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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.

New
Increased
Maintained
Reduced
Closed

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

Holders
499
Holders Change
-25
Holders Change %
-4.77%
% of All Funds
8.6%
Holding in Top 10
39
Holding in Top 10 Change
+6
Holding in Top 10 Change %
+18.18%
% of All Funds
0.67%
New
45
Increased
157
Reduced
214
Closed
63
Calls
$2.95M
Puts
$5.82M
Net Calls
-$2.87M
Net Calls Change
-$1.61M

Top Buyers

1
CSIA
Charles Schwab Investment Advisory
California
+$105M
2
Jane Street
Jane Street
New York
+$80.4M
3
RA
Rational Advisors
New York
+$29.1M
4
Susquehanna International Group
Susquehanna International Group
Pennsylvania
+$19.9M
5
TA
Tiedemann Advisors
New York
+$18.7M

Top Sellers

1
Nomura Asset Management
Nomura Asset Management
Japan
-$56.9M
2
EWM
Executive Wealth Management
Michigan
-$49M
3
JP Morgan Chase
JP Morgan Chase
New York
-$22.6M
4
CIAS
CBIZ Investment Advisory Services
Ohio
-$19.9M
5
Bank of America
Bank of America
North Carolina
-$19.4M
Name Holding Trade Value Shares
Change 		Change in
Stake
AA
426
Addison Advisors
Vermont
$25K – – –
JHCP
427
Jackson Hole Capital Partners
Oklahoma
$25K – – –
IF
428
Integrity Financial
Wyoming
$24K – – –
OCM
429
Orion Capital Management
California
$22K – – –
FPB
430
First PREMIER Bank
South Dakota
$21K – – –
LWANC
431
Laurel Wealth Advisors (North Carolina)
North Carolina
$21K – – –
SWA
432
SOA Wealth Advisors
New York
$21K – – –
TC
433
Truvestments Capital
Florida
$21K +$143 +3 +0.6%
HR
434
Howe & Rusling
New York
$20K -$5.71K -120 -21%
AW
435
Avion Wealth
Texas
$18K +$19.1K +401 New
CIAS
436
Capital Investment Advisory Services
North Carolina
$17K +$143 +3 +0.8%
RIA
437
Realta Investment Advisors
Delaware
$17K +$17.9K +376 New
JWBC
438
John W. Brooker & Co
California
$15K – – –
LFG
439
Larson Financial Group
Missouri
$13K – – –
RWA
440
RGT Wealth Advisors
Texas
$13K – – –
SWM
441
Selective Wealth Management
Virginia
$13K – – –
CMA
442
Cedar Mountain Advisors
Oregon
$12K – – –
OA
443
Operose Advisors
Wisconsin
$11K – – –
KFI
444
Key Financial Inc
Pennsylvania
$10K – – –
SSB
445
Sandy Spring Bank
Maryland
$10K +$7.47K +157 +231%
FSWA
446
Financial Synergies Wealth Advisors
Texas
$9.89K +$48 +1 +0.5%
ACM
447
Antonetti Capital Management
Florida
$9K – – –
HIA
448
Harbor Investment Advisory
Maryland
$9K – – –
ZIG
449
Zullo Investment Group
Pennsylvania
$9K – – –
PMFA
450
Plante Moran Financial Advisors
Michigan
$8K +$8.81K +185 New
16 17
18
19 20

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.