iShares MSCI EAFE Min Vol Factor ETF
EFAV
231 hedge funds and large institutions have $4.75B invested in iShares MSCI EAFE Min Vol Factor ETF in 2016 Q2 according to their latest regulatory filings, with 31 funds opening new positions, 134 increasing their positions, 47 reducing their positions, and 14 closing their positions.
455% more call options, than puts
Call options by funds: $4.65M | Put options by funds: $837K
185% more repeat investments, than reductions
Existing positions increased: 134 | Existing positions reduced: 47
121% more first-time investments, than exits
New positions opened: 31 | Existing positions closed: 14
20% more capital invested
Capital invested by funds: $3.97B → $4.75B (+$777M)
6% more funds holding
Funds holding: 217 → 231 (+14)
2.84% less ownership
Funds ownership: 67.39% → 64.55% (-2.8%)
9% less funds holding in top 10
Funds holding in top 10: 34 → 31 (-3)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$261M |
| 2 |
WIM
Windhaven Investment Management
Boston,
Massachusetts
|
+$167M |
| 3 |
UBS Group
Zurich,
Switzerland
|
+$94.6M |
| 4 |
Fidelity Investments
Boston,
Massachusetts
|
+$69.2M |
| 5 |
Morgan Stanley
New York
|
+$52.8M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FIG
FundX Investment Group
San Francisco,
California
|
-$30.3M |
| 2 |
Jane Street
New York
|
-$26.9M |
| 3 |
PL
Parkwood LLC
Cleveland,
Ohio
|
-$25.7M |
| 4 |
Allianz Asset Management
Munich,
Germany
|
-$25.1M |
| 5 |
LPL Financial
San Diego,
California
|
-$21.3M |
EFAV Hedge Fund Activity: Q2 2016 in Review
231 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q2 2016, worth a combined $4.75B — up 20% from $3.97B a quarter earlier.
Buyers outnumbered sellers: 31 funds opened new EFAV positions and 14 closed out — a net gain of 17 holders — while 134 added to existing stakes and 47 trimmed.
The largest buyer was Bank of America, adding an estimated $261M. The largest seller was FundX Investment Group, exiting entirely with an estimated $30.3M sold.
- 231 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q2 2016, up from 217 in Q1 2016.
- Funds reported $4.75B of iShares MSCI EAFE Min Vol Factor ETF stock for Q2 2016, up 20% quarter-over-quarter.
- 31 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q2 2016 and 14 closed out, a net change of +17 holders.
- The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q2 2016 was Bank of America, an estimated $261M added.
- The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q2 2016 was FundX Investment Group, an estimated $30.3M sold.
Based on aggregated 13F filings for Q2 2016.