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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
BBNA
101
Bremer Bank National Association
Minnesota
$6.64M -$1.82M -38,170 -21%
EA
102
Evolution Advisers
Virginia
$6.44M -$47.5K -998 -0.7%
SWM
103
SigFig Wealth Management
California
$6.14M -$38K -798 -0.7%
BNP Paribas Financial Markets
104
BNP Paribas Financial Markets
France
$5.99M +$2.33M +48,868 +58%
US Bancorp
105
US Bancorp
Minnesota
$5.92M +$4.85M +101,984 +347%
SIA
106
Strategic Investment Advisors
Michigan
$5.88M -$2.19M -46,041 -26%
FNT
107
First National Trust
Pennsylvania
$5.87M +$19.1K +402 +0.3%
HSBC Holdings
108
HSBC Holdings
United Kingdom
$5.86M -$529K -11,106 -8%
MPWT
109
MassMutual Private Wealth & Trust
Connecticut
$5.86M -$1.17M -24,480 -16%
APC
110
Aspire Private Capital
North Carolina
$5.83M -$191K -4,015 -3%
GWMIA
111
Global Wealth Management Investment Advisory
Florida
$5.81M -$252K -5,296 -4%
CWM
112
Connecticut Wealth Management
Connecticut
$5.78M -$279K -5,855 -4%
EWA
113
EverSource Wealth Advisors
Alabama
$5.57M +$490K +10,298 +9%
CFGS
114
Concourse Financial Group Securities
Alabama
$5.47M -$535K -11,245 -8%
EC
115
Estate Counselors
Wisconsin
$5.31M
SIA
116
SeaBridge Investment Advisors
New Jersey
$5.04M +$5.32M +111,721 New
Citadel Advisors
117
Citadel Advisors
Florida
$4.97M +$5.25M +110,209 New
PAIA
118
Park Avenue Institutional Advisers
New York
$4.96M +$5.24M +110,000 New
HC
119
Hamilton Capital
Ohio
$4.92M -$549K -11,537 -10%
MPW
120
MA Private Wealth
California
$4.75M -$94.2K -1,978 -2%
ICMP
121
Integrated Capital Management (Pennsylvania)
Pennsylvania
$4.74M -$3.81K -80 -0.1%
MA
122
Mutual Advisors
Nebraska
$4.59M +$2.12M +44,569 +78%
CFAM
123
Center For Asset Management
Florida
$4.54M -$271K -5,689 -5%
ONB
124
Old National Bancorp
Indiana
$4.42M -$610K -12,814 -12%
WJA
125
Willis Johnson & Associates
Texas
$4.38M +$860K +18,062 +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.