Vanguard Mortgage-Backed Securities ETF
VMBS
499 hedge funds and large institutions have $12.5B invested in Vanguard Mortgage-Backed Securities ETF in 2022 Q3 according to their latest regulatory filings, with 45 funds opening new positions, 157 increasing their positions, 214 reducing their positions, and 63 closing their positions.
18% more funds holding in top 10
Funds holding in top 10: 33 → 39 (+6)
1.79% more ownership
Funds ownership: 89.43% → 91.22% (+1.8%)
5% less funds holding
Funds holding: 524 → 499 (-25)
5% less capital invested
Capital invested by funds: $13.2B → $12.5B (-$665M)
27% less repeat investments, than reductions
Existing positions increased: 157 | Existing positions reduced: 214
29% less first-time investments, than exits
New positions opened: 45 | Existing positions closed: 63
49% less call options, than puts
Call options by funds: $2.95M | Put options by funds: $5.82M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CSIA
Charles Schwab Investment Advisory
San Francisco,
California
|
+$105M |
| 2 |
Jane Street
New York
|
+$80.4M |
| 3 |
RA
Rational Advisors
Huntington,
New York
|
+$29.1M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$19.9M |
| 5 |
TA
Tiedemann Advisors
New York
|
+$18.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Nomura Asset Management
Tokyo,
Japan
|
-$56.9M |
| 2 |
EWM
Executive Wealth Management
Brighton,
Michigan
|
-$49M |
| 3 |
JP Morgan Chase
New York
|
-$22.6M |
| 4 |
CIAS
CBIZ Investment Advisory Services
Independence,
Ohio
|
-$19.9M |
| 5 |
Bank of America
Charlotte,
North Carolina
|
-$19.4M |
VMBS Hedge Fund Activity: Q3 2022 in Review
499 of the 5,805 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q3 2022, worth a combined $12.5B — down 5.1% from $13.2B a quarter earlier.
Sellers outnumbered buyers: 63 funds closed out of VMBS and 45 opened new positions — a net loss of 18 holders — while 214 trimmed existing stakes and 157 added.
The largest buyer was Charles Schwab Investment Advisory, adding an estimated $105M. The largest seller was Nomura Asset Management, exiting entirely with an estimated $56.9M sold.
- 499 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q3 2022, down from 524 in Q2 2022.
- Funds reported $12.5B of Vanguard Mortgage-Backed Securities ETF stock for Q3 2022, down 5.1% quarter-over-quarter.
- 45 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q3 2022 and 63 closed out, a net change of -18 holders.
- The largest Vanguard Mortgage-Backed Securities ETF buyer in Q3 2022 was Charles Schwab Investment Advisory, an estimated $105M added.
- The largest Vanguard Mortgage-Backed Securities ETF seller in Q3 2022 was Nomura Asset Management, an estimated $56.9M sold.
Based on aggregated 13F filings for Q3 2022.