iShares MSCI USA Min Vol Factor ETF
USMV
220 hedge funds and large institutions have $3.67B invested in iShares MSCI USA Min Vol Factor ETF in 2015 Q4 according to their latest regulatory filings, with 54 funds opening new positions, 98 increasing their positions, 48 reducing their positions, and 18 closing their positions.
200% more first-time investments, than exits
New positions opened: 54 | Existing positions closed: 18
104% more repeat investments, than reductions
Existing positions increased: 98 | Existing positions reduced: 48
45% more funds holding in top 10
Funds holding in top 10: 31 → 45 (+14)
30% more capital invested
Capital invested by funds: $2.82B → $3.67B (+$853M)
19% more funds holding
Funds holding: 185 → 220 (+35)
3.44% more ownership
Funds ownership: 50.54% → 53.98% (+3.4%)
100% less call options, than puts
Call options by funds: $0 | Put options by funds: $318K
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$165M |
| 2 |
LPL Financial
San Diego,
California
|
+$122M |
| 3 |
Morgan Stanley
New York
|
+$80.6M |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$60.1M |
| 5 |
Wells Fargo
San Francisco,
California
|
+$58.6M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CIA
Choate Investment Advisors
Boston,
Massachusetts
|
-$138M |
| 2 |
Ameriprise
Minneapolis,
Minnesota
|
-$56.1M |
| 3 |
Fidelity Investments
Boston,
Massachusetts
|
-$29.9M |
| 4 |
BHB
Bank Hapoalim BM
Tel Aviv,
Israel
|
-$18.4M |
| 5 |
Wellington Management Group
Boston,
Massachusetts
|
-$18.2M |
USMV Hedge Fund Activity: Q4 2015 in Review
220 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q4 2015, worth a combined $3.67B — up 30% from $2.82B a quarter earlier.
Buyers outnumbered sellers: 54 funds opened new USMV positions and 18 closed out — a net gain of 36 holders — while 98 added to existing stakes and 48 trimmed.
The largest buyer was Bank of America, adding an estimated $165M. The largest seller was Choate Investment Advisors, cutting an estimated $138M.
- 220 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q4 2015, up from 185 in Q3 2015.
- Funds reported $3.67B of iShares MSCI USA Min Vol Factor ETF stock for Q4 2015, up 30% quarter-over-quarter.
- 54 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q4 2015 and 18 closed out, a net change of +36 holders.
- The largest iShares MSCI USA Min Vol Factor ETF buyer in Q4 2015 was Bank of America, an estimated $165M added.
- The largest iShares MSCI USA Min Vol Factor ETF seller in Q4 2015 was Choate Investment Advisors, an estimated $138M sold.
Based on aggregated 13F filings for Q4 2015.