VIRGINIA RETIREMENT SYSTEMS ET AL

Q1 2014 13F-HR Holdings

Location
Richmond, VA
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
946
Total value ($000)
$5,302,413
Net value change ($000)
+292,723 (5.8%)
New positions
152
Sold out positions
64
Turnover %
5.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 2013
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)
Dr Pepper Snapple Group Inc 25,567 NEW
LMT 23,358 221.4%
META 19,833 248.5%
MSFT 19,245 25.7%
TEL 15,131 5217.6%
CAH 14,794 5136.8%
TROW 14,257 5146.9%
MEAD JOHNSON NUTRITI 13,154 6118.1%
NVDA 11,946 NEW
AKAM 11,865 NEW
Top Reduces (Value $000, Stocks/ETFs)
FOREST LAB -15,704 -66.4%
SNI -15,390 -58.6%
THE CIGNA GROUP -13,241 -46.6%
AAPL -12,654 -8.7%
F -12,263 -60.2%
VMWA -12,189 -100.0%
EMC -12,075 -85.9%
VRSN -11,844 -100.0%
DUN & BRADSTREET CORP DEL NE -11,059 -100.0%
DOV -10,605 -97.4%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type