VIRGINIA RETIREMENT SYSTEMS ET AL Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 940
New Positions 126
Increased Positions 514
Decreased Positions 353
Positions with Activity 867
Sold Out Positions 80
Total Mkt Value (in $ millions) 5,087

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

Sector Weighting

Basic Materials 3.14%
Capital Goods 4.13%
Conglomerates 0.03%
Consumer Cyclical 4.45%
Consumer/Non-Cyclical 8.66%
Energy 9.83%
Financial 18.62%
Healthcare 10.38%
Services 17.73%
Technology 17.13%
Transportation 2.19%
Utilities 3.61%

940 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HOME DEPOT INC COM 26,527 -7,565 (22.19) 344,100
CIGNA CORPORATION COM 24,583 -6,873 (21.85) 324,994
PHILIP MORRIS INTL INC COM 24,260 -2,599 (9.68) 291,765
BANK N S HALIFAX COM 23,893 -214 (0.89) 402,100
ALLIANCE DATA SYSTEMS CORP COM 23,751 -4,229 (15.11) 96,919
HERSHEY CO COM 23,609 -7,398 (23.86) 234,662
BIOGEN IDEC INC COM 23,307 -14,259 (37.96) 80,220
COCA COLA CO COM 23,214 2,851 14 570,094
KELLOGG CO COM 23,128 -5,703 (19.78) 348,624
CDN IMPERIAL BK OF COMMERCE COM 23,113 -306 (1.31) 264,000
EVEREST RE GROUP LTD COM 23,004 -10,085 (30.48) 145,218
HORMEL FOODS CORP COM 22,745 1,058 4.88 476,039
SCRIPPS NETWORKS INTERACT INC CL A COM 22,627 -5,241 (18.81) 304,163
ACCENTURE PLC IRELAND SHS CLASS A 22,573 12,703 128.71 286,093
MERCK & CO INC NEW COM 22,558 -7,044 (23.8) 399,476
COLGATE PALMOLIVE CO COM 22,404 13,471 150.80 334,687
UNION PAC CORP COM 22,257 261 1.19 117,394
DISNEY WALT CO COM DISNEY 22,225 6,151 38.27 277,852
AMGEN INC COM 22,168 267 1.22 192,000
TRAVELERS COMPANIES INC COM 22,126 -8,130 (26.87) 255,266