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Invesco S&P 500 Low Volatility ETF

246 hedge funds and large institutions have $2.79B invested in Invesco S&P 500 Low Volatility ETF in 2015 Q4 according to their latest regulatory filings, with 54 funds opening new positions, 100 increasing their positions, 58 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

157% more first-time investments, than exits

New positions opened: 54 | Existing positions closed: 21

72% more repeat investments, than reductions

Existing positions increased: 100 | Existing positions reduced: 58

47% more capital invested

Capital invested by funds: $1.9B → $2.79B (+$890M)

22% more funds holding in top 10

Funds holding in top 10: 1822 (+4)

14% more funds holding

Funds holding: 215246 (+31)

10.64% more ownership

Funds ownership: 41.83%52.46% (+11%)

79% less call options, than puts

Call options by funds: $851K | Put options by funds: $4.15M

Holders
246
Holders Change
+31
Holders Change %
+14.42%
% of All Funds
6.45%
Holding in Top 10
22
Holding in Top 10 Change
+4
Holding in Top 10 Change %
+22.22%
% of All Funds
0.58%
New
54
Increased
100
Reduced
58
Closed
21
Calls
$851K
Puts
$4.15M
Net Calls
-$3.29M
Net Calls Change
+$1.99M
Name Holding Trade Value Shares
Change
Change in
Stake
WIM
1
Windhaven Investment Management
Massachusetts
$356M -$40.2M -1,053,318 -10%
Morgan Stanley
2
Morgan Stanley
New York
$227M +$67.8M +1,777,275 +43%
Wells Fargo
3
Wells Fargo
California
$196M +$58.1M +1,521,490 +43%
HSBC Holdings
4
HSBC Holdings
United Kingdom
$187M +$110M +2,890,800 +148%
Bank of America
5
Bank of America
North Carolina
$168M +$10.6M +278,410 +7%
Royal Bank of Canada
6
Royal Bank of Canada
Ontario, Canada
$129M +$94.6M +2,480,287 +291%
SAS
7
Sage Advisory Services
Texas
$125M +$124M +3,250,102 New
LPL Financial
8
LPL Financial
California
$124M +$60M +1,571,346 +94%
UBS Group
9
UBS Group
Switzerland
$100M +$1.12M +29,397 +1%
Invesco
10
Invesco
Georgia
$98.1M +$5.6M +146,764 +6%
GI
11
Gradient Investments
Minnesota
$80.7M +$23.9M +625,070 +43%
RIM
12
Rampart Investment Management
Connecticut
$58.9M -$11.1K -292 -0%
FA
13
FDx Advisors
Illinois
$46.8M +$46.3M +1,213,495 New
Ameriprise
14
Ameriprise
Minnesota
$45.1M +$14.2M +371,784 +47%
Goldman Sachs
15
Goldman Sachs
New York
$40.8M +$2.47M +64,688 +7%
TFA
16
Transamerica Financial Advisors
Florida
$40.5M -$1.02M -26,614 -2%
FIG
17
FundX Investment Group
California
$35.6M +$28M +734,353 +389%
PFS
18
Prospera Financial Services
Texas
$33M +$2.82M +73,924 +9%
Envestnet Asset Management
19
Envestnet Asset Management
Illinois
$31.3M +$18.8M +493,676 +155%
RJA
20
Raymond James & Associates
Florida
$28.8M +$10.4M +272,865 +57%
NC
21
NewSquare Capital
Pennsylvania
$27.8M +$1.89M +49,546 +7%
RJFSA
22
Raymond James Financial Services Advisors
Florida
$27.8M -$14.1M -368,640 -34%
Commonwealth Equity Services
23
Commonwealth Equity Services
Massachusetts
$22.2M +$1.38M +36,131 +7%
BCI
24
Brinker Capital Investments
Pennsylvania
$19.4M -$6.43M -168,454 -25%
MFS
25
MSI Financial Services
Massachusetts
$19.2M +$4.25M +111,345 +29%

SPLV Hedge Fund Activity: Q4 2015 in Review

246 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in Invesco S&P 500 Low Volatility ETF (SPLV) for Q4 2015, worth a combined $2.79B — up 47% from $1.9B a quarter earlier.

Buyers outnumbered sellers: 54 funds opened new SPLV positions and 21 closed out — a net gain of 33 holders — while 100 added to existing stakes and 58 trimmed.

The largest buyer was Sage Advisory Services, opening a new position worth an estimated $124M. The largest seller was Windhaven Investment Management, cutting an estimated $40.2M.

  • 246 institutional investors held Invesco S&P 500 Low Volatility ETF (SPLV) as of Q4 2015, up from 215 in Q3 2015.
  • Funds reported $2.79B of Invesco S&P 500 Low Volatility ETF stock for Q4 2015, up 47% quarter-over-quarter.
  • 54 funds opened new Invesco S&P 500 Low Volatility ETF positions in Q4 2015 and 21 closed out, a net change of +33 holders.
  • The largest Invesco S&P 500 Low Volatility ETF buyer in Q4 2015 was Sage Advisory Services, an estimated $124M added.
  • The largest Invesco S&P 500 Low Volatility ETF seller in Q4 2015 was Windhaven Investment Management, an estimated $40.2M sold.

Based on aggregated 13F filings for Q4 2015.