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iShares MSCI USA Value Factor ETF

31 hedge funds and large institutions have $309M invested in iShares MSCI USA Value Factor ETF in 2016 Q1 according to their latest regulatory filings, with 10 funds opening new positions, 7 increasing their positions, 9 reducing their positions, and 1 closing their positions.

New
Increased
Maintained
Reduced
Closed

900% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 1

41% more funds holding

Funds holding: 2231 (+9)

8% more capital invested

Capital invested by funds: $286M → $309M (+$23.3M)

1.62% more ownership

Funds ownership: 41.32%42.93% (+1.6%)

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

22% less repeat investments, than reductions

Existing positions increased: 7 | Existing positions reduced: 9

Holders
31
Holders Change
+9
Holders Change %
+40.91%
% of All Funds
0.83%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
10
Increased
7
Reduced
9
Closed
1
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
ASRS
1
Arizona State Retirement System
Arizona
$135M +$10.1M +174,312 +9%
USAA
2
United Services Automobile Association
Texas
$60.6M -$9.55M -164,150 -14%
Allianz Asset Management
3
Allianz Asset Management
Germany
$20.7M -$58.2K -1,000 -0.3%
BCI
4
Brinker Capital Investments
Pennsylvania
$19.4M +$1.86M +31,908 +11%
Lazard Asset Management
5
Lazard Asset Management
New York
$13.6M +$12.9M +222,135 New
TCM
6
TD Capital Management
Tennessee
$12M +$3.76M +64,586 +49%
BIT
7
BlackRock Institutional Trust
California
$10.8M
Bank of America
8
Bank of America
North Carolina
$10.3M +$8.47M +145,653 +646%
US Bancorp
9
US Bancorp
Minnesota
$8.58M +$7.78M +133,741 +2,177%
Jane Street
10
Jane Street
New York
$3.94M -$1.12M -19,183 -23%
Morgan Stanley
11
Morgan Stanley
New York
$2.96M -$4.99M -85,858 -64%
WDL
12
Well Done LLC
Michigan
$2.24M +$2.12M +36,519 New
Susquehanna International Group
13
Susquehanna International Group
Pennsylvania
$1.71M -$981K -16,858 -38%
C
14
CFO4Life
Texas
$1.64M +$1.55M +26,695 New
SCM
15
Stonehearth Capital Management
Massachusetts
$1.27M -$9.13M -156,892 -88%
EA
16
Efficient Advisors
Ohio
$1.19M +$202K +3,470 +22%
UBS Group
17
UBS Group
Switzerland
$734K +$695K +11,956 New
PNC Financial Services Group
18
PNC Financial Services Group
Pennsylvania
$430K +$408K +7,011 New
CPS
19
Counsel Portfolio Services
Ontario, Canada
$376K +$357K +6,132 New
Canada Life
20
Canada Life
Manitoba, Canada
$374K +$357K +6,132 New
BRWA
21
B. Riley Wealth Advisors
Florida
$357K +$131K +2,256 +63%
JMPWA
22
JP Morgan Private Wealth Advisors
California
$304K +$288K +4,951 New
RJFSA
23
Raymond James Financial Services Advisors
Florida
$216K +$205K +3,518 New
JP Morgan Chase
24
JP Morgan Chase
New York
$153K
Envestnet Asset Management
25
Envestnet Asset Management
Illinois
$106K +$101K +1,735 New

VLUE Hedge Fund Activity: Q1 2016 in Review

31 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Value Factor ETF (VLUE) for Q1 2016, worth a combined $309M — up 8.1% from $286M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new VLUE positions and 1 closed out — a net gain of 9 holders — while 7 added to existing stakes and 9 trimmed.

The largest buyer was Lazard Asset Management, opening a new position worth an estimated $12.9M. The largest seller was United Services Automobile Association, cutting an estimated $9.55M.

  • 31 institutional investors held iShares MSCI USA Value Factor ETF (VLUE) as of Q1 2016, up from 22 in Q4 2015.
  • Funds reported $309M of iShares MSCI USA Value Factor ETF stock for Q1 2016, up 8.1% quarter-over-quarter.
  • 10 funds opened new iShares MSCI USA Value Factor ETF positions in Q1 2016 and 1 closed out, a net change of +9 holders.
  • The largest iShares MSCI USA Value Factor ETF buyer in Q1 2016 was Lazard Asset Management, an estimated $12.9M added.
  • The largest iShares MSCI USA Value Factor ETF seller in Q1 2016 was United Services Automobile Association, an estimated $9.55M sold.

Based on aggregated 13F filings for Q1 2016.