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iShares MSCI EAFE Min Vol Factor ETF

563 hedge funds and large institutions have $8.39B invested in iShares MSCI EAFE Min Vol Factor ETF in 2019 Q4 according to their latest regulatory filings, with 144 funds opening new positions, 238 increasing their positions, 126 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed

2,258% more call options, than puts

Call options by funds: $7.92M | Put options by funds: $336K

555% more first-time investments, than exits

New positions opened: 144 | Existing positions closed: 22

89% more repeat investments, than reductions

Existing positions increased: 238 | Existing positions reduced: 126

35% more funds holding in top 10

Funds holding in top 10: 6689 (+23)

25% more funds holding

Funds holding: 450563 (+113)

14% more capital invested

Capital invested by funds: $7.36B → $8.39B (+$1.03B)

2.83% more ownership

Funds ownership: 61.19%64.02% (+2.8%)

Holders
563
Holders Change
+113
Holders Change %
+25.11%
% of All Funds
11.09%
Holding in Top 10
89
Holding in Top 10 Change
+23
Holding in Top 10 Change %
+34.85%
% of All Funds
1.75%
New
144
Increased
238
Reduced
126
Closed
22
Calls
$7.92M
Puts
$336K
Net Calls
+$7.59M
Net Calls Change
+$61K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$1.08B +$22.5M +302,221 +2%
Ameriprise
2
Ameriprise
Minnesota
$607M -$5.42M -72,707 -0.9%
BlackRock
3
BlackRock
New York
$539M +$40.6M +544,814 +8%
Morgan Stanley
4
Morgan Stanley
New York
$383M +$20.8M +279,762 +6%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$347M +$39.8M +534,431 +13%
Northwestern Mutual Wealth Management
6
Northwestern Mutual Wealth Management
Wisconsin
$321M +$42.3M +567,921 +15%
UBS Group
7
UBS Group
Switzerland
$257M -$19.2M -258,259 -7%
RJFSA
8
Raymond James Financial Services Advisors
Florida
$216M +$27.2M +364,820 +14%
Envestnet Asset Management
9
Envestnet Asset Management
Illinois
$216M +$17.6M +236,677 +9%
Wells Fargo
10
Wells Fargo
California
$175M +$5.7M +76,501 +3%
LPL Financial
11
LPL Financial
California
$143M +$2.49M +33,448 +2%
Victory Capital Management
12
Victory Capital Management
Texas
$134M -$46.6M -625,200 -26%
CSIA
13
Charles Schwab Investment Advisory
California
$124M -$3.34M -44,840 -3%
SAM
14
Securian Asset Management
Minnesota
$114M +$4.5M +60,400 +4%
Commonwealth Equity Services
15
Commonwealth Equity Services
Massachusetts
$106M +$12.5M +167,537 +13%
HSA
16
HBK Sorce Advisory
Pennsylvania
$93.4M +$5.65M +75,866 +6%
Cambridge Investment Research Advisors
17
Cambridge Investment Research Advisors
Iowa
$86.5M +$7.14M +95,784 +9%
Royal Bank of Canada
18
Royal Bank of Canada
Ontario, Canada
$85.7M +$5.94M +79,749 +7%
Susquehanna International Group
19
Susquehanna International Group
Pennsylvania
$75.7M +$74.9M +1,004,700 +9,319%
MFG
20
Merit Financial Group
Georgia
$75.5M +$6.94M +93,091 +10%
AG
21
Advisor Group
Arizona
$67.6M +$5.97M +80,073 +10%
MAM
22
Madison Asset Management
Wisconsin
$67.3M +$67.2M +902,301 New
SIRP
23
Shelter Insurance Retirement Plan
Missouri
$60.4M -$1.01M -13,500 -2%
SEI Investments
24
SEI Investments
Pennsylvania
$58.4M +$4.34M +58,245 +8%
Financial Engines Advisors
25
Financial Engines Advisors
California
$57.7M -$871K -11,692 -1%

EFAV Hedge Fund Activity: Q4 2019 in Review

563 of the 5,076 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q4 2019, worth a combined $8.39B — up 14% from $7.36B a quarter earlier.

Buyers outnumbered sellers: 144 funds opened new EFAV positions and 22 closed out — a net gain of 122 holders — while 238 added to existing stakes and 126 trimmed.

The largest buyer was Susquehanna International Group, adding an estimated $74.9M. The largest seller was Victory Capital Management, cutting an estimated $46.6M.

  • 563 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q4 2019, up from 450 in Q3 2019.
  • Funds reported $8.39B of iShares MSCI EAFE Min Vol Factor ETF stock for Q4 2019, up 14% quarter-over-quarter.
  • 144 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q4 2019 and 22 closed out, a net change of +122 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q4 2019 was Susquehanna International Group, an estimated $74.9M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q4 2019 was Victory Capital Management, an estimated $46.6M sold.

Based on aggregated 13F filings for Q4 2019.