iShares MSCI USA Size Factor ETF
SIZE
13 hedge funds and large institutions have $77.3M invested in iShares MSCI USA Size Factor ETF in 2015 Q2 according to their latest regulatory filings, with 4 funds opening new positions, 4 increasing their positions, 2 reducing their positions, and 1 closing their positions.
300% more first-time investments, than exits
New positions opened: 4 | Existing positions closed: 1
100% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 2
30% more funds holding
Funds holding: 10 → 13 (+3)
13.66% less ownership
Funds ownership: 46.93% → 33.27% (-14%)
30% less capital invested
Capital invested by funds: $111M → $77.3M (-$33.7M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$820K |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$506K |
| 3 |
VKH
Virtu KCG Holdings
New York
|
+$356K |
| 4 |
Morgan Stanley
New York
|
+$239K |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$136K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BG
BlackRock Group
London,
United Kingdom
|
-$33M |
| 2 |
Jane Street
New York
|
-$1.38M |
| 3 |
UBS Group
Zurich,
Switzerland
|
-$13.4K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
USAA
1
United Services Automobile Association
San Antonio,
Texas
| $69M | – | – | – |
|
|
2
Morgan Stanley
New York
| $3.25M | +$239K | +3,568 | +8% |
|
|
3
Jane Street
New York
| $2.63M | -$1.38M | -20,665 | -34% |
|
|
4
Royal Bank of Canada
Toronto,
Ontario, Canada
| $801K | +$820K | +12,241 | New |
|
|
5
Citadel Advisors
Miami,
Florida
| $495K | +$506K | +7,558 | New |
|
|
6
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $450K | +$136K | +2,027 | +42% |
|
|
VKH
7
Virtu KCG Holdings
New York
| $348K | +$356K | +5,315 | New |
|
|
8
UBS Group
Zurich,
Switzerland
| $178K | -$13.4K | -200 | -7% |
|
9
US Bancorp
Minneapolis,
Minnesota
| $119K | +$44.9K | +671 | +59% |
|
|
MFS
10
MSI Financial Services
Springfield,
Massachusetts
| $6K | – | – | – |
|
11
Citigroup
New York
| $2K | +$536 | +8 | +27% |
|
|
BG
12
BlackRock Group
London,
United Kingdom
| – | -$33M | -495,310 | Closed |
|
|
TRCT
13
Tower Research Capital (TRC)
New York
| – | +$201 | +3 | New |
|
SIZE Hedge Fund Activity: Q2 2015 in Review
13 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Size Factor ETF (SIZE) for Q2 2015, worth a combined $77.3M — down 30% from $111M a quarter earlier.
Buyers outnumbered sellers: 4 funds opened new SIZE positions and 1 closed out — a net gain of 3 holders — while 4 added to existing stakes and 2 trimmed.
The largest buyer was Royal Bank of Canada, opening a new position worth an estimated $820K. The largest seller was BlackRock Group, exiting entirely with an estimated $33M sold.
- 13 institutional investors held iShares MSCI USA Size Factor ETF (SIZE) as of Q2 2015, up from 10 in Q1 2015.
- Funds reported $77.3M of iShares MSCI USA Size Factor ETF stock for Q2 2015, down 30% quarter-over-quarter.
- 4 funds opened new iShares MSCI USA Size Factor ETF positions in Q2 2015 and 1 closed out, a net change of +3 holders.
- The largest iShares MSCI USA Size Factor ETF buyer in Q2 2015 was Royal Bank of Canada, an estimated $820K added.
- The largest iShares MSCI USA Size Factor ETF seller in Q2 2015 was BlackRock Group, an estimated $33M sold.
Based on aggregated 13F filings for Q2 2015.