Vanguard Mortgage-Backed Securities ETF
VMBS
400 hedge funds and large institutions have $9.2B invested in Vanguard Mortgage-Backed Securities ETF in 2020 Q2 according to their latest regulatory filings, with 72 funds opening new positions, 167 increasing their positions, 115 reducing their positions, and 46 closing their positions.
57% more first-time investments, than exits
New positions opened: 72 | Existing positions closed: 46
45% more repeat investments, than reductions
Existing positions increased: 167 | Existing positions reduced: 115
6% more funds holding
Funds holding: 379 → 400 (+21)
0% less capital invested
Capital invested by funds: $9.21B → $9.2B (-$17.6M)
1.22% less ownership
Funds ownership: 81.73% → 80.51% (-1.2%)
9% less funds holding in top 10
Funds holding in top 10: 43 → 39 (-4)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Qube Research & Technologies (QRT)
London,
United Kingdom
|
+$47.8M |
| 2 |
UBS Group
Zurich,
Switzerland
|
+$41.4M |
| 3 |
QAM
QCI Asset Management
Pittsford,
New York
|
+$28.8M |
| 4 |
ECM
Evergreen Capital Management
Bellevue,
Washington
|
+$26.4M |
| 5 |
Bank of New York Mellon
New York
|
+$22.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CSIA
Charles Schwab Investment Advisory
San Francisco,
California
|
-$143M |
| 2 |
Jane Street
New York
|
-$77.9M |
| 3 |
Wells Fargo
San Francisco,
California
|
-$53.4M |
| 4 |
Citadel Advisors
Miami,
Florida
|
-$53M |
| 5 |
MIS
Morningstar Investment Services
Chicago,
Illinois
|
-$40.8M |
VMBS Hedge Fund Activity: Q2 2020 in Review
400 of the 4,888 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q2 2020, worth a combined $9.2B — down 0.19% from $9.21B a quarter earlier.
Buyers outnumbered sellers: 72 funds opened new VMBS positions and 46 closed out — a net gain of 26 holders — while 167 added to existing stakes and 115 trimmed.
The largest buyer was Qube Research & Technologies (QRT), opening a new position worth an estimated $47.8M. The largest seller was Charles Schwab Investment Advisory, cutting an estimated $143M.
- 400 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q2 2020, up from 379 in Q1 2020.
- Funds reported $9.2B of Vanguard Mortgage-Backed Securities ETF stock for Q2 2020, down 0.19% quarter-over-quarter.
- 72 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q2 2020 and 46 closed out, a net change of +26 holders.
- The largest Vanguard Mortgage-Backed Securities ETF buyer in Q2 2020 was Qube Research & Technologies (QRT), an estimated $47.8M added.
- The largest Vanguard Mortgage-Backed Securities ETF seller in Q2 2020 was Charles Schwab Investment Advisory, an estimated $143M sold.
Based on aggregated 13F filings for Q2 2020.