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Invesco S&P 500 Low Volatility ETF

142 hedge funds and large institutions have $1.25B invested in Invesco S&P 500 Low Volatility ETF in 2013 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 48 increasing their positions, 54 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

9% more funds holding in top 10

Funds holding in top 10: 1112 (+1)

1.99% more ownership

Funds ownership: 42.96%44.94% (+2%)

0% more funds holding

Funds holding: 142142 (0)

0% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 21

11% less repeat investments, than reductions

Existing positions increased: 48 | Existing positions reduced: 54

35% less capital invested

Capital invested by funds: $1.92B → $1.25B (-$670M)

92% less call options, than puts

Call options by funds: $362K | Put options by funds: $4.41M

Holders
142
Holders Change
Holders Change %
0%
% of All Funds
4.6%
Holding in Top 10
12
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+9.09%
% of All Funds
0.39%
New
21
Increased
48
Reduced
54
Closed
21
Calls
$362K
Puts
$4.41M
Net Calls
-$4.05M
Net Calls Change
+$194M
Name Holding Trade Value Shares
Change
Change in
Stake
HSBC Holdings
1
HSBC Holdings
United Kingdom
$238M +$212M +6,704,810 +728%
Morgan Stanley
2
Morgan Stanley
New York
$163M -$19.6M -617,513 -11%
Bank of America
3
Bank of America
North Carolina
$126M -$16.4M -517,443 -11%
Wells Fargo
4
Wells Fargo
California
$105M -$21.7M -686,703 -17%
U
5
UBS
Switzerland
$57.1M +$6.61M +208,646 +13%
Invesco
6
Invesco
Georgia
$51.6M -$7.02M -221,586 -12%
BTS
7
BB&T Securities
Virginia
$47.7M -$1.11M -35,018 -19%
LPL Financial
8
LPL Financial
California
$43M -$36.7K -1,158 -0.1%
Royal Bank of Canada
9
Royal Bank of Canada
Ontario, Canada
$24.1M -$8.66M -273,404 -26%
PPA
10
Parametric Portfolio Associates
Washington
$23.1M -$2.63M -83,098 -10%
SG Americas Securities
11
SG Americas Securities
New York
$22.6M +$18M +568,153 +363%
Ohio Public Employees Retirement System (OPERS)
12
Ohio Public Employees Retirement System (OPERS)
Ohio
$21.2M
RJA
13
Raymond James & Associates
Florida
$19M -$1.51M -47,618 -7%
TF
14
Tompkins Financial
New York
$16.2M +$796K +25,134 +5%
Commonwealth Equity Services
15
Commonwealth Equity Services
Massachusetts
$11.8M -$2.52M -79,508 -17%
EK
16
Evensky & Katz
Florida
$11.1M +$478K +15,093 +4%
LMIM
17
Lockheed Martin Investment Management
Maryland
$10.7M
GA
18
Geller Advisors
New York
$10.5M +$398K +12,569 +4%
Ameriprise
19
Ameriprise
Minnesota
$10.4M +$2.72M +85,981 +35%
EAM
20
Eclectica Asset Management
United Kingdom
$10.1M +$10.2M +322,300 New
BCI
21
Brinker Capital Investments
Pennsylvania
$9.87M -$2.65M -83,858 -21%
Goldman Sachs
22
Goldman Sachs
New York
$9.63M +$9.77M +308,733 New
RJFSA
23
Raymond James Financial Services Advisors
Florida
$9.28M -$9.77M -308,636 -51%
NEPWA
24
New England Private Wealth Advisors
Massachusetts
$8.56M +$695K +21,948 +9%
CS
25
Credit Suisse
Switzerland
$8.46M +$1.02M +32,217 +13%

SPLV Hedge Fund Activity: Q3 2013 in Review

142 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in Invesco S&P 500 Low Volatility ETF (SPLV) for Q3 2013, worth a combined $1.25B — down 35% from $1.92B a quarter earlier.

Fund positioning in SPLV was balanced in Q3 2013: 21 funds opened new positions, 21 closed out, 48 added to existing stakes and 54 trimmed.

The largest buyer was HSBC Holdings, adding an estimated $212M. The largest seller was RiverFront Investment Group, exiting entirely with an estimated $51.2M sold.

  • 142 institutional investors held Invesco S&P 500 Low Volatility ETF (SPLV) as of Q3 2013, unchanged from Q2 2013.
  • Funds reported $1.25B of Invesco S&P 500 Low Volatility ETF stock for Q3 2013, down 35% quarter-over-quarter.
  • 21 funds opened new Invesco S&P 500 Low Volatility ETF positions in Q3 2013 and 21 closed out, a net change of 0 holders.
  • The largest Invesco S&P 500 Low Volatility ETF buyer in Q3 2013 was HSBC Holdings, an estimated $212M added.
  • The largest Invesco S&P 500 Low Volatility ETF seller in Q3 2013 was RiverFront Investment Group, an estimated $51.2M sold.

Based on aggregated 13F filings for Q3 2013.