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

197 hedge funds and large institutions have $1.08B invested in Vanguard FTSE All-World ex-US Small-Cap Index Fund in 2016 Q2 according to their latest regulatory filings, with 21 funds opening new positions, 79 increasing their positions, 54 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

62% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 13

46% more repeat investments, than reductions

Existing positions increased: 79 | Existing positions reduced: 54

25% more funds holding in top 10

Funds holding in top 10: 810 (+2)

3% more funds holding

Funds holding: 191197 (+6)

4% more capital invested

Capital invested by funds: $1.03B → $1.08B (+$45M)

0.36% more ownership

Funds ownership: 42.15%42.51% (+0.36%)

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $344K

Holders
197
Holders Change
+6
Holders Change %
+3.14%
% of All Funds
5.26%
Holding in Top 10
10
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+25%
% of All Funds
0.27%
New
21
Increased
79
Reduced
54
Closed
13
Calls
Puts
$344K
Net Calls
-$344K
Net Calls Change
-$820K
Name Holding Trade Value Shares
Change
Change in
Stake
QI
1
QS Investors
New York
$91M +$1.59M +16,825 +2%
VA
2
Valmark Advisers
Ohio
$78.1M -$955K -10,079 -1%
Bessemer Group
3
Bessemer Group
New Jersey
$68.4M +$1.26M +13,317 +2%
TAIM
4
TD Ameritrade Investment Management
Nebraska
$58M -$2.89M -30,508 -5%
PCA
5
Personal Capital Advisors
California
$50.1M +$6.73M +71,052 +15%
AssetMark Inc
6
AssetMark Inc
California
$47.7M +$18.8M +198,592 +63%
Commonwealth Equity Services
7
Commonwealth Equity Services
Massachusetts
$39.5M +$1.83M +19,357 +5%
Morgan Stanley
8
Morgan Stanley
New York
$36.9M +$867K +9,148 +2%
FMI
9
Factory Mutual Insurance
Massachusetts
$35M
HTC
10
Haverford Trust Company
Pennsylvania
$33.7M +$223K +2,353 +0.7%
Bank of America
11
Bank of America
North Carolina
$32.2M +$2.04M +21,481 +7%
CSIA
12
Charles Schwab Investment Advisory
California
$31M -$1.31M -13,792 -4%
WCM
13
Windham Capital Management
Massachusetts
$30.1M -$5.56M -58,699 -15%
Jane Street
14
Jane Street
New York
$26.8M +$19.9M +210,350 +271%
UBS Group
15
UBS Group
Switzerland
$25.8M +$143K +1,512 +0.5%
Vanguard Group
16
Vanguard Group
Pennsylvania
$24.3M +$79.1K +835 +0.3%
CB
17
Commerce Bank
Missouri
$23.6M -$5.55M -58,579 -19%
Envestnet Asset Management
18
Envestnet Asset Management
Illinois
$18.4M +$1.2M +12,670 +7%
CPO
19
Cerity Partners OCIO
New York
$17.8M +$72.5K +765 +0.4%
UCFA
20
United Capital Financial Advisors
Texas
$17.3M -$135K -1,421 -0.8%
LNC
21
Lincoln National Corp
Pennsylvania
$17M +$129K +1,365 +0.8%
AB
22
AT Bancorp
Iowa
$15.6M -$1.36M -14,363 -8%
DJSG
23
D.J. St. Germain
Massachusetts
$12.5M -$130K -1,368 -1%
AA
24
Advisory Alpha
Michigan
$11.7M +$860K +9,072 +8%
Wells Fargo
25
Wells Fargo
California
$10.7M -$1.58M -16,651 -13%

VSS Hedge Fund Activity: Q2 2016 in Review

197 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Vanguard FTSE All-World ex-US Small-Cap Index Fund (VSS) for Q2 2016, worth a combined $1.08B — up 4.4% from $1.03B a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new VSS positions and 13 closed out — a net gain of 8 holders — while 79 added to existing stakes and 54 trimmed.

The largest buyer was Jane Street, adding an estimated $19.9M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $11.6M sold.

  • 197 institutional investors held Vanguard FTSE All-World ex-US Small-Cap Index Fund (VSS) as of Q2 2016, up from 191 in Q1 2016.
  • Funds reported $1.08B of Vanguard FTSE All-World ex-US Small-Cap Index Fund stock for Q2 2016, up 4.4% quarter-over-quarter.
  • 21 funds opened new Vanguard FTSE All-World ex-US Small-Cap Index Fund positions in Q2 2016 and 13 closed out, a net change of +8 holders.
  • The largest Vanguard FTSE All-World ex-US Small-Cap Index Fund buyer in Q2 2016 was Jane Street, an estimated $19.9M added.
  • The largest Vanguard FTSE All-World ex-US Small-Cap Index Fund seller in Q2 2016 was Susquehanna International Group, an estimated $11.6M sold.

Based on aggregated 13F filings for Q2 2016.