Arizona State Retirement System Q1 2017 Filing

Filed May 10, 2017

Portfolio Value

$7.1B

Holdings

1,488

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (1,488 positions)

#	Stock	Shares	Value	% Portfolio
1	—CABOT MICROELECTRONICS CORP	13,057	$1.0M	0.01%
2	RRYDER SYSTEM INC	13,261	$1.0M	0.01%
3	FMBIUSDFIRST MIDWEST BANCORP INC/IL	42,245	$1.0M	0.01%
4	GATXGATX CORP	16,400	$1.0M	0.01%
5	ODPEUROFFICE DEPOT INC	214,200	$999K	0.01%
6	AEOAMERICAN EAGLE OUTFITTERS	71,100	$998K	0.01%
7	LTCLTC PROPERTIES INC	20,596	$987K	0.01%
8	—DUN & BRADSTREET CORP	9,143	$987K	0.01%
9	MDPUSDMEREDITH CORP	15,200	$982K	0.01%
10	SMSM ENERGY CO	40,700	$978K	0.01%
11	MRCYMERCURY SYSTEMS INC	24,975	$975K	0.01%
12	—ASTORIA FINANCIAL CORP	47,508	$974K	0.01%
13	—KLX INC	21,800	$974K	0.01%
14	WTWISDOMTREE INVESTMENTS INC	107,147	$973K	0.01%
15	HQYHEALTHEQUITY INC	22,897	$972K	0.01%
16	—COOPER TIRE & RUBBER	21,900	$971K	0.01%
17	IJRISHARES CORE S&P SMALL CAP ETF	14,020	$970K	0.01%
18	—STAMPS.COM INC	8,191	$969K	0.01%
19	DBDEURDIEBOLD NIXDORF INC	31,400	$964K	0.01%
20	BRCBRADY CORPORATION CL A	24,815	$959K	0.01%
21	CMPCOMPASS MINERALS INTERNATION	14,100	$957K	0.01%
22	GMEGAMESTOP CORP CLASS A	42,400	$956K	0.01%
23	MDRXALLSCRIPTS HEALTHCARE SOLUTI	75,100	$952K	0.01%
24	UFSDOMTAR CORP	26,000	$950K	0.01%
25	SBCSABRA HEALTH CARE REIT INC	33,996	$950K	0.01%
26	BYDBOYD GAMING CORP	43,034	$947K	0.01%
27	KFYKORN/FERRY INTERNATIONAL	29,947	$943K	0.01%
28	—CARE CAPITAL PROPERTIES INC	35,000	$940K	0.01%
29	IRBTQIROBOT CORP	14,167	$937K	0.01%
30	KRGKITE REALTY GROUP TRUST	43,507	$935K	0.01%
31	ZAYOEURZAYO GROUP HOLDINGS INC	28,300	$931K	0.01%
32	UVVUNIVERSAL CORP/VA	13,157	$931K	0.01%
33	—CAMBREX CORP	16,876	$929K	0.01%
34	MCYMERCURY GENERAL CORP	15,200	$927K	0.01%
35	SLGNSILGAN HOLDINGS INC	15,600	$926K	0.01%
36	—ACXIOM CORP	32,500	$925K	0.01%
37	SKYWSKYWEST INC	26,965	$924K	0.01%
38	BLDTOPBUILD CORP	19,627	$922K	0.01%
39	—ENDO INTERNATIONAL PLC	82,500	$921K	0.01%
40	RHRH	19,900	$921K	0.01%
41	CMCCOMMERCIAL METALS CO	48,100	$920K	0.01%
42	MSAMSA SAFETY INC	13,000	$919K	0.01%
43	MIGAMICROSTRATEGY INC CL A	4,887	$918K	0.01%
44	—HEADWATERS INC	39,059	$917K	0.01%
45	OGM1COGENT COMMUNICATIONS HOLDIN	21,300	$917K	0.01%
46	VSHVISHAY INTERTECHNOLOGY INC	55,700	$916K	0.01%
47	INDBINDEPENDENT BANK CORP/MA	14,071	$915K	0.01%
48	—CARRIZO OIL & GAS INC	31,849	$913K	0.01%
49	KWRQUAKER CHEMICAL CORP	6,921	$911K	0.01%
50	UNFIUNITED NATURAL FOODS INC	21,000	$908K	0.01%
51	SSDSIMPSON MANUFACTURING CO INC	21,064	$908K	0.01%
52	—SUPERIOR ENERGY SERVICES INC	63,600	$907K	0.01%
53	TPDTEMPUR SEALY INTERNATIONAL I	19,500	$906K	0.01%
54	BIGGQBIG LOTS INC	18,500	$901K	0.01%
55	WTSWATTS WATER TECHNOLOGIES A	14,446	$901K	0.01%
56	UAAUNDER ARMOUR INC CLASS A	45,500	$900K	0.01%
57	TRMKTRUSTMARK CORP	28,200	$896K	0.01%
58	CWTCALIFORNIA WATER SERVICE GRP	25,000	$896K	0.01%
59	NWBINORTHWEST BANCSHARES INC	53,011	$893K	0.01%
60	K6BKBR INC	59,400	$893K	0.01%
61	EATBRINKER INTERNATIONAL INC	20,300	$892K	0.01%
62	AATAMERICAN ASSETS TRUST INC	21,302	$891K	0.01%
63	APOGAPOGEE ENTERPRISES INC	14,887	$887K	0.01%
64	GMEDGLOBUS MEDICAL INC A	29,900	$886K	0.01%
65	FFBCFIRST FINANCIAL BANCORP	32,271	$886K	0.01%
66	MNROMONRO MUFFLER BRAKE INC	16,991	$885K	0.01%
67	CVLTCOMMVAULT SYSTEMS INC	17,400	$884K	0.01%
68	—HMS HOLDINGS CORP	43,497	$884K	0.01%
69	—NORTHWEST NATURAL GAS CO	14,940	$883K	0.01%
70	—SRC ENERGY INC	104,593	$883K	0.01%
71	LIVNLIVANOVA PLC	18,000	$882K	0.01%
72	ABCBAMERIS BANCORP	19,100	$881K	0.01%
73	FSLRFIRST SOLAR INC	32,500	$881K	0.01%
74	PZZAPAPA JOHN S INTL INC	11,000	$880K	0.01%
75	ACHOWENS & MINOR INC	25,400	$879K	0.01%
76	MEIMETHODE ELECTRONICS INC	19,175	$874K	0.01%
77	BIDSOTHEBY S	19,200	$873K	0.01%
78	—AKORN INC	36,200	$872K	0.01%
79	URBNURBAN OUTFITTERS INC	36,700	$872K	0.01%
80	—VERIFONE SYSTEMS INC	46,400	$869K	0.01%
81	—XPERI CORP	25,569	$868K	0.01%
82	LTXBUSDLEGACYTEXAS FINANCIAL GROUP	21,743	$868K	0.01%
83	—NUTRISYSTEM INC	15,617	$867K	0.01%
84	HMNHORACE MANN EDUCATORS	21,066	$865K	0.01%
85	NSPINSPERITY INC	9,719	$862K	0.01%
86	FELEFRANKLIN ELECTRIC CO INC	20,021	$862K	0.01%
87	SFNCSIMMONS FIRST NATL CORP CL A	15,556	$858K	0.01%
88	IBOCINTERNATIONAL BANCSHARES CRP	24,200	$857K	0.01%
89	DRQEURDRIL QUIP INC	15,700	$856K	0.01%
90	ALEXALEXANDER & BALDWIN INC	19,200	$855K	0.01%
91	GNWGENWORTH FINANCIAL INC CL A	207,300	$854K	0.01%
92	NTGRNETGEAR INC	17,150	$850K	0.01%
93	—MAGELLAN HEALTH INC	12,312	$850K	0.01%
94	AWRAMERICAN STATES WATER CO	19,100	$846K	0.01%
95	—SHUTTERFLY INC	17,500	$845K	0.01%
96	AJRDEURAEROJET ROCKETDYNE HOLDINGS	38,947	$845K	0.01%
97	—DEVRY EDUCATION GROUP INC	23,800	$844K	0.01%
98	HNIHNI CORP	18,300	$843K	0.01%
99	SFBSSERVISFIRST BANCSHARES INC	23,100	$840K	0.01%
100	NBTBN B T BANCORP INC	22,612	$838K	0.01%

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