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Vanguard Mortgage-Backed Securities ETF

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: 3339 (+6)

1.79% more ownership

Funds ownership: 89.43%91.22% (+1.8%)

5% less funds holding

Funds holding: 524499 (-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
Name Holding Trade Value Shares
Change
Change in
Stake
Toronto Dominion Bank
76
Toronto Dominion Bank
Ontario, Canada
$9.96M +$10.5M +221,000 New
SEI Investments
77
SEI Investments
Pennsylvania
$9.89M -$1.39M -29,110 -12%
KAS
78
Kestra Advisory Services
Texas
$9.66M -$1.96M -41,123 -16%
NA
79
NewEdge Advisors
Louisiana
$9.61M -$187K -3,920 -2%
Invesco
80
Invesco
Georgia
$9.59M +$1.09M +22,824 +12%
Commonwealth Equity Services
81
Commonwealth Equity Services
Massachusetts
$9.11M +$4.77M +100,182 +98%
VRM
82
Vectors Research Management
New York
$9.09M +$8.99M +188,844 +1,483%
SWG
83
Summit Wealth Group
Vermont
$9.09M +$484K +10,175 +5%
PAG
84
Private Advisor Group
New Jersey
$9.08M +$1.07M +22,503 +13%
HC
85
HNP Capital
New York
$9.02M +$8.92M +187,455 +1,483%
UAS
86
United Asset Strategies
New York
$9.02M +$114K +2,401 +1%
Betterment LLC
87
Betterment LLC
New York
$8.9M
FC
88
Family CFO
California
$8.87M +$1.51M +31,701 +19%
LG
89
Leuthold Group
Minnesota
$8.01M +$8.45M +177,568 New
PWAG
90
Polaris Wealth Advisory Group
California
$7.93M +$8.47M +177,861 New
B
91
Bailard
California
$7.61M -$305K -6,405 -4%
FHA
92
First Horizon Advisors
Tennessee
$7.58M -$2.85M -59,949 -26%
BHWM
93
Bay Harbor Wealth Management
Maryland
$7.58M +$1.64M +34,463 +26%
Prudential Financial
94
Prudential Financial
New Jersey
$7.57M +$318K +6,683 +4%
WCM
95
Wavelength Capital Management
Connecticut
$7.43M -$61.9K -1,300 -0.8%
SIA
96
Sovereign Investment Advisors
Arizona
$7.19M +$42.8K +899 +0.6%
AllianceBernstein
97
AllianceBernstein
Tennessee
$7.16M -$95.9K -2,015 -1%
SFP
98
Strategic Financial Partners
Oregon
$7.07M +$471K +9,887 +7%
Cetera Investment Advisers
99
Cetera Investment Advisers
Illinois
$7.02M +$614K +12,908 +9%
BRWA
100
B. Riley Wealth Advisors
Florida
$6.84M +$583K +12,255 +9%

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.