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iShares MSCI USA Min Vol Factor ETF

185 hedge funds and large institutions have $2.82B invested in iShares MSCI USA Min Vol Factor ETF in 2015 Q3 according to their latest regulatory filings, with 29 funds opening new positions, 89 increasing their positions, 47 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

123% more first-time investments, than exits

New positions opened: 29 | Existing positions closed: 13

89% more repeat investments, than reductions

Existing positions increased: 89 | Existing positions reduced: 47

21% more capital invested

Capital invested by funds: $2.33B → $2.82B (+$493M)

19% more funds holding in top 10

Funds holding in top 10: 2631 (+5)

8% more funds holding

Funds holding: 171185 (+14)

1.42% more ownership

Funds ownership: 49.12%50.54% (+1.4%)

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $555K

Holders
185
Holders Change
+14
Holders Change %
+8.19%
% of All Funds
5.16%
Holding in Top 10
31
Holding in Top 10 Change
+5
Holding in Top 10 Change %
+19.23%
% of All Funds
0.87%
New
29
Increased
89
Reduced
47
Closed
13
Calls
Puts
$555K
Net Calls
-$555K
Net Calls Change
-$196K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$315M +$98.9M +2,418,701 +44%
Wells Fargo
2
Wells Fargo
California
$198M +$41.3M +1,009,575 +25%
Ameriprise
3
Ameriprise
Minnesota
$193M +$22.7M +555,654 +13%
Morgan Stanley
4
Morgan Stanley
New York
$151M +$32.5M +794,287 +26%
State Street
5
State Street
Massachusetts
$145M +$3.45M +84,301 +2%
CIA
6
Choate Investment Advisors
Massachusetts
$142M +$1.6M +39,154 +1%
UBS Group
7
UBS Group
Switzerland
$83.9M +$27M +660,655 +45%
LPL Financial
8
LPL Financial
California
$81.6M +$18.1M +442,536 +28%
USAA
9
United Services Automobile Association
Texas
$68.9M +$34.8M +851,900 +96%
CFA
10
Carroll Financial Associates
North Carolina
$64.2M +$5.52M +135,079 +10%
Fidelity Investments
11
Fidelity Investments
Massachusetts
$61.9M +$6.85M +167,595 +12%
Envestnet Asset Management
12
Envestnet Asset Management
Illinois
$57.7M +$18.5M +451,309 +45%
AWA
13
ARS Wealth Advisors
Florida
$52.3M -$1.57M -38,447 -3%
AIM
14
Astor Investment Management
Illinois
$51.8M +$21.2M +518,796 +66%
SEI Investments
15
SEI Investments
Pennsylvania
$46.5M +$7.79M +190,506 +19%
BG
16
BlackRock Group
United Kingdom
$44.7M
FWP
17
FAS Wealth Partners
Kansas
$42.3M +$39.9M +976,830 +1,059%
CAN
18
Cetera Advisor Networks
California
$41.3M +$2.45M +60,020 +6%
QI
19
QS Investors
New York
$35M +$36.2M +885,129 New
JP Morgan Chase
20
JP Morgan Chase
New York
$32.8M +$6.23M +152,434 +23%
ACM
21
Aviance Capital Management
Florida
$30.9M +$31.9M +781,256 New
NA
22
Nottingham Advisors
New York
$30.1M -$192K -4,699 -0.6%
Allianz Asset Management
23
Allianz Asset Management
Germany
$29M +$16.2M +397,328 +119%
Mariner
24
Mariner
Kansas
$28.1M +$4.04M +98,760 +16%
AC
25
Allstate Corporation
Illinois
$28.1M

USMV Hedge Fund Activity: Q3 2015 in Review

185 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Min Vol Factor ETF (USMV) for Q3 2015, worth a combined $2.82B — up 21% from $2.33B a quarter earlier.

Buyers outnumbered sellers: 29 funds opened new USMV positions and 13 closed out — a net gain of 16 holders — while 89 added to existing stakes and 47 trimmed.

The largest buyer was Bank of America, adding an estimated $98.9M. The largest seller was Charles Schwab Investment Advisory, exiting entirely with an estimated $83.9M sold.

  • 185 institutional investors held iShares MSCI USA Min Vol Factor ETF (USMV) as of Q3 2015, up from 171 in Q2 2015.
  • Funds reported $2.82B of iShares MSCI USA Min Vol Factor ETF stock for Q3 2015, up 21% quarter-over-quarter.
  • 29 funds opened new iShares MSCI USA Min Vol Factor ETF positions in Q3 2015 and 13 closed out, a net change of +16 holders.
  • The largest iShares MSCI USA Min Vol Factor ETF buyer in Q3 2015 was Bank of America, an estimated $98.9M added.
  • The largest iShares MSCI USA Min Vol Factor ETF seller in Q3 2015 was Charles Schwab Investment Advisory, an estimated $83.9M sold.

Based on aggregated 13F filings for Q3 2015.