NASDAQ · inception 2009-11-23 · beta 1.12 · avg volume 1,728,208 · holdings as of 2026-10-15 · prices through 2026-10-16
AUM$17.1B
Holdings4,933
Top-10 weight0.0%
1-yr return-3.8%
Max drawdown 5y-16.8%
Volatility 1y4.9%
Performance vs S&P 500 (SPY)
■ VMBS■ SPY
Total return
1m
3m
6m
YTD
1y
3y
5y
VMBS
-0.9%
-2.8%
-5.0%
-3.8%
-3.8%
+11.1%
-4.0%
SPY
+0.3%
+2.9%
+7.5%
+11.7%
+15.1%
+80.0%
+84.9%
Rebased to 100 five years ago, weekly adjusted closes. Max drawdown is the largest peak-to-trough fall in that window (trough 2022-10-20). 3y and 5y returns are cumulative.
Top holdings
#
Ticker
Name
Weight
1
MKTLIQ 12/31/2049
3.86%
2
Fannie Mae or Freddie Mac 6.00% 10/13/2026
0.32%
3
Fannie Mae or Freddie Mac 6.50% 11/12/2026
0.28%
4
Ginnie Mae II Pool 5.00% 11/20/2054
0.28%
5
Ginnie Mae II Pool 5.00% 01/20/2056
0.28%
6
Freddie Mac Pool 5.00% 02/01/2056
0.27%
7
Ginnie Mae II Pool 5.00% 06/20/2056
0.26%
8
Fannie Mae Pool 5.50% 03/01/2056
0.26%
9
Ginnie Mae II Pool 5.00% 02/20/2056
0.26%
10
Ginnie Mae 6.00% 10/20/2026
0.26%
Exposure
Sector
Unclassified100.0%
Country
Unclassified100.0%
Weights of holdings joined to company profiles; bonds, cash and derivatives fall under Unclassified.
InsiderStreet scores of the holdings
The holdings are not companies we score (e.g. bonds or commodities).