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340 hedge funds and large institutions have $7.48B invested in MSCI in 2016 Q3 according to their latest regulatory filings, with 45 funds opening new positions, 134 increasing their positions, 125 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

88% more first-time investments, than exits

New positions opened: 45 | Existing positions closed: 24

65% more call options, than puts

Call options by funds: $1.44M | Put options by funds: $873K

6% more funds holding

Funds holding: 322340 (+18)

5% more capital invested

Capital invested by funds: $7.1B → $7.48B (+$377M)

7% more repeat investments, than reductions

Existing positions increased: 134 | Existing positions reduced: 125

0.82% less ownership

Funds ownership: 95.4%94.58% (-0.82%)

20% less funds holding in top 10

Funds holding in top 10: 54 (-1)

Holders
340
Holders Change
+18
Holders Change %
+5.59%
% of All Funds
9.07%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.11%
New
45
Increased
134
Reduced
125
Closed
24
Calls
$1.44M
Puts
$873K
Net Calls
+$565K
Net Calls Change
+$3K
Name Holding Trade Value Shares
Change
Change in
Stake
TPSF
101
Texas Permanent School Fund
Texas
$6.05M +$483K +5,679 +9%
MOACM
102
Mutual of America Capital Management
New York
$5.99M +$564K +6,633 +10%
BCIM
103
British Columbia Investment Management
British Columbia, Canada
$5.9M +$1.73M +20,295 +41%
Teacher Retirement System of Texas
104
Teacher Retirement System of Texas
Texas
$5.86M +$3.9M +45,828 +191%
Citigroup
105
Citigroup
New York
$5.59M +$4.8M +56,512 +561%
ACI
106
AMP Capital Investors
Australia
$5.51M +$1.23M +14,500 +28%
Comerica Bank
107
Comerica Bank
Texas
$5.5M +$414K +4,876 +8%
Robeco Institutional Asset Management
108
Robeco Institutional Asset Management
Netherlands
$5.5M +$633K +7,443 +13%
Asset Management One
109
Asset Management One
Japan
$5.49M -$499K -5,866 -8%
TRSOTSOK
110
Teachers Retirement System of the State of Kentucky
Kentucky
$5.38M -$78.9K -928 -1%
Marshall Wace
111
Marshall Wace
United Kingdom
$5.3M -$46.1M -542,557 -90%
CC
112
Cipher Capital
New York
$5.26M +$323K +3,796 +6%
Royal Bank of Canada
113
Royal Bank of Canada
Ontario, Canada
$5.12M +$2.21M +25,998 +74%
GAMA
114
Graticule Asia Macro Advisors
New York
$5.04M +$5.1M +60,000 New
CIBC Asset Management
115
CIBC Asset Management
Ontario, Canada
$4.95M +$1.31M +15,460 +36%
State of Wisconsin Investment Board
116
State of Wisconsin Investment Board
Wisconsin
$4.9M -$85K -1,000 -2%
Federated Hermes
117
Federated Hermes
Pennsylvania
$4.74M -$1.59M -18,680 -25%
State of New Jersey Common Pension Fund D
118
State of New Jersey Common Pension Fund D
New Jersey
$4.2M
Victory Capital Management
119
Victory Capital Management
Texas
$4.04M +$3.25M +38,177 +385%
DILH
120
Dai-ichi Life Holdings
Japan
$3.92M +$3.97M +46,664 New
OPERF
121
Oregon Public Employees Retirement Fund
Oregon
$3.81M +$1.19M +13,944 +44%
Allianz Asset Management
122
Allianz Asset Management
Germany
$3.71M -$3.06K -36 -0.1%
MSA
123
Mason Street Advisors
Wisconsin
$3.67M +$355K +4,177 +11%
ASRS
124
Arizona State Retirement System
Arizona
$3.54M +$289K +3,400 +9%
LMGAM
125
Liberty Mutual Group Asset Management
Massachusetts
$3.54M +$299K +3,515 +9%

MSCI Hedge Fund Activity: Q3 2016 in Review

340 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in MSCI (MSCI) for Q3 2016, worth a combined $7.48B — up 5.3% from $7.1B a quarter earlier.

Buyers outnumbered sellers: 45 funds opened new MSCI positions and 24 closed out — a net gain of 21 holders — while 134 added to existing stakes and 125 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $79.5M. The largest seller was ValueAct Holdings, exiting entirely with an estimated $100M sold.

  • 340 institutional investors held MSCI (MSCI) as of Q3 2016, up from 322 in Q2 2016.
  • Funds reported $7.48B of MSCI stock for Q3 2016, up 5.3% quarter-over-quarter.
  • 45 funds opened new MSCI positions in Q3 2016 and 24 closed out, a net change of +21 holders.
  • The largest MSCI buyer in Q3 2016 was Morgan Stanley, an estimated $79.5M added.
  • The largest MSCI seller in Q3 2016 was ValueAct Holdings, an estimated $100M sold.

Based on aggregated 13F filings for Q3 2016.