Network science is being increasingly utilized to assist in the search for causes of irregular behavior in financial markets. The search gained greater impetus after traditional finance theories were unable to predict the extent of the most recent global financial crisis. The increased abilities of researchers to access and manipulate data has also opened new avenues of investigation, including the discovery of key networks and the agents that interact within them. In this paper, an analysis of the temporal net- works formed between US institutional investors and Standard & Poor’s 500 stocks between 2007 and 2010 is presented, with the results identifying key relationships between the density of these networks and the movement of the market. The analysis also identified the changing behavior of investors, as their risk aversion varied ahead of the market’s price movements. To a lesser degree, relationships between the return of individual stocks and their investor networks are reported.