iShares MSCI USA Min Vol Factor ETF
USMV
368 hedge funds and large institutions have $7.53B invested in iShares MSCI USA Min Vol Factor ETF in 2017 Q3 according to their latest regulatory filings, with 40 funds opening new positions, 172 increasing their positions, 116 reducing their positions, and 29 closing their positions.
48% more repeat investments, than reductions
Existing positions increased: 172 | Existing positions reduced: 116
38% more first-time investments, than exits
New positions opened: 40 | Existing positions closed: 29
8% more capital invested
Capital invested by funds: $6.98B → $7.53B (+$547M)
2.8% more ownership
Funds ownership: 51.39% → 54.19% (+2.8%)
2% more funds holding
Funds holding: 361 → 368 (+7)
2% less funds holding in top 10
Funds holding in top 10: 55 → 54 (-1)
40% less call options, than puts
Call options by funds: $3.54M | Put options by funds: $5.92M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citigroup
New York
|
+$391M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
+$44.9M |
| 3 |
SEI Investments
Oaks,
Pennsylvania
|
+$28.1M |
| 4 |
JP Morgan Chase
New York
|
+$23.1M |
| 5 |
Ameriprise
Minneapolis,
Minnesota
|
+$19.3M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
State Street
Boston,
Massachusetts
|
-$174M |
| 2 |
BlackRock
New York
|
-$34.2M |
| 3 |
Wells Fargo
San Francisco,
California
|
-$25.7M |
| 4 |
AIM
Astor Investment Management
Chicago,
Illinois
|
-$21.7M |
| 5 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
-$18.1M |
USMV Hedge Fund Activity: Q3 2017 in Review
368 of the 4,012 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q3 2017, worth a combined $7.53B — up 7.8% from $6.98B a quarter earlier.
Buyers outnumbered sellers: 40 funds opened new USMV positions and 29 closed out — a net gain of 11 holders — while 172 added to existing stakes and 116 trimmed.
The largest buyer was Citigroup, adding an estimated $391M. The largest seller was State Street, cutting an estimated $174M.
- 368 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q3 2017, up from 361 in Q2 2017.
- Funds reported $7.53B of iShares MSCI USA Min Vol Factor ETF stock for Q3 2017, up 7.8% quarter-over-quarter.
- 40 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q3 2017 and 29 closed out, a net change of +11 holders.
- The largest iShares MSCI USA Min Vol Factor ETF buyer in Q3 2017 was Citigroup, an estimated $391M added.
- The largest iShares MSCI USA Min Vol Factor ETF seller in Q3 2017 was State Street, an estimated $174M sold.
Based on aggregated 13F filings for Q3 2017.