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Vanguard Short-Term Inflation-Protected Securities Index Fund

276 hedge funds and large institutions have $2.47B invested in Vanguard Short-Term Inflation-Protected Securities Index Fund in 2018 Q1 according to their latest regulatory filings, with 55 funds opening new positions, 138 increasing their positions, 52 reducing their positions, and 23 closing their positions.

New
Increased
Maintained
Reduced
Closed

165% more repeat investments, than reductions

Existing positions increased: 138 | Existing positions reduced: 52

139% more first-time investments, than exits

New positions opened: 55 | Existing positions closed: 23

16% more funds holding in top 10

Funds holding in top 10: 1922 (+3)

12% more funds holding

Funds holding: 246276 (+30)

4% less capital invested

Capital invested by funds: $2.58B → $2.47B (-$112M)

14.85% less ownership

Funds ownership: 66.59%51.73% (-15%)

Holders
276
Holders Change
+30
Holders Change %
+12.2%
% of All Funds
6.33%
Holding in Top 10
22
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+15.79%
% of All Funds
0.5%
New
55
Increased
138
Reduced
52
Closed
23
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
SEI Investments
1
SEI Investments
Pennsylvania
$210M +$51.5M +1,058,014 +33%
Betterment LLC
2
Betterment LLC
New York
$209M +$29.6M +606,991 +17%
Goldman Sachs
3
Goldman Sachs
New York
$159M -$60.7M -1,245,693 -28%
JP Morgan Chase
4
JP Morgan Chase
New York
$118M -$485M -9,959,823 -80%
Bank of America
5
Bank of America
North Carolina
$116M +$24.4M +500,406 +27%
TAIM
6
TD Ameritrade Investment Management
Nebraska
$103M +$8.51M +174,752 +9%
Wells Fargo
7
Wells Fargo
California
$95.6M +$25.9M +530,988 +37%
Morgan Stanley
8
Morgan Stanley
New York
$90.8M +$17.9M +367,781 +25%
VA
9
Valmark Advisers
Ohio
$75.9M -$2.94M -60,329 -4%
AA
10
Alesco Advisors
New York
$72.5M +$4.39M +90,042 +6%
Manulife (Manufacturers Life Insurance)
11
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$72.4M -$212K -4,342 -0.3%
FT
12
Fiduciary Trust
Massachusetts
$49M +$13.4M +275,556 +38%
State of Tennessee, Department of Treasury
13
State of Tennessee, Department of Treasury
Tennessee
$47.2M +$2.08M +42,800 +5%
Northwestern Mutual Wealth Management
14
Northwestern Mutual Wealth Management
Wisconsin
$46.8M +$26.9M +552,436 +137%
EWM
15
Empirical Wealth Management
Washington
$44.1M +$3.33M +68,413 +8%
BJ
16
Brouwer & Janachowski
California
$39.6M -$10.2M -209,182 -21%
Envestnet Asset Management
17
Envestnet Asset Management
Illinois
$26M -$1.48M -30,464 -5%
UBS Group
18
UBS Group
Switzerland
$23M +$1.86M +38,201 +9%
BS
19
Banco Santander
Spain
$22.4M +$22.4M +459,400 New
APCM
20
Alaska Permanent Capital Management
Alaska
$22.3M +$7.38M +151,558 +50%
KA
21
Klingman & Associates
New York
$22.2M +$2.44M +50,154 +12%
BIA
22
Barry Investment Advisors
Massachusetts
$22.1M +$21.9K +450 +0.1%
SFS
23
Summit Financial Strategies
Ohio
$20.8M +$1.06M +21,793 +5%
WCM
24
Windham Capital Management
Massachusetts
$20.6M +$11.5M +235,599 +127%
JC
25
Jentner Corp
Ohio
$19.7M -$81K -1,663 -0.4%

VTIP Hedge Fund Activity: Q1 2018 in Review

276 of the 4,363 institutional investors tracked by Wall St. Rank reported a position in Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) for Q1 2018, worth a combined $2.47B — down 4.3% from $2.58B a quarter earlier.

Buyers outnumbered sellers: 55 funds opened new VTIP positions and 23 closed out — a net gain of 32 holders — while 138 added to existing stakes and 52 trimmed.

The largest buyer was SEI Investments, adding an estimated $51.5M. The largest seller was JP Morgan Chase, cutting an estimated $485M.

  • 276 institutional investors held Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) as of Q1 2018, up from 246 in Q4 2017.
  • Funds reported $2.47B of Vanguard Short-Term Inflation-Protected Securities Index Fund stock for Q1 2018, down 4.3% quarter-over-quarter.
  • 55 funds opened new Vanguard Short-Term Inflation-Protected Securities Index Fund positions in Q1 2018 and 23 closed out, a net change of +32 holders.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund buyer in Q1 2018 was SEI Investments, an estimated $51.5M added.
  • The largest Vanguard Short-Term Inflation-Protected Securities Index Fund seller in Q1 2018 was JP Morgan Chase, an estimated $485M sold.

Based on aggregated 13F filings for Q1 2018.