VMBS

Vanguard Mortgage-Backed Secs ETF

Bloomberg US MBS Float Adjusted TR USD

NAV as of 29-Sep-2023

43.7300

4 Week: 42.72 - 44.90

52 Week: 42.72 - 47.41

Latest Closing Price

43.20

Premium / Discount

0.11

Expense Ratio

0.04%

Investment Objective

The investment seeks to track the performance of a market-weighted mortgage-backed securities index. The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities issued by the GNMA, the FNMA, and the FHLMC. To be included in the index, pool aggregates must have at least $1 billion currently outstanding and a weighted average maturity of at least 1 year. All of the fund's investments will be selected through the sampling process, and at least 80% of the fund's assets will be invested in bonds included in the index.

Main Fund Characteristics

Fund Manager:
Vanguard
Asset Under Management:
18,510,248,787
Launch Date:
18/11/2009
Asset Class:
Fixed Income
Replication Method:
Physical-Sample
Number of Holdings:
4917
Trading Currency:
USD
Style:
Intermediate Term High Quality
Region/Sector/Strategy:
N.A / Government / Intermediate Term
Exchange:
NASDAQ

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-6.150.53-11.56
1 Day-1.110.000.00
1 Week-2.751.72-1.60
1 Month-4.942.44-2.02
3 Months-6.604.15-1.59
6 Months-8.525.60-1.52
1 Year-5.678.77-0.65
2 Years-19.8911.43-1.74
3 Years-21.2511.56-1.84
5 Years-15.5913.51-1.15
10 Years-17.0614.75-1.16

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) -1.27675.81101.42871.43132.37330.87256.16983.7750-1.3174-11.5581
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 37.000035.00006.000092.00007.000024.000041.000083.000026.000048.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
01/10/202304/10/20230.1360
31/08/202306/09/20230.1300
31/07/202303/08/20230.1300
04/07/202306/07/20230.1255
03/07/202306/07/20230.1255
02/07/202306/07/20230.1255
31/05/202305/06/20230.1254
30/04/202303/05/20230.1216
02/04/202305/04/20230.1161
28/02/202305/03/20230.1176

Portfolio Data

Total Number of Holdings: 4917

Number of Bond Holdings: 4915

Number of Equity Holdings: 0

Total Market Value: 18,510,248,787

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Federal National Mortgage Association 3%1.4718178,550,000142,400,000181,199,682
2Federal National Mortgage Association 3.5%1.0765129,220,00087,895,000132,530,616
3Government National Mortgage Association 3.5%0.8769104,225,000104,225,000107,954,170
4Federal Home Loan Mortgage Corporation 3%0.696283,765,848-1,029,87285,708,379
5Federal National Mortgage Association 3.5%0.567367,704,981-524,31269,843,105
6Government National Mortgage Association 4%0.562366,575,00053,575,00069,227,348
7Government National Mortgage Association 4%0.542463,959,359-2,691,17666,776,129
8Government National Mortgage Association 3%0.527463,305,00063,305,00064,937,003
9Federal National Mortgage Association 4%0.521061,536,336-10,373,70464,142,400
10Federal Home Loan Mortgage Corporation 4%0.499159,212,602-3,177,92361,446,694

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
N.A

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

0.0000

Price/Book*

0.0000

Price/Sales*

0.0000

Price/Cash Flow*

0.0000

Dividend Yield*

0.0000

Growth Measures

Long-Term Earnings

0.0000

Historical Earnings

0.0000

Sales Growth

0.0000

Cash-Flow Growth

0.0000

Book-Value Growth

0.0000

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

4915

Bond Statitics

DetailValue
Average Effective Duration6.93
Average Effective Maturity (Years)*9.30
Average Credit Quality1.00
Average Weighted Coupon*0
Average Weighted Price*88.81

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA100.01
AA0.00
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated-0.01

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.05
3 to 5 Years0.34
5 to 7 Years0.25
7 to 10 Years1.46
10 to 15 Years7.54
15 to 20 Years7.06
20 to 30 Years79.79
Over 30 Years0.11
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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