Most bought financial services stocks in Q3 2011

See which Financial Services stocks institutional investors increased the most in Q3 2011, measured as net growth in reported share positions from Q2 2011 into Q3 2011. Notable additions at the top of this list include WELLS FARGO & CO (WFC), CITIGROUP INC (C), JPMORGAN CHASE & CO (JPM), GOLDMAN SACHS GROUP INC (GS). These rankings aggregate SEC 13F filings from all institutional investors in our database.

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SymbolNameNet sharesNet valueNewAddedTrimmedSold outHolding now
WFCWELLS FARGO & CO283,000$3.00M01001
CCITIGROUP INC72,224-$1.37M01001
JPMJPMORGAN CHASE & CO30,600-$10.70M01001
GSGOLDMAN SACHS GROUP INC16,800-$2.72M01001
Net change in reported shares (all institutional filers) by symbol4 symbols with net change in reported shares from all institutional filers.0.0077.8K155.7K233.5K311.3KNet change in reported shares (all institutional filers)WFCCJPMGSSymbol

Frequently asked questions about Most bought financial services stocks in Q3 2011

  • What are the most bought Financial Services stocks in Q3 2011?

    The most bought financial services stocks in Q3 2011 are those with the largest increase in reported share counts across institutional investors compared to Q2 2011, based on SEC 13F filings.

  • Which financial services stocks did institutional investors added to the most in Q3 2011?

    Among filers in this sector, net additions were largest in companies such as WELLS FARGO & CO (WFC), CITIGROUP INC (C), JPMORGAN CHASE & CO (JPM), based on aggregated 13F data.

  • How is institutional buying calculated?

    Buying is calculated by summing the net increase in shares reported by institutional investors between two consecutive quarterly 13F snapshots (compared to Q2 2011).

  • Does this include all institutional owners?

    Yes. These rankings aggregate SEC 13F filings from all institutional investors in our database, not only the investors we track individually.

  • Are these trades real-time?

    No. 13F filings are reported quarterly and may be delayed by up to 45 days. The data reflects positions at the end of the reporting period, not real-time trading activity.