We are live on ! Find out more
VMBS icon

Vanguard Mortgage-Backed Securities ETF

380 hedge funds and large institutions have $9.26B invested in Vanguard Mortgage-Backed Securities ETF in 2020 Q1 according to their latest regulatory filings, with 63 funds opening new positions, 143 increasing their positions, 137 reducing their positions, and 50 closing their positions.

New
Increased
Maintained
Reduced
Closed

26% more funds holding in top 10

Funds holding in top 10: 3443 (+9)

26% more first-time investments, than exits

New positions opened: 63 | Existing positions closed: 50

5.84% more ownership

Funds ownership: 79.28%85.12% (+5.8%)

2% more funds holding

Funds holding: 372380 (+8)

5% more capital invested

Capital invested by funds: $8.84B → $9.26B (+$414M)

4% more repeat investments, than reductions

Existing positions increased: 143 | Existing positions reduced: 137

Holders
380
Holders Change
+8
Holders Change %
+2.15%
% of All Funds
8.37%
Holding in Top 10
43
Holding in Top 10 Change
+9
Holding in Top 10 Change %
+26.47%
% of All Funds
0.95%
New
63
Increased
143
Reduced
137
Closed
50
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CSIA
1
Charles Schwab Investment Advisory
California
$2.61B -$226M -4,219,852 -8%
Bank of America
2
Bank of America
North Carolina
$1.55B -$18M -336,510 -1%
Envestnet Asset Management
3
Envestnet Asset Management
Illinois
$756M +$38.4M +717,649 +5%
Wells Fargo
4
Wells Fargo
California
$414M +$1.42M +26,514 +0.4%
Jane Street
5
Jane Street
New York
$234M +$224M +4,198,913 +4,218%
Bank of New York Mellon
6
Bank of New York Mellon
New York
$227M -$1.79M -33,460 -0.8%
TAIM
7
TD Ameritrade Investment Management
Nebraska
$196M -$13.1M -244,523 -6%
AssetMark Inc
8
AssetMark Inc
California
$187M -$29.5M -551,499 -14%
Stifel Financial
9
Stifel Financial
Missouri
$161M +$48.8M +912,154 +45%
Charles Schwab
10
Charles Schwab
California
$160M +$157M +2,943,002 New
LPL Financial
11
LPL Financial
California
$143M -$1.63M -30,580 -1%
MG
12
Mather Group
Illinois
$137M +$8.56M +160,244 +7%
LNC
13
Lincoln National Corp
Pennsylvania
$119M -$1.37M -25,697 -1%
Morgan Stanley
14
Morgan Stanley
New York
$97.7M +$26.5M +496,589 +38%
Fisher Asset Management
15
Fisher Asset Management
Washington
$94.6M -$1.98M -37,117 -2%
KeyBank National Association
16
KeyBank National Association
Ohio
$92.8M +$2.56M +47,887 +3%
Osaic Holdings
17
Osaic Holdings
Arizona
$92.7M +$422M +7,887,528 New
MIS
18
Morningstar Investment Services
Illinois
$87.8M +$4.87M +91,114 +6%
Victory Capital Management
19
Victory Capital Management
Texas
$84.8M +$30.6M +573,011 +58%
MFM
20
MD Financial Management
Ontario, Canada
$82.4M +$12.6M +236,131 +19%
AWM
21
AE Wealth Management
Kansas
$69.8M -$4.43M -82,949 -6%
Citadel Advisors
22
Citadel Advisors
Florida
$68.4M +$67.1M +1,255,844 New
SS
23
Simplicity Solutions
Minnesota
$67.8M -$4.14M -77,495 -6%
VA
24
Valmark Advisers
Ohio
$62.6M -$5.82M -108,812 -9%
Cambridge Investment Research Advisors
25
Cambridge Investment Research Advisors
Iowa
$54.7M -$3.84M -71,761 -7%

VMBS Hedge Fund Activity: Q1 2020 in Review

380 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q1 2020, worth a combined $9.26B — up 4.7% from $8.84B a quarter earlier.

Buyers outnumbered sellers: 63 funds opened new VMBS positions and 50 closed out — a net gain of 13 holders — while 143 added to existing stakes and 137 trimmed.

The largest buyer was Jane Street, adding an estimated $224M. The largest seller was Charles Schwab Investment Advisory, cutting an estimated $226M.

  • 380 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q1 2020, up from 372 in Q4 2019.
  • Funds reported $9.26B of Vanguard Mortgage-Backed Securities ETF stock for Q1 2020, up 4.7% quarter-over-quarter.
  • 63 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q1 2020 and 50 closed out, a net change of +13 holders.
  • The largest Vanguard Mortgage-Backed Securities ETF buyer in Q1 2020 was Jane Street, an estimated $224M added.
  • The largest Vanguard Mortgage-Backed Securities ETF seller in Q1 2020 was Charles Schwab Investment Advisory, an estimated $226M sold.

Based on aggregated 13F filings for Q1 2020.