VIRGINIA RETIREMENT SYSTEMS ET AL

Q2 2020 13F-HR Holdings

Location
Richmond, VA
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
1,084
Total value ($000)
$8,478,459
Net value change ($000)
+1,217,828 (16.8%)
New positions
157
Sold out positions
151
Turnover %
7.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/12/2020 Next filing: 11/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
MSFT 71,299 25.9%
AAPL 65,153 22.3%
INTC 49,430 86.0%
WMT 46,748 223.1%
KR 44,336 5149.4%
COST 44,323 282.6%
AMZN 44,306 29.9%
COR 41,086 246.5%
MNST 39,374 207.3%
ICE 35,567 244.0%
Top Reduces (Value $000, Stocks/ETFs)
ZTS -40,344 -100.0%
TJX -37,961 -100.0%
RAYTHEON CO/ -32,840 -100.0%
ZBRA -32,544 -95.7%
NTRS -27,426 -61.4%
T -27,145 -53.1%
EHC -26,582 -95.5%
TROW -25,334 -55.4%
PSX -19,051 -79.2%
FIS -18,998 -46.0%
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