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Vanguard Mortgage-Backed Securities ETF
VMBS

97 hedge funds and large institutions have $1.21B invested in Vanguard Mortgage-Backed Securities ETF in 2015 Q3 according to their latest regulatory filings, with 22 funds opening new positions, 31 increasing their positions, 29 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

120% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 10

11% more funds holding

Funds holding: 87 → 97 (+10)

7% more repeat investments, than reductions

Existing positions increased: 31 | Existing positions reduced: 29

9% less capital invested

Capital invested by funds: $1.34B → $1.21B (-$124M)

27% less funds holding in top 10

Funds holding in top 10: 11 → 8 (-3)

Holders
97
Holders Change
+10
Holders Change %
+11.49%
% of All Funds
2.71%
Holding in Top 10
8
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-27.27%
% of All Funds
0.22%
New
22
Increased
31
Reduced
29
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
CSIA
Charles Schwab Investment Advisory
California
+$49.1M
2
Bank of America
Bank of America
North Carolina
+$37.6M
3
Wells Fargo
Wells Fargo
California
+$8.55M
4
ERIM
Eagle Ridge Investment Management
Connecticut
+$6.3M
5
Allianz Asset Management
Allianz Asset Management
Germany
+$5.19M

Top Sellers

1
AUIM
Aegon USA Investment Management
Iowa
-$176M
2
WI
WBI Investments
New Jersey
-$42.7M
3
AIG
American International Group
New York
-$6.68M
4
AP
Agilis Partners
Massachusetts
-$2.52M
5
Susquehanna International Group
Susquehanna International Group
Pennsylvania
-$2.52M
Name Holding Trade Value Shares
Change 		Change in
Stake
DSC
76
Duncker Streett & Co
Missouri
$135K – – –
AIM
77
Advantage Investment Management
Iowa
$79K +$78.4K +1,478 New
BC
78
Bartlett & Co
Ohio
$65K +$64.4K +1,213 New
FMII
79
Farmers & Merchants Investments Inc
Nebraska
$58K – – –
WT
80
Whittier Trust
California
$56K – – –
RFA
81
Reilly Financial Advisors
California
$53K +$52.4K +987 New
JIC
82
Joel Isaacson & Co
New York
$53K +$53.1K +1,000 New
SEI Investments
83
SEI Investments
Pennsylvania
$28K +$27.6K +520 New
Creative Planning
84
Creative Planning
Kansas
$28K +$28.1K +530 New
BCM
85
Blume Capital Management
California
$25K – – –
RCG
86
Ruggie Capital Group
Florida
$22K -$9.23K -174 -29%
BCM
87
Brookstone Capital Management
Illinois
$18K -$105K -1,971 -85%
MFS
88
MSI Financial Services
Massachusetts
$17K +$1.33K +25 +8%
PNC Financial Services Group
89
PNC Financial Services Group
Pennsylvania
$9K – – –
WRM
90
Westport Resources Management
Connecticut
$8K – – –
Citigroup
91
Citigroup
New York
$6K – – –
CCS
92
Crosspoint Capital Strategies
California
$4K +$3.71K +70 New
TRCT
93
Tower Research Capital (TRC)
New York
$2K +$2.44K +46 New
DADC
94
D.A. Davidson & Co
Montana
$1K – – –
PSUF
95
People's United Financial
Connecticut
$1K +$955 +18 New
Manulife (Manufacturers Life Insurance)
96
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$70 +$212 +4 +0.3%
AUIM
97
Aegon USA Investment Management
Iowa
– -$176M -3,299,287 Closed
AP
98
Agilis Partners
Massachusetts
– -$2.52M -47,681 Closed
Susquehanna International Group
99
Susquehanna International Group
Pennsylvania
– -$2.52M -47,614 Closed
LPT
100
Legacy Private Trust
Wisconsin
– -$1.66M -31,450 Closed
1 2 3
4
5

VMBS Hedge Fund Activity: Q3 2015 in Review

97 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q3 2015, worth a combined $1.21B — down 9.3% from $1.34B a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new VMBS positions and 10 closed out — a net gain of 12 holders — while 31 added to existing stakes and 29 trimmed.

The largest buyer was Charles Schwab Investment Advisory, adding an estimated $49.1M. The largest seller was Aegon USA Investment Management, exiting entirely with an estimated $176M sold.

  • 97 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q3 2015, up from 87 in Q2 2015.
  • Funds reported $1.21B of Vanguard Mortgage-Backed Securities ETF stock for Q3 2015, down 9.3% quarter-over-quarter.
  • 22 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q3 2015 and 10 closed out, a net change of +12 holders.
  • The largest Vanguard Mortgage-Backed Securities ETF buyer in Q3 2015 was Charles Schwab Investment Advisory, an estimated $49.1M added.
  • The largest Vanguard Mortgage-Backed Securities ETF seller in Q3 2015 was Aegon USA Investment Management, an estimated $176M sold.

Based on aggregated 13F filings for Q3 2015.