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iShares MSCI EAFE ETF

1,440 hedge funds and large institutions have $37.4B invested in iShares MSCI EAFE ETF in 2020 Q1 according to their latest regulatory filings, with 98 funds opening new positions, 371 increasing their positions, 798 reducing their positions, and 217 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.82% more ownership

Funds ownership: 76.21%77.03% (+0.82%)

9% less funds holding

Funds holding: 1,5841,440 (-144)

16% less funds holding in top 10

Funds holding in top 10: 224188 (-36)

24% less capital invested

Capital invested by funds: $49.2B → $37.4B (-$11.8B)

54% less repeat investments, than reductions

Existing positions increased: 371 | Existing positions reduced: 798

55% less first-time investments, than exits

New positions opened: 98 | Existing positions closed: 217

56% less call options, than puts

Call options by funds: $3.91B | Put options by funds: $8.95B

Holders
1,440
Holders Change
-144
Holders Change %
-9.09%
% of All Funds
31.73%
Holding in Top 10
188
Holding in Top 10 Change
-36
Holding in Top 10 Change %
-16.07%
% of All Funds
4.14%
New
98
Increased
371
Reduced
798
Closed
217
Calls
$3.91B
Puts
$8.95B
Net Calls
-$5.04B
Net Calls Change
+$1.52B
Name Holding Trade Value Shares
Change
Change in
Stake
DCM
26
Dupont Capital Management
Delaware
$212M +$977K +15,391 +0.4%
N
27
Nuveen
North Carolina
$201M +$36.1M +568,713 +18%
LCM
28
Laurion Capital Management
New York
$190M +$225M +3,548,457 New
State Board of Administration of Florida Retirement System
29
State Board of Administration of Florida Retirement System
Florida
$184M
M&T Bank
30
M&T Bank
New York
$177M +$211M +3,317,736 New
HCC
31
Hirtle Callaghan & Co
Pennsylvania
$166M -$17.6M -277,018 -8%
KeyBank National Association
32
KeyBank National Association
Ohio
$164M -$13M -204,096 -6%
Creative Planning
33
Creative Planning
Kansas
$160M -$223M -3,519,254 -54%
Citigroup
34
Citigroup
New York
$158M +$105M +1,658,726 +127%
Parallax Volatility Advisers
35
Parallax Volatility Advisers
California
$156M +$164M +2,576,443 +749%
Mackenzie Financial
36
Mackenzie Financial
Ontario, Canada
$154M -$7.3M -115,000 -4%
Mariner
37
Mariner
Kansas
$144M -$8.83M -139,062 -5%
CIBC World Market
38
CIBC World Market
Ontario, Canada
$140M +$109M +1,712,032 +188%
CS
39
Credit Suisse
Switzerland
$136M +$10.9M +172,414 +7%
CIBC Asset Management
40
CIBC Asset Management
Ontario, Canada
$133M -$165M -2,604,487 -51%
NMIMC
41
Northwestern Mutual Investment Management Company
Wisconsin
$131M -$186M -2,934,400 -55%
Northwestern Mutual Wealth Management
42
Northwestern Mutual Wealth Management
Wisconsin
$129M -$11.7M -184,738 -7%
LPL Financial
43
LPL Financial
California
$126M -$33.3M -524,851 -18%
Fifth Third Bancorp
44
Fifth Third Bancorp
Ohio
$123M -$4.85M -76,366 -3%
DS
45
DRW Securities
Illinois
$122M +$98.7M +1,555,079 +215%
ABTD
46
Arvest Bank Trust Division
Oklahoma
$118M -$6.26M -98,661 -4%
SP
47
Stairway Partners
Illinois
$115M +$21.5M +339,115 +19%
BOTOTLSJU
48
Board of Trustees of The Leland Stanford Junior University
California
$108M +$128M +2,017,101 New
JMPWA
49
JP Morgan Private Wealth Advisors
California
$104M -$73.1M -1,151,922 -37%
GCM
50
Gladius Capital Management
Illinois
$104M +$124M +1,946,530 New

EFA Hedge Fund Activity: Q1 2020 in Review

1,440 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE ETF (EFA) for Q1 2020, worth a combined $37.4B — down 24% from $49.2B a quarter earlier.

Sellers outnumbered buyers: 217 funds closed out of EFA and 98 opened new positions — a net loss of 119 holders — while 798 trimmed existing stakes and 371 added.

The largest buyer was Royal Bank of Canada, adding an estimated $655M. The largest seller was Fidelity Investments, cutting an estimated $385M.

  • 1,440 institutional investors held iShares MSCI EAFE ETF (EFA) as of Q1 2020, down from 1,584 in Q4 2019.
  • Funds reported $37.4B of iShares MSCI EAFE ETF stock for Q1 2020, down 24% quarter-over-quarter.
  • 98 funds opened new iShares MSCI EAFE ETF positions in Q1 2020 and 217 closed out, a net change of -119 holders.
  • The largest iShares MSCI EAFE ETF buyer in Q1 2020 was Royal Bank of Canada, an estimated $655M added.
  • The largest iShares MSCI EAFE ETF seller in Q1 2020 was Fidelity Investments, an estimated $385M sold.

Based on aggregated 13F filings for Q1 2020.