VMBS

Vanguard Mortgage-Backed Securities ETF
*Unless otherwise stated, data provided by FactSet.

VMBS Fund Description

VMBS tracks a market weighted index of mortgage-backed securities.

VMBS Factset Analytics Insight

VMBS offers good exposure to mortgage pass-through securities, efficiently. It has exposure to the three major agencies: Fannie Mae, Freddie Mac and Ginnie Mae. Instead of holding actual MBS pass-throughs, VMBS uses MBS TBAs as liquid alternatives to the MBS. As a Vanguard product, VMBS is a bit less transparent as it does not disclose its holdings daily. In all, VMBS offers good mortgage-backed securities coverage in a stable wrapper.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMBS -0.54% -0.58% -1.13% -0.60% 3.85% 1.97% 2.26%
VMBS (NAV) -0.65% -0.59% -1.11% -0.60% 3.86% 1.99% 2.29%
Bloomberg U.S. MBS Float Adjusted Index -0.65% -0.67% -0.94% -0.56% 3.98% 2.11% 2.37%
Bloomberg U.S. MBS Index -0.69% -0.73% -0.98% -0.61% 4.05% 2.14% 2.41%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMBS Summary Data

Vanguard
11/19/09
Open-Ended Fund
0.05%
$15.18B
$49.54M
0.02%

VMBS Portfolio Data

--
--
--
N/A
--

VMBS Index Data

Bloomberg U.S. MBS Float Adjusted Index
Market Value
Market Value
Bloomberg U.S. MBS Index

VMBS Portfolio Management

0.05%
-0.14%
0.25%
-0.63%

VMBS Tax Exposures

20.00% / 39.60%
0.07%
Ordinary income
No

VMBS Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Monthly

VMBS Factset Analytics Block Liquidity

As of 10/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VMBS. VMBS is rated a N/A out of 5.

VMBS Tradability

950,932
$49.54M
869,405
$45.70M
0.02%
$0.01
0.04%
0.33% / -0.11%
None
100.00%
25,000
34.71
0.01%
--
143
$53.05
N/A

VMBS Top 10 Holdings[View All]

13.62%
4.60%
3.58%
3.46%
2.96%
1.44%
1.32%
1.23%
1.10%
1.02%
34.33%

VMBS Performance Statistics

1.00
0.96
--
--
--

VMBS Holdings Statistics

--
--
--
--
--
--
--

VMBS Avg Life Maturity Distribution

--
--
--
--
--
--
--
--
--

VMBS OAS Breakdown

--
--
--
--
--
--
--
--
--
--
--