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iShares MSCI EAFE Min Vol Factor ETF

247 hedge funds and large institutions have $3.44B invested in iShares MSCI EAFE Min Vol Factor ETF in 2016 Q4 according to their latest regulatory filings, with 41 funds opening new positions, 73 increasing their positions, 115 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 35

0% more funds holding

Funds holding: 247247 (0)

3.72% less ownership

Funds ownership: 61.97%58.25% (-3.7%)

18% less funds holding in top 10

Funds holding in top 10: 3831 (-7)

32% less capital invested

Capital invested by funds: $5.08B → $3.44B (-$1.63B)

37% less repeat investments, than reductions

Existing positions increased: 73 | Existing positions reduced: 115

99% less call options, than puts

Call options by funds: $6K | Put options by funds: $875K

Holders
247
Holders Change
Holders Change %
0%
% of All Funds
6.17%
Holding in Top 10
31
Holding in Top 10 Change
-7
Holding in Top 10 Change %
-18.42%
% of All Funds
0.78%
New
41
Increased
73
Reduced
115
Closed
35
Calls
$6K
Puts
$875K
Net Calls
-$869K
Net Calls Change
-$442K
Name Holding Trade Value Shares
Change
Change in
Stake
BIT
26
BlackRock Institutional Trust
California
$23.3M -$255M -4,040,078 -91%
JP Morgan Chase
27
JP Morgan Chase
New York
$22.2M +$7.93M +125,393 +53%
MFS
28
MSI Financial Services
Massachusetts
$21.5M -$3.39M -53,699 -13%
BA
29
BlackRock Advisors
Delaware
$21.2M +$21.9M +345,982 New
TF
30
Tompkins Financial
New York
$19.8M +$394K +6,227 +2%
BTS
31
BB&T Securities
Virginia
$19.8M
MIH
32
Madison Investment Holdings
Wisconsin
$19.1M -$36.6M -578,441 -65%
LTFS
33
Ladenburg Thalmann Financial Services
Florida
$18.9M -$1.07M -16,981 -5%
BFA
34
BlackRock Fund Advisors
California
$18.8M +$4.48M +70,858 +30%
FM
35
Foster & Motley
Ohio
$18.1M +$278K +4,398 +2%
Comerica Bank
36
Comerica Bank
Texas
$18.1M -$14.6M -230,982 -45%
CA
37
Cetera Advisors
Colorado
$17.7M +$3.54M +56,050 +24%
LFAS
38
Level Four Advisory Services
Texas
$17M +$17.6M +278,040 New
PAG
39
Private Advisor Group
New Jersey
$16.9M +$6.66M +105,339 +64%
Cambridge Investment Research Advisors
40
Cambridge Investment Research Advisors
Iowa
$16.8M +$1.04M +16,470 +6%
Royal Bank of Canada
41
Royal Bank of Canada
Ontario, Canada
$16.7M -$61.7M -976,317 -78%
PFM
42
Peak Financial Management
Massachusetts
$16M -$638K -10,092 -4%
AG
43
Advisor Group
Arizona
$15.1M -$8.36M -132,219 -35%
REMPR
44
Roof Eidam Maycock Peralta (REMP)
California
$15M -$2.56M -40,520 -14%
SG Americas Securities
45
SG Americas Securities
New York
$14.6M +$15.1M +238,499 New
OBWP
46
O'Brien Wealth Partners
Massachusetts
$14.3M +$393K +6,224 +3%
GT
47
Glenmede Trust
Pennsylvania
$13.7M -$10M -158,900 -41%
MCM
48
MV Capital Management
Maryland
$13.5M -$3.06M -48,334 -18%
Goldman Sachs
49
Goldman Sachs
New York
$13.5M -$1.69M -26,755 -11%
HCA
50
Heck Capital Advisors
Wisconsin
$12.7M +$13.1M +207,728 New

EFAV Hedge Fund Activity: Q4 2016 in Review

247 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q4 2016, worth a combined $3.44B — down 32% from $5.08B a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new EFAV positions and 35 closed out — a net gain of 6 holders — while 73 added to existing stakes and 115 trimmed.

The largest buyer was Northwestern Mutual Wealth Management, opening a new position worth an estimated $74.4M. The largest seller was Bank of America, cutting an estimated $338M.

  • 247 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2016, unchanged from Q3 2016.
  • Funds reported $3.44B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2016, down 32% quarter-over-quarter.
  • 41 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2016 and 35 closed out, a net change of +6 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2016 was Northwestern Mutual Wealth Management, an estimated $74.4M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q4 2016 was Bank of America, an estimated $338M sold.

Based on aggregated 13F filings for Q4 2016.