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iShares MSCI EAFE Min Vol Factor ETF

520 hedge funds and large institutions have $6.63B invested in iShares MSCI EAFE Min Vol Factor ETF in 2020 Q2 according to their latest regulatory filings, with 45 funds opening new positions, 185 increasing their positions, 236 reducing their positions, and 71 closing their positions.

New
Increased
Maintained
Reduced
Closed

2% less capital invested

Capital invested by funds: $6.76B → $6.63B (-$125M)

1.86% less ownership

Funds ownership: 65.04%63.18% (-1.9%)

5% less funds holding

Funds holding: 548520 (-28)

11% less funds holding in top 10

Funds holding in top 10: 8576 (-9)

22% less repeat investments, than reductions

Existing positions increased: 185 | Existing positions reduced: 236

37% less first-time investments, than exits

New positions opened: 45 | Existing positions closed: 71

Holders
520
Holders Change
-28
Holders Change %
-5.11%
% of All Funds
10.66%
Holding in Top 10
76
Holding in Top 10 Change
-9
Holding in Top 10 Change %
-10.59%
% of All Funds
1.56%
New
45
Increased
185
Reduced
236
Closed
71
Calls
$6.41M
Puts
Net Calls
+$6.41M
Net Calls Change
+$251K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$788M -$92.7M -1,428,058 -11%
BlackRock
2
BlackRock
New York
$466M -$14.7M -226,392 -3%
Ameriprise
3
Ameriprise
Minnesota
$394M -$34.2M -526,862 -8%
Morgan Stanley
4
Morgan Stanley
New York
$331M -$10.8M -166,407 -3%
Northwestern Mutual Wealth Management
5
Northwestern Mutual Wealth Management
Wisconsin
$316M +$2.7M +41,661 +0.9%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$244M +$68.8M +1,059,395 +40%
Envestnet Asset Management
7
Envestnet Asset Management
Illinois
$197M +$8.7M +134,123 +5%
RJFSA
8
Raymond James Financial Services Advisors
Florida
$183M +$761K +11,722 +0.4%
UBS Group
9
UBS Group
Switzerland
$177M -$33M -508,682 -16%
Victory Capital Management
10
Victory Capital Management
Texas
$130M -$127M -1,963,224 -50%
Wells Fargo
11
Wells Fargo
California
$127M -$3.69M -56,846 -3%
LPL Financial
12
LPL Financial
California
$112M -$13.6M -209,579 -11%
SAM
13
Securian Asset Management
Minnesota
$99.5M -$9.21M -141,900 -9%
Charles Schwab
14
Charles Schwab
California
$98.9M -$6.23M -95,958 -6%
Commonwealth Equity Services
15
Commonwealth Equity Services
Massachusetts
$92.7M -$4.33M -66,768 -5%
Financial Engines Advisors
16
Financial Engines Advisors
California
$90M -$210K -3,229 -0.2%
HSA
17
HBK Sorce Advisory
Pennsylvania
$83.2M -$9.19M -141,610 -10%
MFG
18
Merit Financial Group
Georgia
$68.9M -$164K -2,527 -0.2%
WBG
19
Wharton Business Group
Pennsylvania
$67.5M -$401K -6,184 -0.6%
Osaic Holdings
20
Osaic Holdings
Arizona
$60.9M -$20.5M -315,464 -25%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$57.8M -$23.8M -366,643 -30%
SIRP
22
Shelter Insurance Retirement Plan
Missouri
$55.4M
Cambridge Investment Research Advisors
23
Cambridge Investment Research Advisors
Iowa
$52.2M -$16.1M -247,764 -24%
AllianceBernstein
24
AllianceBernstein
Tennessee
$50.8M +$36.3M +559,605 +268%
WPW
25
Waldron Private Wealth
Pennsylvania
$49.3M +$2.23M +34,329 +5%

EFAV Hedge Fund Activity: Q2 2020 in Review

520 of the 4,878 institutional investors tracked by Wall St. Rank reported a position in iShares MSCI EAFE Min Vol Factor ETF (EFAV) for Q2 2020, worth a combined $6.63B — down 1.9% from $6.76B a quarter earlier.

Sellers outnumbered buyers: 71 funds closed out of EFAV and 45 opened new positions — a net loss of 26 holders — while 236 trimmed existing stakes and 185 added.

The largest buyer was Fidelity Investments, adding an estimated $68.8M. The largest seller was Victory Capital Management, cutting an estimated $127M.

  • 520 institutional investors held iShares MSCI EAFE Min Vol Factor ETF (EFAV) as of Q2 2020, down from 548 in Q1 2020.
  • Funds reported $6.63B of iShares MSCI EAFE Min Vol Factor ETF stock for Q2 2020, down 1.9% quarter-over-quarter.
  • 45 funds opened new iShares MSCI EAFE Min Vol Factor ETF positions in Q2 2020 and 71 closed out, a net change of -26 holders.
  • The largest iShares MSCI EAFE Min Vol Factor ETF buyer in Q2 2020 was Fidelity Investments, an estimated $68.8M added.
  • The largest iShares MSCI EAFE Min Vol Factor ETF seller in Q2 2020 was Victory Capital Management, an estimated $127M sold.

Based on aggregated 13F filings for Q2 2020.