iShares MSCI USA Min Vol Factor ETF
USMV
455 hedge funds and large institutions have $8.74B invested in iShares MSCI USA Min Vol Factor ETF in 2017 Q4 according to their latest regulatory filings, with 107 funds opening new positions, 150 increasing their positions, 136 reducing their positions, and 18 closing their positions.
494% more first-time investments, than exits
New positions opened: 107 | Existing positions closed: 18
35% more funds holding in top 10
Funds holding in top 10: 54 → 73 (+19)
24% more funds holding
Funds holding: 368 → 455 (+87)
16% more capital invested
Capital invested by funds: $7.53B → $8.74B (+$1.21B)
10% more repeat investments, than reductions
Existing positions increased: 150 | Existing positions reduced: 136
3.76% more ownership
Funds ownership: 54.19% → 57.95% (+3.8%)
48% less call options, than puts
Call options by funds: $2.27M | Put options by funds: $4.38M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
RJA
Raymond James & Associates
St Petersburg,
Florida
|
+$516M |
| 2 |
N
Natixis
Paris,
France
|
+$25.9M |
| 3 |
LPL Financial
San Diego,
California
|
+$25.9M |
| 4 |
BTS
BB&T Securities
Richmond,
Virginia
|
+$22M |
| 5 |
Citigroup
New York
|
+$20.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Allianz Asset Management
Munich,
Germany
|
-$23.7M |
| 2 |
JP Morgan Chase
New York
|
-$23M |
| 3 |
QI
QS Investors
New York
|
-$22.8M |
| 4 |
PAG
Private Advisor Group
Morristown,
New Jersey
|
-$19.8M |
| 5 |
TSS
Two Sigma Securities
New York
|
-$17.5M |
USMV Hedge Fund Activity: Q4 2017 in Review
455 of the 4,410 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q4 2017, worth a combined $8.74B — up 16% from $7.53B a quarter earlier.
Buyers outnumbered sellers: 107 funds opened new USMV positions and 18 closed out — a net gain of 89 holders — while 150 added to existing stakes and 136 trimmed.
The largest buyer was Raymond James & Associates, adding an estimated $516M. The largest seller was Allianz Asset Management, cutting an estimated $23.7M.
- 455 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q4 2017, up from 368 in Q3 2017.
- Funds reported $8.74B of iShares MSCI USA Min Vol Factor ETF stock for Q4 2017, up 16% quarter-over-quarter.
- 107 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q4 2017 and 18 closed out, a net change of +89 holders.
- The largest iShares MSCI USA Min Vol Factor ETF buyer in Q4 2017 was Raymond James & Associates, an estimated $516M added.
- The largest iShares MSCI USA Min Vol Factor ETF seller in Q4 2017 was Allianz Asset Management, an estimated $23.7M sold.
Based on aggregated 13F filings for Q4 2017.