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iShares MSCI EAFE Min Vol Factor ETF

195 hedge funds and large institutions have $2.89B invested in iShares MSCI EAFE Min Vol Factor ETF in 2015 Q4 according to their latest regulatory filings, with 50 funds opening new positions, 110 increasing their positions, 27 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

614% more first-time investments, than exits

New positions opened: 50 | Existing positions closed: 7

307% more repeat investments, than reductions

Existing positions increased: 110 | Existing positions reduced: 27

68% more capital invested

Capital invested by funds: $1.73B → $2.89B (+$1.17B)

59% more funds holding in top 10

Funds holding in top 10: 1727 (+10)

27% more funds holding

Funds holding: 154195 (+41)

11.79% more ownership

Funds ownership: 60.24%72.03% (+12%)

3% more call options, than puts

Call options by funds: $493K | Put options by funds: $480K

Holders
195
Holders Change
+41
Holders Change %
+26.62%
% of All Funds
5.12%
Holding in Top 10
27
Holding in Top 10 Change
+10
Holding in Top 10 Change %
+58.82%
% of All Funds
0.71%
New
50
Increased
110
Reduced
27
Closed
7
Calls
$493K
Puts
$480K
Net Calls
+$13K
Net Calls Change
-$205K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$404M +$188M +2,885,505 +86%
BIT
2
BlackRock Institutional Trust
California
$284M +$3.05M +46,735 +1%
Morgan Stanley
3
Morgan Stanley
New York
$155M +$60.6M +930,616 +64%
BlackRock
4
BlackRock
New York
$151M +$31.2M +478,917 +26%
Wells Fargo
5
Wells Fargo
California
$117M +$72.1M +1,106,288 +157%
UBS Group
6
UBS Group
Switzerland
$114M +$42.6M +653,344 +59%
LPL Financial
7
LPL Financial
California
$101M +$71M +1,089,774 +222%
SAS
8
Sage Advisory Services
Texas
$101M +$101M +1,551,406 New
Ameriprise
9
Ameriprise
Minnesota
$89.5M +$28.1M +431,546 +46%
PL
10
Parkwood LLC
Ohio
$88.6M +$89.1M +1,366,474 New
Royal Bank of Canada
11
Royal Bank of Canada
Ontario, Canada
$88M +$77.2M +1,184,665 +689%
State of New Jersey Common Pension Fund D
12
State of New Jersey Common Pension Fund D
New Jersey
$77.8M +$26.1M +400,000 +50%
QI
13
QS Investors
New York
$62.2M +$15.6M +239,910 +33%
Envestnet Asset Management
14
Envestnet Asset Management
Illinois
$54.6M +$19.8M +304,223 +57%
WIM
15
Windhaven Investment Management
Massachusetts
$45.5M -$4.26M -65,339 -9%
USAA
16
United Services Automobile Association
Texas
$39M +$3.3M +50,700 +9%
FA
17
FDx Advisors
Illinois
$37M +$37.1M +569,912 New
Commonwealth Equity Services
18
Commonwealth Equity Services
Massachusetts
$33.3M +$12.3M +188,624 +58%
RJFSA
19
Raymond James Financial Services Advisors
Florida
$30.2M +$19.8M +304,202 +189%
Northwestern Mutual Wealth Management
20
Northwestern Mutual Wealth Management
Wisconsin
$29.5M +$13.6M +208,444 +85%
MIH
21
Madison Investment Holdings
Wisconsin
$29.5M +$1.63M +24,938 +6%
BG
22
BlackRock Group
United Kingdom
$27.9M
NA
23
Nottingham Advisors
New York
$26.5M +$6.31M +96,818 +31%
MMA
24
Miracle Mile Advisors
California
$25.1M -$571K -8,764 -2%
BCI
25
Brinker Capital Investments
Pennsylvania
$24.2M +$11.4M +175,692 +89%

EFAV Hedge Fund Activity: Q4 2015 in Review

195 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q4 2015, worth a combined $2.89B — up 68% from $1.73B a quarter earlier.

Buyers outnumbered sellers: 50 funds opened new EFAV positions and 7 closed out — a net gain of 43 holders — while 110 added to existing stakes and 27 trimmed.

The largest buyer was Bank of America, adding an estimated $188M. The largest seller was Kiwi Wealth Investments Limited Partnership, exiting entirely with an estimated $24M sold.

  • 195 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2015, up from 154 in Q3 2015.
  • Funds reported $2.89B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2015, up 68% quarter-over-quarter.
  • 50 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2015 and 7 closed out, a net change of +43 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2015 was Bank of America, an estimated $188M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q4 2015 was Kiwi Wealth Investments Limited Partnership, an estimated $24M sold.

Based on aggregated 13F filings for Q4 2015.