iShares MSCI EAFE Min Vol Factor ETF
EFAV
236 hedge funds and large institutions have $3.5B invested in iShares MSCI EAFE Min Vol Factor ETF in 2017 Q1 according to their latest regulatory filings, with 30 funds opening new positions, 91 increasing their positions, 89 reducing their positions, and 31 closing their positions.
2% more repeat investments, than reductions
Existing positions increased: 91 | Existing positions reduced: 89
2% more capital invested
Capital invested by funds: $3.44B → $3.5B (+$62M)
3% less first-time investments, than exits
New positions opened: 30 | Existing positions closed: 31
1.85% less ownership
Funds ownership: 58.25% → 56.4% (-1.9%)
4% less funds holding
Funds holding: 247 → 236 (-11)
10% less funds holding in top 10
Funds holding in top 10: 31 → 28 (-3)
43% less call options, than puts
Call options by funds: $993K | Put options by funds: $1.73M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BlackRock
New York
|
+$151M |
| 2 |
USAA
United Services Automobile Association
San Antonio,
Texas
|
+$67.2M |
| 3 |
Ameriprise
Minneapolis,
Minnesota
|
+$30.3M |
| 4 |
QI
QS Investors
New York
|
+$14.8M |
| 5 |
SEI Investments
Oaks,
Pennsylvania
|
+$13.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$47.7M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$42.9M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$35M |
| 4 |
UBS Group
Zurich,
Switzerland
|
-$30M |
| 5 |
MMA
Miracle Mile Advisors
Los Angeles,
California
|
-$27.1M |
EFAV Hedge Fund Activity: Q1 2017 in Review
236 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q1 2017, worth a combined $3.5B — up 1.8% from $3.44B a quarter earlier.
Sellers outnumbered buyers: 31 funds closed out of EFAV and 30 opened new positions — a net loss of 1 holder — while 89 trimmed existing stakes and 91 added.
The largest buyer was BlackRock, adding an estimated $151M. The largest seller was Morgan Stanley, cutting an estimated $47.7M.
- 236 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q1 2017, down from 247 in Q4 2016.
- Funds reported $3.5B of iShares MSCI EAFE Min Vol Factor ETF stock for Q1 2017, up 1.8% quarter-over-quarter.
- 30 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q1 2017 and 31 closed out, a net change of -1 holder.
- The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q1 2017 was BlackRock, an estimated $151M added.
- The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q1 2017 was Morgan Stanley, an estimated $47.7M sold.
Based on aggregated 13F filings for Q1 2017.