Arizona State Retirement System’s iShares MSCI USA Value Factor ETF VLUE Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q3	–	Sell	-2,205,812	Closed	-$136M	–	1486
2016 Q2	$136M	Hold	2,205,812	–	–	1.91%	3
2016 Q1	$135M	Buy	2,205,812 +174,312	+9%	+$10.1M	1.76%	5
2015 Q4	$126M	Hold	2,031,500	–	–	1.68%	6
2015 Q3	$122M	Buy	+2,031,500	New	+$129M	1.71%	6
2014 Q4	$134M	Hold	2,031,500	–	–	1.58%	6
2014 Q3	$129M	Hold	2,031,500	–	–	1.6%	7
2014 Q2	$129M	Buy	2,031,500 +31,500	+2%	+$1.94M	1.55%	5
2014 Q1	$121M	Hold	2,000,000	–	–	1.53%	6
2013 Q4	$119M	Hold	2,000,000	–	–	1.46%	6
2013 Q3	$108M	Hold	2,000,000	–	–	1.39%	7
2013 Q2	$104M	Buy	+2,000,000	New	+$105M	1.42%	6

Other funds holding VLUE

USAA

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

PNC Financial Services Group Pittsburgh, Pennsylvania $173B AUM 20.72% 1-Year Est. Return

Diversified Trust Memphis, Tennessee $6.24B AUM 28.78% 1-Year Est. Return

Allianz Asset Management Munich, Germany $95.4B AUM 38.74% 1-Year Est. Return

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

BCI

Brinker Capital Investments Berwyn, Pennsylvania $11.7B AUM 21.33% 1-Year Est. Return

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

TCM

TD Capital Management Memphis, Tennessee $1.11B AUM 10.06% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

US Bancorp Minneapolis, Minnesota $82.4B AUM 19.69% 1-Year Est. Return

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

Arizona State Retirement System sold out of iShares MSCI USA Value Factor ETF (VLUE) in Q3 2016, closing a stake of 2,205,812 shares — an estimated $136M sold.

Arizona State Retirement System first reported a position in VLUE in Q2 2013 and held it in 11 quarters. The position peaked at $136M in Q2 2016. 37 funds tracked by Wall St. Rank hold VLUE as of Q3 2016.

Arizona State Retirement System reported no remaining iShares MSCI USA Value Factor ETF position as of Q3 2016 after selling out during the quarter.
Arizona State Retirement System sold 2,205,812 iShares MSCI USA Value Factor ETF shares in Q3 2016, an estimated $136M.
Arizona State Retirement System first reported a position in iShares MSCI USA Value Factor ETF in Q2 2013 and held it in 11 quarters.
Arizona State Retirement System's iShares MSCI USA Value Factor ETF position peaked at $136M in Q2 2016.
37 funds tracked by Wall St. Rank held iShares MSCI USA Value Factor ETF as of Q3 2016.

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