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iShares MSCI USA Momentum Factor ETF

119 hedge funds and large institutions have $1.04B invested in iShares MSCI USA Momentum Factor ETF in 2016 Q2 according to their latest regulatory filings, with 22 funds opening new positions, 63 increasing their positions, 26 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

214% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 7

142% more repeat investments, than reductions

Existing positions increased: 63 | Existing positions reduced: 26

14% more funds holding in top 10

Funds holding in top 10: 1416 (+2)

13% more funds holding

Funds holding: 105119 (+14)

11% more capital invested

Capital invested by funds: $938M → $1.04B (+$103M)

6.07% less ownership

Funds ownership: 80.11%74.04% (-6.1%)

Holders
119
Holders Change
+14
Holders Change %
+13.33%
% of All Funds
3.18%
Holding in Top 10
16
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+14.29%
% of All Funds
0.43%
New
22
Increased
63
Reduced
26
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
$124M
Bank of America
2
Bank of America
North Carolina
$59.7M +$1.63M +21,996 +3%
USAA
3
United Services Automobile Association
Texas
$49M -$27.1M -366,450 -36%
UBS Group
4
UBS Group
Switzerland
$48.4M +$7.97M +107,796 +21%
Ameriprise
5
Ameriprise
Minnesota
$46.7M +$2.03M +27,407 +5%
BDF
6
Balasa Dinverno & Foltz
$44.1M +$638K +8,629 +2%
Morgan Stanley
7
Morgan Stanley
New York
$43.2M +$7.93M +107,167 +23%
WDL
8
Well Done LLC
Michigan
$33.7M -$2.29M -30,982 -7%
Envestnet Asset Management
9
Envestnet Asset Management
Illinois
$30.7M +$4.36M +58,937 +17%
FIG
10
FundX Investment Group
California
$29.4M -$317K -4,290 -1%
ACM
11
Armbruster Capital Management
New York
$26.5M +$12.9K +174 +0.1%
Allianz Asset Management
12
Allianz Asset Management
Germany
$25.8M
Fidelity Investments
13
Fidelity Investments
Massachusetts
$25.2M +$24.4M +329,469 New
3AM
14
3D Asset Management
Connecticut
$23.8M -$325K -4,388 -1%
HA
15
Harfst & Associates
Wyoming
$22.7M -$4.02M -54,284 -15%
CFA
16
Carroll Financial Associates
North Carolina
$20.3M +$11.8M +159,129 +150%
CPO
17
Cerity Partners OCIO
New York
$20.1M +$3.56M +48,116 +22%
BA
18
BlackRock Advisors
Delaware
$19.9M +$3.74M +50,555 +24%
Wealth Enhancement Advisory Services
19
Wealth Enhancement Advisory Services
Minnesota
$18M +$1.73M +23,414 +11%
RJFSA
20
Raymond James Financial Services Advisors
Florida
$16.7M +$1.23M +16,631 +8%
RJA
21
Raymond James & Associates
Florida
$15.2M -$200K -2,710 -1%
CCP
22
Cardan Capital Partners
Colorado
$14.9M -$32.7K -442 -0.2%
LPL Financial
23
LPL Financial
California
$13.2M -$9.27M -125,341 -42%
BIT
24
BlackRock Institutional Trust
California
$11.6M -$25.2K -340 -0.2%
SIM
25
Sigma Investment Management
Oregon
$11.4M +$183K +2,472 +2%

MTUM Hedge Fund Activity: Q2 2016 in Review

119 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q2 2016, worth a combined $1.04B — up 11% from $938M a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new MTUM positions and 7 closed out — a net gain of 15 holders — while 63 added to existing stakes and 26 trimmed.

The largest buyer was Fidelity Investments, opening a new position worth an estimated $24.4M. The largest seller was Stifel Financial, cutting an estimated $33M.

  • 119 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q2 2016, up from 105 in Q1 2016.
  • Funds reported $1.04B of iShares MSCI USA Momentum Factor ETF stock for Q2 2016, up 11% quarter-over-quarter.
  • 22 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q2 2016 and 7 closed out, a net change of +15 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q2 2016 was Fidelity Investments, an estimated $24.4M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q2 2016 was Stifel Financial, an estimated $33M sold.

Based on aggregated 13F filings for Q2 2016.