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This page summarizes the LTM holdings changes quarter over quarter among those 13F filers that have reported for
the 3/31/2020 period, comparing share count change from 12/31/2019 to 3/31/2020.
Share count is compared over these two periods to provide an indication of whether LTM is being accumulated or
sold by institutions that file their holdings via 13F filings (and as always, when considering this data it is important to be mindful of the
long only reporting requirement).
| Filer | 12/31/2019
Share Count | 3/31/2020
Share Count | Change | % Change |
|---|
| 13F Filers Increasing LTM Share Count |
|---|
| Royal Bank of Canada |
350 |
9,600 |
+9,250 |
+2642.86% |
| Signaturefd LLC |
1,026 |
10,566 |
+9,540 |
+929.82% |
| US Bancorp DE |
13,083 |
91,130 |
+78,047 |
+596.55% |
| Dynamic Technology Lab Private Ltd |
15,050 |
97,707 |
+82,657 |
+549.22% |
| Group One Trading L.P. |
18,741 |
106,180 |
+87,439 |
+466.57% |
| Citadel Advisors LLC |
162,696 |
578,429 |
+415,733 |
+255.53% |
| Parallel Advisors LLC |
589 |
2,058 |
+1,469 |
+249.41% |
| Goldman Sachs Group Inc. |
110,003 |
291,195 |
+181,192 |
+164.72% |
| Millennium Management LLC |
430,191 |
1,013,264 |
+583,073 |
+135.54% |
| Vanguard Group Inc. |
357,656 |
696,446 |
+338,790 |
+94.73% |
| Enterprise Financial Services Corp |
1,263 |
1,931 |
+668 |
+52.89% |
| AQR Capital Management LLC |
385,557 |
574,229 |
+188,672 |
+48.93% |
| Sumitomo Mitsui Trust Holdings Inc. |
53,302 |
75,995 |
+22,693 |
+42.57% |
| Northern Trust Corp |
450,688 |
596,652 |
+145,964 |
+32.39% |
| Aperio Group LLC |
251,080 |
326,980 |
+75,900 |
+30.23% |
| Quadrant Capital Group LLC |
1,074 |
1,150 |
+76 |
+7.08% |
| Crossmark Global Holdings Inc. |
35,091 |
36,231 |
+1,140 |
+3.25% |
| 13F Filers Reporting New Positions In LTM |
|---|
| Wells Fargo & Company MN |
0 |
1 |
+1 |
+100% |
| Proequities Inc. |
0 |
0 |
UNCH |
100% |
| IFP Advisors Inc |
0 |
0 |
UNCH |
100% |
| Associated Banc Corp |
0 |
155 |
+155 |
+100% |
| FMR LLC |
0 |
1 |
+1 |
+100% |
| Wolverine Trading LLC |
0 |
52,368 |
+52,368 |
+100% |
| Wetherby Asset Management Inc. |
0 |
16,748 |
+16,748 |
+100% |
| Susquehanna International Group LLP |
0 |
98,000 |
+98,000 |
+100% |
| Crestwood Capital Management L.P. |
0 |
270,500 |
+270,500 |
+100% |
| Allianz Asset Management GmbH |
0 |
31,485 |
+31,485 |
+100% |
| Landscape Capital Management L.L.C. |
0 |
160,075 |
+160,075 |
+100% |
| NumerixS Investment Technologies Inc |
0 |
5,200 |
+5,200 |
+100% |
| Engineers Gate Manager LP |
0 |
26,822 |
+26,822 |
+100% |
| SG3 Management LLC |
0 |
47,900 |
+47,900 |
+100% |
| Advisor Group Holdings Inc. |
0 |
5,631 |
+5,631 |
+100% |
| Flagship Harbor Advisors LLC |
0 |
3,750 |
+3,750 |
+100% |
| Berman Capital Advisors LLC |
0 |
323 |
+323 |
+100% |
| Prestige Wealth Management Group LLC |
0 |
176 |
+176 |
+100% |
|
0 |
14,400 |
+14,400 |
+100% |
| 13F Filers With Unchanged Share Count |
|---|
| JPMorgan Chase & Co. |
900 |
900 |
UNCH |
0.00% |
| Glenmede Trust Co. NA |
839 |
839 |
UNCH |
0.00% |
| Bessemer Group Inc. |
6,700 |
6,700 |
UNCH |
0.00% |
| Zurcher Kantonalbank Zurich Cantonalbank |
131,619 |
131,619 |
UNCH |
0.00% |
| KBC Group NV |
29,247 |
29,247 |
UNCH |
0.00% |
| Candriam Luxembourg S.C.A. |
21,347 |
21,347 |
UNCH |
0.00% |
| 13F Filers Decreasing LTM Share Count |
|---|
| Citigroup Inc. |
205,242 |
600 |
-204,642 |
-99.71% |
| Bank of Montreal Can |
48,315 |
186 |
-48,129 |
-99.62% |
| Morgan Stanley |
156,987 |
1,000 |
-155,987 |
-99.36% |
| UBS Group AG |
18,063 |
283 |
-17,780 |
-98.43% |
| Simplex Trading LLC |
3,639 |
200 |
-3,439 |
-94.50% |
| Arrowstreet Capital Limited Partnership |
293,895 |
17,798 |
-276,097 |
-93.94% |
| Credit Suisse AG |
267,145 |
29,339 |
-237,806 |
-89.02% |
| Connor Clark & Lunn Investment Management Ltd. |
244,085 |
43,400 |
-200,685 |
-82.22% |
| Deutsche Bank AG |
6,914 |
2,061 |
-4,853 |
-70.19% |
| Cubist Systematic Strategies LLC |
53,077 |
17,855 |
-35,222 |
-66.36% |
| Renaissance Technologies LLC |
1,625,190 |
554,101 |
-1,071,089 |
-65.91% |
| Profund Advisors LLC |
30,547 |
11,847 |
-18,700 |
-61.22% |
| Two Sigma Advisers LP |
37,600 |
15,674 |
-21,926 |
-58.31% |
| Lindbrook Capital LLC |
2,134 |
999 |
-1,135 |
-53.19% |
| Newfoundland Capital Management |
1,063,384 |
518,453 |
-544,931 |
-51.24% |
| The PNC Financial Services Group Inc. |
2,145 |
1,130 |
-1,015 |
-47.32% |
| Macquarie Group Ltd. |
869,590 |
613,233 |
-256,357 |
-29.48% |
| Assetmark Inc. |
407 |
294 |
-113 |
-27.76% |
| Paloma Partners Management Co |
25,124 |
18,494 |
-6,630 |
-26.39% |
| Nomura Asset Management Co. Ltd. |
24,000 |
17,946 |
-6,054 |
-25.22% |
| Marshall Wace LLP |
2,803 |
2,141 |
-662 |
-23.62% |
| Banco de Sabadell S.A |
16,532 |
12,715 |
-3,817 |
-23.09% |
| Legal & General Group Plc |
13,809 |
10,621 |
-3,188 |
-23.09% |
| Dimensional Fund Advisors LP |
3,922,670 |
3,016,858 |
-905,812 |
-23.09% |
| Sei Investments Co. |
91,000 |
69,987 |
-21,013 |
-23.09% |
| Panagora Asset Management Inc. |
14,843 |
11,468 |
-3,375 |
-22.74% |
| BlackRock Inc. |
1,459,043 |
1,210,589 |
-248,454 |
-17.03% |
| State Street Corp |
925,708 |
779,822 |
-145,886 |
-15.76% |
| Parametric Portfolio Associates LLC |
841,330 |
765,063 |
-76,267 |
-9.07% |
| Bank of America Corp DE |
8,856 |
8,055 |
-801 |
-9.04% |
| Comerica Bank |
30,642 |
29,743 |
-899 |
-2.93% |
| BNP PARIBAS ASSET MANAGEMENT Holding S.A. |
22,600 |
22,400 |
-200 |
-0.88% |
| 13F Filers Exiting LTM |
|---|
| FNY Investment Advisers LLC |
349,215 |
0 |
-349,215 |
-100.00% |
| Aigen Investment Management LP |
5,607 |
0 |
-5,607 |
-100.00% |
| Private Capital Group LLC |
246 |
0 |
-246 |
-100.00% |
| Qube Research & Technologies Ltd |
45,618 |
0 |
-45,618 |
-100.00% |
| Standard Life Aberdeen plc |
37,664 |
0 |
-37,664 |
-100.00% |
| Ursa Fund Management LLC |
98 |
0 |
-98 |
-100.00% |
| Schonfeld Strategic Advisors LLC |
113,717 |
0 |
-113,717 |
-100.00% |
| Squarepoint Ops LLC |
12,190 |
0 |
-12,190 |
-100.00% |
| Jane Street Group LLC |
15,633 |
0 |
-15,633 |
-100.00% |
| First Horizon Advisors Inc. |
267 |
0 |
-267 |
-100.00% |
| Stone Ridge Asset Management LLC |
13,397 |
0 |
-13,397 |
-100.00% |
| Tower Research Capital LLC TRC |
11,264 |
0 |
-11,264 |
-100.00% |
| Clear Street Markets LLC |
15,300 |
0 |
-15,300 |
-100.00% |
| Quantbot Technologies LP |
530 |
0 |
-530 |
-100.00% |
| Cowen Investment Management LLC |
132,084 |
0 |
-132,084 |
-100.00% |
| Harbor Investment Advisory LLC |
7 |
0 |
-7 |
-100.00% |
| OLD Mission Capital LLC |
11,808 |
0 |
-11,808 |
-100.00% |
| Ionic Capital Management LLC |
31,683 |
0 |
-31,683 |
-100.00% |
| Marshall Wace North America L.P. |
36,415 |
0 |
-36,415 |
-100.00% |
| A.R.T. Advisors LLC |
55,719 |
0 |
-55,719 |
-100.00% |
| Balyasny Asset Management LLC |
22,460 |
0 |
-22,460 |
-100.00% |
| Stevens Capital Management LP |
25,788 |
0 |
-25,788 |
-100.00% |
| Itau Unibanco Holding S.A. |
939,461 |
0 |
-939,461 |
-100.00% |
| CSS LLC IL |
130,109 |
0 |
-130,109 |
-100.00% |
| D. E. Shaw & Co. Inc. |
122,476 |
0 |
-122,476 |
-100.00% |
| Provida Pension Fund Adminstrator |
1,795,289 |
0 |
-1,795,289 |
-100.00% |
See Summary: Institutional Holders of LTM
See Details: Top 10 Hedge Funds Holding LTM
Also See: LTM Insider Buying
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