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.
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)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
State Street
Boston,
Massachusetts
|
+$7.34M |
| 2 |
MCC
Money Concepts Capital
Palm Beach Gardens,
Florida
|
+$4.99M |
| 3 |
AC
Avestar Capital
New York
|
+$4.4M |
| 4 |
AA
Ancora Advisors
Cleveland,
Ohio
|
+$3.48M |
| 5 |
NW
Naviter Wealth
Little Rock,
Arkansas
|
+$3.11M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BOC
Bull Oak Capital
San Diego,
California
|
-$11.1M |
| 2 |
FA
Fermata Advisors
Sonoma,
California
|
-$4.9M |
| 3 |
Jane Street
New York
|
-$2.25M |
| 4 |
ACM
Arlington Capital Management
Arlington Heights,
Illinois
|
-$2.12M |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$963K |
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.