VIRGINIA RETIREMENT SYSTEMS ET AL

Q2 2021 13F-HR Holdings

Location
Richmond, VA
Holdings as of
6/30/2021
Date filed
8/13/2021
Form type
13F-HR
Num holdings
1,011
Total value ($000)
$10,160,879
Net value change ($000)
-68,668 (-0.7%)
New positions
94
Sold out positions
180
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/30/2021 Next filing: 10/21/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
NTRS 37,961 169.0%
MSFT 34,952 8.4%
ALL 33,346 275.6%
AEE 29,399 221.0%
CBRE 28,367 126.5%
NVDA 27,906 39.2%
EXC 27,151 237.2%
INTU 26,810 39.3%
ORLY 26,045 1069.6%
BX 24,782 52.3%
Top Reduces (Value $000, Stocks/ETFs)
LLY -54,453 -83.8%
NEE -45,632 -57.8%
BABA -41,492 -100.0%
ZD -39,142 -93.9%
ETR -33,881 -90.2%
CVX -33,768 -38.5%
PG -31,340 -48.5%
ARE -29,372 -70.6%
FFIV -29,207 -100.0%
TMUS -26,311 -100.0%
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