+24.89%-7.62%-0.22B
2024-09-30$11.47B1677+29.87%+36.04%-6.17%-0.39B
2024-06-30$11.14B1683+18.41%+24.49%-6.08%-0.04B
2024-03-31$11.17B1686+26.90%+29.62%-2.73%-0.48B
2023-12-31$10.71B1679+23.82%+26.18%-2.36%-0.35B
2023-09-30$9.87B1716+19.41%+21.57%-2.15%-0.18B
2023-06-30$10.35B1726-0.97%+19.42%-20.39%-0.38B
2023-03-31$10.00B1745-11.92%+4.81%-16.73%-0.10B
2022-12-31$9.52B1740-7.82%+8.33%-16.15%+0.30B
2022-09-30$8.53B1714-14.21%+1.29%-15.50%+0.27B
2022-03-31$10.26B1758+15.45%+15.45%+0.00%-0.46B