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iShares MSCI USA Value Factor ETF

37 hedge funds and large institutions have $343M invested in iShares MSCI USA Value Factor ETF in 2016 Q2 according to their latest regulatory filings, with 13 funds opening new positions, 15 increasing their positions, 4 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

275% more repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 4

86% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 7

50% more funds holding in top 10

Funds holding in top 10: 23 (+1)

19% more funds holding

Funds holding: 3137 (+6)

11% more capital invested

Capital invested by funds: $309M → $343M (+$33.3M)

3.9% less ownership

Funds ownership: 42.93%39.03% (-3.9%)

Holders
37
Holders Change
+6
Holders Change %
+19.35%
% of All Funds
0.99%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.08%
New
13
Increased
15
Reduced
4
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
ASRS
1
Arizona State Retirement System
Arizona
$136M
USAA
2
United Services Automobile Association
Texas
$60.9M
Allianz Asset Management
3
Allianz Asset Management
Germany
$20.4M -$443K -7,200 -2%
BCI
4
Brinker Capital Investments
Pennsylvania
$19.7M +$254K +4,116 +1%
Morgan Stanley
5
Morgan Stanley
New York
$14M +$11M +179,074 +372%
Bank of America
6
Bank of America
North Carolina
$13.7M +$3.34M +54,243 +32%
TCM
7
TD Capital Management
Tennessee
$12.1M +$15K +244 +0.1%
BIT
8
BlackRock Institutional Trust
California
$11M +$197K +3,200 +2%
Millennium Management
9
Millennium Management
New York
$9.94M +$9.94M +161,299 New
US Bancorp
10
US Bancorp
Minnesota
$9.16M +$541K +8,789 +6%
NFG
11
NewFocus Financial Group
Washington
$8.5M +$8.5M +137,919 New
BlackRock
12
BlackRock
New York
$7.34M +$7.33M +119,074 New
Jane Street
13
Jane Street
New York
$4.2M +$244K +3,969 +6%
WDL
14
Well Done LLC
Michigan
$3.34M +$1.09M +17,692 +48%
UBS Group
15
UBS Group
Switzerland
$1.77M +$1.03M +16,742 +140%
BIM
16
BlackRock Investment Management
Delaware
$1.7M +$1.7M +27,591 New
C
17
CFO4Life
Texas
$1.68M +$29.4K +477 +2%
TWA
18
Tillar-Wenstrup Advisors
Ohio
$1.49M +$1.49M +24,123 New
EA
19
Efficient Advisors
Ohio
$1.23M +$34.8K +565 +3%
SCM
20
Stonehearth Capital Management
Massachusetts
$1.17M -$115K -1,873 -9%
PNC Financial Services Group
21
PNC Financial Services Group
Pennsylvania
$1.14M +$706K +11,467 +164%
BRWA
22
B. Riley Wealth Advisors
Florida
$551K +$191K +3,106 +53%
NPC
23
National Planning Corporation
California
$499K +$485K +7,873 New
Envestnet Asset Management
24
Envestnet Asset Management
Illinois
$330K +$223K +3,624 +209%
RJFSA
25
Raymond James Financial Services Advisors
Florida
$213K -$3.88K -63 -2%

VLUE Hedge Fund Activity: Q2 2016 in Review

37 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI USA Value Factor ETF (VLUE) for Q2 2016, worth a combined $343M — up 11% from $309M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new VLUE positions and 7 closed out — a net gain of 6 holders — while 15 added to existing stakes and 4 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $11M. The largest seller was Lazard Asset Management, exiting entirely with an estimated $13.6M sold.

  • 37 institutional investors held iShares MSCI USA Value Factor ETF (VLUE) as of Q2 2016, up from 31 in Q1 2016.
  • Funds reported $343M of iShares MSCI USA Value Factor ETF stock for Q2 2016, up 11% quarter-over-quarter.
  • 13 funds opened new iShares MSCI USA Value Factor ETF positions in Q2 2016 and 7 closed out, a net change of +6 holders.
  • The largest iShares MSCI USA Value Factor ETF buyer in Q2 2016 was Morgan Stanley, an estimated $11M added.
  • The largest iShares MSCI USA Value Factor ETF seller in Q2 2016 was Lazard Asset Management, an estimated $13.6M sold.

Based on aggregated 13F filings for Q2 2016.