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iShares MSCI EAFE Min Vol Factor ETF

247 hedge funds and large institutions have $5.08B invested in iShares MSCI EAFE Min Vol Factor ETF in 2016 Q3 according to their latest regulatory filings, with 36 funds opening new positions, 116 increasing their positions, 70 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

112% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 17

66% more repeat investments, than reductions

Existing positions increased: 116 | Existing positions reduced: 70

23% more funds holding in top 10

Funds holding in top 10: 3138 (+7)

7% more funds holding

Funds holding: 231247 (+16)

7% more capital invested

Capital invested by funds: $4.75B → $5.08B (+$326M)

2.58% less ownership

Funds ownership: 64.55%61.97% (-2.6%)

96% less call options, than puts

Call options by funds: $19K | Put options by funds: $446K

Holders
247
Holders Change
+16
Holders Change %
+6.93%
% of All Funds
6.59%
Holding in Top 10
38
Holding in Top 10 Change
+7
Holding in Top 10 Change %
+22.58%
% of All Funds
1.01%
New
36
Increased
116
Reduced
70
Closed
17
Calls
$19K
Puts
$446K
Net Calls
-$427K
Net Calls Change
-$4.24M
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$1,000M +$87.4M +1,299,632 +10%
Ameriprise
2
Ameriprise
Minnesota
$352M +$131M +1,942,580 +60%
Morgan Stanley
3
Morgan Stanley
New York
$307M +$4.44M +65,961 +1%
BIT
4
BlackRock Institutional Trust
California
$299M -$1.37M -20,336 -0.5%
UBS Group
5
UBS Group
Switzerland
$296M +$22.4M +333,437 +8%
Wells Fargo
6
Wells Fargo
California
$223M -$13.3M -197,630 -6%
BlackRock
7
BlackRock
New York
$204M +$15.2M +226,260 +8%
WIM
8
Windhaven Investment Management
Massachusetts
$201M -$11.7M -173,178 -6%
LPL Financial
9
LPL Financial
California
$91.6M -$3.83M -56,886 -4%
RJFSA
10
Raymond James Financial Services Advisors
Florida
$89.9M +$15M +223,175 +20%
QI
11
QS Investors
New York
$87.5M +$40.7M +604,536 +88%
USAA
12
United Services Automobile Association
Texas
$86.4M +$10.3M +153,800 +14%
Royal Bank of Canada
13
Royal Bank of Canada
Ontario, Canada
$84.5M -$22.9M -340,816 -21%
Envestnet Asset Management
14
Envestnet Asset Management
Illinois
$81.1M +$2.44M +36,266 +3%
SAS
15
Sage Advisory Services
Texas
$79.9M -$27.5M -408,344 -26%
Commonwealth Equity Services
16
Commonwealth Equity Services
Massachusetts
$65.4M +$10.7M +158,742 +20%
PL
17
Parkwood LLC
Ohio
$64.6M
MIH
18
Madison Investment Holdings
Wisconsin
$60.2M -$11.2M -165,934 -16%
State Street
19
State Street
Massachusetts
$58M +$2.57M +38,229 +5%
SAM
20
Securian Asset Management
Minnesota
$53.3M +$22.1M +328,767 +72%
BCI
21
Brinker Capital Investments
Pennsylvania
$39.9M -$2.89M -43,000 -7%
RJA
22
Raymond James & Associates
Florida
$38.8M -$352K -5,230 -0.9%
Comerica Bank
23
Comerica Bank
Texas
$34.3M +$5.12M +76,165 +17%
FA
24
FDx Advisors
Illinois
$32.1M -$6.59M -97,898 -17%
MMA
25
Miracle Mile Advisors
California
$31.7M +$4.36M +64,837 +16%

EFAV Hedge Fund Activity: Q3 2016 in Review

247 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q3 2016, worth a combined $5.08B — up 6.9% from $4.75B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new EFAV positions and 17 closed out — a net gain of 19 holders — while 116 added to existing stakes and 70 trimmed.

The largest buyer was Ameriprise, adding an estimated $131M. The largest seller was Fidelity Investments, cutting an estimated $83.7M.

  • 247 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q3 2016, up from 231 in Q2 2016.
  • Funds reported $5.08B of iShares MSCI EAFE Min Vol Factor ETF stock for Q3 2016, up 6.9% quarter-over-quarter.
  • 36 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q3 2016 and 17 closed out, a net change of +19 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q3 2016 was Ameriprise, an estimated $131M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q3 2016 was Fidelity Investments, an estimated $83.7M sold.

Based on aggregated 13F filings for Q3 2016.