Sepio Capital’s iShares MSCI Intl Momentum Factor ETF IMTM Stock Holding History

Sepio Capital’s Portfolio IMTM Stock Details IMTM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2022 Q4	–	Sell	-25,984	Closed	-$698K	–	352
2022 Q3	$698K	Sell	25,984 -32,911	-56%	-$973K	0.07%	218
2022 Q2	$1.76M	Sell	58,895 -1,049	-2%	-$34K	0.18%	152
2022 Q1	$2.13M	Sell	59,944 -21,385	-26%	-$761K	0.19%	147
2021 Q4	$3.09M	Sell	81,329 -1,021	-1%	-$39.8K	0.23%	129
2021 Q3	$3.14M	Buy	82,350 +651	+0.8%	+$25.6K	0.26%	115
2021 Q2	$3.16M	Buy	81,699 +2,825	+4%	+$111K	0.26%	114
2021 Q1	$2.97M	Buy	78,874 +1,329	+2%	+$50.7K	0.27%	101
2020 Q4	$2.92M	Buy	77,545 +585	+0.8%	+$20.7K	0.25%	101
2020 Q3	$2.62M	Buy	76,960 +15,592	+25%	+$522K	0.28%	86
2020 Q2	$1.93M	Buy	+61,368	New	+$1.78M	0.23%	102

Other funds holding IMTM

Mercer Global Advisors Denver, Colorado $67.6B AUM 18.3% 1-Year Est. Return

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

Victory Capital Management San Antonio, Texas $156B AUM 27.51% 1-Year Est. Return

Jane Street New York $777B AUM 61.18% 1-Year Est. Return

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

RWM

Ritholtz Wealth Management New York $5.76B AUM 24.57% 1-Year Est. Return

AIM

Acropolis Investment Management St. Louis, Missouri $2.54B AUM 18.96% 1-Year Est. Return

KFAA

Klaas Financial Asset Advisors Loves Park, Illinois $803M AUM 13.2% 1-Year Est. Return

1WM

1900 Wealth Management San Antonio, Texas $1.56B AUM 14.13% 1-Year Est. Return

ACM

Armbruster Capital Management Pittsford, New York $671M AUM 24.78% 1-Year Est. Return

Sepio Capital's IMTM Position: Q4 2022 in Review

Sepio Capital sold out of iShares MSCI Intl Momentum Factor ETF (IMTM) in Q4 2022, closing a stake of 25,984 shares — an estimated $698K sold.

Sepio Capital first reported a position in IMTM in Q2 2020 and held it in 10 quarters. The position peaked at $3.16M in Q2 2021. 102 funds tracked by Wall St. Rank hold IMTM as of Q4 2022.

Sepio Capital reported no remaining iShares MSCI Intl Momentum Factor ETF position as of Q4 2022 after selling out during the quarter.
Sepio Capital sold 25,984 iShares MSCI Intl Momentum Factor ETF shares in Q4 2022, an estimated $698K.
Sepio Capital first reported a position in iShares MSCI Intl Momentum Factor ETF in Q2 2020 and held it in 10 quarters.
Sepio Capital's iShares MSCI Intl Momentum Factor ETF position peaked at $3.16M in Q2 2021.
102 funds tracked by Wall St. Rank held iShares MSCI Intl Momentum Factor ETF as of Q4 2022.

Based on Sepio Capital's 13F filing for Q4 2022, filed 3 Feb 2023.