Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF
US ˙ NasdaqGM ˙ US92206C7719

SecurityVMBS / Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF
InstitutionAdvisors Asset Management, Inc.
Latest Disclosed Ownership6,795 shares
Latest Disclosed Value $ 319,025
Advisors Asset Management, Inc. reports 37.95% decrease in ownership of VMBS / Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF

On May 15, 2026 - Advisors Asset Management, Inc. filed a 13F-HR form disclosing ownership of 6,795 shares of Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF (US:VMBS) valued at $319,025 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 12, 2026 disclosing 10,950 shares of Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF. This represents a change in shares of -37.95% during the quarter. The current value of the position is $315,152 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 6,795 -4,155 -37.95 319 -38.06 0.0053
2026-02-12 2025-12-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 10,950 -4,079 -27.14 516 -26.95 0.0087
2025-11-06 2025-09-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 15,029 -2,636 -14.92 706 -13.81 0.0120
2025-08-12 2025-06-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 17,665 904 5.39 819 5.41 0.0147
2025-05-15 2025-03-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 16,761 1,540 10.12 776 12.46 0.0146
2025-02-10 2024-12-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 15,221 4,558 42.75 690 37.18 0.0127
2024-11-08 2024-09-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 10,663 3,831 56.07 503 62.26 0.0092
2024-08-14 2024-06-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 6,832 3,190 87.59 310 86.75 0.0060
2024-05-14 2024-03-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 3,642 2,236 159.03 166 155.38 0.0032
2024-02-14 2023-12-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 1,406 1,406 65 0.0013
2023-11-14 2023-09-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 0 -2,141 -100.00 0 -100.00
2023-08-14 2023-06-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 2,141 -14 -0.65 98 -2.00 0.0020
2023-05-12 2023-03-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 2,155 -67 -3.02 100 -0.99 0.0020
2023-02-13 2022-12-31 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 2,222 -17 -0.76 101 0.00 0.0021
2022-11-08 2022-09-30 13F VANGUARD MORTGAGE-BACKED SEC MTG-BKD SECS ETF 92206C771 2,239 77 3.56 101 -1.94 0.0021
2022-08-08 2022-06-30 13F VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF 92206C771 2,162 2,162 103 0.0020
2021-11-12 2021-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 0 -906 -100.00 0 -100.00
2021-07-30 2021-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 906 -1,382 -60.40 48 -60.66 0.0007
2021-05-07 2021-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 2,288 -2,272 -49.82 122 -50.61 0.0019
2021-02-12 2020-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,560 -107 -2.29 247 -2.37 0.0041
2020-11-16 2020-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,667 -694 -12.95 253 -13.06 0.0047
2020-08-12 2020-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5,361 461 9.41 291 8.99 0.0057
2020-05-15 2020-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,900 881 21.92 267 24.77 0.0064
2020-05-20 2019-12-31 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,019 46 1.16 214 0.94 0.0038
2020-02-14 2019-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,019 46 214 1,894.1023
2019-11-14 2019-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3,973 -462 -10.42 212 -9.40 0.0039
2019-11-14 2019-06-30 13F/A-1 VANGUARD MORTGAGE-BACKED SEC MORTG-BACK SEC 92206C771 4,435 414 10.30 234 10.90 0.0042
2019-08-14 2019-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 4,435 414 234
2019-05-15 2019-03-31 13F VANGUARD MORTGAGE-BACKED SEC MORTG-BACK SEC 92206C771 4,021 788 24.37 211 27.11 0.0038
2019-02-06 2018-12-31 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3,233 685 26.88 166 27.69 0.0033
2019-01-31 2018-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3,233 685 166
2018-11-15 2018-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 2,548 1,574 161.60 130 160.00 0.0021
2018-08-22 2018-06-30 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 974 797 450.28 50 455.56 0.0008
2018-08-15 2018-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 2,813 2,636 50
2018-05-15 2018-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 177 177 9 0.0002
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.