Louisiana State Employees Retirement System Q2 2016 Filing

Filed July 25, 2016

Portfolio Value

$1.9B

Holdings

1,441

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,441 positions)

#	Stock	Shares	Value	% Portfolio
701	—CAMBREX CORP	14,200	$735K	0.04%
702	UEURBAN EDGE PPTYS	24,600	$735K	0.04%
703	GMEGAMESTOP CORP NEW	27,600	$734K	0.04%
704	NATINATIONAL INSTRS CORP	26,800	$734K	0.04%
705	—L-3 COMMUNICATIONS HLDGS INC	5,000	$733K	0.04%
706	ROLROLLINS INC	25,000	$732K	0.04%
707	LLTCLINEAR TECHNOLOGY CORP	15,700	$731K	0.04%
708	THCTENET HEALTHCARE CORP	26,400	$730K	0.04%
709	SUXSYNNEX CORP	7,700	$730K	0.04%
710	OGM1COGENT COMMUNICATIONS HLDGS	18,200	$729K	0.04%
711	CVBFCVB FINL CORP	44,400	$728K	0.04%
712	PG4PRINCIPAL FINL GROUP INC	17,700	$728K	0.04%
713	MUSAMURPHY USA INC	9,800	$727K	0.04%
714	—CALATLANTIC GROUP INC	19,800	$727K	0.04%
715	SSDSIMPSON MANUFACTURING CO INC	18,200	$727K	0.04%
716	—PENNEY J C INC	81,800	$726K	0.04%
717	CINFCINCINNATI FINL CORP	9,700	$726K	0.04%
718	—GOVERNMENT PPTYS INCOME TR	31,500	$726K	0.04%
719	FHIFEDERATED INVS INC PA	25,200	$725K	0.04%
720	ITRIITRON INC	16,800	$724K	0.04%
721	CLHCLEAN HARBORS INC	13,900	$724K	0.04%
722	COLROCKWELL COLLINS INC	8,500	$724K	0.04%
723	KALUKAISER ALUMINUM CORP	8,000	$723K	0.04%
724	LLOEWS CORP	17,600	$723K	0.04%
725	ICUIICU MED INC	6,400	$722K	0.04%
726	COLBCOLUMBIA BKG SYS INC	25,700	$721K	0.04%
727	GPNGLOBAL PMTS INC	10,100	$721K	0.04%
728	AYIACUITY BRANDS INC	2,900	$719K	0.04%
729	—KNIGHT TRANSN INC	27,000	$718K	0.04%
730	—SNYDERS-LANCE INC	21,200	$718K	0.04%
731	WTSWATTS WATER TECHNOLOGIES INC	12,300	$717K	0.04%
732	—MAGELLAN HEALTH INC	10,900	$717K	0.04%
733	MCHPMICROCHIP TECHNOLOGY INC	14,100	$716K	0.04%
734	PRIPRIMERICA INC	12,500	$716K	0.04%
735	—INTEGRATED DEVICE TECHNOLOGY	35,500	$715K	0.04%
736	GCI1EURGANNETT CO INC	51,650	$713K	0.04%
737	—SCANA CORP NEW	9,400	$711K	0.04%
738	—LASALLE HOTEL PPTYS	30,100	$710K	0.04%
739	AWRAMERICAN STS WTR CO	16,200	$710K	0.04%
740	MACMACERICH CO	8,300	$709K	0.04%
741	AMEAMETEK INC NEW	15,300	$707K	0.04%
742	DOVDOVER CORP	10,200	$707K	0.04%
743	RFREGIONS FINL CORP NEW	83,100	$707K	0.04%
744	AEOAMERICAN EAGLE OUTFITTERS NE	44,300	$706K	0.04%
745	LOGMEURLOGMEIN INC	11,100	$704K	0.04%
746	SLMSLM CORP	113,800	$703K	0.04%
747	SLG2EURSL GREEN RLTY CORP	6,600	$703K	0.04%
748	KATEKATE SPADE & CO	34,000	$701K	0.04%
749	IVZINVESCO LTD	27,400	$700K	0.04%
750	CHRWC H ROBINSON WORLDWIDE INC	9,400	$698K	0.04%
751	MATMATTEL INC	22,300	$698K	0.04%
752	ZBRAZEBRA TECHNOLOGIES CORP	13,900	$696K	0.04%
753	FNBFNB CORP PA	55,500	$696K	0.04%
754	—BUFFALO WILD WINGS INC	5,000	$695K	0.04%
755	PNRPENTAIR PLC	11,900	$694K	0.04%
756	CFGCITIZENS FINL GROUP INC	34,700	$693K	0.04%
757	WDFCWD-40 CO	5,900	$693K	0.04%
758	SMTCSEMTECH CORP	28,900	$690K	0.04%
759	AZZAZZ INC	11,500	$690K	0.04%
760	—WPX ENERGY INC	73,700	$686K	0.04%
761	MSIMOTOROLA SOLUTIONS INC	10,400	$686K	0.04%
762	NTGRNETGEAR INC	14,400	$685K	0.04%
763	HRSEURHARRIS CORP DEL	8,200	$684K	0.04%
764	ASBASSOCIATED BANC CORP	39,900	$684K	0.04%
765	VIAVVIAVI SOLUTIONS INC	103,000	$683K	0.04%
766	DHID R HORTON INC	21,700	$683K	0.04%
767	—MOBILE MINI INC	19,700	$682K	0.04%
768	FDO.FMACYS INC	20,200	$679K	0.04%
769	CNPCENTERPOINT ENERGY INC	28,300	$679K	0.04%
770	BDCBELDEN INC	11,200	$676K	0.04%
771	WFMWHOLE FOODS MKT INC	21,100	$676K	0.04%
772	—TECH DATA CORP	9,400	$675K	0.04%
773	EATBRINKER INTL INC	14,800	$674K	0.04%
774	MASMASCO CORP	21,800	$674K	0.04%
775	PLCECHILDRENS PL INC	8,400	$674K	0.04%
776	EXPOEXPONENT INC	11,500	$672K	0.04%
777	—ANIXTER INTL INC	12,600	$671K	0.04%
778	NWBINORTHWEST BANCSHARES INC MD	45,100	$669K	0.04%
779	WLYWILEY JOHN & SONS INC	12,800	$668K	0.04%
780	—COLUMBIA PIPELINE GROUP INC	26,200	$668K	0.04%
781	CMPCOMPASS MINERALS INTL INC	9,000	$668K	0.04%
782	—TUMI HLDGS INC	24,900	$666K	0.04%
783	—G & K SVCS INC	8,700	$666K	0.04%
784	EMNEASTMAN CHEM CO	9,800	$665K	0.03%
785	MZTILANCASTER COLONY CORP	5,200	$664K	0.03%
786	AEISADVANCED ENERGY INDS	17,500	$664K	0.03%
787	LPXLOUISIANA PAC CORP	38,200	$663K	0.03%
788	CCCHEMOURS CO	80,400	$662K	0.03%
789	—PENNSYLVANIA RL ESTATE INVT	30,800	$661K	0.03%
790	BF/BBROWN FORMAN CORP	6,600	$658K	0.03%
791	—HMS HLDGS CORP	37,300	$657K	0.03%
792	BYDBOYD GAMING CORP	35,700	$657K	0.03%
793	USX1UNITED STATES STL CORP NEW	38,900	$656K	0.03%
794	IFFINTERNATIONAL FLAVORS&FRAGRA	5,200	$656K	0.03%
795	CTLTEURCATALENT INC	28,500	$655K	0.03%
796	RRXREGAL BELOIT CORP	11,900	$655K	0.03%
797	HAEHAEMONETICS CORP	22,600	$655K	0.03%
798	OKEONEOK INC NEW	13,800	$655K	0.03%
799	CREECREE INC	26,700	$653K	0.03%
800	HRLHORMEL FOODS CORP	17,700	$648K	0.03%

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