VIRGINIA RETIREMENT SYSTEMS ET AL

Q1 2020 13F-HR Holdings

Location
Richmond, VA
Holdings as of
3/31/2020
Date filed
5/12/2020
Form type
13F-HR
Num holdings
1,077
Total value ($000)
$7,260,631
Net value change ($000)
-2,022,685 (-21.8%)
New positions
111
Sold out positions
155
Turnover %
5.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/27/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
MRK 28,892 52.1%
AMZN 23,255 18.6%
NFLX 20,087 238.8%
MNST 18,993 NEW
TJX 15,790 71.2%
NOW 14,587 NEW
DLR 14,182 96.8%
ICE 14,057 2713.7%
REGN 13,746 84.2%
HR 10,372 664.0%
Top Reduces (Value $000, Stocks/ETFs)
EL -55,865 -91.6%
MSFT -47,765 -14.8%
CI -45,811 -83.9%
SPG -41,217 -62.7%
XOM -40,911 -45.7%
UNH -40,517 -43.0%
RAYTHEON CO/ -39,059 -54.3%
CVX -37,956 -41.9%
FFIV -32,121 -100.0%
HD -30,155 -47.5%
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