We are live on ! Find out more
VMBS icon

Vanguard Mortgage-Backed Securities ETF
VMBS

61 hedge funds and large institutions have $345M invested in Vanguard Mortgage-Backed Securities ETF in 2014 Q2 according to their latest regulatory filings, with 4 funds opening new positions, 25 increasing their positions, 24 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% more capital invested

Capital invested by funds: $326M → $345M (+$19.7M)

4% more repeat investments, than reductions

Existing positions increased: 25 | Existing positions reduced: 24

0% more funds holding in top 10

Funds holding in top 10: 3 → 3 (0)

2% less funds holding

Funds holding: 62 → 61 (-1)

20% less first-time investments, than exits

New positions opened: 4 | Existing positions closed: 5

Holders
61
Holders Change
-1
Holders Change %
-1.61%
% of All Funds
1.75%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.09%
New
4
Increased
25
Reduced
24
Closed
5
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Bank of America
Bank of America
North Carolina
+$15.5M
2
Envestnet Asset Management
Envestnet Asset Management
Illinois
+$4.22M
3
LNC
Lincoln National Corp
Pennsylvania
+$4.05M
4
MAA
Managed Account Advisors
New Jersey
+$1.93M
5
SI
SII Investments
Wisconsin
+$1.88M

Top Sellers

1
HI
Horizon Investments
North Carolina
-$8.48M
2
BCM
Bluefin Capital Management
New York
-$2.8M
3
Wells Fargo
Wells Fargo
California
-$2.61M
4
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
-$1.46M
5
FM
Forward Management
California
-$1.14M
Name Holding Trade Value Shares
Change 		Change in
Stake
AIM
51
Acropolis Investment Management
Missouri
$234K +$49.3K +945 +27%
Ameriprise
52
Ameriprise
Minnesota
$204K -$122K -2,342 -38%
TFA
53
Transamerica Financial Advisors
Florida
$135K -$5.01K -96 -4%
Invesco
54
Invesco
Georgia
$73K +$39.2K +751 +118%
FMII
55
Farmers & Merchants Investments Inc
Nebraska
$57K – – –
LTFS
56
Ladenburg Thalmann Financial Services
Florida
$50K +$16.8K +321 +51%
AIG
57
American International Group
New York
$27.2K +$7.15K +137 +36%
Fifth Third Bancorp
58
Fifth Third Bancorp
Ohio
$10K +$9.82K +188 New
MFS
59
MSI Financial Services
Massachusetts
$8K -$82.5K -1,580 -91%
NES
60
New England Securities
New York
$8K -$2.61K -50 -25%
GSC
61
Ground Swell Capital
South Carolina
$5K +$5.22K +100 New
HI
62
Horizon Investments
North Carolina
– -$8.48M -163,932 Closed
BCM
63
Bluefin Capital Management
New York
– -$2.8M -54,331 Closed
Jane Street
64
Jane Street
New York
– -$897K -17,342 Closed
EC
65
Estate Counselors
Wisconsin
– -$332K -6,425 Closed
LPT
66
Legacy Private Trust
Wisconsin
– -$268K -5,173 Closed
GAM
67
Gemmer Asset Management
California
– +$52 +1 New
Creative Planning
68
Creative Planning
Kansas
– +$104 +2 New
1 2
3

VMBS Hedge Fund Activity: Q2 2014 in Review

61 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q2 2014, worth a combined $345M — up 6% from $326M a quarter earlier.

Sellers outnumbered buyers: 5 funds closed out of VMBS and 4 opened new positions — a net loss of 1 holder — while 24 trimmed existing stakes and 25 added.

The largest buyer was Bank of America, adding an estimated $15.5M. The largest seller was Horizon Investments, exiting entirely with an estimated $8.48M sold.

  • 61 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q2 2014, down from 62 in Q1 2014.
  • Funds reported $345M of Vanguard Mortgage-Backed Securities ETF stock for Q2 2014, up 6% quarter-over-quarter.
  • 4 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q2 2014 and 5 closed out, a net change of -1 holder.
  • The largest Vanguard Mortgage-Backed Securities ETF buyer in Q2 2014 was Bank of America, an estimated $15.5M added.
  • The largest Vanguard Mortgage-Backed Securities ETF seller in Q2 2014 was Horizon Investments, an estimated $8.48M sold.

Based on aggregated 13F filings for Q2 2014.