Arizona State Retirement System’s iShares MSCI USA Momentum Factor ETF MTUM Stock Holding History

Arizona State Retirement System’s Portfolio MTUM Stock Details MTUM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q3	–	Sell	-1,629,422	Closed	-$124M	–	1482
2016 Q2	$124M	Hold	1,629,422	–	–	1.75%	7
2016 Q1	$119M	Sell	1,629,422 -386,578	-19%	-$27M	1.55%	8
2015 Q4	$148M	Hold	2,016,000	–	–	1.97%	3
2015 Q3	$138M	Buy	+2,016,000	New	+$144M	1.93%	2
2014 Q4	$137M	Hold	2,016,000	–	–	1.62%	4
2014 Q3	$131M	Hold	2,016,000	–	–	1.62%	4
2014 Q2	$128M	Buy	2,016,000 +16,000	+0.8%	+$975K	1.54%	6
2014 Q1	$121M	Hold	2,000,000	–	–	1.53%	7
2013 Q4	$120M	Hold	2,000,000	–	–	1.48%	5
2013 Q3	$108M	Hold	2,000,000	–	–	1.38%	8
2013 Q2	$103M	Buy	+2,000,000	New	+$104M	1.4%	7

Other funds holding MTUM

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

USAA

United Services Automobile Association San Antonio, Texas $851M AUM 5.13% 1-Year Est. Return

BDF

Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return

Stifel Financial St. Louis, Missouri $109B AUM 21.36% 1-Year Est. Return

BlackRock Advisors Wilmington, Delaware $98.8B AUM 15.8% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $374B AUM 17.66% 1-Year Est. Return

Arizona State Retirement System's MTUM Position: Q3 2016 in Review

Arizona State Retirement System sold out of iShares MSCI USA Momentum Factor ETF (MTUM) in Q3 2016, closing a stake of 1,629,422 shares — an estimated $124M sold.

Arizona State Retirement System first reported a position in MTUM in Q2 2013 and held it in 11 quarters. The position peaked at $148M in Q4 2015. 134 funds tracked by Wall St. Rank hold MTUM as of Q3 2016.

Arizona State Retirement System reported no remaining iShares MSCI USA Momentum Factor ETF position as of Q3 2016 after selling out during the quarter.
Arizona State Retirement System sold 1,629,422 iShares MSCI USA Momentum Factor ETF shares in Q3 2016, an estimated $124M.
Arizona State Retirement System first reported a position in iShares MSCI USA Momentum Factor ETF in Q2 2013 and held it in 11 quarters.
Arizona State Retirement System's iShares MSCI USA Momentum Factor ETF position peaked at $148M in Q4 2015.
134 funds tracked by Wall St. Rank held iShares MSCI USA Momentum Factor ETF as of Q3 2016.

Based on Arizona State Retirement System's 13F filing for Q3 2016, filed 1 Nov 2016.