VIRGINIA RETIREMENT SYSTEMS ET AL

Q4 2022 13F-HR Holdings

Location
Richmond, VA
Holdings as of
12/31/2022
Date filed
5/17/2023
Form type
13F-HR
Num holdings
1,116
Total value ($000)
$9,593,408
Net value change ($000)
+753,454 (8.5%)
New positions
124
Sold out positions
154
Turnover %
3.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2023 Next filing: 7/11/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XOM 49,732 61.0%
PLD 40,600 42.2%
GILD 34,735 82.8%
LMT 31,004 57.7%
MRK 29,866 29.2%
T 27,960 138.9%
FTNT 27,153 112.1%
AVGO 26,259 28.9%
CSCO 25,091 105.8%
AGNC 24,560 8617.5%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -58,511 -52.9%
AMZN -42,182 -26.8%
GOOGL -40,581 -26.7%
COST -40,335 -42.3%
TSN -30,824 -65.4%
HD -29,307 -33.5%
V -28,797 -28.1%
FDS -27,724 -63.5%
TGT -24,312 -66.0%
EMR -23,269 -100.0%
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