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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
CSIA
1
Charles Schwab Investment Advisory
California
$4.97B +$105M +2,198,260 +2%
Bank of America
2
Bank of America
North Carolina
$1.79B -$19.4M -407,183 -1%
Envestnet Asset Management
3
Envestnet Asset Management
Illinois
$854M -$13.4M -282,458 -1%
JP Morgan Chase
4
JP Morgan Chase
New York
$419M -$22.6M -473,927 -5%
AssetMark Inc
5
AssetMark Inc
California
$400M -$6.95M -146,015 -2%
MG
6
Mather Group
Illinois
$293M +$12.9M +270,211 +4%
Bank of New York Mellon
7
Bank of New York Mellon
New York
$279M -$1.35M -28,459 -0.5%
Stifel Financial
8
Stifel Financial
Missouri
$207M +$1.72M +36,152 +0.8%
LPL Financial
9
LPL Financial
California
$166M +$1.13M +23,841 +0.7%
RJA
10
Raymond James & Associates
Florida
$147M +$5.66M +118,830 +4%
Charles Schwab
11
Charles Schwab
California
$134M +$2.73M +57,272 +2%
LNC
12
Lincoln National Corp
Pennsylvania
$119M -$2.13M -44,767 -2%
KeyBank National Association
13
KeyBank National Association
Ohio
$110M -$1.56M -32,687 -1%
Osaic Holdings
14
Osaic Holdings
Arizona
$101M -$1.43M -30,055 -1%
AWM
15
AE Wealth Management
Kansas
$98M -$4.56M -95,717 -4%
Morgan Stanley
16
Morgan Stanley
New York
$92.6M -$11.7M -246,617 -11%
TAIM
17
TD Ameritrade Investment Management
Nebraska
$84.7M -$8.81M -184,989 -9%
Jane Street
18
Jane Street
New York
$81.8M +$80.4M +1,690,050 +1,351%
Ameriprise
19
Ameriprise
Minnesota
$65.5M -$13.4M -282,508 -16%
VA
20
Valmark Advisers
Ohio
$62.6M +$152K +3,183 +0.2%
Cambridge Investment Research Advisors
21
Cambridge Investment Research Advisors
Iowa
$58.3M -$2.83M -59,489 -4%
CF
22
Cantor Fitzgerald
New York
$54.2M +$8.88M +186,486 +18%
Royal Bank of Canada
23
Royal Bank of Canada
Ontario, Canada
$53.6M +$223K +4,693 +0.4%
AIM
24
Acropolis Investment Management
Missouri
$52.1M +$6.14M +129,053 +13%
MWM
25
Mission Wealth Management
California
$47M +$161K +3,388 +0.3%

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.