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Vanguard Mortgage-Backed Securities ETF
VMBS

97 hedge funds and large institutions have $1.21B invested in Vanguard Mortgage-Backed Securities ETF in 2015 Q3 according to their latest regulatory filings, with 22 funds opening new positions, 31 increasing their positions, 29 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

120% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 10

11% more funds holding

Funds holding: 87 → 97 (+10)

7% more repeat investments, than reductions

Existing positions increased: 31 | Existing positions reduced: 29

9% less capital invested

Capital invested by funds: $1.34B → $1.21B (-$124M)

27% less funds holding in top 10

Funds holding in top 10: 11 → 8 (-3)

Holders
97
Holders Change
+10
Holders Change %
+11.49%
% of All Funds
2.71%
Holding in Top 10
8
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-27.27%
% of All Funds
0.22%
New
22
Increased
31
Reduced
29
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
CSIA
Charles Schwab Investment Advisory
California
+$49.1M
2
Bank of America
Bank of America
North Carolina
+$37.6M
3
Wells Fargo
Wells Fargo
California
+$8.55M
4
ERIM
Eagle Ridge Investment Management
Connecticut
+$6.3M
5
Allianz Asset Management
Allianz Asset Management
Germany
+$5.19M

Top Sellers

1
AUIM
Aegon USA Investment Management
Iowa
-$176M
2
WI
WBI Investments
New Jersey
-$42.7M
3
AIG
American International Group
New York
-$6.68M
4
AP
Agilis Partners
Massachusetts
-$2.52M
5
Susquehanna International Group
Susquehanna International Group
Pennsylvania
-$2.52M
Name Holding Trade Value Shares
Change 		Change in
Stake
Franklin Resources
26
Franklin Resources
California
$4.71M +$163K +3,080 +4%
LPL Financial
27
LPL Financial
California
$4.64M -$1.41M -26,569 -23%
AP
28
Advisors Preferred
Maryland
$4.62M +$4.59M +86,491 New
LG
29
Leuthold Group
Minnesota
$4.25M – – –
Wealth Enhancement Advisory Services
30
Wealth Enhancement Advisory Services
Minnesota
$4.18M +$356K +6,702 +9%
TFA
31
Transamerica Financial Advisors
Florida
$3.47M +$361K +6,809 +12%
PFG
32
Pacific Financial Group
Washington
$3.27M +$36.5K +688 +1%
Ameriprise
33
Ameriprise
Minnesota
$3.23M +$89.5K +1,686 +3%
BTW
34
Boston Trust Walden
Massachusetts
$3.03M -$92.9K -1,750 -3%
UBS AM
35
UBS AM
Illinois
$2.67M – – –
Jane Street
36
Jane Street
New York
$2.31M +$2.3M +43,253 New
KFA
37
Kays Financial Advisory
Georgia
$2.19M -$137K -2,587 -6%
BCI
38
Brinker Capital Investments
Pennsylvania
$2.19M – – –
FM
39
Forward Management
California
$1.96M -$177K -3,330 -8%
Stifel Financial
40
Stifel Financial
Missouri
$1.89M -$68.5K -1,290 -4%
LTFS
41
Ladenburg Thalmann Financial Services
Florida
$1.83M +$121K +2,286 +7%
Janney Montgomery Scott
42
Janney Montgomery Scott
Pennsylvania
$1.83M -$103K -1,933 -5%
MNA
43
Manning & Napier Advisors
New York
$1.55M – – –
TTWM
44
TCV Trust & Wealth Management
Virginia
$1.52M -$2.28M -42,896 -60%
FIM
45
Freedom Investment Management
Connecticut
$1.24M +$709K +13,358 New
LNWWM
46
Laird Norton Wetherby Wealth Management
California
$1.21M – – –
CS
47
Credit Suisse
Switzerland
$825K -$174K -3,285 -18%
AIG
48
American International Group
New York
$792K -$6.68M -125,819 -89%
CHAM
49
Clear Harbor Asset Management
Connecticut
$776K -$75.4K -1,420 -9%
ACM
50
Argentus Capital Management
Texas
$700K +$697K +13,127 New
1
2
3 4 5

VMBS Hedge Fund Activity: Q3 2015 in Review

97 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q3 2015, worth a combined $1.21B — down 9.3% from $1.34B a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new VMBS positions and 10 closed out — a net gain of 12 holders — while 31 added to existing stakes and 29 trimmed.

The largest buyer was Charles Schwab Investment Advisory, adding an estimated $49.1M. The largest seller was Aegon USA Investment Management, exiting entirely with an estimated $176M sold.

  • 97 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q3 2015, up from 87 in Q2 2015.
  • Funds reported $1.21B of Vanguard Mortgage-Backed Securities ETF stock for Q3 2015, down 9.3% quarter-over-quarter.
  • 22 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q3 2015 and 10 closed out, a net change of +12 holders.
  • The largest Vanguard Mortgage-Backed Securities ETF buyer in Q3 2015 was Charles Schwab Investment Advisory, an estimated $49.1M added.
  • The largest Vanguard Mortgage-Backed Securities ETF seller in Q3 2015 was Aegon USA Investment Management, an estimated $176M sold.

Based on aggregated 13F filings for Q3 2015.