VMBS Vanguard Mortgage-Backed Secs ETF
Bloomberg US MBS Float Adjusted TR USD

NAV as of 24-May-2022

48.6400

4 Week: 47.62 - 48.83

52 Week: 47.62 - 53.64

Latest Closing Price

48.83

Premium / Discount

0.08

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:
16,677,228,910
Launch Date:
18/11/2009
Asset Class:
Fixed Income
Replication Method:
Physical-Sample
Number of Holdings:
4181
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-7.680.42-18.15
1 Day-0.100.000.00
1 Week0.830.900.92
1 Month0.392.200.18
3 Months-4.733.86-1.23
6 Months-7.934.29-1.85
1 Year-8.794.52-1.95
2 Years-10.594.78-2.21
3 Years-6.758.13-0.83
5 Years-7.798.87-0.88
10 Years-6.7310.90-0.62

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 2.4746-1.27675.81101.42871.43132.37330.87256.16983.7750-1.3174
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 97.000037.000035.00006.000092.00007.000024.000041.000083.000026.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
01/05/202204/05/20220.0685
31/03/202205/04/20220.0744
28/02/202203/03/20220.0691
31/01/202203/02/20220.0591
22/12/202128/12/20210.0535
30/11/202105/12/20210.0496
31/10/202103/11/20210.0482
30/09/202105/10/20210.0441
31/08/202106/09/20210.0526
01/08/202104/08/20210.0462

Portfolio Data

Total Number of Holdings: 4181

Number of Bond Holdings: 4180

Number of Equity Holdings: 0

Total Market Value: 16,677,228,910

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

4180

Bond Statitics

DetailValue
Average Effective Duration6.71
Average Effective Maturity (Years)*8.40
Average Credit Quality2.00
Average Weighted Coupon*0
Average Weighted Price*93.90

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA99.86
AA0.00
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated0.14

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.01
3 to 5 Years0.32
5 to 7 Years0.54
7 to 10 Years1.46
10 to 15 Years9.54
15 to 20 Years6.54
20 to 30 Years70.74
Over 30 Years0.00
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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