Fund profile
Tickers
VSGBX, VSGDX
Fund manager
Total assets
$5.60 bn
Liabilities
$986.22 mm
Net assets
$4.61 bn
Number of holdings
161.00
161 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
RFC PRIN STRIP | 295.55 mm | 394.38 mm principal | 6.41 | Debt | Long | USA |
TSY INFL IX N/B | 283.29 mm | 288.24 mm principal | 6.14 | Structured note | Long | USA |
FED FARM CREDIT | 253.10 mm | 275.00 mm principal | 5.49 | Debt | Long | USA |
Vanguard Market Liquidity Fund | 201.12 mm | 201.14 mm shares | 4.36 | Short-term investment vehicle | Long | USA |
FREDDIE MAC | 180.88 mm | 194.85 mm principal | 3.92 | Debt | Long | USA |
FANNIE MAE | 167.67 mm | 180.50 mm principal | 3.64 | Debt | Long | USA |
FREDDIE MAC | 162.62 mm | 174.65 mm principal | 3.53 | Debt | Long | USA |
US TREASURY N/B | 133.55 mm | 137.00 mm principal | 2.90 | Debt | Long | USA |
FANNIE MAE | 128.66 mm | 138.50 mm principal | 2.79 | Debt | Long | USA |
RFC PRIN STRIP | 126.62 mm | 171.31 mm principal | 2.75 | Debt | Long | USA |
FED HOME LN BANK | 121.70 mm | 136.48 mm principal | 2.64 | Debt | Long | USA |
FNCL 6.5 5/24 | 99.51 mm | 98.80 mm principal | 2.16 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 98.80 mm | 99.80 mm principal | 2.14 | Debt | Long | USA |
FED HOME LN BANK | 98.25 mm | 100.00 mm principal | 2.13 | Debt | Long | USA |
G2SF 6.5 6/24 | 94.58 mm | 93.75 mm principal | 2.05 | ABS-mortgage backed security | Long | USA |
FED HOME LN BANK | 94.30 mm | 105.70 mm principal | 2.04 | Debt | Long | USA |
FNCL 5 5/24 | 93.33 mm | 98.50 mm principal | 2.02 | ABS-mortgage backed security | Long | USA |
FED HOME LN BANK | 89.17 mm | 100.00 mm principal | 1.93 | Debt | Long | USA |
FNCL 4 5/24 | 88.20 mm | 98.70 mm principal | 1.91 | ABS-mortgage backed security | Long | USA |
FR SB8503 | 81.81 mm | 93.86 mm principal | 1.77 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 74.20 mm | 75.00 mm principal | 1.61 | Debt | Long | USA |
FR SB8509 | 74.00 mm | 84.89 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC | 69.01 mm | 73.10 mm principal | 1.50 | Debt | Long | USA |
FNR 2023-42 A | 66.25 mm | 69.83 mm principal | 1.44 | ABS-mortgage backed security | Long | USA |
FHMS K066 A2 | 60.85 mm | 64.64 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
FR SB8508 | 60.81 mm | 70.12 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
FHMS K512 A2 | 59.98 mm | 60.50 mm principal | 1.30 | ABS-mortgage backed security | Long | USA |
FHMS K513 A2 | 59.53 mm | 60.70 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
FREDDIE MAC | 52.15 mm | 52.95 mm principal | 1.13 | Debt | Long | USA |
FN FS5207 | 50.98 mm | 53.56 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 49.88 mm | 50.00 mm principal | 1.08 | Debt | Long | USA |
FHMS K520 A2 | 49.80 mm | 49.80 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
FNCL 6 5/24 | 46.95 mm | 47.40 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
FHMS K514 A2 | 46.77 mm | 47.93 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
FED HOME LN BANK | 44.12 mm | 49.15 mm principal | 0.96 | Debt | Long | USA |
PRIVATE EXPT FDG | 43.89 mm | 45.00 mm principal | 0.95 | Debt | Long | USA |
FHMS K070 A2 | 39.51 mm | 42.02 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
GNR 2022-101 PA | 36.04 mm | 37.59 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
FN FM8991 | 35.33 mm | 39.60 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
FHR 5342 B | 32.46 mm | 33.99 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
FHMS K508 A2 | 32.45 mm | 33.00 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
FR SB0990 | 32.29 mm | 37.25 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
FHMS K511 A2 | 31.29 mm | 31.73 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
FN MA4389 | 31.13 mm | 34.51 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
FN FM8990 | 30.60 mm | 34.35 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
FHR 5206 CE | 30.53 mm | 35.73 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
FHMS K507 A2 | 30.04 mm | 30.55 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
FN FM6612 | 29.41 mm | 31.90 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 29.24 mm | 30.00 mm principal | 0.63 | Debt | Long | USA |
FR SB0993 | 28.32 mm | 31.80 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
FHR 4212 MB | 27.60 mm | 29.75 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
FR RD5049 | 27.39 mm | 30.21 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
FN FS6029 | 25.73 mm | 28.30 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
FN MA4225 | 24.48 mm | 26.92 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
FNCL 5.5 5/24 | 23.78 mm | 24.50 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
FG J32374 | 23.54 mm | 24.67 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
FN FS3867 | 23.29 mm | 24.18 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
FED HOME LN BANK | 23.12 mm | 25.90 mm principal | 0.50 | Debt | Long | USA |
FHMS K509 A2 | 22.71 mm | 23.00 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
FN FM6598 | 21.91 mm | 23.75 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
FR RC1756 | 21.69 mm | 25.64 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
FN MA4368 | 21.22 mm | 23.19 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
FNR 2022-8 C | 21.16 mm | 23.92 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
FN MA4264 | 20.84 mm | 22.65 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FHMS K067 A2 | 20.72 mm | 22.01 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FN MA4390 | 19.96 mm | 21.79 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
FHMS K057 A2 | 19.81 mm | 20.90 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
FN CA4091 | 19.36 mm | 20.80 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
FHMS K065 A2 | 18.39 mm | 19.44 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
FNR 2022-16 KA | 18.25 mm | 20.40 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 16.98 mm | 18.00 mm principal | 0.37 | Debt | Long | USA |
FN MA4278 | 16.24 mm | 19.21 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
FN BP7591 | 15.26 mm | 18.02 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
FR RD5072 | 15.00 mm | 16.72 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
FN FM7428 | 14.66 mm | 17.26 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
FRE PRIN STRIP | 14.26 mm | 19.98 mm principal | 0.31 | Debt | Long | USA |
FR ZT1989 | 14.07 mm | 14.94 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
FHR 5194 AE | 13.73 mm | 16.54 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FN FM6278 | 13.64 mm | 16.08 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FNCI 3 5/24 | 13.58 mm | 15.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
FR SB0545 | 11.83 mm | 13.58 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
FN FS1712 | 11.73 mm | 12.78 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
FR RD5046 | 11.43 mm | 12.58 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
FR RD5071 | 11.38 mm | 12.48 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
FR RD5045 | 11.36 mm | 12.31 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
FN MA4308 | 11.33 mm | 12.51 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
FHMS K072 A2 | 11.22 mm | 11.90 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
FR RD5044 | 10.82 mm | 11.88 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B | 10.80 mm | 11.00 mm principal | 0.23 | Debt | Long | USA |
FR SB0983 | 10.69 mm | 11.39 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FN MA4367 | 10.59 mm | 11.72 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNCI 4 5/24 | 10.42 mm | 11.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FN MA4285 | 10.38 mm | 11.28 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FNCI 5 5/24 | 9.81 mm | 10.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FED HOME LN BANK | 9.46 mm | 10.57 mm principal | 0.21 | Debt | Long | USA |
FN MA4284 | 9.29 mm | 10.24 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
US 10YR NOTE (CBT)Jun24 | 8.96 mm | -3.25 k contracts | 0.19 | Interest rate derivative | N/A | N/A |
FHR 5173 AB | 8.84 mm | 10.52 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FN FS0819 | 8.60 mm | 9.65 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
FN MA4522 | 8.15 mm | 9.09 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FN CA5269 | 8.14 mm | 9.13 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FN MA4200 | 8.05 mm | 8.84 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FR RD5055 | 7.86 mm | 8.67 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FNR 2020-56 AH | 7.81 mm | 8.65 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FNMA GEN STRIP | 7.38 mm | 8.00 mm principal | 0.16 | Debt | Long | USA |
FN FS1155 | 7.14 mm | 7.50 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FHR 5173 BA | 6.87 mm | 8.19 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FR RD5042 | 6.68 mm | 7.35 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FR QS0204 | 6.67 mm | 7.46 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FR SB0982 | 6.42 mm | 6.83 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FHMS K506 A2 | 6.37 mm | 6.50 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FHMS K071 A2 | 6.29 mm | 6.70 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FR SB0492 | 6.15 mm | 7.06 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
US 5YR NOTE (CBT) Jun24 | 6.09 mm | -4.21 k contracts | 0.13 | Interest rate derivative | N/A | N/A |
FN MA4476 | 5.98 mm | 6.68 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FHMS K510 A2 | 5.96 mm | 6.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FN FM5328 | 5.81 mm | 6.38 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FHMS K064 A2 | 5.75 mm | 6.07 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FR RD5043 | 5.72 mm | 6.20 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FN MA4201 | 5.53 mm | 6.01 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FNR 2003-90 BA | 5.40 mm | 5.40 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FR RD5052 | 5.40 mm | 5.96 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FN CA7509 | 5.37 mm | 6.34 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FHMS K088 A2 | 5.08 mm | 5.40 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 0 11/15/2030 | 5.08 mm | 7.00 mm principal | 0.11 | Debt | Long | USA |
FR QN4415 | 5.06 mm | 5.98 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FN CA4236 | 5.01 mm | 5.30 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FN BK8111 | 4.80 mm | 5.20 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FN CA3613 | 4.70 mm | 5.03 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FHR 5233 A | 4.54 mm | 4.78 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FN CA4237 | 4.46 mm | 4.78 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNCI 1.5 5/24 | 4.20 mm | 5.00 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FHMS K086 A2 | 4.17 mm | 4.40 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FHR 4681 DA | 3.50 mm | 3.72 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
FN CA1630 | 3.18 mm | 3.39 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
FHR 5260 C | 2.43 mm | 2.54 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
FNR 2022-36 A | 2.39 mm | 2.53 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
FHMS K090 A2 | 2.32 mm | 2.50 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
FHR 4104 KJ | 2.31 mm | 2.47 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
FHMS K077 A2 | 1.72 mm | 1.80 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
FNCI 4.5 5/24 | 1.45 mm | 1.50 mm principal | 0.03 | ABS-mortgage backed security | Long | USA |
FN FS3215 | 1.03 mm | 1.15 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
FN AT2769 | 953.68 k | 1.01 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
FG G18547 | 667.73 k | 770.50 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
FG J31975 | 472.37 k | 545.06 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
US LONG BOND(CBT) Jun24 | 326.40 k | -111.00 contracts | 0.01 | Interest rate derivative | N/A | N/A |
FN AS0001 | 224.79 k | 239.89 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
FG G18559 | 175.07 k | 202.04 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US 10yr Ultra Fut Jun24 | 132.61 k | -298.00 contracts | 0.00 | Interest rate derivative | N/A | N/A |
FN BO8872 | 124.37 k | 137.16 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
FG J31851 | 59.17 k | 68.28 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
FN AB6335 | 29.53 k | 31.83 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
FG G18480 | 15.11 k | 15.97 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US ULTRA BOND CBT Jun24 | -31.19 k | -176.00 contracts | -0.00 | Interest rate derivative | N/A | N/A |
US 2YR NOTE (CBT) Jun24 | -6.26 mm | 3.69 k contracts | -0.14 | Interest rate derivative | N/A | N/A |
FNCI 3.5 5/24 | -11.12 mm | -12.00 mm principal | -0.24 | ABS-mortgage backed security | Short | USA |
FNCL 6.5 5/24 | -25.38 mm | -25.20 mm principal | -0.55 | ABS-mortgage backed security | Short | USA |
FNCL 3.5 5/24 | -42.45 mm | -49.30 mm principal | -0.92 | ABS-mortgage backed security | Short | USA |
G2SF 4 5/24 | -44.74 mm | -49.40 mm principal | -0.97 | ABS-mortgage backed security | Short | USA |
FNCL 5 5/24 | -93.33 mm | -98.50 mm principal | -2.02 | ABS-mortgage backed security | Short | USA |
FNCL 6 5/24 | -97.56 mm | -98.50 mm principal | -2.12 | ABS-mortgage backed security | Short | USA |