VIRGINIA RETIREMENT SYSTEMS ET AL

Q3 2021 13F-HR Holdings

Location
Richmond, VA
Holdings as of
9/30/2021
Date filed
10/21/2021
Form type
13F-HR
Num holdings
979
Total value ($000)
$9,771,640
Net value change ($000)
-389,239 (-3.8%)
New positions
122
Sold out positions
154
Turnover %
4.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2021 Next filing: 2/3/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
QCOM 37,968 345.0%
ODFL 37,624 410.7%
GS 33,856 146.5%
V 33,438 77.3%
TMUS 28,337 NEW
POOL 23,545 260.6%
MRK 20,854 40.8%
UNH 19,325 29.6%
MRSH 18,967 175.6%
EPAM 18,859 585.9%
Top Reduces (Value $000, Stocks/ETFs)
PYPL -61,023 -72.9%
SPGI -56,015 -62.1%
ELV -47,376 -55.6%
AMZN -39,405 -15.9%
C -32,816 -44.3%
CVX -28,464 -52.9%
INTC -27,051 -56.7%
MMM -22,922 -100.0%
MS -21,923 -87.4%
NFLX -21,696 -55.0%
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