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Vanguard Short-Term Inflation-Protected Securities Index Fund

121 hedge funds and large institutions have $770M invested in Vanguard Short-Term Inflation-Protected Securities Index Fund in 2015 Q2 according to their latest regulatory filings, with 17 funds opening new positions, 54 increasing their positions, 34 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

70% more first-time investments, than exits

New positions opened: 17 | Existing positions closed: 10

59% more repeat investments, than reductions

Existing positions increased: 54 | Existing positions reduced: 34

6% more funds holding

Funds holding: 114121 (+7)

4% less capital invested

Capital invested by funds: $803M → $770M (-$32.6M)

25% less funds holding in top 10

Funds holding in top 10: 129 (-3)

Holders
121
Holders Change
+7
Holders Change %
+6.14%
% of All Funds
3.26%
Holding in Top 10
9
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-25%
% of All Funds
0.24%
New
17
Increased
54
Reduced
34
Closed
10
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Goldman Sachs
1
Goldman Sachs
New York
$89.7M +$20.6M +423,107 +30%
Envestnet Asset Management
2
Envestnet Asset Management
Illinois
$73.1M +$8.6M +176,736 +13%
UCFA
3
United Capital Financial Advisors
Texas
$67.4M +$8.5M +174,537 +14%
AA
4
Alesco Advisors
New York
$50.5M +$1.64M +33,604 +3%
Morgan Stanley
5
Morgan Stanley
New York
$40.7M +$19M +391,051 +88%
FT
6
Fiduciary Trust
Massachusetts
$28.8M +$11.8M +242,138 +69%
EWM
7
Empirical Wealth Management
Washington
$27.7M +$2.68M +55,138 +11%
WCM
8
Windham Capital Management
Massachusetts
$21.4M -$56.4M -1,158,043 -72%
AssetMark Inc
9
AssetMark Inc
California
$18.2M -$70.6M -1,451,217 -80%
HI
10
Horizon Investments
North Carolina
$18M +$17.9M +368,761 New
Betterment LLC
11
Betterment LLC
New York
$17.7M +$4.13M +84,781 +31%
Bank of America
12
Bank of America
North Carolina
$17M -$2.53M -51,996 -13%
State of Tennessee, Department of Treasury
13
State of Tennessee, Department of Treasury
Tennessee
$17M +$1.44M +29,500 +9%
JFG
14
JMG Financial Group
Illinois
$16.5M +$253K +5,196 +2%
NYLIM
15
New York Life Investment Management
New York
$15M -$1.21M -24,883 -7%
SFS
16
Summit Financial Strategies
Ohio
$13.3M +$706K +14,513 +6%
MFP
17
Mosaic Financial Partners
California
$13M +$216K +4,433 +2%
APCM
18
Alaska Permanent Capital Management
Alaska
$11.7M +$2.03M +41,640 +21%
RJA
19
Raymond James & Associates
Florida
$11.7M -$2.59M -53,266 -18%
F
20
FutureAdvisor
California
$11.6M +$797K +16,375 +7%
FAAS
21
First Allied Advisory Services
California
$11.4M +$10.4M +213,802 +1,004%
M
22
MOTCO
Texas
$10.5M -$386K -7,933 -4%
Natixis Advisors
23
Natixis Advisors
Massachusetts
$10.5M -$2.47M -50,820 -19%
SEI Investments
24
SEI Investments
Pennsylvania
$10.2M +$3.98M +81,792 +64%
FHB
25
First Hawaiian Bank
Hawaii
$9.55M +$7.16M +147,038 +299%

VTIP Hedge Fund Activity: Q2 2015 in Review

121 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) for Q2 2015, worth a combined $770M — down 4.1% from $803M a quarter earlier.

Buyers outnumbered sellers: 17 funds opened new VTIP positions and 10 closed out — a net gain of 7 holders — while 54 added to existing stakes and 34 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $20.6M. The largest seller was AssetMark Inc, cutting an estimated $70.6M.

  • 121 institutional investors held Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) as of Q2 2015, up from 114 in Q1 2015.
  • Funds reported $770M of Vanguard Short-Term Inflation-Protected Securities Index Fund stock for Q2 2015, down 4.1% quarter-over-quarter.
  • 17 funds opened new Vanguard Short-Term Inflation-Protected Securities Index Fund positions in Q2 2015 and 10 closed out, a net change of +7 holders.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund buyer in Q2 2015 was Goldman Sachs, an estimated $20.6M added.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund seller in Q2 2015 was AssetMark Inc, an estimated $70.6M sold.

Based on aggregated 13F filings for Q2 2015.