LMSMX Holdings List

As of Feb 28, 2025

No.	Symbol	Name	% Weight	Shares
1	B 0 03.27.25	United States Treasury Bill	13.12%	68,400,000
2	G2SF 6 3.12	Government National Mortgage A - Ginnie Mae	9.92%	50,900,000
3	FNCL 6 3.12	Fannie Mae or Freddie Mac	9.27%	47,400,000
4	T 4 01.31.29	US TREASURY N/B - United States Treasury Note/Bond	7.69%	40,000,000
5	G2SF 4.5 3.12	Government National Mortgage A - Ginnie Mae	5.22%	28,100,000
6	G2SF 6.5 3.12	Government National Mortgage A - Ginnie Mae	4.91%	25,000,000
7	G2SF 2.5 3.13	Government National Mortgage A - Ginnie Mae	4.34%	26,300,000
8	B 0 05.15.25	United States Treasury Bill	4.19%	21,970,000
9	n/a	Government National Mortgage A - Ginnie Mae II Pool	4.02%	22,517,957
10	FNCL 2 3.13	Fannie Mae or Freddie Mac	3.88%	25,200,000
11	G2SF 5.5 3.12	Government National Mortgage A - Ginnie Mae	3.80%	19,700,000
12	FNCL 6.5 3.12	Fannie Mae or Freddie Mac	3.23%	16,300,000
13	SMB 2024-A A1A	SMB Private Education Loan Trust 2024-A	2.62%	13,401,416
14	G2SF 4 3.12	Government National Mortgage A - Ginnie Mae	2.43%	13,400,000
15	FNCL 4.5 3.12	Fannie Mae or Freddie Mac	2.43%	13,100,000
16	FNCL 4.5 4.11	Fannie Mae or Freddie Mac	2.42%	13,100,000
17	PRKCM 2021-AFC1 A1	PRKCM Trust - PRKCM 2021-AFC1 Trust	2.28%	14,122,950
18	BX 2021-PAC A	BX Trust - BX 2021-LBA3 Mortgage Trust	2.22%	11,580,000
19	FNCL 5.5 3.12	Fannie Mae or Freddie Mac	2.18%	11,300,000
20	FNA 2019-M22 A2	Fanniemae-Aces - Fannie Mae-Aces	2.04%	11,431,482
21	JPMBB 2015-C30 AS	JPMBB Commercial Mortgage Securities Trust 2015-C30	1.98%	10,544,000
22	n/a	Credit Suisse Mortgage Trust - CSMC 2021-RPL1 Trust	1.93%	10,065,158
23	NRZT 2019-2A A1	New Residential Mortgage Loan Trust 2019-2	1.86%	9,910,854
24	CSMC 2017-RPL3 A1	Credit Suisse Mortgage Trust - CSMC 2017-RPL3 Trust	1.81%	9,860,577
25	CSMC 2017-RPL3 B2	Credit Suisse Mortgage Trust - CSMC 2017-RPL3 Trust	1.81%	9,665,218
26	CSMC 2019-UVIL A	Credit Suisse Mortgage Trust - CSMC Series 2019-UVIL	1.77%	10,000,000
27	BX 2021-VOLT A	BX Trust - BX Commercial Mortgage Trust 2021-VOLT	1.73%	9,070,000
28	CAS 2021-R01 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2021-R01	1.71%	8,849,294
29	BX 2021-ARIA A	BX Trust 2021-ARIA	1.62%	8,415,000
30	GN AB9109	Government National Mortgage A - Ginnie Mae I Pool	1.59%	9,032,095
31	n/a	GOLDMAN SACHS & CO. LLC - Goldman Sachs & Co	1.54%	8,000,000
32	HERTZ 2021-2A B	Hertz Vehicle Financing LLC - Hertz Vehicle Financing III LP	1.52%	8,290,000
33	GSMBS 2018-RPL1 A1A	GS Mortgage-Backed Securities Trust 2018-RPL1	1.50%	7,958,248
34	THRST 2021-1A A	Thrust Engine Leasing 2021 DAC	1.39%	7,460,215
35	FNCL 2.5 3.12	Fannie Mae or Freddie Mac	1.38%	8,600,000
36	TPMT 2020-2 M1B	Towd Point Mortgage Trust 2020-2	1.35%	8,740,000
37	GN AB9207	Government National Mortgage A - Ginnie Mae I Pool	1.34%	7,735,167
38	BMARK 2020-B21 B	BENCHMARK Mortgage Trust - Benchmark 2020-B21 Mortgage Trust	1.27%	8,020,000
39	BBIRD 2016-1A A	Blackbird Capital Aircraft Lease Securitization Ltd 2016-1	1.24%	6,464,750
40	STACR 2021-DNA2 M2	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2020-DNA2	1.17%	5,865,738
41	BX 2022-PSB A	BX Trust 2022-PSB	1.15%	5,938,999
42	FNCL 3 3.12	Fannie Mae or Freddie Mac	1.14%	6,800,000
43	n/a	Goodgreen Trust - Goodgreen 2021-1 Trust	1.07%	6,690,620
44	G2SF 2 3.13	Government National Mortgage A - Ginnie Mae	1.06%	6,700,000
45	n/a	Credit Suisse Mortgage Trust - CSMC 2021-RPL4 Trust	1.05%	5,443,051
46	GN AB2892	Government National Mortgage A - Ginnie Mae I Pool	1.02%	5,795,828
47	n/a	BNY MELLON CASH RESERVE EOD FUND	1.01%	5,230,117
48	FHMS K-1515 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.89%	44,990,765
49	FVM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.76%	4,221
50	FN BL4787	Fannie Mae Pool	0.76%	4,406,008
51	FHMS K-1517 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.75%	40,282,168
52	THE 2023-MIC A	THE 2023-MIC Trust - 2023-MIC Trust/THE	0.73%	3,470,000
53	FN BF0222	Fannie Mae Pool	0.70%	3,734,110
54	TYM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.65%	2,252
55	BHMS 2018-ATLS A	BHMS Mortgage Trust - BHMS 2018-ATLS	0.64%	3,350,000
56	FHMS K-1516 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.63%	29,608,259
57	ESA 2021-ESH A	Extended Stay America Trust 2021-ESH	0.62%	3,201,383
58	n/a	INTERCONTINENTAL EXCHANGE, INC. - CDS CDX.NA.IG.43.V1	0.60%	1
59	WAMU 2004-AR13 A1B2	WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust	0.59%	3,243,727
60	CSMC 2014-USA A2	Credit Suisse Mortgage Trust - CSMC 2014-USA OA LLC	0.58%	3,290,000
61	SREIT 2021-PALM A	SREIT Trust 2021-PALM	0.56%	2,930,000
62	KREF 2021-FL2 A	KREF 2021-FL2 Ltd	0.55%	2,892,392
63	GN 784571	Government National Mortgage A - Ginnie Mae I Pool	0.55%	3,018,004
64	FNA 2018-M15 1A2	Fanniemae-Aces - Fannie Mae-Aces	0.54%	3,000,000
65	FNCL 4 3.12	Fannie Mae or Freddie Mac	0.54%	3,000,000
66	CSMC 2017-RPL1 A1	Credit Suisse Mortgage Trust - CSMC 2017-RPL1 Trust	0.52%	2,783,778
67	GN AB9108	Government National Mortgage A - Ginnie Mae I Pool	0.50%	2,834,200
68	GSTNE 2021-FL3 A	Greystone Commercial Real Esta - Greystone CRE Notes 2021-FL3 Ltd	0.49%	2,538,538
69	SUNRN 2021-1A A	SUNRUN VULCAN ISSUER LLC - Sunrun Vulcan Issuer 2021-1 LLC	0.49%	2,839,706
70	GSMS 2021-ROSS D	GS Mortgage Securities Trust - GS Mortgage Securities Corp Trust 2021-ROSS	0.49%	3,660,000
71	GSMS 2021-ROSS C	GS Mortgage Securities Trust - GS Mortgage Securities Corp Trust 2021-ROSS	0.47%	2,894,000
72	OPG 2021-PORT D	OPG Trust 2021-PORT	0.47%	2,450,500
73	FHMS K121 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.47%	53,581,768
74	SMB 2023-B A1B	SMB Private Education Loan Trust 2023-B	0.46%	2,327,482
75	NRZT 2016-4A A1	New Residential Mortgage Loan Trust 2016-4	0.45%	2,429,823
76	MF1 2021-FL7 A	MF1 Multifamily Housing Mortga - MF1 2021-FL7 Ltd	0.43%	2,227,157
77	SMB 2021-C D	SMB Private Education Loan Trust 2021-C	0.42%	2,415,158
78	FNA 2020-M54 X	Fanniemae-Aces - Fannie Mae-Aces	0.41%	36,064,487
79	BRSP 2021-FL1 A	BrightSpire Capital, Inc - BRSP 2021-FL1 Ltd	0.41%	2,119,146
80	T 4.875 11.30.25	US TREASURY N/B - United States Treasury Note/Bond	0.39%	2,020,000
81	FN BF0301	Fannie Mae Pool	0.31%	1,657,016
82	G2SF 3 3.12	Government National Mortgage A - Ginnie Mae	0.31%	1,800,000
83	GSMS 2018-GS9 B	GS Mortgage Securities Trust 2018-GS9	0.31%	1,725,000
84	NAVSL 2021-1A A1B	Navient Student Loan Trust 2021-1	0.31%	1,604,998
85	FNCL 5 3.12	Fannie Mae or Freddie Mac	0.30%	1,600,000
86	STACR 2015-DNA3 M3F	Freddie Mac - STACR - Freddie Mac STACR Debt Notes 2015-DNA3	0.29%	1,500,536
87	CWL 2004-5 2A	Countrywide Asset-Backed Certi - CWABS Inc Asset-Backed Certificates Trust 2004-5	0.27%	1,488,717
88	G2 BM9743	Government National Mortgage A - Ginnie Mae II Pool	0.26%	1,417,052
89	GN AA5649	Government National Mortgage A - Ginnie Mae I Pool	0.25%	1,433,955
90	IMM 2004-7 1A1	Impac CMB Trust Series 2004-7	0.24%	1,283,559
91	FRESB 2015-SB7 A10	FRESB Multifamily Mortgage Pas - FRESB 2015-SB7 Mortgage Trust	0.24%	1,262,089
92	FN BF0191	Fannie Mae Pool	0.24%	1,302,021
93	n/a	Fannie Mae Pool	0.23%	1,475,292
94	FHMS K118 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.22%	27,196,757
95	BX 2021-MFM1 A	BX Trust - BX 2021-MFM1	0.22%	1,142,990
96	ARCLO 2021-FL3 A	Arbor Realty Collateralized Lo - Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd	0.20%	1,034,750
97	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.20%	1,049,765
98	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.16%	840,540
99	HMBT 2004-2 A1	HomeBanc Mortgage Trust 2004-2	0.16%	853,585
100	G2 786835	Government National Mortgage A - Ginnie Mae II Pool	0.15%	791,709
101	FHMS K122 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.14%	18,296,637
102	FNA 2019-M19 X2	Fanniemae-Aces - Fannie Mae-Aces	0.13%	31,399,256
103	FNA 2020-M4 1X3	Fanniemae-Aces - Fannie Mae-Aces	0.13%	28,087,594
104	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.11%	579,719
105	FHMS K740 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.11%	34,978,686
106	RAMC 2007-3 AV3	Renaissance Home Equity Loan Trust 2007-3	0.10%	661,757
107	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.10%	528,665
108	FHMS K064 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.09%	46,097,539
109	G2 BM9734	Government National Mortgage A - Ginnie Mae II Pool	0.09%	472,224
110	CCMFC 2003-4A A1	CHEVY CHASE MORTGAGE FUNDING C - Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2003-4	0.09%	459,212
111	FHMR 2020-RR07 AX	Freddie Mac Multiclass Certificates Series 2020-RR07	0.08%	6,000,000
112	G2 786340	Government National Mortgage A - Ginnie Mae II Pool	0.08%	418,140
113	RAAC 2006-SP1 M1	RAAC Series 2006-SP1 Trust	0.07%	388,475
114	GN BS8439	Government National Mortgage A - Ginnie Mae I Pool	0.07%	410,883
115	G2 AP1617	Government National Mortgage A - Ginnie Mae II Pool	0.07%	376,653
116	n/a	AREIT CRE Trust - AREIT 2021-CRE5 Trust	0.07%	346,999
117	G2 AP1612	Government National Mortgage A - Ginnie Mae II Pool	0.06%	325,517
118	FNA 2020-M51 X3	Fanniemae-Aces - Fannie Mae-Aces	0.06%	74,520,000
119	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.06%	327,949
120	BFAT 2007-SR1A M2	Bayview Financial Asset Trust 2007-SSR1	0.05%	263,333
121	GMACM 2006-AR1 1A1	GMAC Mortgage Corporation Loan - GMACM Mortgage Loan Trust 2006-AR1	0.05%	307,811
122	RALI 2006-QO7 3A2	Residential Accredit Loans, In - RALI Series 2006-QO7 Trust	0.04%	231,331
123	n/a	Government National Mortgage Association	0.04%	46,759,323
124	FNA 2019-M28 XA3	Fanniemae-Aces - Fannie Mae-Aces	0.04%	9,366,403
125	FHMS K093 X1	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.04%	5,699,540
126	FNA 2020-M26 X3	Fanniemae-Aces - Fannie Mae-Aces	0.04%	7,971,529
127	FNCL 3.5 3.12	Fannie Mae or Freddie Mac	0.03%	200,000
128	G2 786823	Government National Mortgage A - Ginnie Mae II Pool	0.03%	175,601
129	G2 BM7534	Government National Mortgage A - Ginnie Mae II Pool	0.03%	182,360
130	MLMI 2006-A1 1A1	Merrill Lynch Mortgage Investors Trust Series 2006-A1	0.03%	273,049
131	CWALT 2005-24 1A1	Countrywide Alternative Loan T - Alternative Loan Trust 2005-24	0.03%	168,084
132	FNA 2020-M36 X1	Fanniemae-Aces - Fannie Mae-Aces	0.03%	2,688,515
133	GNR 2012-43 SN	Government National Mortgage Association	0.03%	1,146,935
134	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.02%	133,972
135	FN FS0410	Fannie Mae Pool	0.02%	138,513
136	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.02%	136,113
137	RAMC 2007-3 AV2	Renaissance Home Equity Loan Trust 2007-3	0.02%	151,147
138	G2 BS1728	Government National Mortgage A - Ginnie Mae II Pool	0.02%	123,606
139	ORGN 2007-A A2	Origen Manufactured Housing Contract Trust 2007-A	0.02%	118,927
140	CWALT 2005-57CB 4A3	Countrywide Alternative Loan T - Alternative Loan Trust 2005-57CB	0.02%	202,105
141	FNA 2020-M4 1X2	Fanniemae-Aces - Fannie Mae-Aces	0.02%	5,172,108
142	G2 BS1757	Government National Mortgage A - Ginnie Mae II Pool	0.02%	86,398
143	SAMI 2005-AR7 4A1	Structured Asset Mortgage Investments II Trust 2005-AR7	0.02%	84,567
144	GNR 2014-176 IA	Government National Mortgage Association	0.01%	343,261
145	FNR 2013-29 QI	Fannie Mae REMICS	0.01%	378,074
146	GNR 2015-36 MI	Government National Mortgage Association	0.01%	422,622
147	FN AO4150	Fannie Mae Pool	0.01%	58,080
148	FN 888832	Fannie Mae Pool	0.01%	53,779
149	G2 783368	Government National Mortgage A - Ginnie Mae II Pool	0.01%	51,548
150	SARM 2004-2 4A1	Structured Adjustable Rate Mortgage Loan Trust	0.01%	52,607
151	n/a	Government National Mortgage A - Ginnie Mae I Pool	0.01%	51,404
152	SASC 2003-9A 2A2	Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A	0.01%	49,281
153	n/a	Government National Mortgage Association	0.01%	7,467,221
154	FNA 2019-M28 XA2	Fanniemae-Aces - Fannie Mae-Aces	0.01%	5,209,248
155	MARM 2005-7 3A1	MASTR Adjustable Rate Mortgages Trust 2005-7	0.01%	55,579
156	GNR 2017-28 IO	Government National Mortgage Association	0.01%	743,566
157	FNR 2012-134 SK	Fannie Mae REMICS	0.00%	227,775
158	FN AI1892	Fannie Mae Pool	0.00%	19,873
159	FN AL0476	Fannie Mae Pool	0.00%	18,359
160	GNR 2013-105 IO	Government National Mortgage Association	0.00%	13,530,803
161	G2 AV7468	Government National Mortgage A - Ginnie Mae II Pool	0.00%	13,291
162	SASC 2001-SB1 A2	Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1	0.00%	12,051
163	FN AI2433	Fannie Mae Pool	0.00%	9,539
164	FN AU7431	Fannie Mae Pool	0.00%	9,089
165	FN AI1863	Fannie Mae Pool	0.00%	6,884
166	FNR 2012-75 AO	Fannie Mae REMICS	0.00%	6,111
167	FNR 2013-73 IB	Fannie Mae REMICS	0.00%	181,799
168	SASC 2004-SC1 A	Structured Asset Securities Corp	0.00%	5,112
169	RFSC 2002-RP2 A1	Residential Funding Securities - RFSC Series 2002-RP2 Trust	0.00%	1,292
170	TUM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 2 YEAR U.S. TREASURY NOTE	0.00%	1
171	USM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	-0.00%	-5
172	UXYM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US 10YR ULTRA	-0.01%	-19
173	WNM5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US ULTRA BOND CBT	-0.28%	-400
174	FNCL 4.5 3.12	Fannie Mae or Freddie Mac	-2.43%	-13,100,000

As of Feb 28, 2025

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Asset Class	% Weight
Bond	127.19%
Cash	25.03%
Other	-52.23%

Sector	% Weight
United States	85.22%
Other	14.70%
XS	0.08%