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Vanguard Mortgage-Backed Securities ETF

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: 33 (0)

2% less funds holding

Funds holding: 6261 (-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
Name Holding Trade Value Shares
Change
Change in
Stake
AUIM
1
Aegon USA Investment Management
Iowa
$51.5M +$570K +10,914 +1%
Bank of America
2
Bank of America
North Carolina
$45.3M +$15.5M +296,701 +53%
Envestnet Asset Management
3
Envestnet Asset Management
Illinois
$40.8M +$4.22M +80,893 +12%
LNC
4
Lincoln National Corp
Pennsylvania
$40.3M +$4.05M +77,512 +11%
AssetMark Inc
5
AssetMark Inc
California
$37.3M +$1.29M +24,625 +4%
Cambridge Investment Research Advisors
6
Cambridge Investment Research Advisors
Iowa
$12.5M +$1.2M +22,893 +11%
IH
7
IFC Holdings
Florida
$11.3M +$821K +15,727 +8%
NPC
8
National Planning Corporation
California
$10.9M +$274K +5,257 +3%
SI
9
SII Investments
Wisconsin
$9.04M +$1.88M +36,008 +27%
Goldman Sachs
10
Goldman Sachs
New York
$7.83M -$689K -13,202 -8%
WF
11
WealthTrust Fairport
Ohio
$7.45M +$464K +8,892 +7%
Allianz Asset Management
12
Allianz Asset Management
Germany
$6.47M
LG
13
Laidlaw Group
New York
$4.38M +$1.47M +28,230 +51%
LG
14
Leuthold Group
Minnesota
$4.19M
TTWM
15
TCV Trust & Wealth Management
Virginia
$3.91M -$193K -3,690 -5%
ICOA
16
Investment Centers of America
North Dakota
$3.65M +$471K +9,018 +15%
Barclays
17
Barclays
United Kingdom
$3.36M
MAA
18
Managed Account Advisors
New Jersey
$3.19M +$1.93M +36,947 +157%
Franklin Resources
19
Franklin Resources
California
$2.76M +$625K +11,969 +30%
UBS AM
20
UBS AM
Illinois
$2.63M
CS
21
Credit Suisse
Switzerland
$2.58M -$257K -4,925 -9%
Morgan Stanley
22
Morgan Stanley
New York
$2.4M +$92.2K +1,765 +4%
U
23
UBS
Switzerland
$2.38M -$346K -6,622 -13%
KFA
24
Kays Financial Advisory
Georgia
$2.28M +$217K +4,155 +11%
Stifel Financial
25
Stifel Financial
Missouri
$2.24M -$10.5K -201 -0.5%

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.