Federal Data Hub › SEC Fails-to-Deliver · JSON
Fails-to-deliver · CUSIP 92206C771
Over the rolling 12-month window, securities of VANGUARD MORTG-BACKED SEC ETF failed to deliver in the NSCC's Continuous Net Settlement system on 143 settlement days, totaling 915,106 fail shares and peaking at 248,415 shares on 2025-07-30. Persistent or spiking fails-to-deliver can signal delivery stress, naked short selling, or operational settlement problems.
| Settlement date | Fail shares | Price |
|---|---|---|
| 2026-09-30 | 43,254 | $44.45 |
| 2026-09-29 | 1,965 | $44.53 |
| 2026-09-28 | 51 | $44.82 |
| 2026-09-25 | 1,357 | $44.63 |
| 2026-09-24 | 1,294 | $44.90 |
| 2026-09-23 | 4,434 | $45.37 |
| 2026-09-22 | 1 | $45.39 |
| 2026-09-21 | 629 | $45.25 |
| 2026-09-15 | 23,371 | $45.27 |
| 2026-09-14 | 10 | $45.32 |
| 2026-09-11 | 21 | $45.38 |
| 2026-09-10 | 3,536 | $45.71 |
| 2026-09-09 | 9,772 | $45.82 |
| 2026-09-08 | 6,320 | $45.92 |
| 2026-09-04 | 129 | $45.93 |
| 2026-09-03 | 6,538 | $45.81 |
| 2026-09-01 | 277 | $46.13 |
| 2026-08-31 | 34,796 | $46.18 |
| 2026-08-28 | 31 | $46.37 |
| 2026-08-27 | 12,929 | $46.32 |
| 2026-08-26 | 8,335 | $46.45 |
| 2026-08-25 | 3 | $46.25 |
| 2026-08-24 | 13 | $46.15 |
| 2026-08-21 | 1,877,376 | $46.24 |
| 2026-08-20 | 6 | $46.40 |
| 2026-08-19 | 2,749 | $46.17 |
| 2026-08-18 | 6,059 | $46.11 |
| 2026-08-17 | 12 | $46.17 |
| 2026-08-12 | 21,367 | $46.12 |
| 2026-08-11 | 955 | $46.03 |
| 2026-08-07 | 6,236 | $46.10 |
| 2026-08-06 | 187 | $46.21 |
| 2026-08-05 | 840 | $46.25 |
| 2026-08-04 | 2,000 | $46.02 |
| 2026-07-31 | 10 | $46.25 |
| 2026-07-30 | 2,481 | $46.19 |
| 2026-07-29 | 178 | $46.37 |
| 2026-07-23 | 260 | $46.14 |
| 2026-07-20 | 1,265 | $46.50 |
| 2026-07-17 | 21,030 | $46.45 |
| 2026-07-16 | 6 | $46.50 |
| 2026-07-10 | 7,782 | $46.47 |
| 2026-07-09 | 2 | $46.37 |
| 2026-07-08 | 1 | $46.46 |
| 2026-07-07 | 6,376 | $46.62 |
| 2026-07-02 | 3,555 | $46.57 |
| 2026-07-01 | 113 | $46.81 |
| 2026-06-30 | 3,602 | $47.01 |
| 2026-06-29 | 1 | $46.98 |
| 2026-06-25 | 10,846 | $46.92 |
| 2026-06-24 | 22,061 | $46.70 |
| 2026-06-23 | 10,304 | $46.66 |
| 2026-06-17 | 8,779 | $46.85 |
| 2026-06-15 | 10,779 | $46.68 |
| 2026-06-05 | 6 | $46.60 |
| 2026-06-04 | 60 | $46.58 |
| 2026-06-02 | 124 | $46.72 |
| 2026-06-01 | 1,519 | $46.91 |
| 2026-05-29 | 376 | $46.84 |
| 2026-05-27 | 9 | $46.73 |
| 2026-05-26 | 6 | $46.57 |
| 2026-05-15 | 161 | $46.68 |
| 2026-05-14 | 24,421 | $46.69 |
| 2026-05-13 | 17,504 | $46.64 |
| 2026-05-12 | 4,793 | $46.82 |
| 2026-05-11 | 17 | $46.95 |
| 2026-05-08 | 25 | $46.76 |
| 2026-05-07 | 2,122 | $46.92 |
| 2026-05-06 | 7,028 | $46.68 |
| 2026-05-05 | 119 | $46.59 |
| 2026-05-04 | 15 | $46.79 |
| 2026-04-24 | 2,956 | $46.99 |
| 2026-04-22 | 14,751 | $46.99 |
| 2026-04-21 | 4,100 | $47.21 |
| 2026-04-17 | 85 | $47.09 |
| 2026-04-16 | 472 | $47.12 |
| 2026-04-10 | 18 | $47.02 |
| 2026-04-07 | 110 | $46.80 |
| 2026-04-06 | 245 | $46.93 |
| 2026-04-01 | 399 | $46.95 |
| 2026-03-30 | 1,370 | $46.56 |
| 2026-03-27 | 11 | $46.50 |
| 2026-03-26 | 19 | $46.89 |
| 2026-03-24 | 2,290 | $46.77 |
| 2026-03-23 | 109 | $46.58 |
| 2026-03-20 | 1,003 | $46.98 |
| 2026-03-19 | 1,228 | $46.95 |
| 2026-03-18 | 2 | $47.19 |
| 2026-03-17 | 8,849 | $47.15 |
| 2026-03-11 | 3,105 | $47.27 |
Showing 90 most recent of 120.
A "fail-to-deliver" occurs when a party in a securities trade does not deliver the shares by the settlement date. The SEC publishes twice-monthly files of CNS fails-to-deliver by security. This page aggregates the rolling 12-month window. CUSIP 92206C771 links to this security's other federal filings across the hub.
Source: SEC Fails-to-Deliver Data. License: CC0 1.0.