iShares MSCI USA Momentum Factor ETF
MTUM
524 hedge funds and large institutions have $8.58B invested in iShares MSCI USA Momentum Factor ETF in 2020 Q3 according to their latest regulatory filings, with 59 funds opening new positions, 212 increasing their positions, 181 reducing their positions, and 43 closing their positions.
37% more first-time investments, than exits
New positions opened: 59 | Existing positions closed: 43
25% more capital invested
Capital invested by funds: $6.87B → $8.58B (+$1.72B)
17% more repeat investments, than reductions
Existing positions increased: 212 | Existing positions reduced: 181
8% more funds holding in top 10
Funds holding in top 10: 85 → 92 (+7)
2% more funds holding
Funds holding: 512 → 524 (+12)
1.28% more ownership
Funds ownership: 69.18% → 70.46% (+1.3%)
21% less call options, than puts
Call options by funds: $3.3M | Put options by funds: $4.17M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Envestnet Asset Management
Chicago,
Illinois
|
+$274M |
| 2 |
Osaic Holdings
Scottsdale,
Arizona
|
+$122M |
| 3 |
SOMRS
State of Michigan Retirement System
Lansing,
Michigan
|
+$92.2M |
| 4 |
SEIA
Signature Estate & Investment Advisors
Los Angeles,
California
|
+$81.7M |
| 5 |
CCMG
Clark Capital Management Group
Philadelphia,
Pennsylvania
|
+$76.4M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EMPI
Elo Mutual Pension Insurance
Espoo,
Finland
|
-$77.9M |
| 2 |
DT
Diversified Trust
Memphis,
Tennessee
|
-$35.9M |
| 3 |
Fifth Third Bancorp
Cincinnati,
Ohio
|
-$16.1M |
| 4 |
AWM
AE Wealth Management
Topeka,
Kansas
|
-$13.9M |
| 5 |
MTB
Mizuho Trust & Banking
Tokyo,
Japan
|
-$13.1M |
MTUM Hedge Fund Activity: Q3 2020 in Review
524 of the 4,957 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q3 2020, worth a combined $8.58B — up 25% from $6.87B a quarter earlier.
Buyers outnumbered sellers: 59 funds opened new MTUM positions and 43 closed out — a net gain of 16 holders — while 212 added to existing stakes and 181 trimmed.
The largest buyer was Envestnet Asset Management, adding an estimated $274M. The largest seller was Elo Mutual Pension Insurance, cutting an estimated $77.9M.
- 524 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q3 2020, up from 512 in Q2 2020.
- Funds reported $8.58B of iShares MSCI USA Momentum Factor ETF stock for Q3 2020, up 25% quarter-over-quarter.
- 59 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q3 2020 and 43 closed out, a net change of +16 holders.
- The largest iShares MSCI USA Momentum Factor ETF buyer in Q3 2020 was Envestnet Asset Management, an estimated $274M added.
- The largest iShares MSCI USA Momentum Factor ETF seller in Q3 2020 was Elo Mutual Pension Insurance, an estimated $77.9M sold.
Based on aggregated 13F filings for Q3 2020.