VIRGINIA RETIREMENT SYSTEMS ET AL

Add to watchlist

$7.18 Billion is the total value of VIRGINIA RETIREMENT SYSTEMS ET AL's 970 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 24.3% .

All

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$198,944,000	+1.7%	1,717,700	-0.7%	2.77%	-1.9%
XOM	Sell	EXXON MOBIL CORP	$141,808,000	+2.9%	1,571,104	-0.5%	1.98%	-0.7%
GE	Sell	GENERAL ELECTRIC CO	$72,983,000	+2.4%	2,309,600	-4.0%	1.02%	-1.3%
T	Sell	AT&T INC	$70,987,000	-13.1%	1,669,103	-17.0%	0.99%	-16.2%
WFC	Sell	WELLS FARGO & CO NEW	$64,058,000	+17.2%	1,162,359	-5.9%	0.89%	+13.0%
AMZN	Sell	AMAZON COM INC	$61,639,000	-31.5%	82,200	-23.5%	0.86%	-33.9%
SPG	Sell	SIMON PPTY GROUP INC NEW	$53,297,000	-19.9%	299,977	-6.7%	0.74%	-22.8%
C	Sell	CITIGROUP INC	$53,089,000	+25.8%	893,310	-0.0%	0.74%	+21.3%
TXN	Sell	TEXAS INSTRS INC	$39,353,000	-6.5%	539,300	-10.1%	0.55%	-9.9%
DIS	Sell	DISNEY WALT CO	$38,008,000	-15.7%	364,689	-24.9%	0.53%	-18.6%
AMGN	Sell	AMGEN INC	$37,156,000	-16.0%	254,128	-4.2%	0.52%	-18.9%
PRU	Sell	PRUDENTIAL FINL INC	$35,016,000	+22.5%	336,500	-3.9%	0.49%	+18.2%
BMO	Sell	BANK MONTREAL QUE	$34,774,000	-8.3%	482,900	-16.7%	0.48%	-11.5%
CSCO	Sell	CISCO SYS INC	$34,366,000	-15.4%	1,137,200	-11.2%	0.48%	-18.4%
BNS	Sell	BANK N S HALIFAX	$34,240,000	+4.5%	614,200	-0.8%	0.48%	+0.8%
LLY	Sell	LILLY ELI & CO	$33,533,000	-29.3%	455,920	-22.8%	0.47%	-31.8%
GILD	Sell	GILEAD SCIENCES INC	$33,098,000	-27.5%	462,200	-19.9%	0.46%	-30.0%
PFE	Sell	PFIZER INC	$32,438,000	-26.6%	998,696	-23.5%	0.45%	-29.3%
PSA	Sell	PUBLIC STORAGE	$26,542,000	-9.0%	118,754	-9.2%	0.37%	-12.1%
AVGO	Sell	BROADCOM LTD	$26,480,000	-15.1%	149,800	-17.1%	0.37%	-18.0%
PM	Sell	PHILIP MORRIS INTL INC	$26,084,000	-15.8%	285,100	-10.5%	0.36%	-18.8%
SNA	Sell	SNAP ON INC	$25,862,000	-23.3%	151,000	-32.0%	0.36%	-26.1%
HSIC	Sell	SCHEIN HENRY INC	$23,272,000	-23.1%	153,400	-17.4%	0.32%	-25.9%
WELL	Sell	WELLTOWER INC	$22,879,000	-37.0%	341,833	-29.7%	0.32%	-39.2%
AVB	Sell	AVALONBAY CMNTYS INC	$22,218,000	-45.8%	125,421	-45.5%	0.31%	-47.6%
TJX	Sell	TJX COS INC NEW	$21,735,000	-32.8%	289,300	-33.1%	0.30%	-35.1%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$21,283,000	-6.1%	330,687	-6.1%	0.30%	-9.2%
STOR	Sell	STORE CAP CORP	$20,643,000	-17.8%	835,400	-2.0%	0.29%	-20.7%
LNC	Sell	LINCOLN NATL CORP IND	$20,338,000	+14.4%	306,900	-18.9%	0.28%	+10.1%
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$19,182,000	-8.2%	68,900	-7.6%	0.27%	-11.6%
CI	Sell	CIGNA CORPORATION	$18,915,000	-11.6%	141,800	-13.6%	0.26%	-14.6%
FFIV	Sell	F5 NETWORKS INC	$18,640,000	+7.5%	128,800	-7.4%	0.26%	+4.0%
AON	Sell	AON PLC	$17,276,000	-12.8%	154,900	-12.0%	0.24%	-15.7%
SNI	Sell	SCRIPPS NETWORKS INTERACT IN	$17,329,000	+10.5%	242,800	-1.7%	0.24%	+6.2%
RNR	Sell	RENAISSANCERE HOLDINGS LTD	$16,973,000	+11.4%	124,600	-1.7%	0.24%	+7.7%
TSN	Sell	TYSON FOODS INCcl a	$16,857,000	-17.6%	273,300	-0.3%	0.24%	-20.6%
PLD	Sell	PROLOGIS INC	$16,230,000	-11.7%	307,449	-10.4%	0.23%	-14.7%
CHKP	Sell	CHECK POINT SOFTWARE TECH LTord	$16,140,000	+4.3%	191,100	-4.2%	0.22%	+0.4%
GD	Sell	GENERAL DYNAMICS CORP	$16,178,000	-22.0%	93,700	-29.9%	0.22%	-25.0%
MET	Sell	METLIFE INC	$15,984,000	+10.5%	296,600	-8.9%	0.22%	+6.7%
BMY	Sell	BRISTOL MYERS SQUIBB CO	$14,645,000	-30.4%	250,600	-35.8%	0.20%	-32.9%
CHRW	Sell	C H ROBINSON WORLDWIDE INC	$14,513,000	-2.7%	198,100	-6.5%	0.20%	-6.5%
BXP	Sell	BOSTON PROPERTIES INC	$14,076,000	-32.7%	111,908	-27.1%	0.20%	-35.1%
IFF	Sell	INTERNATIONAL FLAVORS&FRAGRA	$14,010,000	-19.4%	118,900	-2.2%	0.20%	-22.3%
AGN	Sell	ALLERGAN PLC	$13,948,000	-46.6%	66,414	-41.5%	0.19%	-48.7%
EW	Sell	EDWARDS LIFESCIENCES CORP	$13,952,000	-38.4%	148,900	-20.8%	0.19%	-40.7%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$13,940,000	+2.7%	121,600	-2.0%	0.19%	-1.0%
ORCL	Sell	ORACLE CORP	$13,857,000	-8.8%	360,400	-6.8%	0.19%	-12.3%
NUE	Sell	NUCOR CORP	$13,755,000	-21.8%	231,100	-35.0%	0.19%	-24.4%
TDY	Sell	TELEDYNE TECHNOLOGIES INC	$13,210,000	+11.4%	107,400	-2.3%	0.18%	+7.6%
HAS	Sell	HASBRO INC	$12,929,000	-3.1%	166,200	-1.2%	0.18%	-6.7%
DLR	Sell	DIGITAL RLTY TR INC	$12,156,000	-30.4%	123,717	-31.2%	0.17%	-32.9%
HES	Sell	HESS CORP	$11,941,000	+15.8%	191,700	-0.4%	0.17%	+11.4%
MGA	Sell	MAGNA INTL INC	$11,835,000	-25.1%	272,240	-26.2%	0.16%	-27.6%
RAI	Sell	REYNOLDS AMERICAN INC	$11,314,000	-52.9%	201,898	-60.4%	0.16%	-54.5%
THO	Sell	THOR INDS INC	$10,565,000	+15.2%	105,600	-2.5%	0.15%	+10.5%
TSO	Sell	TESORO CORP	$10,564,000	+8.3%	120,800	-1.5%	0.15%	+4.3%
RY	Sell	ROYAL BK CDA MONTREAL QUE	$10,462,000	-62.9%	154,400	-66.2%	0.15%	-64.2%
MDT	Sell	MEDTRONIC PLC	$10,392,000	-18.8%	145,900	-1.6%	0.14%	-21.6%
CFG	Sell	CITIZENS FINL GROUP INC	$10,347,000	+34.7%	290,400	-6.6%	0.14%	+29.7%
MUR	Sell	MURPHY OIL CORP	$9,523,000	-4.5%	305,900	-6.8%	0.13%	-7.6%
KEY	Sell	KEYCORP NEW	$9,469,000	+46.3%	518,297	-2.5%	0.13%	+41.9%
ABBV	Sell	ABBVIE INC	$9,462,000	-4.4%	151,100	-3.8%	0.13%	-7.7%
MRO	Sell	MARATHON OIL CORP	$9,185,000	+8.3%	530,643	-1.1%	0.13%	+4.1%
CCL	Sell	CARNIVAL CORPunit 99/99/999	$9,199,000	+0.2%	176,700	-6.0%	0.13%	-3.8%
TMUS	Sell	T MOBILE US INC	$8,908,000	-47.8%	154,900	-57.6%	0.12%	-49.6%
ATVI	Sell	ACTIVISION BLIZZARD INC	$8,378,000	-61.9%	232,000	-53.2%	0.12%	-63.2%
LLTC	Sell	LINEAR TECHNOLOGY CORP	$8,293,000	-34.7%	133,000	-37.9%	0.12%	-37.0%
JLL	Sell	JONES LANG LASALLE INC	$8,235,000	-36.7%	81,500	-28.7%	0.12%	-38.8%
TXRH	Sell	TEXAS ROADHOUSE INC	$7,434,000	+8.5%	154,100	-12.2%	0.10%	+5.1%
DISCA	Sell	DISCOVERY COMMUNICATNS NEW	$7,247,000	-9.2%	264,400	-10.8%	0.10%	-12.2%
HPP	Sell	HUDSON PAC PPTYS INC	$7,206,000	-0.0%	207,200	-5.5%	0.10%	-3.8%
BK	Sell	BANK NEW YORK MELLON CORP	$6,974,000	-2.4%	147,200	-17.8%	0.10%	-5.8%
CDK	Sell	CDK GLOBAL INC	$6,858,000	-9.2%	114,900	-12.7%	0.10%	-11.9%
KMB	Sell	KIMBERLY CLARK CORP	$6,904,000	-70.3%	60,500	-67.2%	0.10%	-71.4%
ELS	Sell	EQUITY LIFESTYLE PPTYS INC	$6,922,000	-8.5%	96,000	-2.1%	0.10%	-11.9%
SHW	Sell	SHERWIN WILLIAMS CO	$6,826,000	-35.9%	25,400	-34.0%	0.10%	-38.3%
ABC	Sell	AMERISOURCEBERGEN CORP	$6,748,000	-58.6%	86,300	-57.3%	0.09%	-60.2%
VOYA	Sell	VOYA FINL INC	$6,722,000	+13.2%	171,400	-16.8%	0.09%	+9.3%
TSS	Sell	TOTAL SYS SVCS INC	$6,477,000	-55.2%	132,100	-56.9%	0.09%	-56.9%
EPR	Sell	EPR PPTYS	$6,280,000	-10.4%	87,500	-1.7%	0.09%	-12.9%
NWL	Sell	NEWELL BRANDS INC	$6,170,000	-60.8%	138,181	-53.7%	0.09%	-62.1%
NNN	Sell	NATIONAL RETAIL PPTYS INC	$6,178,000	-44.7%	139,781	-36.3%	0.09%	-46.6%
HP	Sell	HELMERICH & PAYNE INC	$6,184,000	+5.1%	79,900	-8.6%	0.09%	+1.2%
GIB	Sell	GROUPE CGI INCcl a sub vtg	$6,107,000	-18.8%	127,100	-19.7%	0.08%	-22.0%
APD	Sell	AIR PRODS & CHEMS INC	$6,055,000	-59.0%	42,100	-57.2%	0.08%	-60.6%
VMW	Sell	VMWARE INC	$6,015,000	-42.9%	76,400	-46.8%	0.08%	-44.7%
PPG	Sell	PPG INDS INC	$5,989,000	-33.0%	63,200	-26.9%	0.08%	-35.7%
SJR	Sell	SHAW COMMUNICATIONS INCcl b conv	$5,942,000	-26.3%	295,800	-25.0%	0.08%	-28.4%
MKC	Sell	MCCORMICK & CO INC	$5,908,000	-30.7%	63,300	-25.8%	0.08%	-33.3%
ACC	Sell	AMERICAN CAMPUS CMNTYS INC	$5,898,000	-26.5%	118,500	-24.9%	0.08%	-29.3%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIOcl a	$5,726,000	-68.4%	102,200	-73.1%	0.08%	-69.5%
UNM	Sell	UNUM GROUP	$5,645,000	-7.7%	128,500	-25.8%	0.08%	-10.2%
UTX	Sell	UNITED TECHNOLOGIES CORP	$5,470,000	+3.9%	49,900	-3.7%	0.08%	0.0%
HON	Sell	HONEYWELL INTL INC	$5,294,000	-79.7%	45,700	-79.5%	0.07%	-80.3%
WU	Sell	WESTERN UN CO	$5,276,000	-31.8%	242,900	-34.6%	0.07%	-33.9%
EV	Sell	EATON VANCE CORP	$5,042,000	-38.7%	120,400	-42.9%	0.07%	-41.2%
EXR	Sell	EXTRA SPACE STORAGE INC	$5,051,000	-13.3%	65,400	-10.9%	0.07%	-16.7%
LUV	Sell	SOUTHWEST AIRLS CO	$4,844,000	-53.4%	97,200	-63.6%	0.07%	-54.7%
BBBY	Sell	BED BATH & BEYOND INC	$4,564,000	-23.9%	112,300	-19.3%	0.06%	-26.4%
DISH	Sell	DISH NETWORK CORPcl a	$4,588,000	-51.6%	79,200	-54.2%	0.06%	-53.3%
SE	Sell	SPECTRA ENERGY CORP	$4,508,000	-6.8%	109,700	-3.1%	0.06%	-10.0%
CLX	Sell	CLOROX CO DEL	$4,513,000	-9.4%	37,600	-5.5%	0.06%	-12.5%
SLG	Sell	SL GREEN RLTY CORP	$4,335,000	-42.5%	40,304	-42.2%	0.06%	-45.0%
DISCK	Sell	DISCOVERY COMMUNICATNS NEW	$4,199,000	-3.4%	156,800	-5.1%	0.06%	-6.3%
DFT	Sell	DUPONT FABROS TECHNOLOGY INC	$4,192,000	-1.0%	95,418	-7.0%	0.06%	-4.9%
S	Sell	SPRINT CORP	$3,956,000	-65.6%	469,800	-72.9%	0.06%	-66.9%
BEAV	Sell	B/E AEROSPACE INC	$3,882,000	-85.3%	64,500	-87.4%	0.05%	-85.8%
AGCO	Sell	AGCO CORP	$3,628,000	+2.2%	62,700	-12.9%	0.05%	0.0%
CPB	Sell	CAMPBELL SOUP CO	$3,078,000	-74.3%	50,900	-76.8%	0.04%	-75.1%
FRC	Sell	FIRST REP BK SAN FRANCISCO C	$3,022,000	+14.9%	32,800	-3.8%	0.04%	+10.5%
GLPI	Sell	GAMING & LEISURE PPTYS INC	$2,949,000	-33.0%	96,300	-26.8%	0.04%	-35.9%
AMTD	Sell	TD AMERITRADE HLDG CORP	$2,847,000	-39.3%	65,300	-51.0%	0.04%	-41.2%
GWW	Sell	GRAINGER W W INC	$2,857,000	-50.6%	12,300	-52.1%	0.04%	-51.8%
INN	Sell	SUMMIT HOTEL PPTYS	$2,778,000	+8.8%	173,300	-10.7%	0.04%	+5.4%
SWK	Sell	STANLEY BLACK & DECKER INC	$2,798,000	-27.8%	24,400	-22.5%	0.04%	-30.4%
HPT	Sell	HOSPITALITY PPTYS TR	$2,730,000	-35.5%	86,000	-39.6%	0.04%	-37.7%
CCP	Sell	CARE CAP PPTYS INC	$2,687,000	-29.8%	107,475	-20.0%	0.04%	-32.7%
EGP	Sell	EASTGROUP PPTY INC	$2,525,000	-53.9%	34,200	-54.1%	0.04%	-55.7%
AXS	Sell	AXIS CAPITAL HOLDINGS LTD	$2,448,000	+19.2%	37,500	-0.8%	0.03%	+13.3%
NTES	Sell	NETEASE INCsponsored adr	$2,347,000	-11.4%	10,900	-0.9%	0.03%	-13.2%
STLD	Sell	STEEL DYNAMICS INC	$2,277,000	+15.3%	64,000	-19.0%	0.03%	+10.3%
AFL	Sell	AFLAC INC	$2,192,000	-27.7%	31,500	-25.4%	0.03%	-29.5%
ZBRA	Sell	ZEBRA TECHNOLOGIES CORPcl a	$2,127,000	+14.4%	24,800	-7.1%	0.03%	+11.1%
CLI	Sell	MACK CALI RLTY CORP	$2,063,000	-19.3%	71,100	-24.3%	0.03%	-21.6%
SNH	Sell	SENIOR HSG PPTYS TRsh ben int	$1,993,000	-57.6%	105,300	-49.1%	0.03%	-58.8%
ANET	Sell	ARISTA NETWORKS INC	$2,013,000	+8.1%	20,800	-5.0%	0.03%	+3.7%
AZPN	Sell	ASPEN TECHNOLOGY INC	$2,034,000	+13.2%	37,200	-3.1%	0.03%	+7.7%
AIZ	Sell	ASSURANT INC	$1,941,000	-78.3%	20,900	-78.4%	0.03%	-79.1%
EME	Sell	EMCOR GROUP INC	$1,946,000	+16.6%	27,500	-1.8%	0.03%	+12.5%
CSRA	Sell	CSRA INC	$1,917,000	-59.3%	60,200	-65.6%	0.03%	-60.3%
SANM	Sell	SANMINA CORPORATION	$1,928,000	+24.1%	52,600	-3.7%	0.03%	+22.7%
WST	Sell	WEST PHARMACEUTICAL SVSC INC	$1,909,000	+8.1%	22,500	-5.1%	0.03%	+3.8%
CRUS	Sell	CIRRUS LOGIC INC	$1,843,000	-0.4%	32,600	-6.3%	0.03%	-3.7%
MDLZ	Sell	MONDELEZ INTL INCcl a	$1,843,000	-4.6%	41,580	-5.5%	0.03%	-7.1%
MENT	Sell	MENTOR GRAPHICS CORP	$1,815,000	+3.4%	49,200	-25.9%	0.02%	0.0%
EVR	Sell	EVERCORE PARTNERS INCclass a	$1,786,000	+18.4%	26,000	-11.3%	0.02%	+13.6%
ONB	Sell	OLD NATL BANCORP IND	$1,785,000	+27.7%	98,355	-1.1%	0.02%	+25.0%
CBLAQ	Sell	CBL & ASSOC PPTYS INC	$1,810,000	-23.2%	157,400	-18.9%	0.02%	-26.5%
TSE	Sell	TRINSEO S A	$1,779,000	+4.2%	30,000	-0.7%	0.02%	0.0%
NKE	Sell	NIKE INCcl b	$1,804,000	-48.5%	35,500	-46.7%	0.02%	-51.0%
CR	Sell	CRANE CO	$1,781,000	+11.3%	24,700	-2.8%	0.02%	+8.7%
CAT	Sell	CATERPILLAR INC DEL	$1,734,000	-59.6%	18,700	-61.3%	0.02%	-61.3%
SWC	Sell	STILLWATER MNG CO	$1,712,000	+19.7%	106,300	-0.7%	0.02%	+14.3%
SLW	Sell	SILVER WHEATON CORP	$1,725,000	-63.4%	89,200	-48.9%	0.02%	-64.7%
FRME	Sell	FIRST MERCHANTS CORP	$1,739,000	+33.3%	46,200	-5.3%	0.02%	+26.3%
SCL	Sell	STEPAN CO	$1,630,000	+3.9%	20,000	-7.4%	0.02%	0.0%
BID	Sell	SOTHEBYS	$1,626,000	+2.6%	40,800	-2.2%	0.02%	0.0%
XEC	Sell	CIMAREX ENERGY CO	$1,644,000	-4.4%	12,100	-5.5%	0.02%	-8.0%
IOSP	Sell	INNOSPEC INC	$1,685,000	+5.8%	24,600	-6.1%	0.02%	0.0%
AEL	Sell	AMERICAN EQTY INVT LIFE HLD	$1,684,000	+10.9%	74,700	-12.8%	0.02%	+4.5%
FSP	Sell	FRANKLIN STREET PPTYS CORP	$1,655,000	-17.2%	127,700	-19.5%	0.02%	-20.7%
BRSS	Sell	GLOBAL BRASS & COPPR HLDGS I	$1,598,000	+18.2%	46,600	-0.4%	0.02%	+10.0%
MSGN	Sell	MSG NETWORK INCcl a	$1,610,000	+5.5%	74,900	-8.7%	0.02%	0.0%
SBGI	Sell	SINCLAIR BROADCAST GROUP INCcl a	$1,571,000	+14.0%	47,100	-1.3%	0.02%	+10.0%
REX	Sell	REX AMERICAN RESOURCES CORP	$1,491,000	+3.5%	15,100	-11.2%	0.02%	0.0%
RGA	Sell	REINSURANCE GROUP AMER INC	$1,460,000	-31.7%	11,600	-41.4%	0.02%	-35.5%
GEF	Sell	GREIF INCcl a	$1,442,000	-8.0%	28,100	-11.1%	0.02%	-13.0%
ECA	Sell	ENCANA CORP	$1,388,000	-14.6%	118,100	-24.2%	0.02%	-17.4%
SHO	Sell	SUNSTONE HOTEL INVS INC NEW	$1,380,000	-39.7%	90,500	-49.4%	0.02%	-42.4%
LTC	Sell	LTC PPTYS INC	$1,386,000	-40.4%	29,500	-34.0%	0.02%	-44.1%
BDC	Sell	BELDEN INC	$1,346,000	-13.7%	18,000	-20.4%	0.02%	-17.4%
CPE	Sell	CALLON PETE CO DEL	$1,343,000	-26.2%	87,400	-24.6%	0.02%	-26.9%
FPRX	Sell	FIVE PRIME THERAPEUTICS INC	$1,338,000	-8.6%	26,700	-4.3%	0.02%	-9.5%
IBP	Sell	INSTALLED BLDG PRODS INC	$1,342,000	+14.0%	32,500	-0.9%	0.02%	+11.8%
KMT	Sell	KENNAMETAL INC	$1,397,000	+7.2%	44,700	-0.4%	0.02%	0.0%
CDW	Sell	CDW CORP	$1,370,000	-86.8%	26,300	-88.4%	0.02%	-87.3%
JBHT	Sell	HUNT J B TRANS SVCS INC	$1,262,000	+14.3%	13,000	-4.4%	0.02%	+12.5%
GOV	Sell	GOVERNMENT PPTYS INCOME TR	$1,281,000	-51.9%	67,200	-43.0%	0.02%	-52.6%
CLW	Sell	CLEARWATER PAPER CORP	$1,277,000	-3.6%	19,484	-4.9%	0.02%	-5.3%
JAZZ	Sell	JAZZ PHARMACEUTICALS PLC	$1,276,000	-36.3%	11,700	-29.1%	0.02%	-37.9%
ISCA	Sell	INTERNATIONAL SPEEDWAY CORPcl a	$1,306,000	+3.7%	35,500	-5.8%	0.02%	0.0%
BRCD	Sell	BROCADE COMMUNICATIONS SYS I	$1,293,000	-26.0%	103,550	-45.3%	0.02%	-28.0%
PETS	Sell	PETMED EXPRESS INC	$1,213,000	-2.4%	52,600	-14.2%	0.02%	-5.6%
VWR	Sell	VWR CORP	$1,186,000	-23.3%	47,400	-13.0%	0.02%	-22.7%
NEE	Sell	NEXTERA ENERGY INC	$1,207,000	-26.4%	10,100	-24.6%	0.02%	-29.2%
MSCI	Sell	MSCI INC	$1,253,000	-6.7%	15,900	-0.6%	0.02%	-10.5%
MSCC	Sell	MICROSEMI CORP	$1,182,000	-41.7%	21,900	-54.7%	0.02%	-44.8%
OKE	Sell	ONEOK INC NEW	$1,125,000	-64.7%	19,600	-68.4%	0.02%	-65.2%
ZION	Sell	ZIONS BANCORPORATION	$1,128,000	+37.7%	26,200	-0.8%	0.02%	+33.3%
TECH	Sell	BIO TECHNE CORP	$1,131,000	-9.4%	11,000	-3.5%	0.02%	-11.1%
TIER	Sell	TIER REIT INC	$1,184,000	-12.7%	68,100	-22.5%	0.02%	-20.0%
SLM	Sell	SLM CORP	$1,059,000	+32.0%	96,100	-10.5%	0.02%	+25.0%
AWHHF	Sell	ALLIED WRLD ASSUR COM HLDG A	$1,074,000	+26.5%	20,000	-4.8%	0.02%	+25.0%
NFX	Sell	NEWFIELD EXPL CO	$1,053,000	-37.7%	26,000	-33.2%	0.02%	-37.5%
HOPE	Sell	HOPE BANCORP INC	$1,046,000	+19.5%	47,800	-5.2%	0.02%	+15.4%
CUZ	Sell	COUSINS PPTYS INC	$1,088,000	-26.7%	127,900	-10.0%	0.02%	-28.6%
CMD	Sell	CANTEL MEDICAL CORP	$1,087,000	-27.0%	13,800	-27.7%	0.02%	-31.8%
NCLH	Sell	NORWEGIAN CRUISE LINE HLDGS	$1,102,000	-63.4%	25,900	-67.5%	0.02%	-65.1%
FNV	Sell	FRANCO NEVADA CORP	$1,048,000	-46.1%	17,500	-37.3%	0.02%	-46.4%
COH	Sell	COACH INC	$1,103,000	-50.0%	31,500	-47.8%	0.02%	-53.1%
UFI	Sell	UNIFI INC	$1,080,000	+9.5%	33,100	-1.2%	0.02%	+7.1%
BLKB	Sell	BLACKBAUD INC	$1,056,000	-4.1%	16,500	-0.6%	0.02%	-6.2%
DST	Sell	DST SYS INC DEL	$1,039,000	-10.1%	9,700	-1.0%	0.01%	-17.6%
CDR	Sell	CEDAR REALTY TRUST INC	$1,003,000	-26.5%	153,600	-19.0%	0.01%	-30.0%
MOV	Sell	MOVADO GROUP INC	$1,015,000	+33.0%	35,300	-0.6%	0.01%	+27.3%
SKYW	Sell	SKYWEST INC	$1,035,000	+35.6%	28,400	-1.7%	0.01%	+27.3%
UBA	Sell	URSTADT BIDDLE PPTYS INCcl a	$1,015,000	-3.1%	42,100	-10.6%	0.01%	-6.7%
RAVN	Sell	RAVEN INDS INC	$907,000	-4.6%	36,000	-12.8%	0.01%	-7.1%
AEP	Sell	AMERICAN ELEC PWR INC	$932,000	-66.4%	14,800	-65.7%	0.01%	-67.5%
BKD	Sell	BROOKDALE SR LIVING INC	$959,000	-30.4%	77,200	-2.2%	0.01%	-35.0%
UHAL	Sell	AMERCO	$924,000	-16.2%	2,500	-26.5%	0.01%	-18.8%
ENTA	Sell	ENANTA PHARMACEUTICALS INC	$951,000	+1.3%	28,400	-19.5%	0.01%	-7.1%
CCK	Sell	CROWN HOLDINGS INC	$915,000	-8.4%	17,400	-0.6%	0.01%	-7.1%
JCOM	Sell	J2 GLOBAL INC	$924,000	+19.5%	11,300	-2.6%	0.01%	+18.2%
CPK	Sell	CHESAPEAKE UTILS CORP	$890,000	+8.8%	13,300	-0.7%	0.01%	0.0%
KAMN	Sell	KAMAN CORP	$866,000	+9.5%	17,700	-1.7%	0.01%	+9.1%
HLS	Sell	HEALTHSOUTH CORP	$874,000	-26.7%	21,200	-27.9%	0.01%	-29.4%
THRM	Sell	GENTHERM INC	$887,000	-6.5%	26,200	-13.2%	0.01%	-14.3%
AMCX	Sell	AMC NETWORKS INCcl a	$864,000	-31.7%	16,500	-32.4%	0.01%	-33.3%
GBCI	Sell	GLACIER BANCORP INC NEW	$859,000	+21.5%	23,700	-4.4%	0.01%	+20.0%
EDU	Sell	NEW ORIENTAL ED & TECH GRP Ispon adr	$855,000	-42.7%	20,300	-37.0%	0.01%	-45.5%
RNST	Sell	RENASANT CORP	$849,000	+15.4%	20,100	-8.2%	0.01%	+9.1%
BUFF	Sell	BLUE BUFFALO PET PRODS INC	$808,000	-11.2%	33,600	-12.3%	0.01%	-15.4%
LOW	Sell	LOWES COS INC	$754,000	-93.3%	10,600	-93.2%	0.01%	-93.2%
ENH	Sell	ENDURANCE SPECIALTY HLDGS LT	$760,000	-91.4%	8,221	-93.9%	0.01%	-91.3%
NBR	Sell	NABORS INDUSTRIES LTD	$764,000	-22.0%	46,600	-42.1%	0.01%	-21.4%
SRC	Sell	SPIRIT RLTY CAP INC NEW	$755,000	-77.3%	69,530	-72.2%	0.01%	-77.1%
MC	Sell	MOELIS & COcl a	$766,000	-20.9%	22,600	-37.2%	0.01%	-21.4%
TMST	Sell	TIMKENSTEEL CORP	$791,000	+32.7%	51,100	-10.4%	0.01%	+22.2%
EGOV	Sell	NIC INC	$770,000	-2.2%	32,200	-3.9%	0.01%	0.0%
ALG	Sell	ALAMO GROUP INC	$814,000	-5.7%	10,700	-18.3%	0.01%	-8.3%
AEM	Sell	AGNICO EAGLE MINES LTD	$703,000	-36.5%	16,700	-18.5%	0.01%	-37.5%
RTRX	Sell	RETROPHIN INC	$714,000	-19.4%	37,700	-4.8%	0.01%	-23.1%
WNR	Sell	WESTERN REFNG INC	$700,000	+16.1%	18,500	-18.9%	0.01%	+11.1%
WD	Sell	WALKER & DUNLOP INC	$749,000	-30.4%	24,000	-43.7%	0.01%	-37.5%
NRF	Sell	NORTHSTAR RLTY FIN CORP	$685,000	-18.3%	45,200	-28.9%	0.01%	-16.7%
PRGS	Sell	PROGRESS SOFTWARE CORP	$725,000	-2.0%	22,700	-16.5%	0.01%	-9.1%
SJW	Sell	SJW GROUP	$705,000	+25.2%	12,600	-2.3%	0.01%	+25.0%
GVA	Sell	GRANITE CONSTR INC	$704,000	-9.9%	12,800	-18.5%	0.01%	-9.1%
IPHI	Sell	INPHI CORP	$718,000	-16.2%	16,100	-18.3%	0.01%	-16.7%
KEYS	Sell	KEYSIGHT TECHNOLOGIES INC	$750,000	+9.0%	20,500	-5.5%	0.01%	0.0%
CBM	Sell	CAMBREX CORP	$658,000	+5.8%	12,200	-12.9%	0.01%	0.0%
EE	Sell	EL PASO ELEC CO	$623,000	-33.1%	13,400	-32.7%	0.01%	-30.8%
FCF	Sell	FIRST COMWLTH FINL CORP PA	$645,000	+40.2%	45,500	-0.2%	0.01%	+28.6%
INTL	Sell	INTL FCSTONE INC	$669,000	-1.6%	16,900	-3.4%	0.01%	-10.0%
MEI	Sell	METHODE ELECTRS INC	$612,000	-14.6%	14,800	-27.8%	0.01%	-10.0%
OASPQ	Sell	OASIS PETE INC NEW	$666,000	-21.0%	44,000	-40.1%	0.01%	-25.0%
PZZA	Sell	PAPA JOHNS INTL INC	$625,000	-43.8%	7,300	-48.2%	0.01%	-43.8%
PBH	Sell	PRESTIGE BRANDS HLDGS INC	$662,000	-8.6%	12,700	-15.3%	0.01%	-10.0%
WDC	Sell	WESTERN DIGITAL CORP	$618,000	-93.0%	9,100	-94.0%	0.01%	-93.0%
AMAG	Sell	AMAG PHARMACEUTICALS INC	$578,000	+10.7%	16,600	-22.1%	0.01%	0.0%
CPSI	Sell	COMPUTER PROGRAMS & SYS INC	$555,000	-25.5%	23,500	-17.8%	0.01%	-27.3%
PDCE	Sell	PDC ENERGY INC	$559,000	-7.5%	7,700	-14.4%	0.01%	-11.1%
EXLS	Sell	EXLSERVICE HOLDINGS INC	$575,000	-0.5%	11,400	-1.7%	0.01%	0.0%
HEI	Sell	HEICO CORP NEW	$602,000	-52.0%	7,800	-56.9%	0.01%	-55.6%
SEE	Sell	SEALED AIR CORP NEW	$544,000	-14.6%	12,000	-13.7%	0.01%	-11.1%
BPOP	Sell	POPULAR INC	$583,000	+13.9%	13,300	-0.7%	0.01%	+14.3%
ALRM	Sell	ALARM COM HLDGS INC	$609,000	-11.4%	21,900	-8.0%	0.01%	-20.0%
ROL	Sell	ROLLINS INC	$544,000	-0.7%	16,100	-13.9%	0.01%	0.0%
SBY	Sell	SILVER BAY RLTY TR CORP	$562,000	-67.0%	32,800	-66.3%	0.01%	-68.0%
CRI	Sell	CARTER INC	$492,000	-46.5%	5,700	-46.2%	0.01%	-46.2%
OMF	Sell	ONEMAIN HLDGS INC	$467,000	-28.8%	21,099	-0.5%	0.01%	-22.2%
MNR	Sell	MONMOUTH REAL ESTATE INVT COcl a	$468,000	-2.1%	30,700	-8.4%	0.01%	0.0%
INT	Sell	WORLD FUEL SVCS CORP	$523,000	-1.7%	11,400	-0.9%	0.01%	-12.5%
MSM	Sell	MSC INDL DIRECT INCcl a	$536,000	-53.8%	5,800	-63.3%	0.01%	-58.8%
GWB	Sell	GREAT WESTN BANCORP INC	$475,000	-44.3%	10,900	-57.4%	0.01%	-41.7%
SAIC	Sell	SCIENCE APPLICATNS INTL CP N	$517,000	+0.8%	6,100	-17.6%	0.01%	0.0%
HR	Sell	HEALTHCARE RLTY TR	$461,000	-84.0%	15,200	-82.0%	0.01%	-85.7%
HA	Sell	HAWAIIAN HOLDINGS INC	$456,000	-9.0%	8,000	-22.3%	0.01%	-14.3%
RRGB	Sell	RED ROBIN GOURMET BURGERS IN	$451,000	+9.2%	8,000	-13.0%	0.01%	0.0%
CATO	Sell	CATO CORP NEWcl a	$430,000	-9.3%	14,300	-0.7%	0.01%	-14.3%
RXN	Sell	REXNORD CORP NEW	$404,000	-12.2%	20,600	-4.2%	0.01%	-14.3%
TYL	Sell	TYLER TECHNOLOGIES INC	$400,000	-63.5%	2,800	-56.2%	0.01%	-62.5%
FTDCQ	Sell	FTD COS INC	$412,000	-33.0%	17,300	-42.1%	0.01%	-33.3%
CNO	Sell	CNO FINL GROUP INC	$439,000	+22.3%	22,900	-2.6%	0.01%	+20.0%
LABL	Sell	MULTI COLOR CORP	$411,000	+15.4%	5,300	-1.9%	0.01%	+20.0%
FUL	Sell	FULLER H B CO	$430,000	+0.5%	8,900	-3.3%	0.01%	0.0%
IPGP	Sell	IPG PHOTONICS CORP	$464,000	-69.5%	4,700	-74.6%	0.01%	-72.7%
MTOR	Sell	MERITOR INC	$397,000	-8.9%	32,000	-18.4%	0.01%	0.0%
JD	Sell	JD COM INCspon adr cl a	$445,000	-15.1%	17,500	-12.9%	0.01%	-25.0%
GME	Sell	GAMESTOP CORP NEWcl a	$336,000	-9.2%	13,300	-0.7%	0.01%	0.0%
OKSB	Sell	SOUTHWEST BANCORP INC OKLA	$357,000	+39.5%	12,300	-8.9%	0.01%	+25.0%
SWX	Sell	SOUTHWEST GAS CORP	$337,000	-5.3%	4,400	-13.7%	0.01%	0.0%
CVLT	Sell	COMMVAULT SYSTEMS INC	$360,000	-14.3%	7,000	-11.4%	0.01%	-16.7%
FSTR	Sell	FOSTER L B CO	$348,000	+10.1%	25,600	-2.7%	0.01%	0.0%
SMCI	Sell	SUPER MICRO COMPUTER INC	$393,000	+14.2%	14,000	-4.8%	0.01%	0.0%
KBAL	Sell	KIMBALL INTL INCcl b	$383,000	+16.4%	21,800	-14.2%	0.01%	0.0%
XNCR	Sell	XENCOR INC	$340,000	-3.7%	12,900	-10.4%	0.01%	0.0%
PVTB	Sell	PRIVATEBANCORP INC	$374,000	-1.8%	6,900	-16.9%	0.01%	-16.7%
DRQ	Sell	DRIL-QUIP INC	$378,000	-42.0%	6,300	-46.2%	0.01%	-44.4%
RDC	Sell	ROWAN COMPANIES PLC	$359,000	-69.2%	19,000	-75.3%	0.01%	-70.6%
IMKTA	Sell	INGLES MKTS INCcl a	$337,000	-17.2%	7,000	-32.0%	0.01%	-16.7%
GPORQ	Sell	GULFPORT ENERGY CORP	$374,000	-39.3%	17,300	-20.6%	0.01%	-44.4%
OIS	Sell	OIL STS INTL INC	$304,000	+22.1%	7,800	-1.3%	0.00%	0.0%
BECN	Sell	BEACON ROOFING SUPPLY INC	$258,000	-5.5%	5,600	-13.8%	0.00%	0.0%
HZNP	Sell	HORIZON PHARMA PLC	$298,000	-11.6%	18,400	-1.1%	0.00%	-20.0%
NTCT	Sell	NETSCOUT SYS INC	$309,000	-3.1%	9,800	-10.1%	0.00%	-20.0%
MXL	Sell	MAXLINEAR INCcl a	$305,000	-59.1%	14,000	-62.0%	0.00%	-63.6%
VAC	Sell	MARRIOTT VACATIONS WRLDWDE C	$255,000	+12.3%	3,000	-3.2%	0.00%	+33.3%
LPX	Sell	LOUISIANA PAC CORP	$265,000	-3.6%	14,000	-4.1%	0.00%	0.0%
STBA	Sell	S & T BANCORP INC	$305,000	+19.6%	7,800	-11.4%	0.00%	0.0%
KEM	Sell	KEMET CORP	$317,000	+82.2%	47,800	-1.6%	0.00%	+33.3%
KSU	Sell	KANSAS CITY SOUTHERN	$255,000	-82.4%	3,000	-80.6%	0.00%	-81.0%
SCSC	Sell	SCANSOURCE INC	$270,000	-44.8%	6,700	-50.0%	0.00%	-42.9%
FL	Sell	FOOT LOCKER INC	$262,000	-97.4%	3,700	-97.5%	0.00%	-97.2%
OUT	Sell	OUTFRONT MEDIA INC	$281,000	-20.8%	11,300	-24.7%	0.00%	-20.0%
DFODQ	Sell	DEAN FOODS CO NEW	$305,000	+1.7%	14,000	-23.5%	0.00%	0.0%
RICE	Sell	RICE ENERGY INC	$231,000	-31.9%	10,800	-16.9%	0.00%	-40.0%
POST	Sell	POST HLDGS INC	$249,000	-21.2%	3,100	-24.4%	0.00%	-40.0%
JCPNQ	Sell	PENNEY J C INC	$205,000	-43.8%	24,700	-37.6%	0.00%	-40.0%
SHEN	Sell	SHENANDOAH TELECOMMUNICATION	$227,000	-34.8%	8,300	-35.2%	0.00%	-40.0%
NI	Sell	NISOURCE INC	$226,000	-83.7%	10,200	-82.2%	0.00%	-85.0%
MMSI	Sell	MERIT MED SYS INC	$246,000	-22.2%	9,300	-28.5%	0.00%	-40.0%
JBL	Sell	JABIL CIRCUIT INC	$222,000	+6.2%	9,400	-2.1%	0.00%	0.0%
IVR	Sell	INVESCO MORTGAGE CAPITAL INC	$201,000	-22.7%	13,800	-19.3%	0.00%	-25.0%
TDS	Sell	TELEPHONE & DATA SYS INC	$217,000	+4.8%	7,500	-1.3%	0.00%	0.0%
FCX	Sell	FREEPORT-MCMORAN INCcl b	$193,000	-87.6%	14,600	-89.8%	0.00%	-87.0%
EXTR	Sell	EXTREME NETWORKS INC	$196,000	+8.9%	39,000	-2.7%	0.00%	0.0%
WAIR	Sell	WESCO AIRCRAFT HLDGS INC	$191,000	-65.2%	12,800	-68.7%	0.00%	-62.5%
ELY	Sell	CALLAWAY GOLF CO	$149,000	-31.3%	13,600	-27.3%	0.00%	-33.3%
AXAS	Sell	ABRAXAS PETE CORP	$52,000	-63.1%	20,256	-75.7%	0.00%	-50.0%
LIOX	Sell	LIONBRIDGE TECHNOLOGIES INC	$79,000	-11.2%	13,700	-22.6%	0.00%	0.0%
ZDGE	Sell	ZEDGE INCcl b	$33,000	-10.8%	10,566	-2.8%	0.00%	-100.0%
CLNE	Sell	CLEAN ENERGY FUELS CORP	$33,000	-52.9%	11,600	-26.1%	0.00%	-100.0%
LSCC	Exit	LATTICE SEMICONDUCTOR CORP	$0	–	-11,900	-100.0%	-0.00%	–
TESO	Exit	TESCO CORP	$0	–	-12,600	-100.0%	-0.00%	–
SCS	Exit	STEELCASE INCcl a	$0	–	-11,700	-100.0%	-0.00%	–
PLAB	Exit	PHOTRONICS INC	$0	–	-11,700	-100.0%	-0.00%	–
ACCO	Exit	ACCO BRANDS CORP	$0	–	-12,700	-100.0%	-0.00%	–
CRCQQ	Exit	CALIFORNIA RES CORP	$0	–	-13,512	-100.0%	-0.00%	–
CENX	Exit	CENTURY ALUM CO	$0	–	-19,100	-100.0%	-0.00%	–
DAL	Exit	DELTA AIR LINES INC DEL	$0	–	-5,400	-100.0%	-0.00%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-7,800	-100.0%	-0.00%	–
FLT	Exit	FLEETCOR TECHNOLOGIES INC	$0	–	-1,300	-100.0%	-0.00%	–
ALE	Exit	ALLETE INC	$0	–	-4,000	-100.0%	-0.00%	–
MTRX	Exit	MATRIX SVC CO	$0	–	-10,500	-100.0%	-0.00%	–
CAMP	Exit	CALAMP CORP	$0	–	-13,200	-100.0%	-0.00%	–
TXMD	Exit	THERAPEUTICSMD INC	$0	–	-35,300	-100.0%	-0.00%	–
UNVR	Exit	UNIVAR INC	$0	–	-9,800	-100.0%	-0.00%	–
MITT	Exit	AG MTG INVT TR INC	$0	–	-14,200	-100.0%	-0.00%	–
SCLN	Exit	SCICLONE PHARMACEUTICALS INC	$0	–	-17,000	-100.0%	-0.00%	–
NFG	Exit	NATIONAL FUEL GAS CO N J	$0	–	-4,400	-100.0%	-0.00%	–
RLI	Exit	RLI CORP	$0	–	-3,000	-100.0%	-0.00%	–
AIT	Exit	APPLIED INDL TECHNOLOGIES IN	$0	–	-4,800	-100.0%	-0.00%	–
CMTL	Exit	COMTECH TELECOMMUNICATIONS C	$0	–	-20,300	-100.0%	-0.00%	–
CNC	Exit	CENTENE CORP DEL	$0	–	-4,600	-100.0%	-0.00%	–
MATX	Exit	MATSON INC	$0	–	-6,100	-100.0%	-0.00%	–
PAG	Exit	PENSKE AUTOMOTIVE GRP INC	$0	–	-5,500	-100.0%	-0.00%	–
SAM	Exit	BOSTON BEER INCcl a	$0	–	-1,600	-100.0%	-0.00%	–
ACXM	Exit	ACXIOM CORP	$0	–	-9,300	-100.0%	-0.00%	–
OMI	Exit	OWENS & MINOR INC NEW	$0	–	-7,000	-100.0%	-0.00%	–
PINC	Exit	PREMIER INCcl a	$0	–	-7,700	-100.0%	-0.00%	–
MCK	Exit	MCKESSON CORP	$0	–	-1,700	-100.0%	-0.00%	–
BFS	Exit	SAUL CTRS INC	$0	–	-4,500	-100.0%	-0.00%	–
XRAY	Exit	DENTSPLY SIRONA INC	$0	–	-6,272	-100.0%	-0.01%	–
SINA	Exit	SINA CORPord	$0	–	-4,700	-100.0%	-0.01%	–
ROIC	Exit	RETAIL OPPORTUNITY INVTS COR	$0	–	-16,500	-100.0%	-0.01%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-21,700	-100.0%	-0.01%	–
NPO	Exit	ENPRO INDS INC	$0	–	-5,600	-100.0%	-0.01%	–
ICUI	Exit	ICU MED INC	$0	–	-2,600	-100.0%	-0.01%	–
SNX	Exit	SYNNEX CORP	$0	–	-3,100	-100.0%	-0.01%	–
LXK	Exit	LEXMARK INTL INCcl a	$0	–	-8,600	-100.0%	-0.01%	–
HUBB	Exit	HUBBELL INC	$0	–	-3,300	-100.0%	-0.01%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LTD	$0	–	-24,200	-100.0%	-0.01%	–
MNKKQ	Exit	MALLINCKRODT PUB LTD CO	$0	–	-5,320	-100.0%	-0.01%	–
PCH	Exit	POTLATCH CORP NEW	$0	–	-10,600	-100.0%	-0.01%	–
ABMD	Exit	ABIOMED INC	$0	–	-3,200	-100.0%	-0.01%	–
ASGN	Exit	ON ASSIGNMENT INC	$0	–	-10,500	-100.0%	-0.01%	–
PAYC	Exit	PAYCOM SOFTWARE INC	$0	–	-8,500	-100.0%	-0.01%	–
EPAM	Exit	EPAM SYS INC	$0	–	-5,900	-100.0%	-0.01%	–
RAX	Exit	RACKSPACE HOSTING INC	$0	–	-13,000	-100.0%	-0.01%	–
WRE	Exit	WASHINGTON REAL ESTATE INVTsh ben int	$0	–	-12,700	-100.0%	-0.01%	–
TCO	Exit	TAUBMAN CTRS INC	$0	–	-6,900	-100.0%	-0.01%	–
NXST	Exit	NEXSTAR BROADCASTING GROUP Icl a	$0	–	-7,800	-100.0%	-0.01%	–
QRVO	Exit	QORVO INC	$0	–	-9,100	-100.0%	-0.01%	–
IDT	Exit	IDT CORPcl b new	$0	–	-27,300	-100.0%	-0.01%	–
CINF	Exit	CINCINNATI FINL CORP	$0	–	-6,600	-100.0%	-0.01%	–
GNRC	Exit	GENERAC HLDGS INC	$0	–	-13,200	-100.0%	-0.01%	–
AMSG	Exit	AMSURG CORP	$0	–	-7,800	-100.0%	-0.01%	–
CSGP	Exit	COSTAR GROUP INC	$0	–	-2,700	-100.0%	-0.01%	–
OA	Exit	ORBITAL ATK INC	$0	–	-7,300	-100.0%	-0.01%	–
PODD	Exit	INSULET CORP	$0	–	-13,500	-100.0%	-0.01%	–
ODFL	Exit	OLD DOMINION FGHT LINES INC	$0	–	-8,100	-100.0%	-0.01%	–
XHR	Exit	XENIA HOTELS & RESORTS INC	$0	–	-39,200	-100.0%	-0.01%	–
IR	Exit	INGERSOLL-RAND PLC	$0	–	-9,600	-100.0%	-0.01%	–
ENSG	Exit	ENSIGN GROUP INC	$0	–	-30,400	-100.0%	-0.01%	–
PEB	Exit	PEBBLEBROOK HOTEL TR	$0	–	-25,900	-100.0%	-0.01%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-33,800	-100.0%	-0.01%	–
VMI	Exit	VALMONT INDS INC	$0	–	-5,900	-100.0%	-0.01%	–
FI	Exit	FRANKS INTL N V	$0	–	-64,700	-100.0%	-0.01%	–
IEX	Exit	IDEX CORP	$0	–	-9,800	-100.0%	-0.01%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-16,200	-100.0%	-0.01%	–
POL	Exit	POLYONE CORP	$0	–	-28,700	-100.0%	-0.01%	–
MFA	Exit	MFA FINL INC	$0	–	-142,000	-100.0%	-0.02%	–
IQNT	Exit	INTELIQUENT INC	$0	–	-66,000	-100.0%	-0.02%	–
EXP	Exit	EAGLE MATERIALS INC	$0	–	-13,600	-100.0%	-0.02%	–
ANTM	Exit	ANTHEM INC	$0	–	-9,000	-100.0%	-0.02%	–
BANC	Exit	BANC OF CALIFORNIA INC	$0	–	-65,700	-100.0%	-0.02%	–
EPAC	Exit	ACTUANT CORPcl a new	$0	–	-50,300	-100.0%	-0.02%	–
WEB	Exit	WEB COM GROUP INC	$0	–	-68,100	-100.0%	-0.02%	–
LKQ	Exit	LKQ CORP	$0	–	-33,400	-100.0%	-0.02%	–
DEI	Exit	DOUGLAS EMMETT INC	$0	–	-38,700	-100.0%	-0.02%	–
BETR	Exit	AMPLIFY SNACK BRANDS	$0	–	-83,600	-100.0%	-0.02%	–
TPX	Exit	TEMPUR SEALY INTL INC	$0	–	-24,300	-100.0%	-0.02%	–
AGNC	Exit	AMERICAN CAPITAL AGENCY CORP	$0	–	-69,600	-100.0%	-0.02%	–
DTSI	Exit	DTS INC	$0	–	-40,800	-100.0%	-0.02%	–
EMN	Exit	EASTMAN CHEM CO	$0	–	-28,800	-100.0%	-0.03%	–
CHSP	Exit	CHESAPEAKE LODGING TRsh ben int	$0	–	-89,300	-100.0%	-0.03%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LTD	$0	–	-28,800	-100.0%	-0.03%	–
EXPD	Exit	EXPEDITORS INTL WASH INC	$0	–	-41,000	-100.0%	-0.03%	–
KRG	Exit	KITE RLTY GROUP TR	$0	–	-104,400	-100.0%	-0.04%	–
LLL	Exit	L-3 COMMUNICATIONS HLDGS INC	$0	–	-21,300	-100.0%	-0.05%	–
AA	Exit	ALCOA INC	$0	–	-346,300	-100.0%	-0.05%	–
CXP	Exit	COLUMBIA PPTY TR INC	$0	–	-169,500	-100.0%	-0.06%	–
BCE	Exit	BCE INC	$0	–	-99,700	-100.0%	-0.07%	–
HIG	Exit	HARTFORD FINL SVCS GROUP INC	$0	–	-106,800	-100.0%	-0.07%	–
RHI	Exit	ROBERT HALF INTL INC	$0	–	-131,800	-100.0%	-0.07%	–
PPS	Exit	POST PPTYS INC	$0	–	-76,300	-100.0%	-0.07%	–
KR	Exit	KROGER CO	$0	–	-174,850	-100.0%	-0.08%	–
PII	Exit	POLARIS INDS INC	$0	–	-71,700	-100.0%	-0.08%	–
UHS	Exit	UNIVERSAL HLTH SVCS INCcl b	$0	–	-55,100	-100.0%	-0.10%	–
SJM	Exit	SMUCKER J M CO	$0	–	-50,000	-100.0%	-0.10%	–
WAT	Exit	WATERS CORP	$0	–	-47,900	-100.0%	-0.11%	–
YUM	Exit	YUM BRANDS INC	$0	–	-147,800	-100.0%	-0.19%	–
CCEP	Exit	COCA COLA EUROPEAN PARTNERS	$0	–	-347,000	-100.0%	-0.20%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2017-02-02

Signatures

The EDGAR filing(s) were signed by:

Curtis M. Mattson — Chief Administrative Officer - Investments

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
APPLE INC	40	Q3 2023	6.4%
MICROSOFT CORP	40	Q3 2023	4.8%
JOHNSON & JOHNSON	40	Q3 2023	2.1%
EXXON MOBIL CORP	40	Q3 2023	2.9%
AMAZON COM INC	40	Q3 2023	2.7%
META PLATFORMS INC	40	Q3 2023	1.7%
BERKSHIRE HATHAWAY INC DEL	40	Q3 2023	1.5%
VISA INC	40	Q3 2023	1.6%
VERIZON COMMUNICATIONS INC	40	Q3 2023	1.5%
CHEVRON CORP NEW	40	Q3 2023	1.9%

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete holdings history.

Latest significant ownerships (13-D/G)

VIRGINIA RETIREMENT SYSTEMS ET AL Q4 2016 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
BlackRock Kelso Capital CORP	February 14, 2013	11,306,628	15.3%
KCAP Financial, Inc.	February 14, 2013	2,114,020	7.4%

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-01-02
13F-HR	2023-08-22
13F-HR	2023-07-11
13F-HR	2023-05-17
13F-HR	2023-05-16
13F-HR	2022-04-21
13F-HR	2022-02-03
13F-HR	2021-10-21
13F-HR	2021-08-13
13F-HR	2021-04-30

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (7175928000.0 != 7175920000.0)

Export VIRGINIA RETIREMENT SYSTEMS ET AL's holdings