VIRGINIA RETIREMENT SYSTEMS ET AL

Q2 2014 13F-HR Holdings

Location
Richmond, VA
Holdings as of
6/30/2014
Date filed
7/23/2014
Form type
13F-HR
Num holdings
950
Total value ($000)
$5,768,308
Net value change ($000)
+465,895 (8.8%)
New positions
101
Sold out positions
97
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2014
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)
ALPHABET INC CL C 46,156 NEW
AAPL 39,101 29.3%
SU 22,312 182.1%
PEP 19,979 118.5%
HEALTH CARE REIT INC COM 18,197 631.4%
COP 17,632 98.4%
GILD 17,468 43.9%
SPG 16,970 131.6%
F 15,847 195.1%
INTC 15,109 30.8%
Top Reduces (Value $000, Stocks/ETFs)
Alphabet Inc. Class C -39,754 -44.6%
LINEAR TECH -20,221 -98.9%
MCK -13,999 -41.9%
20230930-DK-Butterfly-1, Inc. -13,990 -58.9%
LORILLARD INC COM -13,319 -60.3%
COST -12,588 -92.4%
WBD -12,478 -50.7%
RAYTHEON CO/ -11,421 -35.6%
BFH -10,776 -42.8%
CHUBB CORPORATION -10,499 -87.5%
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