LMBS Holdings List

As of Apr 17, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future June 24	16.84%	3,035
2	MISXX	Morgan Stanley Instl Lqudty Trs Instl	9.05%	331,438,055
3	n/a	5 Year Treasury Note Future June 24	2.72%	947
4	T 4.625 11.15.26	United States Treasury Notes 4.625%	2.28%	83,750,000
5	T 4.625 10.15.26	United States Treasury Notes 4.625%	2.20%	81,000,000
6	FN FM3003	Fnma Pass-Thru I 4%	2.15%	84,790,729
7	FNCL 3 5.11	Federal National Mortgage Association 3%	2.05%	90,067,000
8	FNCL 4.5 5.11	Federal National Mortgage Association 4.5%	1.90%	74,964,000
9	FN FM2972	Fnma Pass-Thru I 4%	1.84%	72,918,470
10	FNCL 5 5.11	Federal National Mortgage Association 5%	1.82%	70,037,000
11	T 2.5 05.31.24	United States Treasury Notes 2.5%	1.63%	60,000,000
12	FNCL 3.5 5.11	Federal National Mortgage Association 3.5%	1.24%	52,062,000
13	FNCL 4 5.11	Federal National Mortgage Association 4%	1.22%	49,718,000
14	FNR 2013-119 VZ	Federal National Mortgage Association 3%	1.10%	43,645,621
15	B 0 05.02.24	United States Treasury Bills 0%	1.09%	40,000,000
16	FN FS2044	Fnma Pass-Thru I 4.5%	1.09%	41,478,527
17	T 1.875 02.28.27	United States Treasury Notes 1.875%	1.06%	42,000,000
18	FR ZT0779	Federal Home Loan Mortgage Corp. 3%	1.06%	45,485,080
19	FHR 5004 F	Federal Home Loan Mortgage Corp. 5.78487%	0.96%	36,240,770
20	FNR 2013-119 ZB	Federal National Mortgage Association 3%	0.96%	37,889,363
21	FN AS7749	Federal National Mortgage Association 3.5%	0.95%	39,396,002
22	FN FS3541	Fnma Pass-Thru I 3.5%	0.93%	39,148,726
23	FHR 4991 DA	Federal Home Loan Mortgage Corp. 2%	0.87%	35,109,595
24	FN FS1797	Fnma Pass-Thru I 3.5%	0.84%	34,357,429
25	SCRT 2018-4 MA	Freddie Mac Seasoned Credit Risk Transfer Trust 3.5%	0.84%	32,954,341
26	FHR 5001 A	Federal Home Loan Mortgage Corp. 2%	0.83%	34,134,724
27	FN FS0742	Fnma Pass-Thru I 3.5%	0.83%	33,931,857
28	FHR 5221 YC	Federal Home Loan Mortgage Corp. 4%	0.81%	33,673,000
29	FR SD3140	Federal Home Loan Mortgage Corp. 3.5%	0.79%	33,340,163
30	FHR 5004 FG	Federal Home Loan Mortgage Corp. 5.83487%	0.72%	27,532,520
31	FNA 2023-M1 2A1	Federal National Mortgage Association 4.051%	0.71%	28,153,920
32	GNR 2022-63 AZ	Government National Mortgage Association 3%	0.69%	33,763,573
33	FN AS7738	Federal National Mortgage Association 3%	0.67%	28,855,216
34	FN FM2863	Fnma Pass-Thru I 3.5%	0.62%	25,644,090
35	FR ZS9776	Federal Home Loan Mortgage Corp. 3.5%	0.61%	25,071,088
36	FN FS2127	Fnma Pass-Thru I 3.5%	0.61%	24,949,930
37	FN BM6732	Federal National Mortgage Association 4%	0.58%	23,036,294
38	SCRT 2020-2 MAU	Freddie Mac Seasoned Credit Risk Transfer Trust 2.5%	0.56%	23,278,336
39	B 0 04.18.24	United States Treasury Bills 0%	0.55%	20,000,000
40	SCRT 2019-1 MA	Freddie Mac Seasoned Credit Risk Transfer Trust 3.5%	0.53%	21,020,275
41	GNR 2022-68 XA	Government National Mortgage Association 3.5%	0.53%	20,949,839
42	SCRT 2019-2 MA	Freddie Mac Seasoned Credit Risk Transfer Trust 3.5%	0.53%	20,918,587
43	FHR 5201 PF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.62039%	0.52%	20,362,895
44	FNA 2023-M1 Z	Federal National Mortgage Association 4.051%	0.51%	25,191,241
45	FNR 2018-84 ZM	Federal National Mortgage Association 4%	0.51%	21,261,252
46	SLST 2021-1 AC	Federal Home Loan Mortgage Corp. 2.25%	0.51%	21,346,774
47	GNR 2022-124 EY	Government National Mortgage Association 4%	0.50%	22,341,349
48	GNR 2018-170 Z	Government National Mortgage Association 2.5%	0.49%	25,735,727
49	FR SD0949	Federal Home Loan Mortgage Corp. 3%	0.49%	20,867,320
50	FN BF0207	Federal National Mortgage Association 4.5%	0.49%	18,988,468

As of Apr 17, 2024

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