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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
CCM
526
Crabel Capital Management
California
– -$215K -4,498 Closed
AWA
527
Acorn Wealth Advisors
Michigan
– -$215K -4,492 Closed
WTB
528
Washington Trust Bank
Washington
– -$214K -4,466 Closed
WIP
529
WealthCare Investment Partners
Rhode Island
– -$213K -4,461 Closed
ICG
530
InterOcean Capital Group
Tennessee
– -$213K -4,449 Closed
SG
531
StoneX Group
New York
– -$201K -4,196 Closed
PFS
532
Prospera Financial Services
Texas
– -$193K -4,027 Closed
PFGIA
533
Patriot Financial Group Insurance Agency
Massachusetts
– -$138K -2,887 Closed
SC
534
SouthState Corp
Florida
– -$117K -2,449 Closed
SWM
535
SeaCrest Wealth Management
New York
– -$116K -2,436 Closed
SAS
536
Stelac Advisory Services
New York
– -$104K -2,167 Closed
FFA
537
Founders Financial Alliance
North Carolina
– -$70K -1,464 Closed
CIBC Private Wealth Group
538
CIBC Private Wealth Group
Georgia
– -$67K -1,410 Closed
TRCT
539
Tower Research Capital (TRC)
New York
– -$65.3K -1,371 -100%
CFFP
540
Center for Financial Planning
Michigan
– -$64.2K -1,349 -99%
SAM
541
S.A. Mason
Michigan
– -$38K -790 Closed
AW
542
ACG Wealth
Georgia
– -$24K -503 Closed
JPLA
543
Joseph P. Lucia & Associates
New York
– -$24K -500 Closed
CTC
544
Central Trust Company
Missouri
– -$18K -379 Closed
CDIA
545
Capital Directions Investment Advisors
Georgia
– -$17K -366 Closed
CWP
546
Concord Wealth Partners
Virginia
– -$13K -277 Closed
SCM
547
SevenOneSeven Capital Management
Pennsylvania
– -$13K -273 Closed
AF
548
Arrow Financial
New York
– -$10K -200 Closed
GLLW
549
Graves Light Lenhart Wealth
Virginia
– -$9K -191 Closed
First Manhattan
550
First Manhattan
New York
– -$8K -181 Closed
19 20 21
22
23

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.