State of New Jersey Common Pension Fund D’s iShares MSCI EAFE Min Vol Factor ETF EFAV Stock Holding History

State of New Jersey Common Pension Fund D’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
2016 Q3	–	Sell	-1,100,000	Closed	-$73M	–	937
2016 Q2	$73M	Sell	1,100,000 -100,000	-8%	-$6.69M	0.33%	58
2016 Q1	$79.7M	Hold	1,200,000	–	–	0.36%	60
2015 Q4	$77.8M	Buy	1,200,000 +400,000	+50%	+$26.1M	0.33%	70
2015 Q3	$49.9M	Buy	800,000 +250,000	+45%	+$16.3M	0.21%	125
2015 Q2	$35.9M	Buy	+550,000	New	+$37.3M	0.14%	188

Other funds holding EFAV

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

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

WIM

Windhaven Investment Management Boston, Massachusetts $7.79B AUM 7.81% 1-Year Est. Return

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

RJFSA

Raymond James Financial Services Advisors St. Petersburg, Florida $75.1B AUM 31.89% 1-Year Est. Return

State of New Jersey Common Pension Fund D's EFAV Position: Q3 2016 in Review

State of New Jersey Common Pension Fund D sold out of iShares MSCI EAFE Min Vol Factor ETF (EFAV) in Q3 2016, closing a stake of 1,100,000 shares — an estimated $73M sold.

State of New Jersey Common Pension Fund D first reported a position in EFAV in Q2 2015 and held it in 5 quarters. The position peaked at $79.7M in Q1 2016. 247 funds tracked by Wall St. Rank hold EFAV as of Q3 2016.

State of New Jersey Common Pension Fund D reported no remaining iShares MSCI EAFE Min Vol Factor ETF position as of Q3 2016 after selling out during the quarter.
State of New Jersey Common Pension Fund D sold 1,100,000 iShares MSCI EAFE Min Vol Factor ETF shares in Q3 2016, an estimated $73M.
State of New Jersey Common Pension Fund D first reported a position in iShares MSCI EAFE Min Vol Factor ETF in Q2 2015 and held it in 5 quarters.
State of New Jersey Common Pension Fund D's iShares MSCI EAFE Min Vol Factor ETF position peaked at $79.7M in Q1 2016.
247 funds tracked by Wall St. Rank held iShares MSCI EAFE Min Vol Factor ETF as of Q3 2016.

Based on State of New Jersey Common Pension Fund D's 13F filing for Q3 2016, filed 21 Oct 2016.