Western Asset SMASh Series M Fund

Fund Profile

Fund profile

Tickers

LMSMX

Fund manager

Legg Mason Partners Institutional Trust

Total assets

$1.88 bn

Liabilities

$1.12 bn

Net assets

$757.92 mm

Number of holdings

233.00

Top 200 of 233 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	67.45 mm	68.40 mm principal	8.90	Debt	Long	USA
Ginnie Mae	63.80 mm	66.10 mm principal	8.42	ABS-mortgage backed security	Long	USA
Ginnie Mae	63.79 mm	66.10 mm principal	8.42	ABS-mortgage backed security	Long	USA
Ginnie Mae	52.13 mm	55.40 mm principal	6.88	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	47.96 mm	47.40 mm principal	6.33	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	47.94 mm	47.40 mm principal	6.32	ABS-mortgage backed security	Long	USA
Ginnie Mae	45.33 mm	48.20 mm principal	5.98	ABS-mortgage backed security	Long	USA
Ginnie Mae	40.88 mm	40.50 mm principal	5.39	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	39.83 mm	40.00 mm principal	5.26	Debt	Long	USA
Ginnie Mae	36.37 mm	36.90 mm principal	4.80	ABS-mortgage backed security	Long	USA
Ginnie Mae	36.36 mm	36.90 mm principal	4.80	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	31.27 mm	31.30 mm principal	4.13	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	31.25 mm	31.30 mm principal	4.12	ABS-mortgage backed security	Long	USA
Ginnie Mae	29.71 mm	29.70 mm principal	3.92	ABS-mortgage backed security	Long	USA
BNY MELLON CASH RESERVE EOD FUND	29.52 mm	29.52 mm shares	3.89	Short-term investment vehicle	Long	USA
Ginnie Mae	25.27 mm	28.50 mm principal	3.33	ABS-mortgage backed security	Long	USA
Ginnie Mae	25.26 mm	28.50 mm principal	3.33	ABS-mortgage backed security	Long	USA
SMB Private Education Loan Trust 2024-A	23.57 mm	23.36 mm principal	3.11	ABS-other	Long	USA
United States Treasury Bill	21.54 mm	21.97 mm principal	2.84	Debt	Long	USA
Ginnie Mae II Pool	21.31 mm	23.06 mm principal	2.81	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL1 Trust	17.52 mm	20.37 mm principal	2.31	ABS-mortgage backed security	Long	USA
Ginnie Mae	16.76 mm	19.60 mm principal	2.21	ABS-mortgage backed security	Long	USA
Ginnie Mae	16.19 mm	17.70 mm principal	2.14	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	15.56 mm	19.40 mm principal	2.05	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	15.54 mm	19.40 mm principal	2.05	ABS-mortgage backed security	Long	USA
Nelnet Student Loan Trust 2021-A	15.34 mm	17.50 mm principal	2.02	ABS-other	Long	USA
Ginnie Mae	14.26 mm	15.60 mm principal	1.88	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Corp Trust 2021-RPL1	13.67 mm	16.09 mm principal	1.80	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	13.41 mm	15.80 mm principal	1.77	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA3	12.26 mm	11.96 mm principal	1.62	ABS-mortgage backed security	Long	USA
PRKCM 2021-AFC1 Trust	12.18 mm	14.48 mm principal	1.61	ABS-mortgage backed security	Long	USA
BX 2021-LBA3 Mortgage Trust	11.53 mm	11.58 mm principal	1.52	ABS-mortgage backed security	Long	USA
SFO Commercial Mortgage Trust 2021-555	11.12 mm	11.49 mm principal	1.47	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	10.57 mm	11.47 mm principal	1.39	ABS-mortgage backed security	Long	USA
Benchmark 2020-B21 Mortgage Trust	10.47 mm	13.02 mm principal	1.38	ABS-mortgage backed security	Long	USA
SREIT Trust 2021-PALM	10.37 mm	10.43 mm principal	1.37	ABS-mortgage backed security	Long	USA
CSMC 2021-RPL1 Trust	10.33 mm	10.36 mm principal	1.36	ABS-mortgage backed security	Long	USA
JPMBB Commercial Mortgage Securities Trust 2015-C30	10.15 mm	10.54 mm principal	1.34	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2019-2	10.07 mm	10.37 mm principal	1.33	ABS-mortgage backed security	Long	USA
BX Trust 2022-PSB	10.00 mm	9.93 mm principal	1.32	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2021-R01	9.75 mm	9.71 mm principal	1.29	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	9.62 mm	9.40 mm principal	1.27	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	9.62 mm	9.40 mm principal	1.27	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL3 Trust	9.60 mm	10.10 mm principal	1.27	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL3 Trust	9.50 mm	9.88 mm principal	1.25	ABS-mortgage backed security	Long	USA
MSWF Commercial Mortgage Trust 2023-2	9.46 mm	8.80 mm principal	1.25	ABS-mortgage backed security	Long	USA
5 YEAR U.S TREASURY NOTE	9.25 mm	14.00 k contracts	1.22	Interest rate derivative	N/A	USA
CSMC Series 2019-UVIL	9.07 mm	10.00 mm principal	1.20	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-VOLT	9.06 mm	9.07 mm principal	1.20	ABS-mortgage backed security	Long	USA
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1	8.50 mm	8.51 mm principal	1.12	ABS-other	Long	Cayman Islands
Ginnie Mae I Pool	8.40 mm	9.24 mm principal	1.11	ABS-mortgage backed security	Long	USA
BX Trust 2021-ARIA	8.38 mm	8.41 mm principal	1.11	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust 2018-RPL1	8.26 mm	8.48 mm principal	1.09	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing III LP	7.78 mm	8.29 mm principal	1.03	ABS-other	Long	USA
Extended Stay America Trust 2021-ESH	7.72 mm	7.70 mm principal	1.02	ABS-mortgage backed security	Long	USA
Ginnie Mae	7.48 mm	9.10 mm principal	0.99	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	7.20 mm	8.60 mm principal	0.95	ABS-mortgage backed security	Long	USA
Thrust Engine Leasing 2021 DAC	7.12 mm	7.52 mm principal	0.94	ABS-other	Long	USA
Ginnie Mae I Pool	7.10 mm	7.91 mm principal	0.94	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2020-2	6.95 mm	8.74 mm principal	0.92	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2019-F	6.48 mm	6.80 mm principal	0.86	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust 2020-DNA2	6.33 mm	6.18 mm principal	0.84	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-XL2	6.31 mm	6.33 mm principal	0.83	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	5.93 mm	6.80 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	5.93 mm	6.80 mm principal	0.78	ABS-mortgage backed security	Long	USA
CSMC 2021-RPL4 Trust	5.56 mm	5.57 mm principal	0.73	ABS-mortgage backed security	Long	USA
Goodgreen 2021-1 Trust	5.55 mm	6.80 mm principal	0.73	ABS-other	Long	USA
Ginnie Mae I Pool	5.39 mm	5.92 mm principal	0.71	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33	5.38 mm	5.58 mm principal	0.71	ABS-mortgage backed security	Long	USA
SMB Private Education Loan Trust 2021-A	4.78 mm	4.99 mm principal	0.63	ABS-other	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	4.76 mm	45.04 mm principal	0.63	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	4.17 mm	4.91 mm principal	0.55	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.96 mm	40.29 mm principal	0.52	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.94 mm	4.43 mm principal	0.52	ABS-mortgage backed security	Long	USA
2023-MIC Trust/THE	3.76 mm	3.47 mm principal	0.50	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.71 mm	3.83 mm principal	0.49	ABS-mortgage backed security	Long	USA
KREF 2021-FL2 Ltd	3.59 mm	3.61 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB Private Education Loan Trust 2023-B	3.49 mm	3.41 mm principal	0.46	ABS-other	Long	USA
BRSP 2021-FL1 Ltd	3.43 mm	3.44 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CDS CDX.NA.IG.43.V1	3.38 mm	1.00 contracts	0.45	Credit derivative	N/A	USA
BHMS 2018-ATLS	3.35 mm	3.35 mm principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	3.35 mm	29.64 mm principal	0.44	ABS-mortgage backed security	Long	USA
Mastr Asset Backed Securities Trust 2007-NCW	3.30 mm	3.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
Greystone CRE Notes 2021-FL3 Ltd	3.24 mm	3.24 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust	3.17 mm	3.36 mm principal	0.42	ABS-mortgage backed security	Long	USA
CSMC 2014-USA OA LLC	2.97 mm	3.29 mm principal	0.39	ABS-mortgage backed security	Long	USA
BX Trust 2019-OC11	2.95 mm	3.20 mm principal	0.39	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	2.94 mm	3.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	2.94 mm	3.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	2.88 mm	3.07 mm principal	0.38	ABS-mortgage backed security	Long	USA
CSMC 2017-RPL1 Trust	2.87 mm	2.96 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	2.82 mm	3.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	2.81 mm	3.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	2.81 mm	3.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
Ginnie Mae	2.70 mm	2.70 mm principal	0.36	ABS-mortgage backed security	Long	USA
MF1 2021-FL7 Ltd	2.63 mm	2.64 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ginnie Mae I Pool	2.63 mm	2.89 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	2.52 mm	53.69 mm principal	0.33	ABS-mortgage backed security	Long	USA
Sunrun Vulcan Issuer 2021-1 LLC	2.46 mm	2.93 mm principal	0.32	ABS-other	Long	USA
OPG Trust 2021-PORT	2.43 mm	2.45 mm principal	0.32	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2016-4	2.42 mm	2.58 mm principal	0.32	ABS-mortgage backed security	Long	USA
COMM 2018-COR3 Mortgage Trust	2.37 mm	2.81 mm principal	0.31	ABS-mortgage backed security	Long	USA
SMB Private Education Loan Trust 2021-C	2.31 mm	2.59 mm principal	0.31	ABS-other	Long	USA
Fannie Mae-Aces	2.25 mm	36.43 mm principal	0.30	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2021-ROSS	2.15 mm	2.89 mm principal	0.28	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2021-ROSS	2.10 mm	3.66 mm principal	0.28	ABS-mortgage backed security	Long	USA
Foundation Finance Trust 2021-1	2.04 mm	2.19 mm principal	0.27	ABS-other	Long	USA
Wells Fargo Commercial Mortgage Trust 2017-C38	1.95 mm	2.03 mm principal	0.26	ABS-mortgage backed security	Long	USA
Freddie Mac STACR Debt Notes 2015-DNA3	1.67 mm	1.64 mm principal	0.22	ABS-mortgage backed security	Long	USA
FRESB 2015-SB7 Mortgage Trust	1.65 mm	1.68 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.63 mm	1.68 mm principal	0.22	ABS-mortgage backed security	Long	USA
Navient Student Loan Trust 2021-1	1.62 mm	1.64 mm principal	0.21	ABS-other	Long	USA
GS Mortgage Securities Trust 2018-GS9	1.58 mm	1.73 mm principal	0.21	ABS-mortgage backed security	Long	USA
CWABS Inc Asset-Backed Certificates Trust 2004-5	1.47 mm	1.53 mm principal	0.19	ABS-other	Long	USA
Ginnie Mae II Pool	1.40 mm	1.47 mm principal	0.18	ABS-mortgage backed security	Long	USA
Impac CMB Trust Series 2004-7	1.33 mm	1.35 mm principal	0.18	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	1.32 mm	1.45 mm principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.25 mm	1.52 mm principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.25 mm	1.33 mm principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	1.21 mm	27.23 mm principal	0.16	ABS-mortgage backed security	Long	USA
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd	1.20 mm	1.20 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX 2021-MFM1	1.14 mm	1.14 mm principal	0.15	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.04 mm	1.08 mm principal	0.14	ABS-mortgage backed security	Long	USA
AREIT 2021-CRE5 Trust	1.00 mm	1.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HomeBanc Mortgage Trust 2004-2	838.39 k	884.42 k principal	0.11	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	833.42 k	862.51 k principal	0.11	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	828.84 k	825.29 k principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	784.00 k	33.84 mm principal	0.10	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	764.65 k	18.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	761.36 k	941.53 k principal	0.10	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	742.36 k	920.16 k principal	0.10	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	726.33 k	28.18 mm principal	0.10	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	656.67 k	814.88 k principal	0.09	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	613.57 k	767.90 k principal	0.08	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	596.22 k	35.06 mm principal	0.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	592.17 k	597.93 k principal	0.08	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2007-3	591.21 k	683.00 k principal	0.08	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	585.90 k	700.00 k principal	0.08	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	552.35 k	638.73 k principal	0.07	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	525.32 k	46.37 mm principal	0.07	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	508.58 k	537.93 k principal	0.07	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT)	505.31 k	190.00 contracts	0.07	Interest rate derivative	N/A	USA
Ginnie Mae	505.10 k	500.00 k principal	0.07	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	460.69 k	483.70 k principal	0.06	ABS-mortgage backed security	Long	USA
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2003-4	457.30 k	472.02 k principal	0.06	ABS-mortgage backed security	Long	USA
Freddie Mac Multiclass Certificates Series 2020-RR07	455.57 k	6.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	429.12 k	429.71 k principal	0.06	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	399.41 k	436.71 k principal	0.05	ABS-mortgage backed security	Long	USA
RAAC Series 2006-SP1 Trust	380.44 k	388.48 k principal	0.05	ABS-other	Long	USA
Ginnie Mae II Pool	359.40 k	379.57 k principal	0.05	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	326.29 k	389.49 k principal	0.04	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	315.43 k	328.30 k principal	0.04	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	313.64 k	74.52 mm principal	0.04	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	290.26 k	332.30 k principal	0.04	ABS-mortgage backed security	Long	USA
Bayview Financial Asset Trust 2007-SSR1	269.89 k	271.08 k principal	0.04	ABS-mortgage backed security	Long	USA
GMACM Mortgage Loan Trust 2006-AR1	258.33 k	314.35 k principal	0.03	ABS-mortgage backed security	Long	USA
RALI Series 2006-QO7 Trust	225.33 k	232.15 k principal	0.03	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	218.45 k	8.01 mm principal	0.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	210.23 k	47.64 mm principal	0.03	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	205.27 k	234.84 k principal	0.03	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	201.11 k	9.41 mm principal	0.03	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	194.83 k	5.72 mm principal	0.03	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	183.25 k	181.21 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	181.37 k	200.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	181.31 k	200.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	171.20 k	187.14 k principal	0.02	ABS-mortgage backed security	Long	USA
Merrill Lynch Mortgage Investors Trust Series 2006-A1	166.25 k	274.80 k principal	0.02	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	164.94 k	194.83 k principal	0.02	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	161.73 k	1.17 mm principal	0.02	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-24	150.14 k	169.33 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	138.87 k	2.70 mm principal	0.02	ABS-mortgage backed security	Long	USA
Renaissance Home Equity Loan Trust 2007-3	135.05 k	156.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	128.75 k	142.28 k principal	0.02	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	128.01 k	134.72 k principal	0.02	ABS-mortgage backed security	Long	USA
Origen Manufactured Housing Contract Trust 2007-A	123.65 k	132.62 k principal	0.02	ABS-other	Long	USA
Ginnie Mae II Pool	122.76 k	136.92 k principal	0.02	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	118.19 k	126.95 k principal	0.02	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-57CB	109.91 k	202.55 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	99.11 k	5.19 mm principal	0.01	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	82.50 k	86.88 k principal	0.01	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2005-AR7	79.15 k	85.16 k principal	0.01	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	68.99 k	78.19 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	68.29 k	383.20 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	67.96 k	349.33 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	61.74 k	432.61 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	59.50 k	60.20 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	57.97 k	55.29 k principal	0.01	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	52.44 k	52.96 k principal	0.01	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust	50.94 k	53.86 k principal	0.01	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	49.10 k	51.68 k principal	0.01	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A	49.04 k	50.45 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	45.75 k	7.51 mm principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae-Aces	43.31 k	5.23 mm principal	0.01	ABS-mortgage backed security	Long	USA
MASTR Adjustable Rate Mortgages Trust 2005-7	34.04 k	55.66 k principal	0.00	ABS-mortgage backed security	Long	USA
WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust	29.37 k	29.36 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	28.28 k	747.86 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	26.03 k	233.22 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	20.45 k	20.19 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	18.92 k	18.68 k principal	0.00	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1	18.28 k	18.35 k principal	0.00	ABS-mortgage backed security	Long	USA