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iShares MSCI USA Momentum Factor ETF

499 hedge funds and large institutions have $5.79B invested in iShares MSCI USA Momentum Factor ETF in 2020 Q1 according to their latest regulatory filings, with 77 funds opening new positions, 174 increasing their positions, 196 reducing their positions, and 85 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more funds holding in top 10

Funds holding in top 10: 8084 (+4)

0.72% more ownership

Funds ownership: 69.02%69.73% (+0.72%)

9% less first-time investments, than exits

New positions opened: 77 | Existing positions closed: 85

3% less funds holding

Funds holding: 513499 (-14)

11% less repeat investments, than reductions

Existing positions increased: 174 | Existing positions reduced: 196

12% less capital invested

Capital invested by funds: $6.58B → $5.79B (-$800M)

93% less call options, than puts

Call options by funds: $1.37M | Put options by funds: $19.2M

Holders
499
Holders Change
-14
Holders Change %
-2.73%
% of All Funds
11%
Holding in Top 10
84
Holding in Top 10 Change
+4
Holding in Top 10 Change %
+5%
% of All Funds
1.85%
New
77
Increased
174
Reduced
196
Closed
85
Calls
$1.37M
Puts
$19.2M
Net Calls
-$17.8M
Net Calls Change
-$17.4M
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$367M +$83.3M +673,907 +24%
Carson Wealth (CWM LLC)
2
Carson Wealth (CWM LLC)
Nebraska
$311M
Bank of America
3
Bank of America
North Carolina
$302M -$32M -258,512 -8%
Envestnet Asset Management
4
Envestnet Asset Management
Illinois
$225M +$941K +7,615 +0.4%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$195M +$2.61M +21,097 +1%
Mercer Global Advisors
6
Mercer Global Advisors
Colorado
$165M +$24.9M +201,595 +15%
UBS Group
7
UBS Group
Switzerland
$157M -$50.9M -411,836 -22%
PNC Financial Services Group
8
PNC Financial Services Group
Pennsylvania
$151M -$15.9M -128,362 -8%
Victory Capital Management
9
Victory Capital Management
Texas
$148M +$95.2M +770,364 +123%
BlackRock
10
BlackRock
New York
$148M +$26.6M +214,999 +18%
Wells Fargo
11
Wells Fargo
California
$145M +$4.16M +33,691 +3%
KeyBank National Association
12
KeyBank National Association
Ohio
$145M -$10.6M -85,588 -6%
Wealth Enhancement Advisory Services
13
Wealth Enhancement Advisory Services
Minnesota
$145M +$4.4M +35,636 +3%
Ameriprise
14
Ameriprise
Minnesota
$138M -$120M -967,569 -43%
LPL Financial
15
LPL Financial
California
$130M +$14.6M +118,244 +11%
EMPI
16
Elo Mutual Pension Insurance
Finland
$129M -$28.8M -233,000 -16%
RJFSA
17
Raymond James Financial Services Advisors
Florida
$74.9M +$20.1M +162,259 +30%
CPO
18
Cerity Partners OCIO
New York
$74.6M -$865K -6,995 -1%
OFG
19
Oxford Financial Group
Indiana
$73.3M +$5.36M +43,377 +7%
Bank of New York Mellon
20
Bank of New York Mellon
New York
$69.9M -$8.39M -67,858 -9%
Commonwealth Equity Services
21
Commonwealth Equity Services
Massachusetts
$67.6M -$8.36M -67,642 -10%
RJA
22
Raymond James & Associates
Florida
$67M -$1.47M -11,897 -2%
BDF
23
Balasa Dinverno & Foltz
$64.3M -$3.25M -26,328 -4%
Osaic Holdings
24
Osaic Holdings
Arizona
$62.3M +$85.5M +691,807 New
Royal Bank of Canada
25
Royal Bank of Canada
Ontario, Canada
$59.5M +$5.28M +42,739 +8%

MTUM Hedge Fund Activity: Q1 2020 in Review

499 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Momentum Factor ETF (MTUM) for Q1 2020, worth a combined $5.79B — down 12% from $6.58B a quarter earlier.

Sellers outnumbered buyers: 85 funds closed out of MTUM and 77 opened new positions — a net loss of 8 holders — while 196 trimmed existing stakes and 174 added.

The largest buyer was Victory Capital Management, adding an estimated $95.2M. The largest seller was Ameriprise, cutting an estimated $120M.

  • 499 institutional investors held iShares MSCI USA Momentum Factor ETF (MTUM) as of Q1 2020, down from 513 in Q4 2019.
  • Funds reported $5.79B of iShares MSCI USA Momentum Factor ETF stock for Q1 2020, down 12% quarter-over-quarter.
  • 77 funds opened new iShares MSCI USA Momentum Factor ETF positions in Q1 2020 and 85 closed out, a net change of -8 holders.
  • The largest iShares MSCI USA Momentum Factor ETF buyer in Q1 2020 was Victory Capital Management, an estimated $95.2M added.
  • The largest iShares MSCI USA Momentum Factor ETF seller in Q1 2020 was Ameriprise, an estimated $120M sold.

Based on aggregated 13F filings for Q1 2020.