Vanguard Mortgage-Backed Securities ETF
VMBS
578 hedge funds and large institutions have $16.7B invested in Vanguard Mortgage-Backed Securities ETF in 2023 Q4 according to their latest regulatory filings, with 103 funds opening new positions, 225 increasing their positions, 187 reducing their positions, and 54 closing their positions.
105% more call options, than puts
Call options by funds: $2.16M | Put options by funds: $1.05M
91% more first-time investments, than exits
New positions opened: 103 | Existing positions closed: 54
20% more repeat investments, than reductions
Existing positions increased: 225 | Existing positions reduced: 187
16% more capital invested
Capital invested by funds: $14.5B → $16.7B (+$2.26B)
8% more funds holding
Funds holding: 535 → 578 (+43)
7% more funds holding in top 10
Funds holding in top 10: 42 → 45 (+3)
2.89% more ownership
Funds ownership: 90.29% → 93.18% (+2.9%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$758M |
| 2 |
Morgan Stanley
New York
|
+$247M |
| 3 |
MIS
Morningstar Investment Services
Chicago,
Illinois
|
+$156M |
| 4 |
Envestnet Asset Management
Chicago,
Illinois
|
+$50.3M |
| 5 |
TPCW
TD Private Client Wealth
New York
|
+$37.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CF
Cantor Fitzgerald
New York
|
-$58.7M |
| 2 |
Osaic Holdings
Scottsdale,
Arizona
|
-$43.2M |
| 3 |
TLFA
True Link Financial Advisors
San Francisco,
California
|
-$29.8M |
| 4 |
NCM
Northland Capital Management
Virginia,
Minnesota
|
-$12.5M |
| 5 |
DFCM
Dark Forest Capital Management
San Juan,
Puerto Rico
|
-$11.6M |
VMBS Hedge Fund Activity: Q4 2023 in Review
578 of the 6,859 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q4 2023, worth a combined $16.7B — up 16% from $14.5B a quarter earlier.
Buyers outnumbered sellers: 103 funds opened new VMBS positions and 54 closed out — a net gain of 49 holders — while 225 added to existing stakes and 187 trimmed.
The largest buyer was Bank of America, adding an estimated $758M. The largest seller was Cantor Fitzgerald, exiting entirely with an estimated $58.7M sold.
- 578 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q4 2023, up from 535 in Q3 2023.
- Funds reported $16.7B of Vanguard Mortgage-Backed Securities ETF stock for Q4 2023, up 16% quarter-over-quarter.
- 103 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q4 2023 and 54 closed out, a net change of +49 holders.
- The largest Vanguard Mortgage-Backed Securities ETF buyer in Q4 2023 was Bank of America, an estimated $758M added.
- The largest Vanguard Mortgage-Backed Securities ETF seller in Q4 2023 was Cantor Fitzgerald, an estimated $58.7M sold.
Based on aggregated 13F filings for Q4 2023.