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Vanguard Short-Term Inflation-Protected Securities Index Fund

246 hedge funds and large institutions have $2.58B invested in Vanguard Short-Term Inflation-Protected Securities Index Fund in 2017 Q4 according to their latest regulatory filings, with 63 funds opening new positions, 93 increasing their positions, 57 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed

186% more first-time investments, than exits

New positions opened: 63 | Existing positions closed: 22

63% more repeat investments, than reductions

Existing positions increased: 93 | Existing positions reduced: 57

23% more capital invested

Capital invested by funds: $2.1B → $2.58B (+$482M)

19% more funds holding

Funds holding: 206246 (+40)

19% more funds holding in top 10

Funds holding in top 10: 1619 (+3)

12.46% more ownership

Funds ownership: 54.12%66.59% (+12%)

Holders
246
Holders Change
+40
Holders Change %
+19.42%
% of All Funds
5.58%
Holding in Top 10
19
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+18.75%
% of All Funds
0.43%
New
63
Increased
93
Reduced
57
Closed
22
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
$604M +$317M +6,404,867 +107%
Goldman Sachs
2
Goldman Sachs
New York
$219M +$11.1M +225,085 +5%
Betterment LLC
3
Betterment LLC
New York
$179M +$99.9M +2,020,936 +123%
SEI Investments
4
SEI Investments
Pennsylvania
$158M -$6.08M -122,851 -4%
TAIM
5
TD Ameritrade Investment Management
Nebraska
$93.9M +$6.82M +137,861 +8%
Bank of America
6
Bank of America
North Carolina
$91.8M +$6.79M +137,269 +8%
VA
7
Valmark Advisers
Ohio
$78.7M +$3.25M +65,679 +4%
Morgan Stanley
8
Morgan Stanley
New York
$72.7M -$572K -11,574 -0.8%
Manulife (Manufacturers Life Insurance)
9
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$72.4M +$12.8M +259,773 +21%
Wells Fargo
10
Wells Fargo
California
$69.5M +$356K +7,189 +0.5%
AA
11
Alesco Advisors
New York
$67.9M +$2.71M +54,759 +4%
BJ
12
Brouwer & Janachowski
California
$49.7M -$326K -6,590 -0.6%
State of Tennessee, Department of Treasury
13
State of Tennessee, Department of Treasury
Tennessee
$45M +$5.92M +119,700 +15%
EWM
14
Empirical Wealth Management
Washington
$40.7M +$2.81M +56,807 +7%
FT
15
Fiduciary Trust
Massachusetts
$35.4M +$2.37M +47,828 +7%
Envestnet Asset Management
16
Envestnet Asset Management
Illinois
$27.4M +$3.18M +64,259 +13%
BIA
17
Barry Investment Advisors
Massachusetts
$22M +$271K +5,478 +1%
UBS Group
18
UBS Group
Switzerland
$21.1M -$8.39M -169,738 -28%
Northwestern Mutual Wealth Management
19
Northwestern Mutual Wealth Management
Wisconsin
$19.7M +$596K +12,043 +3%
KA
20
Klingman & Associates
New York
$19.7M +$3.57M +72,120 +22%
JC
21
Jentner Corp
Ohio
$19.7M +$581K +11,754 +3%
SFS
22
Summit Financial Strategies
Ohio
$19.7M +$1.24M +25,160 +7%
LFS
23
Lutz Financial Services
Nebraska
$16.6M +$16.9M +340,820 New
BlackRock
24
BlackRock
New York
$16.3M +$1.1M +22,249 +7%
APCM
25
Alaska Permanent Capital Management
Alaska
$14.9M +$2.51M +50,787 +20%

VTIP Hedge Fund Activity: Q4 2017 in Review

246 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) for Q4 2017, worth a combined $2.58B — up 23% from $2.1B a quarter earlier.

Buyers outnumbered sellers: 63 funds opened new VTIP positions and 22 closed out — a net gain of 41 holders — while 93 added to existing stakes and 57 trimmed.

The largest buyer was JP Morgan Chase, adding an estimated $317M. The largest seller was Bank of New York Mellon, cutting an estimated $29.6M.

  • 246 institutional investors held Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) as of Q4 2017, up from 206 in Q3 2017.
  • Funds reported $2.58B of Vanguard Short-Term Inflation-Protected Securities Index Fund stock for Q4 2017, up 23% quarter-over-quarter.
  • 63 funds opened new Vanguard Short-Term Inflation-Protected Securities Index Fund positions in Q4 2017 and 22 closed out, a net change of +41 holders.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund buyer in Q4 2017 was JP Morgan Chase, an estimated $317M added.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund seller in Q4 2017 was Bank of New York Mellon, an estimated $29.6M sold.

Based on aggregated 13F filings for Q4 2017.