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iShares MSCI USA Momentum Factor ETF

165 hedge funds and large institutions have $1.88B invested in iShares MSCI USA Momentum Factor ETF in 2017 Q2 according to their latest regulatory filings, with 34 funds opening new positions, 83 increasing their positions, 30 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

240% more first-time investments, than exits

New positions opened: 34 | Existing positions closed: 10

177% more repeat investments, than reductions

Existing positions increased: 83 | Existing positions reduced: 30

41% more funds holding in top 10

Funds holding in top 10: 1724 (+7)

21% more capital invested

Capital invested by funds: $1.55B → $1.88B (+$332M)

16% more funds holding

Funds holding: 142165 (+23)

6.77% less ownership

Funds ownership: 67.25%60.48% (-6.8%)

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $213K

Holders
165
Holders Change
+23
Holders Change %
+16.2%
% of All Funds
4.11%
Holding in Top 10
24
Holding in Top 10 Change
+7
Holding in Top 10 Change %
+41.18%
% of All Funds
0.6%
New
34
Increased
83
Reduced
30
Closed
10
Calls
Puts
$213K
Net Calls
-$213K
Net Calls Change
-$213K
Name Holding Trade Value Shares
Change
Change in
Stake
Ameriprise
1
Ameriprise
Minnesota
$120M +$8.21M +94,807 +8%
Envestnet Asset Management
2
Envestnet Asset Management
Illinois
$111M +$77.9M +900,156 +255%
Bank of America
3
Bank of America
North Carolina
$106M +$14.9M +171,814 +17%
KeyBank National Association
4
KeyBank National Association
Ohio
$97.6M +$30.6M +353,034 +47%
Morgan Stanley
5
Morgan Stanley
New York
$79.5M +$18.3M +211,142 +31%
UBS Group
6
UBS Group
Switzerland
$69.4M +$5.93M +68,505 +10%
PNC Financial Services Group
7
PNC Financial Services Group
Pennsylvania
$69.4M +$11M +127,475 +20%
USAA
8
United Services Automobile Association
Texas
$57M
BDF
9
Balasa Dinverno & Foltz
$56.2M +$486K +5,612 +0.9%
LTFS
10
Ladenburg Thalmann Financial Services
Florida
$54.1M +$47.3M +546,840 +884%
DT
11
Diversified Trust
Tennessee
$48M
Wealth Enhancement Advisory Services
12
Wealth Enhancement Advisory Services
Minnesota
$47.7M +$4.96M +57,316 +12%
FIG
13
FundX Investment Group
California
$47.1M +$45.9M +529,759 New
CCMG
14
Clark Capital Management Group
Pennsylvania
$37.8M +$33.8M +390,482 +1,106%
Allianz Asset Management
15
Allianz Asset Management
Germany
$37.2M -$143K -1,648 -0.4%
BCI
16
Brinker Capital Investments
Pennsylvania
$36.4M +$287K +3,317 +0.8%
CPO
17
Cerity Partners OCIO
New York
$35M +$1.56M +18,045 +5%
QI
18
QS Investors
New York
$33.4M +$31.8M +366,901 +4,402%
ACM
19
Armbruster Capital Management
New York
$32.7M -$530K -6,120 -2%
BlackRock
20
BlackRock
New York
$31.3M +$4.03M +46,516 +15%
CFA
21
Carroll Financial Associates
North Carolina
$31.1M +$367K +4,238 +1%
3AM
22
3D Asset Management
Connecticut
$29.7M -$896K -10,355 -3%
AG
23
Advisor Group
Arizona
$28.7M +$26.2M +302,319 +1,507%
Wells Fargo
24
Wells Fargo
California
$27.4M +$20.2M +233,857 +315%
LPL Financial
25
LPL Financial
California
$26.7M -$2.77M -32,051 -10%

MTUM Hedge Fund Activity: Q2 2017 in Review

165 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q2 2017, worth a combined $1.88B — up 21% from $1.55B a quarter earlier.

Buyers outnumbered sellers: 34 funds opened new MTUM positions and 10 closed out — a net gain of 24 holders — while 83 added to existing stakes and 30 trimmed.

The largest buyer was Envestnet Asset Management, adding an estimated $77.9M. The largest seller was Fidelity Investments, cutting an estimated $298M.

  • 165 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q2 2017, up from 142 in Q1 2017.
  • Funds reported $1.88B of iShares MSCI USA Momentum Factor ETF stock for Q2 2017, up 21% quarter-over-quarter.
  • 34 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q2 2017 and 10 closed out, a net change of +24 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q2 2017 was Envestnet Asset Management, an estimated $77.9M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q2 2017 was Fidelity Investments, an estimated $298M sold.

Based on aggregated 13F filings for Q2 2017.