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Vanguard S&P 500 ETF

531 hedge funds and large institutions have $21B invested in Vanguard S&P 500 ETF in 2016 Q2 according to their latest regulatory filings, with 65 funds opening new positions, 234 increasing their positions, 141 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

110% more first-time investments, than exits

New positions opened: 65 | Existing positions closed: 31

66% more repeat investments, than reductions

Existing positions increased: 234 | Existing positions reduced: 141

36% more call options, than puts

Call options by funds: $69.6M | Put options by funds: $51.1M

10% more capital invested

Capital invested by funds: $19B → $21B (+$1.91B)

5% more funds holding in top 10

Funds holding in top 10: 110116 (+6)

5% more funds holding

Funds holding: 504531 (+27)

1.85% more ownership

Funds ownership: 43.94%45.79% (+1.8%)

Holders
531
Holders Change
+27
Holders Change %
+5.36%
% of All Funds
14.17%
Holding in Top 10
116
Holding in Top 10 Change
+6
Holding in Top 10 Change %
+5.45%
% of All Funds
3.09%
New
65
Increased
234
Reduced
141
Closed
31
Calls
$69.6M
Puts
$51.1M
Net Calls
+$18.5M
Net Calls Change
+$9.99M
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$2.1B +$136M +715,791 +7%
PPA
2
Parametric Portfolio Associates
Washington
$2.01B +$116M +607,013 +6%
MFRM
3
Milliman Financial Risk Management
Illinois
$1B -$172M -901,231 -15%
JP Morgan Chase
4
JP Morgan Chase
New York
$987M +$114M +601,510 +13%
NMIFOAC
5
National Mutual Insurance Federation of Agricultural Cooperatives
Japan
$964M +$762M +4,003,500 +396%
Vanguard Group
6
Vanguard Group
Pennsylvania
$893M +$47.5M +249,414 +6%
Goldman Sachs
7
Goldman Sachs
New York
$639M +$57.9M +304,367 +10%
DCM
8
Dupont Capital Management
Delaware
$575M +$131M +688,500 +30%
Morgan Stanley
9
Morgan Stanley
New York
$555M +$52.4M +275,165 +11%
SCM
10
Sterling Capital Management
North Carolina
$531M +$445K +2,337 +0.1%
MIFH
11
Migdal Insurance & Financial Holdings
Israel
$504M -$105M -551,666 -17%
Citigroup
12
Citigroup
New York
$471M -$26.2M -137,736 -5%
RJA
13
Raymond James & Associates
Florida
$447M +$77M +404,636 +21%
UBS Group
14
UBS Group
Switzerland
$436M +$67.9M +356,661 +19%
Wells Fargo
15
Wells Fargo
California
$395M +$74.3M +390,161 +23%
Ameriprise
16
Ameriprise
Minnesota
$346M +$37.5M +196,832 +12%
BOI
17
Bank of Italy
Italy
$340M
NLI
18
Nippon Life Insurance
Japan
$336M -$58.7M -308,500 -15%
Envestnet Asset Management
19
Envestnet Asset Management
Illinois
$332M +$79.4M +416,925 +32%
AssetMark Inc
20
AssetMark Inc
California
$320M +$42.2M +221,469 +15%
JC
21
JBF Capital
Colorado
$297M +$16.3M +85,800 +6%
SLI
22
Symetra Life Insurance
Washington
$252M +$1.28M +6,712 +0.5%
Cambridge Investment Research Advisors
23
Cambridge Investment Research Advisors
Iowa
$226M +$29.7M +156,278 +15%
JMPWA
24
JP Morgan Private Wealth Advisors
California
$223M +$31.6M +165,811 +17%
KeyBank National Association
25
KeyBank National Association
Ohio
$200M -$691K -3,629 -0.3%

VOO Hedge Fund Activity: Q2 2016 in Review

531 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Vanguard S&P 500 ETF (VOO) for Q2 2016, worth a combined $21B — up 10% from $19B a quarter earlier.

Buyers outnumbered sellers: 65 funds opened new VOO positions and 31 closed out — a net gain of 34 holders — while 234 added to existing stakes and 141 trimmed.

The largest buyer was National Mutual Insurance Federation of Agricultural Cooperatives, adding an estimated $762M. The largest seller was Milliman Financial Risk Management, cutting an estimated $172M.

  • 531 institutional investors held Vanguard S&P 500 ETF (VOO) as of Q2 2016, up from 504 in Q1 2016.
  • Funds reported $21B of Vanguard S&P 500 ETF stock for Q2 2016, up 10% quarter-over-quarter.
  • 65 funds opened new Vanguard S&P 500 ETF positions in Q2 2016 and 31 closed out, a net change of +34 holders.
  • The largest Vanguard S&P 500 ETF buyer in Q2 2016 was National Mutual Insurance Federation of Agricultural Cooperatives, an estimated $762M added.
  • The largest Vanguard S&P 500 ETF seller in Q2 2016 was Milliman Financial Risk Management, an estimated $172M sold.

Based on aggregated 13F filings for Q2 2016.