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 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMBS 0.37% -0.32% -0.76% -0.09% 3.60% 2.14% 2.44%
VMBS (NAV) 0.48% -0.06% -0.52% -0.17% 3.68% 2.22% 2.49%
Bloomberg Barclays U.S. MBS Float Adjusted Index 0.57% 0.20% -0.30% -0.04% 3.83% 2.35% 2.58%
Bloomberg Barclays U.S. MBS Index 0.59% 0.24% -0.27% -0.06% 3.91% 2.38% 2.63%
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%
$14.99B
$58.71M
0.02%

VMBS Portfolio Data

1.92
--
1.05%
N/A
3,458

VMBS Index Data

Market Value
Market Value
Bloomberg Barclays U.S. MBS Index

VMBS Portfolio Management

0.05%
-0.11%
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 07/23/21
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 5 out of 5.

VMBS Tradability

1,099,451
$58.71M
964,900
$51.57M
0.02%
$0.01
0.06%
0.33% / -0.17%
None
100.00%
25,000
38.60
0.01%
--
168
$53.51
5

VMBS Sector/Industry Breakdown


VMBS
Segment Benchmark
100.00%
--

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 Top 5 Countries


VMBS
Segment Benchmark
100.00%
--

VMBS Top 5 Currencies


VMBS
Segment Benchmark
100.00%
--

VMBS Performance Statistics

1.00
0.97
--
--
--

VMBS Holdings Statistics

2.98 years
1.92
1.05%
3.42
High
3,458
0.46%

VMBS Avg Life Maturity Distribution

11.64%
0.35%
36.15%
48.04%
3.81%
0.01%
--
--
--

VMBS OAS Breakdown

96.39%
3.59%
0.02%
0.00%
--
--
--
--
--
--
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