Relevant Media, page-420

Hi @Duckman1701 , Some food for thought.

If there was a billion dollars invested in total in the MSCI Global Small Caps fund then someone sold enough shares yesterday in one transaction at $12.20 to satisfy all the fund managers tracking that index. Even if 10 billion dollars invested in total in ETF's tracking this particular MSCI index it would only need a small portion of the total trades yesterday to fill their requirements.

Van Eck has not had any problems acquiring ASM shares and their holding is many times larger than that suggested is required for MSCI Small Caps.
It would seem that every fund in the RE sector holds the shares it needs to match its portfolio requirements. It may be they have to drive the price up to dislodge some sellers but that is the way the market generally works. I am holding my shares tightly but I am sure their might be a price that I might sell some to lock in a tidy profit.

I am having trouble reconciling all this above with your comment which seems to be more gut feel than taking up the research challenge.

With the share held tightly there it will be impossible for every fund in the RE sector to achieve a % weighting ASM component.They cannot add if no one wants to part with them.

Cheers,
DYOR and enjoy.