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iShares MSCI USA Momentum Factor ETF

100 hedge funds and large institutions have $828M invested in iShares MSCI USA Momentum Factor ETF in 2015 Q4 according to their latest regulatory filings, with 35 funds opening new positions, 45 increasing their positions, 11 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

400% more first-time investments, than exits

New positions opened: 35 | Existing positions closed: 7

309% more repeat investments, than reductions

Existing positions increased: 45 | Existing positions reduced: 11

38% more funds holding in top 10

Funds holding in top 10: 811 (+3)

35% more funds holding

Funds holding: 74100 (+26)

31% more capital invested

Capital invested by funds: $633M → $828M (+$195M)

1% less ownership

Funds ownership: 74.44%73.44% (-1%)

Holders
100
Holders Change
+26
Holders Change %
+35.14%
% of All Funds
2.62%
Holding in Top 10
11
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+37.5%
% of All Funds
0.29%
New
35
Increased
45
Reduced
11
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
ASRS
1
Arizona State Retirement System
Arizona
$148M
USAA
2
United Services Automobile Association
Texas
$90.7M -$11.7M -161,300 -12%
Bank of America
3
Bank of America
North Carolina
$61.5M +$4.93M +67,861 +9%
Morgan Stanley
4
Morgan Stanley
New York
$43.1M +$14.3M +196,813 +50%
BDF
5
Balasa Dinverno & Foltz
$37.7M +$828K +11,394 +2%
QI
6
QS Investors
New York
$31.6M +$9.44M +129,925 +43%
US Bancorp
7
US Bancorp
Minnesota
$26.5M +$22.1M +304,821 +536%
Allianz Asset Management
8
Allianz Asset Management
Germany
$25.8M +$1.84M +25,370 +8%
HA
9
Harfst & Associates
Wyoming
$24.7M +$1.21M +16,680 +5%
Ameriprise
10
Ameriprise
Minnesota
$24.5M +$1.29M +17,706 +6%
3AM
11
3D Asset Management
Connecticut
$22.6M +$36K +496 +0.2%
Envestnet Asset Management
12
Envestnet Asset Management
Illinois
$19.4M +$6.91M +95,142 +56%
ACM
13
Armbruster Capital Management
New York
$17.3M +$17.2M +236,373 New
LPL Financial
14
LPL Financial
California
$17.3M +$13.9M +191,373 +396%
UBS Group
15
UBS Group
Switzerland
$15.9M +$7.55M +103,905 +92%
RJA
16
Raymond James & Associates
Florida
$15.9M +$1.03M +14,197 +7%
CPO
17
Cerity Partners OCIO
New York
$13.1M +$764K +10,523 +6%
BAAM
18
Baker Avenue Asset Management
California
$12M +$11.9M +163,632 New
CCA
19
Cobblestone Capital Advisors
New York
$11.8M +$605K +8,327 +5%
Jane Street
20
Jane Street
New York
$11.4M +$9.29M +127,976 +464%
BIT
21
BlackRock Institutional Trust
California
$11.3M
Wealth Enhancement Advisory Services
22
Wealth Enhancement Advisory Services
Minnesota
$11.1M +$1.58M +21,696 +17%
CCP
23
Cardan Capital Partners
Colorado
$10.1M +$10.1M +138,379 New
SIM
24
Sigma Investment Management
Oregon
$9.83M +$3.96M +54,553 +69%
SAM
25
Stringer Asset Management
Tennessee
$9.24M +$98.2K +1,352 +1%

MTUM Hedge Fund Activity: Q4 2015 in Review

100 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q4 2015, worth a combined $828M — up 31% from $633M a quarter earlier.

Buyers outnumbered sellers: 35 funds opened new MTUM positions and 7 closed out — a net gain of 28 holders — while 45 added to existing stakes and 11 trimmed.

The largest buyer was US Bancorp, adding an estimated $22.1M. The largest seller was HighTower Advisors, exiting entirely with an estimated $22.2M sold.

  • 100 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q4 2015, up from 74 in Q3 2015.
  • Funds reported $828M of iShares MSCI USA Momentum Factor ETF stock for Q4 2015, up 31% quarter-over-quarter.
  • 35 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q4 2015 and 7 closed out, a net change of +28 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q4 2015 was US Bancorp, an estimated $22.1M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q4 2015 was HighTower Advisors, an estimated $22.2M sold.

Based on aggregated 13F filings for Q4 2015.