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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
HCP
551
Hexagon Capital Partners
Arkansas
– -$5.28K -111 -96%
PO
552
Private Ocean
California
– -$4K -101 Closed
SAM
553
Strategic Asset Management
Minnesota
– -$4K -89 Closed
GG
554
Gleason Group
Kentucky
– -$2K -45 Closed
HI
555
Hoey Investments
Pennsylvania
– -$2K -37 Closed
BEI
556
Benjamin Edwards Inc
Missouri
– -$2K -32 Closed
BWM
557
Baystate Wealth Management
Massachusetts
– -$1K -11 Closed
RPCA
558
Running Point Capital Advisors
California
– +$524 +11 New
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.