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iShares MSCI EAFE Min Vol Factor ETF

319 hedge funds and large institutions have $4.7B invested in iShares MSCI EAFE Min Vol Factor ETF in 2017 Q4 according to their latest regulatory filings, with 79 funds opening new positions, 127 increasing their positions, 77 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

339% more first-time investments, than exits

New positions opened: 79 | Existing positions closed: 18

65% more repeat investments, than reductions

Existing positions increased: 127 | Existing positions reduced: 77

33% more funds holding in top 10

Funds holding in top 10: 3344 (+11)

24% more funds holding

Funds holding: 258319 (+61)

11% more capital invested

Capital invested by funds: $4.22B → $4.7B (+$482M)

1.18% more ownership

Funds ownership: 55.28%56.46% (+1.2%)

10% less call options, than puts

Call options by funds: $1.16M | Put options by funds: $1.29M

Holders
319
Holders Change
+61
Holders Change %
+23.64%
% of All Funds
7.24%
Holding in Top 10
44
Holding in Top 10 Change
+11
Holding in Top 10 Change %
+33.33%
% of All Funds
1%
New
79
Increased
127
Reduced
77
Closed
18
Calls
$1.16M
Puts
$1.29M
Net Calls
-$128K
Net Calls Change
-$366K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$782M -$15.6M -216,192 -2%
Ameriprise
2
Ameriprise
Minnesota
$461M +$40.5M +562,348 +10%
BlackRock
3
BlackRock
New York
$377M +$1.8M +24,927 +0.5%
USAA
4
United Services Automobile Association
Texas
$208M
Morgan Stanley
5
Morgan Stanley
New York
$197M -$2.43M -33,758 -1%
UBS Group
6
UBS Group
Switzerland
$183M +$72.2K +1,002 +0%
WIM
7
Windhaven Investment Management
Massachusetts
$158M -$3.29M -45,682 -2%
Wells Fargo
8
Wells Fargo
California
$143M +$14.5M +201,829 +11%
LPL Financial
9
LPL Financial
California
$126M +$19.8M +274,698 +19%
QI
10
QS Investors
New York
$119M -$27.1K -376 -0%
AllianceBernstein
11
AllianceBernstein
Tennessee
$117M +$103M +1,429,542 +854%
Northwestern Mutual Wealth Management
12
Northwestern Mutual Wealth Management
Wisconsin
$105M +$6.14M +85,192 +6%
RJFSA
13
Raymond James Financial Services Advisors
Florida
$98.5M +$6.68M +92,726 +7%
SAM
14
Securian Asset Management
Minnesota
$81.1M +$887K +12,310 +1%
Commonwealth Equity Services
15
Commonwealth Equity Services
Massachusetts
$64.4M +$1.53M +21,266 +2%
MFG
16
Merit Financial Group
Georgia
$50.1M +$50.5M +701,568 New
NA
17
Nottingham Advisors
New York
$47.5M +$9.3M +129,159 +25%
Envestnet Asset Management
18
Envestnet Asset Management
Illinois
$45.8M +$3.6M +49,914 +9%
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$41.8M +$6.89M +95,656 +20%
LTFS
20
Ladenburg Thalmann Financial Services
Florida
$35.9M +$1.1M +15,214 +3%
SEI Investments
21
SEI Investments
Pennsylvania
$34.7M -$817K -11,344 -2%
Cambridge Investment Research Advisors
22
Cambridge Investment Research Advisors
Iowa
$34.6M +$5M +69,410 +17%
BWA
23
Burt Wealth Advisors
Maryland
$30.8M +$357K +4,950 +1%
LFAS
24
Level Four Advisory Services
Texas
$29.8M +$236K +3,283 +0.8%
LFA
25
Legacy Financial Advisors
Kentucky
$29.4M +$29M +402,182 New

EFAV Hedge Fund Activity: Q4 2017 in Review

319 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q4 2017, worth a combined $4.7B — up 11% from $4.22B a quarter earlier.

Buyers outnumbered sellers: 79 funds opened new EFAV positions and 18 closed out — a net gain of 61 holders — while 127 added to existing stakes and 77 trimmed.

The largest buyer was AllianceBernstein, adding an estimated $103M. The largest seller was Jane Street, cutting an estimated $21.4M.

  • 319 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2017, up from 258 in Q3 2017.
  • Funds reported $4.7B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2017, up 11% quarter-over-quarter.
  • 79 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2017 and 18 closed out, a net change of +61 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2017 was AllianceBernstein, an estimated $103M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q4 2017 was Jane Street, an estimated $21.4M sold.

Based on aggregated 13F filings for Q4 2017.