iShares MSCI USA Min Vol Factor ETF
USMV
291 hedge funds and large institutions have $8B invested in iShares MSCI USA Min Vol Factor ETF in 2016 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 161 increasing their positions, 72 reducing their positions, and 16 closing their positions.
149% more call options, than puts
Call options by funds: $5.54M | Put options by funds: $2.23M
125% more first-time investments, than exits
New positions opened: 36 | Existing positions closed: 16
124% more repeat investments, than reductions
Existing positions increased: 161 | Existing positions reduced: 72
21% more capital invested
Capital invested by funds: $6.63B → $8B (+$1.37B)
13% more funds holding in top 10
Funds holding in top 10: 62 → 70 (+8)
5% more funds holding
Funds holding: 276 → 291 (+15)
4.39% less ownership
Funds ownership: 60.25% → 55.87% (-4.4%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$314M |
| 2 |
NLI
Nippon Life Insurance
Tokyo,
Japan
|
+$211M |
| 3 |
Fidelity Investments
Boston,
Massachusetts
|
+$149M |
| 4 |
Morgan Stanley
New York
|
+$106M |
| 5 |
Citigroup
New York
|
+$96.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LPL Financial
San Diego,
California
|
-$414M |
| 2 |
QI
QS Investors
New York
|
-$41.5M |
| 3 |
AIG
American International Group
New York
|
-$35.3M |
| 4 |
LI
LVZ Inc
Holland,
Michigan
|
-$30.3M |
| 5 |
USAA
United Services Automobile Association
San Antonio,
Texas
|
-$29.8M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
301
SG Americas Securities
New York
| – | -$764K | -17,385 | Closed |
|
|
PAI
302
Pittenger & Anderson Inc
Lincoin,
Nebraska
| – | -$369K | -8,400 | Closed |
|
|
ABFS
303
Appropriate Balance Financial Services
Bellevue,
Washington
| – | -$280K | -6,387 | Closed |
|
|
DLHL
304
Donald L. Hagan LLC
Sarasota,
Florida
| – | -$29K | -650 | Closed |
|
|
SIM
305
Sonora Investment Management
Tucson,
Arizona
| – | -$10.9K | -247 | Closed |
|
|
AC
306
Alexandria Capital
Arlington,
Virginia
| – | -$4K | -91 | Closed |
|
USMV Hedge Fund Activity: Q2 2016 in Review
291 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q2 2016, worth a combined $8B — up 21% from $6.63B a quarter earlier.
Buyers outnumbered sellers: 36 funds opened new USMV positions and 16 closed out — a net gain of 20 holders — while 161 added to existing stakes and 72 trimmed.
The largest buyer was Bank of America, adding an estimated $314M. The largest seller was LPL Financial, cutting an estimated $414M.
- 291 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q2 2016, up from 276 in Q1 2016.
- Funds reported $8B of iShares MSCI USA Min Vol Factor ETF stock for Q2 2016, up 21% quarter-over-quarter.
- 36 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q2 2016 and 16 closed out, a net change of +20 holders.
- The largest iShares MSCI USA Min Vol Factor ETF buyer in Q2 2016 was Bank of America, an estimated $314M added.
- The largest iShares MSCI USA Min Vol Factor ETF seller in Q2 2016 was LPL Financial, an estimated $414M sold.
Based on aggregated 13F filings for Q2 2016.