Cliff Asness’s iShares MSCI EAFE Min Vol Factor ETF EFAV Stock Holding History

Cliff Asness’s Portfolio EFAV Stock Details EFAV Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$645K	Sell	7,352 -1,458	-17%	-$132K	﹤0.01%	3264
2026 Q1	$805K	Buy	8,810 +2,302	+35%	+$208K	﹤0.01%	2886
2025 Q4	$561K	Buy	6,508 +2,327	+56%	+$199K	﹤0.01%	2846
2025 Q3	$355K	Sell	4,181 -2,142	-34%	-$181K	﹤0.01%	2997
2025 Q2	$531K	Sell	6,323 -7,965	-56%	-$652K	﹤0.01%	2591
2025 Q1	$1.11M	Buy	+14,288	New	+$1.07M	﹤0.01%	1959

Other funds holding EFAV

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

WBG

Wharton Business Group Malvern, Pennsylvania $2.99B AUM 30.41% 1-Year Est. Return

Northwestern Mutual Wealth Management Milwaukee, Wisconsin $187B AUM 21.7% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $424B AUM 22.96% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Financial Engines Advisors Santa Clara, California $56.3B AUM 17.83% 1-Year Est. Return

SAM

Securian Asset Management St Paul, Minnesota $2.78B AUM 32.11% 1-Year Est. Return

Cliff Asness's EFAV Position: Q2 2026 in Review

Cliff Asness reduced its iShares MSCI EAFE Min Vol Factor ETF (EFAV) stake by 17% in Q2 2026, selling an estimated $132K and leaving 7,352 shares worth $645K. The position accounts for ﹤0.01% of the portfolio, ranked #3264.

Cliff Asness first reported a position in EFAV in Q1 2025 and has held it in 6 quarters since. The position peaked at $1.11M in Q1 2025. 529 funds tracked by Wall St. Rank hold EFAV as of Q2 2026.

Cliff Asness held 7,352 shares of iShares MSCI EAFE Min Vol Factor ETF worth $645K as of Q2 2026.
Cliff Asness sold 1,458 iShares MSCI EAFE Min Vol Factor ETF shares in Q2 2026, an estimated $132K.
iShares MSCI EAFE Min Vol Factor ETF made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #3264 holding.
Cliff Asness first reported a position in iShares MSCI EAFE Min Vol Factor ETF in Q1 2025 and has held it in 6 quarters since.
Cliff Asness's iShares MSCI EAFE Min Vol Factor ETF position peaked at $1.11M in Q1 2025.
529 funds tracked by Wall St. Rank held iShares MSCI EAFE Min Vol Factor ETF as of Q2 2026.

Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.