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iShares MSCI USA Momentum Factor ETF

30 hedge funds and large institutions have $295M invested in iShares MSCI USA Momentum Factor ETF in 2014 Q3 according to their latest regulatory filings, with 7 funds opening new positions, 14 increasing their positions, 4 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

250% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 4

75% more first-time investments, than exits

New positions opened: 7 | Existing positions closed: 4

25% more funds holding in top 10

Funds holding in top 10: 45 (+1)

18% more capital invested

Capital invested by funds: $251M → $295M (+$44.6M)

11% more funds holding

Funds holding: 2730 (+3)

3.14% less ownership

Funds ownership: 83.56%80.42% (-3.1%)

Holders
30
Holders Change
+3
Holders Change %
+11.11%
% of All Funds
0.87%
Holding in Top 10
5
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+25%
% of All Funds
0.15%
New
7
Increased
14
Reduced
4
Closed
4
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
ASRS
1
Arizona State Retirement System
Arizona
$131M
BDF
2
Balasa Dinverno & Foltz
$26.6M +$26.4M +410,440 New
3AM
3
3D Asset Management
Connecticut
$24.7M -$4.4M -68,522 -15%
USAA
4
United Services Automobile Association
Texas
$23.8M +$23.5M +366,000 New
Bank of America
5
Bank of America
North Carolina
$13.5M +$1.2M +18,619 +10%
LMIM
6
Lockheed Martin Investment Management
Maryland
$12.2M +$3.79M +58,890 +45%
CFA
7
Carroll Financial Associates
North Carolina
$12.1M +$617K +9,595 +6%
Ameriprise
8
Ameriprise
Minnesota
$11.4M +$4.53M +70,500 +67%
CAN
9
Cetera Advisor Networks
California
$7.49M -$1.24M -19,278 -14%
Envestnet Asset Management
10
Envestnet Asset Management
Illinois
$5.9M -$863K -13,430 -13%
Morgan Stanley
11
Morgan Stanley
New York
$5.06M +$489K +7,606 +11%
SIM
12
Sigma Investment Management
Oregon
$4.82M +$6.11K +95 +0.1%
Allianz Asset Management
13
Allianz Asset Management
Germany
$4.12M +$2.89M +45,000 +300%
BCI
14
Brinker Capital Investments
Pennsylvania
$3.96M
BTS
15
BB&T Securities
Virginia
$2.67M +$31.8K +494 +14%
SG Americas Securities
16
SG Americas Securities
New York
$1.05M +$1.04M +16,200 New
LTFS
17
Ladenburg Thalmann Financial Services
Florida
$1.02M +$722K +11,236 +249%
NPC
18
National Planning Corporation
California
$1.02M +$132K +2,051 +15%
CPO
19
Cerity Partners OCIO
New York
$778K +$336K +5,231 +77%
LPL Financial
20
LPL Financial
California
$772K -$7.26K -113 -0.9%
Cambridge Investment Research Advisors
21
Cambridge Investment Research Advisors
Iowa
$469K +$465K +7,234 New
AI
22
Atria Investments
North Carolina
$327K +$74.8K +1,163 +30%
PAG
23
Private Advisor Group
New Jersey
$259K +$257K +4,000 New
AIG
24
American International Group
New York
$138K
US Bancorp
25
US Bancorp
Minnesota
$83K

MTUM Hedge Fund Activity: Q3 2014 in Review

30 of the 3,447 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q3 2014, worth a combined $295M — up 18% from $251M a quarter earlier.

Buyers outnumbered sellers: 7 funds opened new MTUM positions and 4 closed out — a net gain of 3 holders — while 14 added to existing stakes and 4 trimmed.

The largest buyer was Balasa Dinverno & Foltz, opening a new position worth an estimated $26.4M. The largest seller was Stifel Financial, exiting entirely with an estimated $20.7M sold.

  • 30 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q3 2014, up from 27 in Q2 2014.
  • Funds reported $295M of iShares MSCI USA Momentum Factor ETF stock for Q3 2014, up 18% quarter-over-quarter.
  • 7 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q3 2014 and 4 closed out, a net change of +3 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q3 2014 was Balasa Dinverno & Foltz, an estimated $26.4M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q3 2014 was Stifel Financial, an estimated $20.7M sold.

Based on aggregated 13F filings for Q3 2014.