VMBS - Mortgage-Backed Securities Index Fund Holdings
VMBS Tracks This Index: Barclays Capital U.S. MBS Index
Description: The index measures the performance of investment grade fixed-rate mortgage-backed pass-through securities of GNMA, FNMA, and FHLMC.
Data as of 2012-05-03 VMBS Top Ten Holdings
- CMT Market Liquidity Rate: 24.84%
- FNMA 4.5% TBA: 3.35%
- FNMA 4% TBA: 2.46%
- Gnma Ii 30yr Tba Jan: 1.64%
- Fhlmc Gd 30yr 4.0 Tba Ja: 1.29%
- FHLMC: 1.26%
- Gnma Ii 30yr Tba Jan: 1.10%
- GNMA 4.5%: 1.09%
- Gnma I 30yr 4.5 Tba Jan: 1.08%
- GNMA: 1.03%
% Assets In Top 10: 39.13%
Total Holdings: 679
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VMBS Asset Allocation
| Asset |
Percentage |
| U.S. Stocks |
0.00% |
| International Stocks |
0.00% |
| U.S. Bonds |
65.86% |
| International Bonds |
9.30% |
| Preferred Stock |
0.00% |
| Convertibles |
0.00% |
| Cash |
24.84% |
| Other |
0.00% |
|
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VMBS Bond Sector Breakdown
| Bond Sector |
Percentage |
| Securitized |
73.14% |
| Cash And Equivalents |
24.84% |
| Government |
2.02% |
| Derivative |
0.00% |
| Corporate |
0.00% |
| Municipal |
0.00% |
|
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VMBS Bond Detailed Sector Breakdown
| Bond Sector |
Percentage |
| Agency Mortgage Backed |
73.14% |
| Cash And Equivalents |
24.84% |
| Government Related |
1.66% |
| Government |
0.36% |
| Municipal Taxable |
0.00% |
| Asset Backed |
0.00% |
| Sector Swap |
0.00% |
| Future Forward |
0.00% |
| Option Warrant |
0.00% |
| Covered Bond |
0.00% |
| Commercial Mortgage Backed |
0.00% |
| Corporate Bond |
0.00% |
| Convertible |
0.00% |
| Preferred |
0.00% |
| US Municipal Tax Advantaged |
0.00% |
| Non Agency Residential Mortgage Backed |
0.00% |
| Bank Loan |
0.00% |
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VMBS Coupon Breakdown
| Coupon Range |
Percentage |
| 0% to 1% |
0.35% |
| 1% to 2% |
0.00% |
| 2% to 3% |
1.48% |
| 3% to 4% |
19.44% |
| 4% to 5% |
31.02% |
| 5% to 6% |
19.73% |
| 6% to 7% |
3.12% |
| 7% to 8% |
0.00% |
| 8% to 9% |
0.00% |
| 9% to 10% |
0.00% |
| Greater Than 10% |
0.00% |
|
|
VMBS Credit Quality
| Credit |
Percentage |
| AAA |
100.00% |
| AA |
0.00% |
| A |
0.00% |
| BBB |
0.00% |
| BB |
0.00% |
| B |
0.00% |
| Below B |
0.00% |
| Not Rated |
0.00% |
|
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VMBS Maturity Breakdown
| Maturity |
Percentage |
| Less Than 1 Year |
0.00% |
| 1-3 Years |
0.17% |
| 3-5 Years |
0.60% |
| 5-7 Years |
2.15% |
| 7-10 Years |
1.18% |
| 10-15 Years |
5.19% |
| 15-20 Years |
1.46% |
| 20-30 Years |
38.30% |
| 30+ Years |
0.00% |
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Explore VMBS on ETFdb
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© 2012 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
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