VIRGINIA RETIREMENT SYSTEMS ET AL

Q1 2022 13F-HR Holdings

Location
Richmond, VA
Holdings as of
3/31/2022
Date filed
4/21/2022
Form type
13F-HR
Num holdings
1,108
Total value ($000)
$10,682,325
Net value change ($000)
-3,973,153 (-27.1%)
New positions
173
Sold out positions
162
Turnover %
8.6%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 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)
PSA 52,405 82.0%
CDW 40,250 NEW
COST 27,544 25.1%
PFE 23,355 32.4%
COP 22,660 NEW
AVGO 21,684 51.9%
LOW 21,057 77.0%
TSN 20,570 48.9%
CDNS 20,003 305.8%
TSLA 19,969 17.1%
Top Reduces (Value $000, Stocks/ETFs)
WOLF -1,194,891 -99.9%
ONL -863,872 -99.9%
KD -552,133 -99.9%
2seventy bio, Inc. -337,196 -99.9%
Loyalty Ventures Inc. -321,118 -100.0%
ZWS -279,699 -99.8%
DOUG -237,324 -99.9%
TROW -56,627 -76.4%
META -51,181 -33.9%
INTU -48,576 -55.9%
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