Vanguard Mortgage-Backed Securities ETF
VMBS
160 hedge funds and large institutions have $3.76B invested in Vanguard Mortgage-Backed Securities ETF in 2017 Q3 according to their latest regulatory filings, with 22 funds opening new positions, 87 increasing their positions, 27 reducing their positions, and 18 closing their positions.
222% more repeat investments, than reductions
Existing positions increased: 87 | Existing positions reduced: 27
22% more first-time investments, than exits
New positions opened: 22 | Existing positions closed: 18
9% more capital invested
Capital invested by funds: $3.45B → $3.76B (+$306M)
2% more funds holding
Funds holding: 157 → 160 (+3)
1.83% more ownership
Funds ownership: 82.89% → 84.72% (+1.8%)
15% less funds holding in top 10
Funds holding in top 10: 13 → 11 (-2)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$140M |
| 2 |
CSIA
Charles Schwab Investment Advisory
San Francisco,
California
|
+$108M |
| 3 |
AssetMark Inc
Concord,
California
|
+$39.1M |
| 4 |
Envestnet Asset Management
Chicago,
Illinois
|
+$36.6M |
| 5 |
TAIM
TD Ameritrade Investment Management
Omaha,
Nebraska
|
+$26.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
MFRM
Milliman Financial Risk Management
Chicago,
Illinois
|
-$110M |
| 2 |
IA
IndexIQ Advisors
New York
|
-$35.3M |
| 3 |
Ameriprise
Minneapolis,
Minnesota
|
-$19.6M |
| 4 |
SS
Simplicity Solutions
Minneapolis,
Minnesota
|
-$14.8M |
| 5 |
USAA
United Services Automobile Association
San Antonio,
Texas
|
-$5.12M |
VMBS Hedge Fund Activity: Q3 2017 in Review
160 of the 4,022 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q3 2017, worth a combined $3.76B — up 8.9% from $3.45B a quarter earlier.
Buyers outnumbered sellers: 22 funds opened new VMBS positions and 18 closed out — a net gain of 4 holders — while 87 added to existing stakes and 27 trimmed.
The largest buyer was Bank of America, adding an estimated $140M. The largest seller was Milliman Financial Risk Management, exiting entirely with an estimated $110M sold.
- 160 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q3 2017, up from 157 in Q2 2017.
- Funds reported $3.76B of Vanguard Mortgage-Backed Securities ETF stock for Q3 2017, up 8.9% quarter-over-quarter.
- 22 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q3 2017 and 18 closed out, a net change of +4 holders.
- The largest Vanguard Mortgage-Backed Securities ETF buyer in Q3 2017 was Bank of America, an estimated $140M added.
- The largest Vanguard Mortgage-Backed Securities ETF seller in Q3 2017 was Milliman Financial Risk Management, an estimated $110M sold.
Based on aggregated 13F filings for Q3 2017.