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 06/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMBS -1.46% -4.13% -8.88% -9.20% -1.56% 0.18% 1.02%
VMBS (NAV) -2.68% -4.21% -9.32% -9.68% -1.73% 0.05% 0.99%
Bloomberg U.S. MBS Float Adjusted Index -1.56% -3.83% -8.51% -8.75% -1.36% 0.38% 1.17%
Bloomberg U.S. MBS Index -1.60% -4.01% -8.78% -9.03% -1.44% 0.36% 1.18%
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
0.04%
$14.48B
$120.94M
0.02%

VMBS Portfolio Data

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N/A
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VMBS Index Data

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

VMBS Portfolio Management

0.04%
-0.22%
0.10%
-0.74%

VMBS Tax Exposures

20.00% / 39.60%
0.07%
Ordinary income
No

VMBS Fund Structure

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

VMBS Factset Analytics Block Liquidity

As of 07/01/22
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 5 out of 5.

VMBS Tradability

2,530,449
$120.94M
2,026,936
$96.35M
0.02%
$0.01
0.02%
0.71% / -0.30%
None
100.00%
25,000
81.08
0.01%
--
6,546
$47.54
5

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
0.97
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VMBS Holdings Statistics

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VMBS Avg Life Maturity Distribution

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VMBS OAS Breakdown

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