Vanguard Index Funds - Vanguard Small-Cap Value ETF
US ˙ ARCA ˙ US9229086114

SecurityVBR / Vanguard Index Funds - Vanguard Small-Cap Value ETF
InstitutionMorgan Stanley
Latest Disclosed Ownership3,816,657 shares
Latest Disclosed Value $ 829,169,167
Morgan Stanley reports 1.16% increase in ownership of VBR / Vanguard Index Funds - Vanguard Small-Cap Value ETF

On May 15, 2026 - Morgan Stanley filed a 13F-HR form disclosing ownership of 3,816,657 shares of Vanguard Index Funds - Vanguard Small-Cap Value ETF (US:VBR) valued at $829,168,733 USD as of March 31, 2026. The entity filed a previous 13F-HR/A on May 27, 2026 disclosing 3,772,834 shares of Vanguard Index Funds - Vanguard Small-Cap Value ETF. This represents a change in shares of 1.16% during the quarter. The current value of the position is $904,280,543 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 INDEX FDS SM CP VAL ETF 922908611 3,816,657 43,823 1.16 829,169 3.77 0.0500
2026-05-27 2025-12-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,772,834 -58,046 -1.52 799,049 -0.06 0.0477
2026-02-13 2025-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,772,834 -58,046 799,049
2026-05-27 2025-09-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,830,880 -34,743 -0.90 799,543 6.06 0.0484
2025-11-14 2025-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,830,880 -34,743 799,543 0.0484
2025-08-15 2025-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,865,623 -67,082 -1.71 753,835 2.90 0.0491
2025-05-15 2025-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,932,705 75,488 1.96 732,624 -4.16 0.0524
2025-05-15 2024-12-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,857,217 100,266 2.67 764,424 1.34 0.0536
2025-02-14 2024-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,857,217 100,266 764,424 0.0536
2025-05-14 2024-09-30 13F/A-2 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,756,951 -121,930 -3.14 754,321 6.55 0.0547
2025-02-14 2024-09-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,756,951 -121,930 754,321 0.0547
2024-11-14 2024-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,756,951 -121,930 754,321 0.0065
2025-05-14 2024-06-30 13F/A-2 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,878,881 -285,561 -6.86 707,974 -11.40 0.0548
2024-10-17 2024-06-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,878,881 -285,561 707,974 0.0548
2024-08-14 2024-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,878,881 -285,561 707,974 0.0548
2024-10-17 2024-03-31 13F/A-2 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,164,442 -119,488 -2.79 799,073 3.64 0.0641
2024-08-16 2024-03-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,164,442 -119,488 799,073 0.0075
2024-05-15 2024-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,164,442 -119,488 799,073 0.0641
2024-08-16 2023-12-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,283,930 401,146 10.33 770,979 24.50 0.0679
2024-02-13 2023-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,283,930 401,146 770,979 0.0679
2023-11-15 2023-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,882,784 -311,634 -7.43 619,266 -10.74 0.0630
2023-08-14 2023-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,194,418 148,613 3.67 693,757 8.01 0.0684
2023-05-15 2023-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,045,805 -198,725 -4.68 642,312 -4.71 0.0689
2023-02-14 2022-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,244,530 70,494 1.69 674,032 12.61 0.0766
2022-11-14 2022-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,174,036 16,743 0.40 598,556 -3.90 0.0816
2022-10-27 2022-06-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,157,293 -141,747 -3.30 622,845 -17.65 0.0808
2022-08-15 2022-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,157,293 -141,747 622,845 0.0163
2022-10-27 2022-03-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,299,040 22,331 0.52 756,373 -1.11 0.1020
2022-05-13 2022-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,299,040 22,331 756,373 0.1020
2022-02-14 2021-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,276,709 268,549 6.70 764,889 12.75 0.0944
2021-11-15 2021-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,008,160 -192,017 -4.57 678,421 -6.99 0.0914
2021-08-23 2021-06-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,200,177 -282,825 -6.31 729,402 -1.75 0.0962
2021-08-16 2021-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,200,177 -282,825 729,402 0.0200
2021-05-17 2021-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,483,002 363,302 8.82 742,430 26.72 0.1091
2021-02-16 2020-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 4,119,700 761,009 22.66 585,863 57.67 0.0905
2020-11-13 2020-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,358,691 190,711 6.02 371,572 9.70 0.0719
2020-08-14 2020-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,167,980 171,378 5.72 338,720 27.29 0.0750
2020-05-26 2020-03-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,996,602 956,889 46.91 266,098 -4.82 0.0723
2020-05-15 2020-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,996,602 956,889 266,098 20,441.8736
2020-02-14 2019-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,039,713 -27,985 -1.35 279,584 4.94 0.0650
2019-11-14 2019-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,067,698 -46,736 -2.21 266,423 -3.48 0.0705
2019-08-14 2019-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,114,434 -79,692 -3.63 276,018 -2.28 0.0735
2019-05-15 2019-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,194,126 -59,528 -2.64 282,451 9.88 0.0800
2019-02-14 2018-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,253,654 62,011 2.83 257,052 -15.84 0.0769
2019-04-23 2018-09-30 13F/A-2 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,191,643 -145,961 -6.24 305,427 -3.78 0.0764
2018-11-20 2018-09-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,191,643 0 305,427 0.0764
2018-11-14 2018-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,191,643 -145,961 305,427
2019-04-23 2018-06-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,337,604 60,417 2.65 317,424 7.71 0.0858
2018-08-14 2018-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,337,604 60,417 317,424
2019-04-23 2018-03-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,277,187 -52,274 -2.24 294,714 -4.72 0.0818
2018-05-14 2018-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,277,187 -52,274 294,714
2019-04-23 2017-12-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,329,461 99,807 4.48 309,306 8.56 0.0847
2018-02-14 2017-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,329,461 99,807 309,306
2017-11-14 2017-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,229,654 149,948 7.21 284,927 11.47 0.0853
2017-08-11 2017-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,079,706 -20,086 -0.96 255,617 -0.92 0.0772
2017-05-22 2017-03-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,099,792 -983,593 -31.90 257,980 -30.85 0.0793
2017-05-12 2017-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 2,099,792 257,980
2017-02-22 2016-12-31 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,083,385 1,285,779 71.53 373,091 87.56 0.1221
2017-02-13 2016-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 3,083,385 373,091
2016-11-10 2016-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,797,606 111,157 6.59 198,922 12.01 0.0679
2016-08-12 2016-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,686,449 145,996 9.48 177,600 13.16 0.0641
2016-05-12 2016-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,540,453 -27,905 -1.78 156,942 1.31 0.0604
2016-02-09 2015-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,568,358 -94,367 -5.68 154,908 -3.80 0.0561
2016-02-08 2015-09-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,662,725 212,947 14.69 161,034 3.03 0.0595
2015-11-09 2015-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,662,725 161,034
2015-08-12 2015-06-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,449,778 -218,063 -13.07 156,302 -14.34 0.0542
2015-05-14 2015-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,667,841 123,293 7.98 182,461 11.69 0.0672
2015-02-13 2014-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,544,548 384,082 33.10 163,366 41.14 0.0597
2014-12-16 2014-09-30 13F/A-1 VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,160,466 130,084 12.62 115,745 11.62 0.0445
2014-11-14 2014-09-30 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,160,466 115,745
2014-05-13 2014-03-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,030,382 -64,199 -5.87 103,699 -2.70 0.0434
2014-02-13 2013-12-31 13F VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,094,581 53,694 5.16 106,580 13.47 0.0453
2013-11-13 2013-09-30 13F VANGUARD SMALL-CAP VALUE ET COM 922908611 1,040,887 -5,440 -0.52 93,930 7.25 0.0444
2013-08-08 2013-06-30 13F VANGUARD SMALL-CAP VALUE ET COM 922908611 1,046,327 1,046,327 87,578 0.0442
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.