iShares MSCI EAFE Min Vol Factor ETF
EFAV
249 hedge funds and large institutions have $3.46B invested in iShares MSCI EAFE Min Vol Factor ETF in 2016 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 74 increasing their positions, 117 reducing their positions, and 35 closing their positions.
14% more first-time investments, than exits
New positions opened: 40 | Existing positions closed: 35
0% less funds holding
Funds holding: 250 → 249 (-1)
4.7% less ownership
Funds ownership: 63.24% → 58.54% (-4.7%)
20% less funds holding in top 10
Funds holding in top 10: 40 → 32 (-8)
33% less capital invested
Capital invested by funds: $5.18B → $3.46B (-$1.72B)
37% less repeat investments, than reductions
Existing positions increased: 74 | Existing positions reduced: 117
99% less call options, than puts
Call options by funds: $6K | Put options by funds: $875K
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CS
Credit Suisse
Zurich,
Switzerland
|
+$44.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$34.6M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$25.9M |
| 4 |
BA
BlackRock Advisors
Wilmington,
Delaware
|
+$21.9M |
| 5 |
SAM
Securian Asset Management
St Paul,
Minnesota
|
+$17.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
-$338M |
| 2 |
BIT
BlackRock Institutional Trust
San Francisco,
California
|
-$255M |
| 3 |
UBS Group
Zurich,
Switzerland
|
-$97.2M |
| 4 |
Wells Fargo
San Francisco,
California
|
-$88.3M |
| 5 |
Morgan Stanley
New York
|
-$84.5M |
EFAV Hedge Fund Activity: Q4 2016 in Review
249 of the 4,008 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 $3.46B — down 33% from $5.18B a quarter earlier.
Buyers outnumbered sellers: 40 funds opened new EFAV positions and 35 closed out — a net gain of 5 holders — while 74 added to existing stakes and 117 trimmed.
The largest buyer was Credit Suisse, opening a new position worth an estimated $44.2M. The largest seller was Bank of America, cutting an estimated $338M.
- 249 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2016, down from 250 in Q3 2016.
- Funds reported $3.46B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2016, down 33% quarter-over-quarter.
- 40 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2016 and 35 closed out, a net change of +5 holders.
- The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2016 was Credit Suisse, an estimated $44.2M 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.