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Vanguard Short-Term Inflation-Protected Securities Index Fund

200 hedge funds and large institutions have $1.67B invested in Vanguard Short-Term Inflation-Protected Securities Index Fund in 2017 Q1 according to their latest regulatory filings, with 43 funds opening new positions, 90 increasing their positions, 44 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

187% more first-time investments, than exits

New positions opened: 43 | Existing positions closed: 15

105% more repeat investments, than reductions

Existing positions increased: 90 | Existing positions reduced: 44

16% more funds holding

Funds holding: 173200 (+27)

13% more funds holding in top 10

Funds holding in top 10: 1618 (+2)

10% more capital invested

Capital invested by funds: $1.52B → $1.67B (+$152M)

4.91% more ownership

Funds ownership: 52.16%57.07% (+4.9%)

Holders
200
Holders Change
+27
Holders Change %
+15.61%
% of All Funds
4.98%
Holding in Top 10
18
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+12.5%
% of All Funds
0.45%
New
43
Increased
90
Reduced
44
Closed
15
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
JP Morgan Chase
1
JP Morgan Chase
New York
$232M +$2.05M +41,603 +0.9%
Goldman Sachs
2
Goldman Sachs
New York
$178M -$83.6M -1,695,287 -32%
SEI Investments
3
SEI Investments
Pennsylvania
$105M +$71.6M +1,452,208 +218%
Bank of America
4
Bank of America
North Carolina
$82.9M +$25.3M +512,860 +44%
Wells Fargo
5
Wells Fargo
California
$66.1M +$5.46M +110,701 +9%
Betterment LLC
6
Betterment LLC
New York
$62.8M +$8.58M +173,977 +16%
Morgan Stanley
7
Morgan Stanley
New York
$60.1M -$1.74M -35,200 -3%
AA
8
Alesco Advisors
New York
$59.9M +$6.5M +131,784 +12%
FT
9
Fiduciary Trust
Massachusetts
$55.2M -$9.28M -188,206 -14%
BJ
10
Brouwer & Janachowski
California
$48.7M +$2.19M +44,358 +5%
Manulife (Manufacturers Life Insurance)
11
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$44M +$5.08M +103,028 +13%
EWM
12
Empirical Wealth Management
Washington
$36M -$7.49M -151,816 -17%
State of Tennessee, Department of Treasury
13
State of Tennessee, Department of Treasury
Tennessee
$33.6M +$2.21M +44,900 +7%
UBS Group
14
UBS Group
Switzerland
$31.6M +$13.8M +278,857 +78%
TAIM
15
TD Ameritrade Investment Management
Nebraska
$26.9M +$26.8M +543,324 New
BIA
16
Barry Investment Advisors
Massachusetts
$22.2M -$1.39M -28,101 -6%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$19.5M -$2.41M -48,853 -11%
Northwestern Mutual Wealth Management
18
Northwestern Mutual Wealth Management
Wisconsin
$18.8M +$4.17M +84,513 +29%
JC
19
Jentner Corp
Ohio
$18.6M +$414K +8,390 +2%
LPL Financial
20
LPL Financial
California
$16.4M +$4.53M +91,927 +39%
MFP
21
Mosaic Financial Partners
California
$14.4M +$318K +6,458 +2%
BlackRock
22
BlackRock
New York
$13.6M +$518K +10,503 +4%
JFG
23
JMG Financial Group
Illinois
$11.5M -$199K -4,025 -2%
Natixis Advisors
24
Natixis Advisors
Massachusetts
$11.2M +$61.2K +1,241 +0.5%
APCM
25
Alaska Permanent Capital Management
Alaska
$11M -$4.13M -83,764 -27%

VTIP Hedge Fund Activity: Q1 2017 in Review

200 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) for Q1 2017, worth a combined $1.67B — up 10% from $1.52B a quarter earlier.

Buyers outnumbered sellers: 43 funds opened new VTIP positions and 15 closed out — a net gain of 28 holders — while 90 added to existing stakes and 44 trimmed.

The largest buyer was SEI Investments, adding an estimated $71.6M. The largest seller was Goldman Sachs, cutting an estimated $83.6M.

  • 200 institutional investors held Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) as of Q1 2017, up from 173 in Q4 2016.
  • Funds reported $1.67B of Vanguard Short-Term Inflation-Protected Securities Index Fund stock for Q1 2017, up 10% quarter-over-quarter.
  • 43 funds opened new Vanguard Short-Term Inflation-Protected Securities Index Fund positions in Q1 2017 and 15 closed out, a net change of +28 holders.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund buyer in Q1 2017 was SEI Investments, an estimated $71.6M added.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund seller in Q1 2017 was Goldman Sachs, an estimated $83.6M sold.

Based on aggregated 13F filings for Q1 2017.