VIRGINIA RETIREMENT SYSTEMS ET AL Information

1200 EAST MAIN STREET, RICHMOND, Virginia, 23219, (804) 344-3149

Report Date: 06/30/2014

Position Statistics

Total Positions 1,045
New Positions 95
Increased Positions 478
Decreased Positions 526
Positions with Activity 1,004
Sold Out Positions 92
Total Mkt Value (in $ millions) 5,826

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 3.1%
Capital Goods 3.92%
Conglomerates 0.03%
Consumer Cyclical 3.88%
Consumer/Non-Cyclical 8.41%
Energy 9.43%
Financial 17.66%
Healthcare 10.17%
Services 20.71%
Technology 16.96%
Transportation 2.04%
Utilities 3.53%

1,045 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AVALONBAY CMNTYS INC COM 10,528 6,173 141.76 73,059
HOST HOTELS & RESORTS INC COM 10,525 7,414 238.33 487,050
EMERSON ELEC CO COM 10,515 4 .03 163,531
PARKER HANNIFIN CORP COM 10,321 2 .02 88,140
DEVON ENERGY CORP NEW COM 10,252 5 .05 145,890
METLIFE INC COM 10,245 8 .08 186,069
WEYERHAEUSER CO COM 10,120 3 .03 307,317
ILLINOIS TOOL WKS INC COM 9,804 -28 (0.29) 111,028
AMERICAN RLTY CAP PPTYS INC COM 9,513 -623 (6.15) 765,303
MURPHY OIL CORP COM 9,331 -3 (0.03) 161,048
PPG INDS INC COM 9,152 -7,261 (44.24) 45,824
REALTY INCOME CORP COM 9,103 -476 (4.97) 214,736
TRW AUTOMOTIVE HLDGS CORP COM 9,071 -1 (0.01) 88,030
MORGAN STANLEY COM NEW 9,014 7,969 762.64 256,007
UNITED PARCEL SERVICE INC CL B 8,864 -2,608 (22.73) 90,804
O REILLY AUTOMOTIVE INC NEW COM 8,843 -247 (2.72) 57,468
XL GROUP PLC SHS 8,825 -4 (0.04) 263,128
ROGERS COMMUNICATIONS INC CL B 8,663 -9,246 (51.63) 214,000
GRAINGER W W INC COM 8,660 16 .19 34,862
NETFLIX INC COM 8,632 -331 (3.69) 18,858