iShares MSCI USA Momentum Factor ETF
MTUM
277 hedge funds and large institutions have $3.23B invested in iShares MSCI USA Momentum Factor ETF in 2017 Q4 according to their latest regulatory filings, with 91 funds opening new positions, 109 increasing their positions, 60 reducing their positions, and 13 closing their positions.
600% more first-time investments, than exits
New positions opened: 91 | Existing positions closed: 13
82% more repeat investments, than reductions
Existing positions increased: 109 | Existing positions reduced: 60
44% more funds holding in top 10
Funds holding in top 10: 27 → 39 (+12)
39% more funds holding
Funds holding: 200 → 277 (+77)
23% more capital invested
Capital invested by funds: $2.62B → $3.23B (+$609M)
5.28% less ownership
Funds ownership: 64.78% → 59.5% (-5.3%)
94% less call options, than puts
Call options by funds: $486K | Put options by funds: $7.96M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SCA
Stuart Chaussee & Associates
Palos Verdes Estates,
California
|
+$40.8M |
| 2 |
LPL Financial
San Diego,
California
|
+$36.3M |
| 3 |
KeyBank National Association
Cleveland,
Ohio
|
+$27.2M |
| 4 |
Morgan Stanley
New York
|
+$26.2M |
| 5 |
QA
Quantitative Advantage
Minnetonka,
Minnesota
|
+$24.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
USAA
United Services Automobile Association
San Antonio,
Texas
|
-$16.5M |
| 2 |
QI
QS Investors
New York
|
-$13.1M |
| 3 |
Goldman Sachs
New York
|
-$11.3M |
| 4 |
Jane Street
New York
|
-$10.3M |
| 5 |
MML Investors Services
Springfield,
Massachusetts
|
-$6.84M |
MTUM Hedge Fund Activity: Q4 2017 in Review
277 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q4 2017, worth a combined $3.23B — up 23% from $2.62B a quarter earlier.
Buyers outnumbered sellers: 91 funds opened new MTUM positions and 13 closed out — a net gain of 78 holders — while 109 added to existing stakes and 60 trimmed.
The largest buyer was Stuart Chaussee & Associates, opening a new position worth an estimated $40.8M. The largest seller was United Services Automobile Association, cutting an estimated $16.5M.
- 277 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q4 2017, up from 200 in Q3 2017.
- Funds reported $3.23B of iShares MSCI USA Momentum Factor ETF stock for Q4 2017, up 23% quarter-over-quarter.
- 91 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q4 2017 and 13 closed out, a net change of +78 holders.
- The largest iShares MSCI USA Momentum Factor ETF buyer in Q4 2017 was Stuart Chaussee & Associates, an estimated $40.8M added.
- The largest iShares MSCI USA Momentum Factor ETF seller in Q4 2017 was United Services Automobile Association, an estimated $16.5M sold.
Based on aggregated 13F filings for Q4 2017.