VMSB Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future June 26	33.60%	304
2	n/a	5 Year Treasury Note Future June 26	10.30%	178
3	n/a	10 Year Treasury Note Future June 26	7.98%	134
4	WIT.4.125 02.15.36	United States Treasury Notes 4.125%	2.85%	5,386,100
5	n/a	Credit Agricole Indosuez	1.29%	2,500,000
6	n/a	Rec Trswap: Iboxxlltr Index	1.29%	2,500,000
7	n/a	Ms Im Balance Usd	1.03%	1,950,000
8	n/a	Citi Futures Cash Balance - Usd	0.68%	1,286,824
9	STKPK.2022-1A CR	STORM KING PARK CLO LTD	0.66%	1,250,000
10	FHS.389 C32	Federal Home Loan Mortgage Corp. 2.5%	0.60%	19,410,691
11	DBWF.2015-LCM D	DBWF Mortgage Trust	0.57%	1,130,000
12	NEUB.2017-25A CR2	Neuberger Berman Clo XXIV Ltd.	0.53%	1,000,000
13	SEMT.2025-13 A19	Sequoia Mortgage Trust 2025-13	0.52%	982,668
14	GNR.2020-146 IM	Government National Mortgage Association 2.5%	0.51%	6,544,606
15	FHR.4906 DI	Federal Home Loan Mortgage Corp. 4.5%	0.47%	4,473,781
16	GNR.2015-60 PI	Government National Mortgage Association	0.46%	4,631,544
17	SEMT.2019-2 B2	Sequoia Mortgage Trust 2004 11	0.46%	883,490
18	SEMT.2019-2 B3	Sequoia Mortgage Trust 2004 11	0.44%	884,790
19	JPMMT.2018-3 B2	JP Morgan Mortgage Trust	0.43%	880,562
20	JPMMT.2019-INV1 B2	JP Morgan Mortgage Trust	0.43%	820,060
21	FHR.3788 IO	Federal Home Loan Mortgage Corp.	0.43%	3,884,508
22	STWD.2025-FL4 AS	STWD 2025-FL4 LLC	0.43%	800,000
23	BOCA.2025-BOCA A	BX COMMERCIAL MORTGAGE TRUST 2025-B	0.40%	750,000
24	NEUB.2019-33A CR2	Neuberger Berman Loan Advisers Clo 34 Ltd	0.40%	750,000
25	SEMT.2023-2 A1	SEQUOIA MORTGAGE TRUST 2023-2	0.39%	741,137

Showing 25 of 586 holdings

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As of Mar 5, 2026