iShares MSCI USA Size Factor ETF
SIZE
13 hedge funds and large institutions have $205M invested in iShares MSCI USA Size Factor ETF in 2015 Q3 according to their latest regulatory filings, with 2 funds opening new positions, 7 increasing their positions, 2 reducing their positions, and 2 closing their positions.
250% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 2
165% more capital invested
Capital invested by funds: $77.3M → $205M (+$127M)
57.54% more ownership
Funds ownership: 33.27% → 90.81% (+58%)
0% more funds holding
Funds holding: 13 → 13 (0)
0% more first-time investments, than exits
New positions opened: 2 | Existing positions closed: 2
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
USAA
United Services Automobile Association
San Antonio,
Texas
|
+$5.53M |
| 2 |
Jane Street
New York
|
+$3.94M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$657K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$303K |
| 5 |
Bank of America
Charlotte,
North Carolina
|
+$258K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$2.39M |
| 2 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$759K |
| 3 |
Citigroup
New York
|
-$2K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
ASRS
1
Arizona State Retirement System
Phoenix,
Arizona
| $124M | +$130M | +2,012,000 | New |
|
|
USAA
2
United Services Automobile Association
San Antonio,
Texas
| $70.4M | +$5.53M | +85,500 | +8% |
|
|
3
Jane Street
New York
| $6.25M | +$3.94M | +60,900 | +151% |
|
|
4
Citadel Advisors
Miami,
Florida
| $1.09M | +$657K | +10,148 | +134% |
|
|
5
Morgan Stanley
New York
| $781K | -$2.39M | -36,929 | -74% |
|
6
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $587K | +$170K | +2,623 | +38% |
|
|
VKH
7
Virtu KCG Holdings
New York
| $463K | +$141K | +2,185 | +41% |
|
|
8
UBS Group
Zurich,
Switzerland
| $457K | +$303K | +4,680 | +172% |
|
|
9
Bank of America
Charlotte,
North Carolina
| $246K | +$258K | +3,989 | New |
|
10
US Bancorp
Minneapolis,
Minnesota
| $116K | +$4.79K | +74 | +4% |
|
|
11
Royal Bank of Canada
Toronto,
Ontario, Canada
| $32K | -$759K | -11,730 | -96% |
|
|
MFS
12
MSI Financial Services
Springfield,
Massachusetts
| $5K | – | – | – |
|
|
13
Citigroup
New York
| – | -$2K | -38 | Closed |
|
SIZE Hedge Fund Activity: Q3 2015 in Review
13 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Size Factor ETF (SIZE) for Q3 2015, worth a combined $205M — up 165% from $77.3M a quarter earlier.
Fund positioning in SIZE was balanced in Q3 2015: 2 funds opened new positions, 2 closed out, 7 added to existing stakes and 2 trimmed.
The largest buyer was United Services Automobile Association, adding an estimated $5.53M. The largest seller was Morgan Stanley, cutting an estimated $2.39M.
- 13 institutional investors held iShares MSCI USA Size Factor ETF (SIZE) as of Q3 2015, unchanged from Q2 2015.
- Funds reported $205M of iShares MSCI USA Size Factor ETF stock for Q3 2015, up 165% quarter-over-quarter.
- 2 funds opened new iShares MSCI USA Size Factor ETF positions in Q3 2015 and 2 closed out, a net change of 0 holders.
- The largest iShares MSCI USA Size Factor ETF buyer in Q3 2015 was United Services Automobile Association, an estimated $5.53M added.
- The largest iShares MSCI USA Size Factor ETF seller in Q3 2015 was Morgan Stanley, an estimated $2.39M sold.
Based on aggregated 13F filings for Q3 2015.