LMBS Holdings List

As of Feb 20, 2025

No.	Symbol	Name	% Weight	Shares
1	MISXX	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio	16.42%	682,073,235
2	n/a	2 Year Treasury Note Future Mar 25	7.13%	1,442
3	n/a	2 Year Treasury Note Future June 25	6.41%	1,294
4	FN FM3003	Fnma Pass-Thru I 4%	1.74%	76,938,347
5	FN FM2972	Fnma Pass-Thru I 4%	1.52%	66,507,290
6	T 4.125 07.31.28	United States Treasury Notes 4.125%	1.40%	58,600,000
7	FNCL 5 5.11	Federal National Mortgage Association 5%	1.17%	50,000,000
8	FNCL 5.5 3.12	Federal National Mortgage Association 5.5%	1.15%	48,000,000
9	FNCL 3.5 3.12	Federal National Mortgage Association 3.5%	1.13%	52,763,000
10	FNCL 4 4.11	Federal National Mortgage Association 4%	1.10%	50,000,000
11	T 4.625 10.15.26	United States Treasury Notes 4.625%	1.09%	45,000,000
12	n/a	5 Year Treasury Note Future Mar 25	1.03%	401
13	T 4.125 02.15.27	United States Treasury Notes 4.125%	0.98%	41,000,000
14	FNCL 5.5 5.11	Federal National Mortgage Association 5.5%	0.95%	40,000,000
15	FNR 2013-119 VZ	Federal National Mortgage Association 3%	0.88%	38,540,853
16	FR ZT0779	Federal Home Loan Mortgage Corp. 3%	0.87%	42,231,102
17	FN FS2044	Fnma Pass-Thru I 4.5%	0.87%	37,335,509
18	FHR 5478 NF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.65098%	0.83%	34,438,876
19	FNR 2024-91 FL	Federal National Mortgage Association 5.70098%	0.83%	34,242,902
20	T 4.5 04.15.27	United States Treasury Notes 4.5%	0.82%	34,000,000
21	FNCL 3 5.11	Federal National Mortgage Association 3%	0.82%	40,000,000
22	FNR 2013-119 ZB	Federal National Mortgage Association 3%	0.81%	35,326,987
23	FN AS7749	Federal National Mortgage Association 3.5%	0.80%	36,793,800
24	FHR 5004 F	Federal Home Loan Mortgage Corp. 4.81546%	0.78%	33,330,226
25	FN FS3541	Fnma Pass-Thru I 3.5%	0.77%	36,114,788
26	FHR 5221 YC	Federal Home Loan Mortgage Corp. 4%	0.73%	33,673,000
27	FHR 5256 FC	Federal Home Loan Mortgage Corp. 5.10098%	0.71%	29,826,897
28	FN FS1797	Fnma Pass-Thru I 3.5%	0.69%	31,369,792
29	FHR 4991 DA	Federal Home Loan Mortgage Corp. 2%	0.68%	30,308,856
30	FNR 2014-60 EZ	Federal National Mortgage Association 3%	0.68%	32,313,113
31	FR SD3140	Federal Home Loan Mortgage Corp. 3.5%	0.67%	31,464,386
32	SCRT 2018-4 MA	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 3.5%	0.67%	29,480,973
33	FHR 5001 A	Federal Home Loan Mortgage Corp. 2%	0.67%	30,256,844
34	FN FS0742	Fnma Pass-Thru I 3.5%	0.67%	30,264,756
35	FNCL 4 3.12	Federal National Mortgage Association 4%	0.65%	29,518,000
36	GNR 2022-63 AZ	Government National Mortgage Association 3%	0.65%	34,703,765
37	FNCL 3 3.12	Federal National Mortgage Association 3%	0.62%	30,000,000
38	SLST 2024-2 VF	Federal Home Loan Mortgage Corp. 5.60098%	0.61%	25,480,463
39	FHR 5004 FG	Federal Home Loan Mortgage Corp. 4.86546%	0.59%	25,383,839
40	FNA 2023-M1 2A1	Federal National Mortgage Association 3.943%	0.59%	25,872,495
41	FNR 2024-26 PO	Federal National Mortgage Association 0%	0.57%	31,310,114
42	FN AS7738	Federal National Mortgage Association 3%	0.57%	27,337,513
43	FHR 5224 HL	Federal Home Loan Mortgage Corp. 4%	0.57%	26,512,410
44	FNR 2024-98 FG	Federal National Mortgage Association 5.35098%	0.55%	23,120,676
45	n/a	5 Year Treasury Note Future June 25	0.55%	214
46	FNR 2024-84 FD	Federal National Mortgage Association 5.50098%	0.54%	22,782,122
47	FN FM2863	Fnma Pass-Thru I 3.5%	0.52%	23,974,716
48	FNCL 5.5 4.11	Federal National Mortgage Association 5.5%	0.51%	21,348,000
49	GNR 2015-164 MZ	Government National Mortgage Association 3%	0.50%	27,948,196
50	FN FS2127	Fnma Pass-Thru I 3.5%	0.50%	22,830,361

As of Feb 20, 2025

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