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Vanguard Mortgage-Backed Securities ETF

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: 3339 (+6)

1.79% more ownership

Funds ownership: 89.43%91.22% (+1.8%)

5% less funds holding

Funds holding: 524499 (-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
Name Holding Trade Value Shares
Change
Change in
Stake
AIA
26
Ally Invest Advisors
North Carolina
$46M +$88.7K +1,863 +0.2%
Financial Engines Advisors
27
Financial Engines Advisors
California
$43.1M +$5.17M +108,546 +13%
Mitsubishi UFJ Asset Management
28
Mitsubishi UFJ Asset Management
Japan
$37.5M -$2.44M -51,200 -6%
BC
29
Bartlett & Co
Ohio
$36.5M -$1.05M -22,085 -3%
BCWM
30
Bartlett & Co Wealth Management
Ohio
$36.5M -$1.05M -22,085 -3%
RA
31
Rational Advisors
New York
$35M +$29.1M +611,972 +371%
Allspring Global Investments
32
Allspring Global Investments
North Carolina
$34.4M
1832 Asset Management
33
1832 Asset Management
Ontario, Canada
$33.9M -$730K -15,345 -2%
CS
34
Credit Suisse
Switzerland
$32.2M -$646K -13,580 -2%
TA
35
Tiedemann Advisors
New York
$31.8M +$18.7M +392,453 +126%
Victory Capital Management
36
Victory Capital Management
Texas
$31.6M +$10.9M +228,842 +49%
Wells Fargo
37
Wells Fargo
California
$28.8M -$12.4M -259,593 -29%
Janney Montgomery Scott
38
Janney Montgomery Scott
Pennsylvania
$28.7M -$861K -18,085 -3%
AA
39
Advisory Alpha
Michigan
$26.2M +$552K +11,606 +2%
UBS Group
40
UBS Group
Switzerland
$25.8M +$455K +9,569 +2%
Mercer Global Advisors
41
Mercer Global Advisors
Colorado
$25.6M -$109K -2,292 -0.4%
MIS
42
Morningstar Investment Services
Illinois
$24.9M -$914K -19,195 -3%
BIA
43
Bell Investment Advisors
California
$24.6M +$1.13M +23,761 +5%
HighTower Advisors
44
HighTower Advisors
Illinois
$24.4M -$333K -7,003 -1%
TLFA
45
True Link Financial Advisors
California
$23.7M +$2.35M +49,363 +10%
OPS
46
Orion Portfolio Solutions
Nebraska
$22.9M +$994K +20,883 +4%
AF
47
Allworth Financial
California
$22.8M +$2.52M +52,838 +12%
QFA
48
Quantum Financial Advisors
California
$22.6M -$1.25M -26,254 -5%
MNG
49
Manning & Napier Group
New York
$22.4M
ZIG
50
Zurich Insurance Group
Switzerland
$21.1M

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.