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Invesco S&P 500 Low Volatility ETF

150 hedge funds and large institutions have $1.47B invested in Invesco S&P 500 Low Volatility ETF in 2014 Q1 according to their latest regulatory filings, with 17 funds opening new positions, 53 increasing their positions, 55 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

123% more call options, than puts

Call options by funds: $14.1M | Put options by funds: $6.34M

1.19% more ownership

Funds ownership: 37.3%38.49% (+1.2%)

4% less repeat investments, than reductions

Existing positions increased: 53 | Existing positions reduced: 55

4% less capital invested

Capital invested by funds: $1.53B → $1.47B (-$59.5M)

2% less funds holding

Funds holding: 153150 (-3)

11% less first-time investments, than exits

New positions opened: 17 | Existing positions closed: 19

11% less funds holding in top 10

Funds holding in top 10: 98 (-1)

Holders
150
Holders Change
-3
Holders Change %
-1.96%
% of All Funds
4.33%
Holding in Top 10
8
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-11.11%
% of All Funds
0.23%
New
17
Increased
53
Reduced
55
Closed
19
Calls
$14.1M
Puts
$6.34M
Net Calls
+$7.78M
Net Calls Change
-$1.6M
Name Holding Trade Value Shares
Change
Change in
Stake
MIU
26
Man Investments (UK)
United Kingdom
$7.8M +$2.4M +72,787 +46%
Citigroup
27
Citigroup
New York
$7.76M -$2.3M -69,809 -23%
PFS
28
Prospera Financial Services
Texas
$7.07M +$1.78M +53,922 +35%
Janney Montgomery Scott
29
Janney Montgomery Scott
Pennsylvania
$7.04M +$1.68M +50,948 +33%
RJFSA
30
Raymond James Financial Services Advisors
Florida
$6.82M -$179K -5,435 -3%
RJA
31
Raymond James & Associates
Florida
$6.32M -$5.12M -155,275 -46%
FAG
32
Financial Advisory Group
Texas
$6.16M -$12.6K -382 -0.2%
Fifth Third Bancorp
33
Fifth Third Bancorp
Ohio
$6.02M +$587K +17,805 +11%
PAG
34
Private Advisor Group
New Jersey
$5.45M -$2.61M -79,291 -33%
HighTower Advisors
35
HighTower Advisors
Illinois
$5.45M -$528K -16,016 -9%
QA
36
Quantitative Advantage
Minnesota
$5.38M +$5.21M +158,152 New
3AM
37
3D Asset Management
Connecticut
$4.82M -$578K -17,554 -11%
B
38
Baird
Wisconsin
$4.72M +$332K +10,082 +8%
CAL
39
Capital Advisors Ltd
Ohio
$4.46M +$505K +15,342 +13%
DADC
40
D.A. Davidson & Co
Montana
$4.46M +$2.71M +82,325 +169%
JP Morgan Chase
41
JP Morgan Chase
New York
$4.16M +$506K +15,362 +14%
FAAS
42
First Allied Advisory Services
California
$4.04M +$2.82M +85,661 +261%
SC
43
SouthState Corp
Florida
$4M -$879K -26,668 -19%
CIBC World Market
44
CIBC World Market
Ontario, Canada
$3.78M +$266K +8,079 +8%
JWA
45
JFS Wealth Advisors
Pennsylvania
$3.48M +$59.3K +1,800 +2%
NC
46
NewSquare Capital
Pennsylvania
$3.44M +$3.21M +97,506 +2,660%
Stifel Financial
47
Stifel Financial
Missouri
$3.3M +$3.2M +97,069 New
JG
48
Jefferies Group
New York
$3.25M +$992K +30,119 +46%
BNP Paribas Financial Markets
49
BNP Paribas Financial Markets
France
$2.92M +$1.19M +36,072 +75%
MFS
50
MSI Financial Services
Massachusetts
$2.77M -$155K -4,704 -5%

SPLV Hedge Fund Activity: Q1 2014 in Review

150 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in Invesco S&P 500 Low Volatility ETF (SPLV) for Q1 2014, worth a combined $1.47B — down 3.9% from $1.53B a quarter earlier.

Sellers outnumbered buyers: 19 funds closed out of SPLV and 17 opened new positions — a net loss of 2 holders — while 55 trimmed existing stakes and 53 added.

The largest buyer was First Allied Asset Management, adding an estimated $11.4M. The largest seller was Bank of America, cutting an estimated $19.7M.

  • 150 institutional investors held Invesco S&P 500 Low Volatility ETF (SPLV) as of Q1 2014, down from 153 in Q4 2013.
  • Funds reported $1.47B of Invesco S&P 500 Low Volatility ETF stock for Q1 2014, down 3.9% quarter-over-quarter.
  • 17 funds opened new Invesco S&P 500 Low Volatility ETF positions in Q1 2014 and 19 closed out, a net change of -2 holders.
  • The largest Invesco S&P 500 Low Volatility ETF buyer in Q1 2014 was First Allied Asset Management, an estimated $11.4M added.
  • The largest Invesco S&P 500 Low Volatility ETF seller in Q1 2014 was Bank of America, an estimated $19.7M sold.

Based on aggregated 13F filings for Q1 2014.