VMBS · VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND · Fails to Deliver ETF

$44.87 +0.08 (+0.18%) At close · Oct 20

Volume · Oct 20 2.44M Avg daily vol (3M) 1.95M

Fails to deliver — shares from a trade that were not delivered to the buyer by the settlement date — published by the SEC twice a month. Persistent fails can reflect settlement problems or naked short selling.

Pull fails-to-deliver data for any ticker through the FTD API or MCP →

1M 3M 6M 1Y 5Y All

Fails to Deliver History

Settlement Date	Quantity	Price	Value
2026-09-30	43,254	$44.45	$1,922,640
2026-09-29	1,965	$44.53	$87,501
2026-09-28	51	$44.82	$2,286
2026-09-25	1,357	$44.63	$60,563
2026-09-24	1,294	$44.90	$58,101
2026-09-23	4,434	$45.37	$201,171
2026-09-22	1	$45.39	$45
2026-09-21	629	$45.25	$28,462
2026-09-15	23,371	$45.27	$1,058,005
2026-09-14	10	$45.32	$453
2026-09-11	21	$45.38	$953
2026-09-10	3,536	$45.71	$161,631
2026-09-09	9,772	$45.82	$447,753
2026-09-08	6,320	$45.92	$290,214
2026-09-04	129	$45.93	$5,925
2026-09-03	6,538	$45.81	$299,506
2026-09-01	277	$46.13	$12,778
2026-08-31	34,796	$46.18	$1,606,879
2026-08-28	31	$46.37	$1,437
2026-08-27	12,929	$46.32	$598,871
2026-08-26	8,335	$46.45	$387,161
2026-08-25	3	$46.25	$139
2026-08-24	13	$46.15	$600
2026-08-21	1,877,376	$46.24	$86,809,866
2026-08-20	6	$46.40	$278
2026-08-19	2,749	$46.17	$126,921
2026-08-18	6,059	$46.11	$279,380
2026-08-17	12	$46.17	$554
2026-08-12	21,367	$46.12	$985,446
2026-08-11	955	$46.03	$43,959
2026-08-07	6,236	$46.10	$287,480
2026-08-06	187	$46.21	$8,641
2026-08-05	840	$46.25	$38,850
2026-08-04	2,000	$46.02	$92,040
2026-07-31	10	$46.25	$463
2026-07-30	2,481	$46.19	$114,597
2026-07-29	178	$46.37	$8,254
2026-07-23	260	$46.14	$11,996

Showing 1–38 of 38 settlements