Vanguard Mortgage-Backed Securities ETF
VMBS
579 hedge funds and large institutions have $16.5B invested in Vanguard Mortgage-Backed Securities ETF in 2023 Q4 according to their latest regulatory filings, with 104 funds opening new positions, 225 increasing their positions, 187 reducing their positions, and 54 closing their positions.
361% more capital inflows, than outflows
Capital inflows: $1.5B | Capital outflows: $326M
105% more call options, than puts
Call options by funds: $2.16M | Put options by funds: $1.05M
93% more first-time investments, than exits
New positions opened: 104 | Existing positions closed: 54
20% more repeat investments, than reductions
Existing positions increased: 225 | Existing positions reduced: 187
8% more funds holding
Funds holding: 535 → 579 (+44)
7% more funds holding in top 10
Funds holding in top 10: 42 → 45 (+3)
1.73% more ownership
Funds ownership: 90.08% → 91.82% (+1.7%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$758M |
| 2 |
Morningstar Investment Services
Chicago,
Illinois
|
+$156M |
| 3 |
Morgan Stanley
New York
|
+$61.1M |
| 4 |
Envestnet Asset Management
Chicago,
Illinois
|
+$50.3M |
| 5 |
TD Private Client Wealth
New York
|
+$37.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Cantor Fitzgerald
New York
|
-$58.7M |
| 2 |
Osaic Holdings
Scottsdale,
Arizona
|
-$43.2M |
| 3 |
True Link Financial Advisors
San Francisco,
California
|
-$29.8M |
| 4 |
Northland Capital Management
Virginia,
Minnesota
|
-$12.5M |
| 5 |
Dark Forest Capital Management
San Juan,
Puerto Rico
|
-$11.6M |
VMBS Hedge Fund Activity: Q4 2023 in Review
579 of the 6,877 institutional investors tracked by Wall St. Rank reported a position in Vanguard Mortgage-Backed Securities ETF (VMBS) for Q4 2023, worth a combined $16.5B — up 14% from $14.4B a quarter earlier.
Buyers outnumbered sellers: 104 funds opened new VMBS positions and 54 closed out — a net gain of 50 holders — while 225 added to existing stakes and 187 trimmed.
The largest buyer was Bank of America, adding an estimated $758M. The largest seller was Cantor Fitzgerald, exiting entirely with an estimated $58.7M sold.
- 579 institutional investors held Vanguard Mortgage-Backed Securities ETF (VMBS) as of Q4 2023, up from 535 in Q3 2023.
- Funds reported $16.5B of Vanguard Mortgage-Backed Securities ETF stock for Q4 2023, up 14% quarter-over-quarter.
- 104 funds opened new Vanguard Mortgage-Backed Securities ETF positions in Q4 2023 and 54 closed out, a net change of +50 holders.
- The largest Vanguard Mortgage-Backed Securities ETF buyer in Q4 2023 was Bank of America, an estimated $758M added.
- The largest Vanguard Mortgage-Backed Securities ETF seller in Q4 2023 was Cantor Fitzgerald, an estimated $58.7M sold.
Based on aggregated 13F filings for Q4 2023.