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

SecurityVMBS / Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF
InstitutionAdvisor Group, Inc.
Latest Disclosed Ownership1,141,983 shares
Latest Disclosed Value $ 60,757,000
Advisor Group, Inc. reports 0.71% decrease in ownership of VMBS / Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF

On February 12, 2020 - Advisor Group, Inc. filed a 13F-HR form disclosing ownership of 1,141,983 shares of Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF (US:VMBS) valued at $60,719,236 USD as of December 31, 2019. The entity filed a previous 13F-HR on November 13, 2019 disclosing 1,150,171 shares of Vanguard Scottsdale Funds - Vanguard Mortgage-Backed Securities ETF. This represents a change in shares of -0.71% during the quarter. The current value of the position is $52,953,752 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)
2020-02-12 2019-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,141,983 -8,188 -0.71 60,757 -0.88 0.4203
2019-11-13 2019-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,150,171 58,424 5.35 61,296 6.20 0.4524
2019-07-31 2019-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,091,747 32,670 3.08 57,716 4.01 0.4427
2019-05-09 2019-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,059,077 -47,729 -4.31 55,493 -2.70 0.4566
2019-02-11 2018-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,106,806 280,253 33.91 57,030 35.24 0.5600
2018-11-14 2018-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 826,553 287,541 53.35 42,169 52.12 0.4252
2018-08-13 2018-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 539,012 -19,952 -3.57 27,720 -3.93 0.3812
2018-05-15 2018-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 558,964 27,101 5.10 28,854 3.42 0.3966
2018-02-14 2017-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 531,863 77,589 17.08 27,901 16.35 0.3726
2017-11-06 2017-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 454,274 57,608 14.52 23,980 14.79 0.3773
2017-11-03 2017-06-30 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 396,666 70,980 21.79 20,891 22.13 0.3670
2017-08-11 2017-06-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 396,666 70,980 19,560
2017-11-02 2017-03-31 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 325,686 26,595 8.89 17,106 9.37 0.3456
2017-05-15 2017-03-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 325,686 26,595 16,752
2017-11-02 2016-12-31 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 299,091 50,283 20.21 15,640 16.48 0.3535
2017-01-31 2016-12-31 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 299,091 50,283 15,304
2017-11-02 2016-09-30 13F/A-1 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 248,808 61,817 33.06 13,427 33.39 0.3229
2016-11-08 2016-09-30 13F VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 248,808 61,817 13,263
2016-08-11 2016-06-30 13F VANGUARD SCOTTSDALE FDS COM 92206C771 186,991 10,066
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.