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KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM

57 hedge funds and large institutions have $101M invested in KFA Mount Lucas Managed Futures Index Strategy ETF in 2022 Q4 according to their latest regulatory filings, with 32 funds opening new positions, 14 increasing their positions, 11 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

357% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 7

244% more call options, than puts

Call options by funds: $189K | Put options by funds: $55K

73% more funds holding

Funds holding: 33 → 57 (+24)

27% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 11

2.39% less ownership

Funds ownership: 41.21% → 38.82% (-2.4%)

9% less capital invested

Capital invested by funds: $111M → $101M (-$9.94M)

40% less funds holding in top 10

Funds holding in top 10: 5 → 3 (-2)

Holders
57
Holders Change
+24
Holders Change %
+72.73%
% of All Funds
0.92%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.05%
New
32
Increased
14
Reduced
11
Closed
7
Calls
$189K
Puts
$55K
Net Calls
+$134K
Net Calls Change
+$134K

Top Buyers

Rank Fund Capital Flow
1
State Street
State Street
Massachusetts
+$7.34M
2
MCC
Money Concepts Capital
Florida
+$4.99M
3
AC
Avestar Capital
New York
+$4.4M
4
AA
Ancora Advisors
Ohio
+$3.48M
5
NW
Naviter Wealth
Arkansas
+$3.11M

Top Sellers

Rank Fund Capital Flow
1
BOC
Bull Oak Capital
California
-$11.1M
2
FA
Fermata Advisors
California
-$4.9M
3
Jane Street
Jane Street
New York
-$2.25M
4
ACM
Arlington Capital Management
Illinois
-$2.12M
5
UBS Group
UBS Group
Switzerland
-$963K
Name Holding Trade Value Shares
Change 		Change in
Stake
IA
51
IFP Advisors
Florida
$4K +$4.74K +132 New
ASN
52
Advisory Services Network
Georgia
$3.06K +$3.59K +100 New
TCM
53
Tradewinds Capital Management
Washington
$1.83K +$2.15K +60 New
CFGS
54
Concourse Financial Group Securities
Alabama
$1.65K +$1.94K +54 New
TFA
55
Toth Financial Advisory
Virginia
$1.22K +$1.44K +40 New
Bank of America
56
Bank of America
North Carolina
$306 +$359 +10 New
Morgan Stanley
57
Morgan Stanley
New York
$244 +$287 +8 New
BOC
58
Bull Oak Capital
California
– -$11.1M -290,344 Closed
ACM
59
Arlington Capital Management
Illinois
– -$2.12M -55,314 Closed
UBS Group
60
UBS Group
Switzerland
– -$963K -25,098 Closed
KAS
61
Kestra Advisory Services
Texas
– -$722K -18,828 Closed
HIC
62
Hartline Investment Corp
Illinois
– -$225K -5,871 Closed
TSS
63
Two Sigma Securities
New York
– -$212K -5,514 Closed
AWM
64
Accel Wealth Management
Iowa
– -$6K -150 Closed
1 2
3

KMLM Hedge Fund Activity: Q4 2022 in Review

57 of the 6,221 institutional investors tracked by Wall St. Rank reported a position in KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM) for Q4 2022, worth a combined $101M — down 8.9% from $111M a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new KMLM positions and 7 closed out — a net gain of 25 holders — while 14 added to existing stakes and 11 trimmed.

The largest buyer was State Street, opening a new position worth an estimated $7.34M. The largest seller was Bull Oak Capital, exiting entirely with an estimated $11.1M sold.

  • 57 institutional investors held KFA Mount Lucas Managed Futures Index Strategy ETF (KMLM) as of Q4 2022, up from 33 in Q3 2022.
  • Funds reported $101M of KFA Mount Lucas Managed Futures Index Strategy ETF stock for Q4 2022, down 8.9% quarter-over-quarter.
  • 32 funds opened new KFA Mount Lucas Managed Futures Index Strategy ETF positions in Q4 2022 and 7 closed out, a net change of +25 holders.
  • The largest KFA Mount Lucas Managed Futures Index Strategy ETF buyer in Q4 2022 was State Street, an estimated $7.34M added.
  • The largest KFA Mount Lucas Managed Futures Index Strategy ETF seller in Q4 2022 was Bull Oak Capital, an estimated $11.1M sold.

Based on aggregated 13F filings for Q4 2022.