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Vanguard FTSE All-World ex-US Small-Cap Index Fund

188 hedge funds and large institutions have $957M invested in Vanguard FTSE All-World ex-US Small-Cap Index Fund in 2015 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 68 increasing their positions, 54 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

26% more repeat investments, than reductions

Existing positions increased: 68 | Existing positions reduced: 54

5% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 20

0% more funds holding

Funds holding: 188188 (0)

3.4% less ownership

Funds ownership: 45.14%41.74% (-3.4%)

22% less capital invested

Capital invested by funds: $1.22B → $957M (-$263M)

22% less funds holding in top 10

Funds holding in top 10: 97 (-2)

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $399K

Holders
188
Holders Change
Holders Change %
0%
% of All Funds
5.25%
Holding in Top 10
7
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-22.22%
% of All Funds
0.2%
New
21
Increased
68
Reduced
54
Closed
20
Calls
Puts
$399K
Net Calls
-$399K
Net Calls Change
+$1.4M
Name Holding Trade Value Shares
Change
Change in
Stake
VA
1
Valmark Advisers
Ohio
$81.7M +$1.7M +17,799 +2%
QI
2
QS Investors
New York
$73.7M +$8.01M +83,668 +11%
TAIM
3
TD Ameritrade Investment Management
Nebraska
$55.4M +$1.66M +17,344 +3%
Envestnet Asset Management
4
Envestnet Asset Management
Illinois
$51.1M +$10.9M +113,290 +25%
Morgan Stanley
5
Morgan Stanley
New York
$41.7M -$4.59M -47,950 -9%
HTC
6
Haverford Trust Company
Pennsylvania
$37.4M +$2.12M +22,175 +6%
WCM
7
Windham Capital Management
Massachusetts
$35.7M -$31.4M -327,493 -45%
CB
8
Commerce Bank
Missouri
$35.3M -$16.5M -172,028 -31%
FMI
9
Factory Mutual Insurance
Massachusetts
$34.1M
UBS Group
10
UBS Group
Switzerland
$33.4M +$3.69M +38,537 +12%
Commonwealth Equity Services
11
Commonwealth Equity Services
Massachusetts
$32.3M +$2.15M +22,396 +7%
PCA
12
Personal Capital Advisors
California
$31.6M +$3.67M +38,282 +12%
Bank of America
13
Bank of America
North Carolina
$31.2M +$299K +3,117 +0.9%
Jane Street
14
Jane Street
New York
$23.5M +$22.3M +232,816 +889%
Vanguard Group
15
Vanguard Group
Pennsylvania
$23.1M +$23.8M +248,579 +3,781%
Susquehanna International Group
16
Susquehanna International Group
Pennsylvania
$22.9M -$13.4M -139,465 -36%
AssetMark Inc
17
AssetMark Inc
California
$19.7M -$31.6M -330,109 -60%
Wells Fargo
18
Wells Fargo
California
$16.2M +$197K +2,052 +1%
LNC
19
Lincoln National Corp
Pennsylvania
$15.3M -$2.39M -24,999 -13%
DJSG
20
D.J. St. Germain
Massachusetts
$12.6M -$61.8K -645 -0.5%
Bessemer Group
21
Bessemer Group
New Jersey
$12.5M +$1.88M +19,674 +17%
CPO
22
Cerity Partners OCIO
New York
$12.5M +$782K +8,165 +6%
UCFA
23
United Capital Financial Advisors
Texas
$10.4M +$759K +7,928 +7%
AllianceBernstein
24
AllianceBernstein
Tennessee
$10.3M +$3.01M +31,372 +38%
AA
25
Advisory Alpha
Michigan
$9.29M +$182K +1,900 +2%

VSS Hedge Fund Activity: Q3 2015 in Review

188 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Vanguard FTSE All-World ex-US Small-Cap Index Fund (VSS) for Q3 2015, worth a combined $957M — down 22% from $1.22B a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new VSS positions and 20 closed out — a net gain of 1 holder — while 68 added to existing stakes and 54 trimmed.

The largest buyer was Vanguard Group, adding an estimated $23.8M. The largest seller was Aegon USA Investment Management, exiting entirely with an estimated $79.1M sold.

  • 188 institutional investors held Vanguard FTSE All-World ex-US Small-Cap Index Fund (VSS) as of Q3 2015, unchanged from Q2 2015.
  • Funds reported $957M of Vanguard FTSE All-World ex-US Small-Cap Index Fund stock for Q3 2015, down 22% quarter-over-quarter.
  • 21 funds opened new Vanguard FTSE All-World ex-US Small-Cap Index Fund positions in Q3 2015 and 20 closed out, a net change of +1 holder.
  • The largest Vanguard FTSE All-World ex-US Small-Cap Index Fund buyer in Q3 2015 was Vanguard Group, an estimated $23.8M added.
  • The largest Vanguard FTSE All-World ex-US Small-Cap Index Fund seller in Q3 2015 was Aegon USA Investment Management, an estimated $79.1M sold.

Based on aggregated 13F filings for Q3 2015.