iShares MSCI EAFE Min Vol Factor ETF
EFAV
319 hedge funds and large institutions have $4.7B invested in iShares MSCI EAFE Min Vol Factor ETF in 2017 Q4 according to their latest regulatory filings, with 79 funds opening new positions, 127 increasing their positions, 77 reducing their positions, and 18 closing their positions.
339% more first-time investments, than exits
New positions opened: 79 | Existing positions closed: 18
65% more repeat investments, than reductions
Existing positions increased: 127 | Existing positions reduced: 77
33% more funds holding in top 10
Funds holding in top 10: 33 → 44 (+11)
24% more funds holding
Funds holding: 258 → 319 (+61)
11% more capital invested
Capital invested by funds: $4.22B → $4.7B (+$482M)
1.18% more ownership
Funds ownership: 55.28% → 56.46% (+1.2%)
10% less call options, than puts
Call options by funds: $1.16M | Put options by funds: $1.29M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
AllianceBernstein
Nashville,
Tennessee
|
+$103M |
| 2 |
Ameriprise
Minneapolis,
Minnesota
|
+$40.5M |
| 3 |
LPL Financial
San Diego,
California
|
+$19.8M |
| 4 |
Wells Fargo
San Francisco,
California
|
+$14.5M |
| 5 |
NA
Nottingham Advisors
Amherst,
New York
|
+$9.3M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$21.4M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
-$15.6M |
| 3 |
PAG
Private Advisor Group
Morristown,
New Jersey
|
-$12.7M |
| 4 |
State Street
Boston,
Massachusetts
|
-$6.81M |
| 5 |
MWM
Mascoma Wealth Management
Hanover,
New Hampshire
|
-$5.98M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
SI
326
SII Investments
Appleton,
Wisconsin
| – | -$818K | -11,494 | Closed |
|
|
HIMCH
327
Hartford Investment Management Co (HIMCO)
Hartford,
Connecticut
| – | -$667K | -9,380 | Closed |
|
|
HFS
328
HL Financial Services
Louisville,
Kentucky
| – | -$356K | -5,012 | Closed |
|
329
Bank of Nova Scotia
Toronto,
Ontario, Canada
| – | -$305K | -4,290 | Closed |
|
330
Northern Trust
Chicago,
Illinois
| – | -$227K | -3,201 | Closed |
|
|
FTUS
331
Flow Traders U.S.
New York
| – | -$206K | -2,902 | Closed |
|
332
Thrivent Financial for Lutherans
Minneapolis,
Minnesota
| – | -$114K | -1,604 | Closed |
|
|
TRCT
333
Tower Research Capital (TRC)
New York
| – | -$37K | -523 | Closed |
|
|
VCM
334
Vigilant Capital Management
Portland,
Maine
| – | -$36K | -500 | Closed |
|
|
CP
335
Corbenic Partners
Bethlehem,
Pennsylvania
| – | -$14K | -190 | Closed |
|
|
BF
336
BOK Financial
Tulsa,
Oklahoma
| – | -$8K | -115 | Closed |
|
EFAV Hedge Fund Activity: Q4 2017 in Review
319 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q4 2017, worth a combined $4.7B — up 11% from $4.22B a quarter earlier.
Buyers outnumbered sellers: 79 funds opened new EFAV positions and 18 closed out — a net gain of 61 holders — while 127 added to existing stakes and 77 trimmed.
The largest buyer was AllianceBernstein, adding an estimated $103M. The largest seller was Jane Street, cutting an estimated $21.4M.
- 319 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2017, up from 258 in Q3 2017.
- Funds reported $4.7B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2017, up 11% quarter-over-quarter.
- 79 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2017 and 18 closed out, a net change of +61 holders.
- The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2017 was AllianceBernstein, an estimated $103M added.
- The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q4 2017 was Jane Street, an estimated $21.4M sold.
Based on aggregated 13F filings for Q4 2017.