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iShares MSCI USA Momentum Factor ETF

44 hedge funds and large institutions have $292M invested in iShares MSCI USA Momentum Factor ETF in 2015 Q1 according to their latest regulatory filings, with 12 funds opening new positions, 18 increasing their positions, 9 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed

500% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 2

100% more repeat investments, than reductions

Existing positions increased: 18 | Existing positions reduced: 9

26% more funds holding

Funds holding: 3544 (+9)

20% more funds holding in top 10

Funds holding in top 10: 56 (+1)

22% less capital invested

Capital invested by funds: $373M → $292M (-$81.3M)

30.35% less ownership

Funds ownership: 78.97%48.63% (-30%)

Holders
44
Holders Change
+9
Holders Change %
+25.71%
% of All Funds
1.17%
Holding in Top 10
6
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+20%
% of All Funds
0.16%
New
12
Increased
18
Reduced
9
Closed
2
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
SPC
26
Sigma Planning Corp
Michigan
$730K +$59.6K +854 +9%
LPL Financial
27
LPL Financial
California
$609K +$171K +2,455 +39%
PMG
28
ProVise Management Group
Florida
$572K +$568K +8,135 New
Susquehanna International Group
29
Susquehanna International Group
Pennsylvania
$571K -$1.66M -23,812 -75%
AI
30
Atria Investments
North Carolina
$495K +$11.2K +160 +2%
US Bancorp
31
US Bancorp
Minnesota
$477K +$384K +5,502 +428%
PAG
32
Private Advisor Group
New Jersey
$338K -$241K -3,461 -42%
OC
33
Oppenheimer & Co
New York
$334K +$332K +4,755 New
Jane Street
34
Jane Street
New York
$258K -$1.65M -23,614 -87%
BHB
35
Bank Hapoalim BM
Israel
$256K +$255K +3,648 New
RIA
36
Regal Investment Advisors
Michigan
$242K -$2.09K -30 -0.9%
WFG
37
Wills Financial Group
Virginia
$238K +$236K +3,387 New
AIG
38
American International Group
New York
$146K +$31.6K +453 +28%
ICM
39
ICC Capital Management
Florida
$88K +$87.2K +1,250 New
MFS
40
MSI Financial Services
Massachusetts
$15K -$3.49K -50 -19%
Creative Planning
41
Creative Planning
Kansas
$8K
BWA
42
Burt Wealth Advisors
Maryland
$4K +$4.88K +70 New
CIM
43
Cambria Investment Management
California
$1.13K +$918K +13,158 +450%
Citadel Advisors
44
Citadel Advisors
Florida
-$2.9M -42,694 Closed
Deutsche Bank
45
Deutsche Bank
Germany
-$57K -850 Closed

MTUM Hedge Fund Activity: Q1 2015 in Review

44 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q1 2015, worth a combined $292M — down 22% from $373M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new MTUM positions and 2 closed out — a net gain of 10 holders — while 18 added to existing stakes and 9 trimmed.

The largest buyer was United Services Automobile Association, adding an estimated $11.9M. The largest seller was Citadel Advisors, exiting entirely with an estimated $2.9M sold.

  • 44 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q1 2015, up from 35 in Q4 2014.
  • Funds reported $292M of iShares MSCI USA Momentum Factor ETF stock for Q1 2015, down 22% quarter-over-quarter.
  • 12 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q1 2015 and 2 closed out, a net change of +10 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q1 2015 was United Services Automobile Association, an estimated $11.9M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q1 2015 was Citadel Advisors, an estimated $2.9M sold.

Based on aggregated 13F filings for Q1 2015.