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iShares MSCI USA Momentum Factor ETF

22 hedge funds and large institutions have $205M invested in iShares MSCI USA Momentum Factor ETF in 2014 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 11 increasing their positions, 4 reducing their positions, and 0 closing their positions.

New
Increased
Maintained
Reduced
Closed

175% more repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 4

38% more funds holding

Funds holding: 1622 (+6)

13% more capital invested

Capital invested by funds: $181M → $205M (+$23.7M)

0% more funds holding in top 10

Funds holding in top 10: 33 (0)

7.98% less ownership

Funds ownership: 92.93%84.95% (-8%)

Holders
22
Holders Change
+6
Holders Change %
+37.5%
% of All Funds
0.64%
Holding in Top 10
3
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.09%
New
6
Increased
11
Reduced
4
Closed
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
ASRS
1
Arizona State Retirement System
Arizona
$121M
3AM
2
3D Asset Management
Connecticut
$26.4M +$555K +9,151 +2%
Stifel Financial
3
Stifel Financial
Missouri
$14.8M +$14.9M +245,000 New
CFA
4
Carroll Financial Associates
North Carolina
$9.31M +$2M +32,915 +27%
CAN
5
Cetera Advisor Networks
California
$8.14M +$1.09M +17,906 +15%
Envestnet Asset Management
6
Envestnet Asset Management
Illinois
$5.99M +$788K +12,982 +15%
Morgan Stanley
7
Morgan Stanley
New York
$5.28M +$2.12M +34,945 +66%
Bank of America
8
Bank of America
North Carolina
$5.1M -$1.08M -17,834 -17%
BCI
9
Brinker Capital Investments
Pennsylvania
$3.68M +$1.82M +30,000 +97%
LPL Financial
10
LPL Financial
California
$1.28M +$804K +13,245 +168%
BNP Paribas Financial Markets
11
BNP Paribas Financial Markets
France
$1.03M +$1.04M +17,167 New
Susquehanna International Group
12
Susquehanna International Group
Pennsylvania
$930K -$868K -14,308 -48%
SIM
13
Sigma Investment Management
Oregon
$673K +$677K +11,155 New
NPC
14
National Planning Corporation
California
$598K +$590K +9,728 New
LTFS
15
Ladenburg Thalmann Financial Services
Florida
$346K +$150K +2,477 +76%
VKH
16
Virtu KCG Holdings
New York
$254K +$255K +4,207 New
Goldman Sachs
17
Goldman Sachs
New York
$240K -$34.5K -568 -13%
AIG
18
American International Group
New York
$129K +$109K +1,800 +545%
US Bancorp
19
US Bancorp
Minnesota
$78K +$78.1K +1,287 New
Ameriprise
20
Ameriprise
Minnesota
$65K +$36.9K +608 +128%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$21K -$2.08M -34,212 -99%
MFS
22
MSI Financial Services
Massachusetts
$13K +$5.58K +92 +73%

MTUM Hedge Fund Activity: Q1 2014 in Review

22 of the 3,463 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q1 2014, worth a combined $205M — up 13% from $181M a quarter earlier.

Buyers outnumbered sellers: 6 funds opened new MTUM positions and 0 closed out — a net gain of 6 holders — while 11 added to existing stakes and 4 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $2.12M. The largest seller was Royal Bank of Canada, cutting an estimated $2.08M.

  • 22 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q1 2014, up from 16 in Q4 2013.
  • Funds reported $205M of iShares MSCI USA Momentum Factor ETF stock for Q1 2014, up 13% quarter-over-quarter.
  • 6 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q1 2014 and 0 closed out, a net change of +6 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q1 2014 was Morgan Stanley, an estimated $2.12M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q1 2014 was Royal Bank of Canada, an estimated $2.08M sold.

Based on aggregated 13F filings for Q1 2014.