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iShares MSCI EAFE Min Vol Factor ETF

247 hedge funds and large institutions have $3.44B invested in iShares MSCI EAFE Min Vol Factor ETF in 2016 Q4 according to their latest regulatory filings, with 41 funds opening new positions, 73 increasing their positions, 115 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 35

0% more funds holding

Funds holding: 247247 (0)

3.72% less ownership

Funds ownership: 61.97%58.25% (-3.7%)

18% less funds holding in top 10

Funds holding in top 10: 3831 (-7)

32% less capital invested

Capital invested by funds: $5.08B → $3.44B (-$1.63B)

37% less repeat investments, than reductions

Existing positions increased: 73 | Existing positions reduced: 115

99% less call options, than puts

Call options by funds: $6K | Put options by funds: $875K

Holders
247
Holders Change
Holders Change %
0%
% of All Funds
6.17%
Holding in Top 10
31
Holding in Top 10 Change
-7
Holding in Top 10 Change %
-18.42%
% of All Funds
0.78%
New
41
Increased
73
Reduced
115
Closed
35
Calls
$6K
Puts
$875K
Net Calls
-$869K
Net Calls Change
-$442K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$578M -$338M -5,341,716 -36%
Ameriprise
2
Ameriprise
Minnesota
$269M -$51.6M -817,001 -16%
Morgan Stanley
3
Morgan Stanley
New York
$196M -$84.5M -1,337,070 -29%
UBS Group
4
UBS Group
Switzerland
$174M -$97.2M -1,538,250 -35%
BlackRock
5
BlackRock
New York
$170M -$15.8M -249,531 -8%
WIM
6
Windhaven Investment Management
Massachusetts
$166M -$17.2M -271,458 -9%
Wells Fargo
7
Wells Fargo
California
$116M -$88.3M -1,396,442 -42%
QI
8
QS Investors
New York
$94.2M +$15.5M +244,439 +19%
USAA
9
United Services Automobile Association
Texas
$78.2M
LPL Financial
10
LPL Financial
California
$76.4M -$7.43M -117,530 -9%
Northwestern Mutual Wealth Management
11
Northwestern Mutual Wealth Management
Wisconsin
$72M +$74.4M +1,176,752 New
SAM
12
Securian Asset Management
Minnesota
$65.3M +$17.7M +279,645 +35%
RJFSA
13
Raymond James Financial Services Advisors
Florida
$64.7M -$17.3M -273,131 -21%
Commonwealth Equity Services
14
Commonwealth Equity Services
Massachusetts
$48.8M -$10.7M -170,002 -18%
CS
15
Credit Suisse
Switzerland
$42.9M +$44.2M +700,000 New
Envestnet Asset Management
16
Envestnet Asset Management
Illinois
$41.4M -$33M -522,822 -44%
Susquehanna International Group
17
Susquehanna International Group
Pennsylvania
$33.5M +$34.6M +547,191 New
BIM
18
BlackRock Investment Management
Delaware
$31M +$6.17M +97,635 +24%
State Street
19
State Street
Massachusetts
$30.9M -$22.3M -353,542 -41%
BCI
20
Brinker Capital Investments
Pennsylvania
$29.6M -$6.8M -107,577 -18%
NA
21
Nottingham Advisors
New York
$27.7M -$578K -9,141 -2%
BG
22
BlackRock Group
United Kingdom
$27M
Citadel Advisors
23
Citadel Advisors
Florida
$26.4M +$25.9M +410,281 +1,960%
MMA
24
Miracle Mile Advisors
California
$26.1M -$2.64M -41,726 -9%
UCFA
25
United Capital Financial Advisors
Texas
$25.2M -$64K -1,013 -0.2%

EFAV Hedge Fund Activity: Q4 2016 in Review

247 of the 4,000 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 $3.44B — down 32% from $5.08B a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new EFAV positions and 35 closed out — a net gain of 6 holders — while 73 added to existing stakes and 115 trimmed.

The largest buyer was Northwestern Mutual Wealth Management, opening a new position worth an estimated $74.4M. The largest seller was Bank of America, cutting an estimated $338M.

  • 247 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2016, unchanged from Q3 2016.
  • Funds reported $3.44B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2016, down 32% quarter-over-quarter.
  • 41 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2016 and 35 closed out, a net change of +6 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2016 was Northwestern Mutual Wealth Management, an estimated $74.4M 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.