Percentages of REITs present in Vanguard index funds
The Excel 2007 file used to create this table is available for download below.
The Vanguard REIT Index Fund was used as the master list for REIT company names in the Vanguard fund universe. If a company is listed here, it should be listed in other Vanguard funds. This is a more accurate approach, as some company names do not contain identifying words such as REIT, Property, or Realty in their title.
The 2009 data was obtained directly from the SEC's EDGAR database.[note 3] Vanguard does not file holding information every quarter with the SEC. In some cases, Vanguard's reports will have newer information. However, the EDGAR website data is easily copied into Excel via a web browser. Holdings are submitted on Form N-Q.
- Enter the ticker symbol in the EDGAR Search for Mutual Funds, such as VGSIX
- Select the link from the search result fund, such as S000002924 (the fund ticker is to the right of this link).
- Enter "N-Q" in the filter box, Filing Type.
- Pick the most recent Format Documents (2009-12-29)
- Pick the top HTML file, Seq 1, Type N-Q, specializedfundsfinal.htm
- Search the page for the fund. Copy and paste into Excel. Additional formatting is necessary, but the data is there. See the Excel file for the formulas used to extract the data.
- Formerly Vanguard World Fund (VCSNX)
- SEC filing for previous quarter.
- Data for 2008 only included companies which had "REIT" in the name.
- Determining the appropriate benchmark: A review of major market indexes Christopher B. Philips, C. William Cole and Francis M. Kinniry Jr.,Vanguard Research (April 10, 2010).
- The Case For Indexing, Christopher B. Philips and Frank J. Ambrosio, Vanguard Investment Counseling & Research (February, 2011).
- Researching Public Companies Through EDGAR: A Guide for Investors, from the SEC
- File used for this article (download from Google Docs): Percentage of REITS in Vanguard REIT Index Fund.xlsm
- No account required. Contains MS Excel 2007 file.