VIRGINIA RETIREMENT SYSTEMS ET AL

Q3 2023 13F-HR Holdings

Location
Richmond, VA
Holdings as of
9/30/2023
Date filed
1/2/2024
Form type
13F-HR
Num holdings
935
Total value ($000)
$10,127,762
Net value change ($000)
-300,868 (-2.9%)
New positions
120
Sold out positions
148
Turnover %
6.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/22/2023 Next filing: 7/16/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
NBIX 54,012 397.7%
OC 44,305 120.6%
AMGN 42,789 669.4%
EMR 36,803 NEW
WY 30,819 NEW
NUE 29,918 106.7%
OZK 29,052 1312.8%
SMCI 28,285 900.5%
TROW 27,999 939.6%
Ferguson (Jersey) Ltd 27,452 183.7%
Top Reduces (Value $000, Stocks/ETFs)
XOM -86,856 -64.4%
AAPL -80,850 -12.1%
ACN -73,339 -59.8%
TXN -39,233 -100.0%
MCHP -38,348 -55.5%
MA -35,834 -43.2%
XEL -27,560 -100.0%
HOLX -27,368 -94.0%
MRK -27,045 -17.8%
UPS -25,249 -78.9%
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