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iShares MSCI USA Size Factor ETF

88 hedge funds and large institutions have $354M invested in iShares MSCI USA Size Factor ETF in 2020 Q2 according to their latest regulatory filings, with 16 funds opening new positions, 25 increasing their positions, 44 reducing their positions, and 70 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

30.99% less ownership

Funds ownership: 82.66%51.67% (-31%)

38% less funds holding

Funds holding: 14388 (-55)

43% less repeat investments, than reductions

Existing positions increased: 25 | Existing positions reduced: 44

56% less capital invested

Capital invested by funds: $805M → $354M (-$451M)

77% less first-time investments, than exits

New positions opened: 16 | Existing positions closed: 70

Holders
88
Holders Change
-55
Holders Change %
-38.46%
% of All Funds
1.8%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.04%
New
16
Increased
25
Reduced
44
Closed
70
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$113M -$67.2M -816,007 -39%
Bank of America
2
Bank of America
North Carolina
$51.8M -$22.3M -270,888 -31%
Osaic Holdings
3
Osaic Holdings
Arizona
$33.3M -$1.41M -17,124 -4%
QA
4
Quantitative Advantage
Minnesota
$25.7M +$24.2M +293,631 New
Fifth Third Bancorp
5
Fifth Third Bancorp
Ohio
$10.7M -$489K -5,931 -5%
Morgan Stanley
6
Morgan Stanley
New York
$9.82M -$13.5M -163,938 -59%
Truist Financial
7
Truist Financial
North Carolina
$7.64M +$1.03M +12,531 +17%
CFG
8
Cooper Financial Group
California
$6.57M +$3.57M +43,353 +137%
TWM
9
Trinity Wealth Management
Pennsylvania
$6.57M -$2.69M -32,618 -30%
Thrivent Financial for Lutherans
10
Thrivent Financial for Lutherans
Minnesota
$5.71M
Envestnet Asset Management
11
Envestnet Asset Management
Illinois
$5.42M -$256M -3,111,321 -98%
MPW
12
MA Private Wealth
California
$5.26M -$3.63M -44,031 -42%
Susquehanna International Group
13
Susquehanna International Group
Pennsylvania
$4.87M +$4.58M +55,553 New
CS
14
Credit Suisse
Switzerland
$4.45M +$1.73M +20,966 +70%
VFM
15
Vivid Financial Management
California
$4.22M +$3.35M +40,624 +540%
Goldman Sachs
16
Goldman Sachs
New York
$4.2M +$2.83M +34,358 +253%
PNC Financial Services Group
17
PNC Financial Services Group
Pennsylvania
$3.63M -$434K -5,263 -11%
Mercer Global Advisors
18
Mercer Global Advisors
Colorado
$3.09M -$2.53M -30,650 -46%
LPL Financial
19
LPL Financial
California
$2.87M -$42.1M -510,837 -94%
SB
20
Strategic Blueprint
Georgia
$2.75M +$1.39M +16,844 +116%
PA
21
Parallel Advisors
California
$2.63M -$10.6M -128,850 -81%
AF
22
Advisornet Financial
Minnesota
$2.35M +$705K +8,557 +47%
BRWA
23
B. Riley Wealth Advisors
Florida
$2.33M -$1.68M -20,443 -43%
MML Investors Services
24
MML Investors Services
Massachusetts
$2.33M -$10M -121,416 -82%
HGWM
25
Horst & Graben Wealth Management
Oregon
$2.19M +$1.47M +17,795 +245%

SIZE Hedge Fund Activity: Q2 2020 in Review

88 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Size Factor ETF (SIZE) for Q2 2020, worth a combined $354M — down 56% from $805M a quarter earlier.

Sellers outnumbered buyers: 70 funds closed out of SIZE and 16 opened new positions — a net loss of 54 holders — while 44 trimmed existing stakes and 25 added.

The largest buyer was Quantitative Advantage, opening a new position worth an estimated $24.2M. The largest seller was Envestnet Asset Management, cutting an estimated $256M.

  • 88 institutional investors held iShares MSCI USA Size Factor ETF (SIZE) as of Q2 2020, down from 143 in Q1 2020.
  • Funds reported $354M of iShares MSCI USA Size Factor ETF stock for Q2 2020, down 56% quarter-over-quarter.
  • 16 funds opened new iShares MSCI USA Size Factor ETF positions in Q2 2020 and 70 closed out, a net change of -54 holders.
  • The largest iShares MSCI USA Size Factor ETF buyer in Q2 2020 was Quantitative Advantage, an estimated $24.2M added.
  • The largest iShares MSCI USA Size Factor ETF seller in Q2 2020 was Envestnet Asset Management, an estimated $256M sold.

Based on aggregated 13F filings for Q2 2020.