JPMorgan Core Plus Bond Fund

Fund Profile

Fund profile

Tickers

HLIPX, ONIAX, OBDCX, JCPUX, JCPZX, JCPPX, JCPQX, JCPYX

Fund manager

JPMorgan Core Bond Fund

Total assets

$24.39 bn

Liabilities

$1.89 bn

Net assets

$22.50 bn

Number of holdings

3.06 k

Top 200 of 3061 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
JPMorgan Prime Money Market Fund, Class Institutional	1.91 bn	1.91 bn shares	8.49	Short-term investment vehicle	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	448.67 mm	535.72 mm principal	1.99	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	370.43 mm	385.79 mm principal	1.65	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	256.72 mm	260.50 mm principal	1.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	168.63 mm	187.56 mm principal	0.75	Debt	Long	USA
U.S. Treasury Notes	166.25 mm	183.36 mm principal	0.74	Debt	Long	USA
U.S. Treasury Notes	156.63 mm	165.95 mm principal	0.70	Debt	Long	USA
GNMA II, Single Family, 30 Year	154.13 mm	154.00 mm principal	0.69	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	110.67 mm	141.11 mm principal	0.49	Debt	Long	USA
U.S. Treasury Bonds	108.87 mm	115.13 mm principal	0.48	Debt	Long	USA
U.S. Treasury Notes	107.53 mm	105.12 mm principal	0.48	Debt	Long	USA
U.S. Treasury Notes	106.92 mm	105.20 mm principal	0.48	Debt	Long	USA
U.S. Treasury Bonds	103.18 mm	152.75 mm principal	0.46	Debt	Long	USA
FNMA, Grantor Trust, Series 2017-T1, Class A	91.56 mm	95.67 mm principal	0.41	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	84.01 mm	101.19 mm principal	0.37	Debt	Long	USA
U.S. Treasury Notes	80.66 mm	86.58 mm principal	0.36	Debt	Long	USA
FNMA UMBS, 30 Year	75.01 mm	82.60 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	74.82 mm	89.07 mm principal	0.33	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	68.69 mm	109.11 mm principal	0.31	Debt	Long	USA
FNMA UMBS, 30 Year	65.10 mm	80.65 mm principal	0.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	61.12 mm	96.23 mm principal	0.27	Debt	Long	USA
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10	59.99 mm	53.43 mm principal	0.27	ABS-mortgage backed security	Long	USA
U.S. Treasury STRIPS Bonds	59.53 mm	129.38 mm principal	0.26	Debt	Long	USA
U.S. Treasury Bonds	57.82 mm	63.90 mm principal	0.26	Debt	Long	USA
FNMA UMBS, 30 Year	57.31 mm	65.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	55.18 mm	55.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	54.63 mm	64.37 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA, Other	53.34 mm	66.31 mm principal	0.24	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2019-K92, Class D	52.98 mm	76.85 mm principal	0.24	ABS-mortgage backed security	Long	USA
vMobo, Inc.	52.61 mm	55.00 mm principal	0.23	ABS-other	Long	USA
Citigroup, Inc.	52.59 mm	53.41 mm principal	0.23	Debt	Long	USA
FNMA ACES, Series 2024-M2, Class A2	52.12 mm	56.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, Other	51.84 mm	64.06 mm principal	0.23	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K116, Class D	51.07 mm	87.44 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, Other	50.87 mm	63.97 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, Other	49.91 mm	50.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10	49.46 mm	48.67 mm principal	0.22	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	49.34 mm	47.18 mm principal	0.22	Debt	Long	USA
U.S. Treasury Bonds	49.03 mm	66.98 mm principal	0.22	Debt	Long	USA
FNMA UMBS, 30 Year	48.17 mm	49.06 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	47.81 mm	51.02 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, Other	47.70 mm	48.19 mm principal	0.21	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	47.62 mm	47.55 mm principal	0.21	Debt	Long	USA
FNMA, Other	47.35 mm	55.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K122, Class D	47.32 mm	82.13 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	46.48 mm	53.29 mm principal	0.21	ABS-mortgage backed security	Long	USA
Santander Drive Auto Receivables Trust, Series 2022-5, Class D	46.18 mm	45.60 mm principal	0.21	ABS-other	Long	USA
FNMA ACES, Series 2019-M1, Class A2	45.08 mm	46.56 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA II	44.90 mm	43.22 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS11, Class AFX2	44.87 mm	48.54 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	44.85 mm	52.99 mm principal	0.20	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2018-K84, Class D	44.54 mm	63.51 mm principal	0.20	ABS-mortgage backed security	Long	USA
Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C	43.34 mm	42.17 mm principal	0.19	ABS-other	Long	USA
U.S. Treasury Notes	42.76 mm	43.55 mm principal	0.19	Debt	Long	USA
FNMA UMBS, 30 Year	42.40 mm	44.04 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	42.08 mm	42.76 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA, Other	41.97 mm	45.21 mm principal	0.19	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	41.72 mm	40.22 mm principal	0.19	Debt	Long	USA
FNMA UMBS, 30 Year	41.60 mm	42.38 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	41.58 mm	51.20 mm principal	0.18	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2017-K68, Class D	41.54 mm	53.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	41.18 mm	53.00 mm principal	0.18	Debt	Long	USA
GNMA II, 30 Year	40.17 mm	43.26 mm principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	40.17 mm	47.11 mm principal	0.18	Debt	Long	USA
FREMF Mortgage Trust, Series 2018-K81, Class D	40.05 mm	56.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2024-SAT1, Class A	39.82 mm	40.00 mm principal	0.18	ABS-other	Long	USA
FREMF Mortgage Trust, Series 2018-K82, Class D	39.82 mm	55.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
SCF Equipment Leasing LLC, Series 2021-1A, Class F	39.74 mm	40.00 mm principal	0.18	ABS-other	Long	USA
FNMA, Other	39.50 mm	48.24 mm principal	0.18	ABS-mortgage backed security	Long	USA
Credit Acceptance Auto Loan Trust	38.96 mm	38.89 mm principal	0.17	ABS-other	Long	USA
Jonah Energy Abs LLC, Series 2022-1, Class C	38.90 mm	39.00 mm principal	0.17	ABS-other	Long	USA
Royal Bank of Canada	38.89 mm	39.07 mm principal	0.17	Debt	Long	Canada
FREMF Mortgage Trust, Series 2020-K105, Class D	38.41 mm	63.43 mm principal	0.17	ABS-mortgage backed security	Long	USA
BNP Paribas SA	36.88 mm	36.96 mm principal	0.16	Debt	Long	France
GNMA II	36.59 mm	35.23 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	35.68 mm	42.23 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	35.55 mm	43.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	35.44 mm	45.06 mm principal	0.16	Debt	Long	USA
FREMF Mortgage Trust, Series 2017-K69, Class D	35.43 mm	46.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K113, Class D	35.41 mm	58.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Seasoned Loans Structured Transaction Trust, Series 2024-2, Class VF	35.34 mm	35.34 mm principal	0.16	ABS-mortgage backed security	Long	USA
P2	34.90 mm	35.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	34.89 mm	35.47 mm principal	0.16	ABS-mortgage backed security	Long	USA
Two Harbors Msr Frn	34.87 mm	35.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Avolon Holdings Funding Ltd.	34.85 mm	34.03 mm principal	0.15	Debt	Long	Cayman Islands
U.S. Treasury Bonds	34.82 mm	46.60 mm principal	0.15	Debt	Long	USA
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C	34.74 mm	33.46 mm principal	0.15	ABS-other	Long	USA
U.S. Treasury Bonds	34.69 mm	40.95 mm principal	0.15	Debt	Long	USA
FNMA UMBS, 30 Year	34.52 mm	35.09 mm principal	0.15	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust, Series 2022-3A, Class E	34.32 mm	34.50 mm principal	0.15	ABS-other	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT	34.27 mm	38.91 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II	34.12 mm	32.86 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-160, Class A2	33.77 mm	34.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
RFT TRUST, Series 2024-2, Class A2	33.76 mm	34.22 mm principal	0.15	ABS-other	Long	USA
GNMA II	33.67 mm	32.29 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	33.49 mm	39.93 mm principal	0.15	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust, Series 2022-2A, Class E	33.33 mm	33.75 mm principal	0.15	ABS-other	Long	USA
FHLMC UMBS, 30 Year	33.04 mm	33.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	32.78 mm	32.56 mm principal	0.15	Debt	Long	UK
Acrc	32.67 mm	34.67 mm principal	0.15	Debt	Long	UK
FREMF Mortgage Trust, Series 2020-K107, Class D	32.63 mm	42.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	32.48 mm	45.88 mm principal	0.14	Debt	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class A2	32.23 mm	34.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2018-M14, Class A2	32.18 mm	33.15 mm principal	0.14	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR4, Class F1	32.13 mm	34.73 mm principal	0.14	ABS-other	Long	USA
FNMA ACES, Series 2023-M8, Class A2	31.87 mm	32.28 mm principal	0.14	ABS-mortgage backed security	Long	USA
Santander UK Group Holdings plc	31.51 mm	32.07 mm principal	0.14	Debt	Long	UK
U.S. Treasury STRIPS Bonds	31.24 mm	63.56 mm principal	0.14	Debt	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT	31.23 mm	35.11 mm principal	0.14	ABS-mortgage backed security	Long	USA
Pendoor Proper	31.16 mm	31.80 mm principal	0.14	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2022-SFR2, Class F1	31.14 mm	32.75 mm principal	0.14	ABS-other	Long	USA
BMY Bristol-Myers Squibb Company	31.13 mm	30.11 mm principal	0.14	Debt	Long	USA
BG Beta Ltd.	31.00 mm	30.85 mm principal	0.14	ABS-other	Long	Cayman Islands
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MB	30.91 mm	41.68 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K739, Class D	30.71 mm	40.02 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	30.51 mm	31.05 mm principal	0.14	ABS-mortgage backed security	Long	USA
FW Energy Asset Issuer LLC	30.50 mm	30.27 mm principal	0.14	ABS-other	Long	USA
LHOME Mortgage Trust, Series 2023-RTL4, Class A1	30.32 mm	29.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M2	30.27 mm	29.64 mm principal	0.13	ABS-mortgage backed security	Long	USA
Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A	30.26 mm	29.95 mm principal	0.13	ABS-other	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A1	30.25 mm	34.49 mm principal	0.13	ABS-mortgage backed security	Long	USA
PM Philip Morris International Inc.	30.21 mm	29.76 mm principal	0.13	Debt	Long	USA
Credit One Ltd.	30.18 mm	30.00 mm principal	0.13	ABS-mortgage backed security	Long	Nigeria
FNMA, Other	29.98 mm	31.06 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	29.93 mm	35.34 mm principal	0.13	ABS-mortgage backed security	Long	USA
SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3	29.80 mm	35.27 mm principal	0.13	ABS-mortgage backed security	Long	USA
CQP Cheniere Energy Partners, L.P.	29.70 mm	29.10 mm principal	0.13	Debt	Long	USA
FREMF Mortgage Trust, Series 2018-KHG1, Class C	29.57 mm	32.25 mm principal	0.13	ABS-mortgage backed security	Long	USA
Vistra Operations Co. LLC	29.52 mm	28.43 mm principal	0.13	Debt	Long	USA
Areit Frn	29.40 mm	30.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	29.26 mm	34.82 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	29.18 mm	33.40 mm principal	0.13	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust, Series 2019-GC38, Class A4	28.79 mm	30.19 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	28.79 mm	30.37 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	28.66 mm	35.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNMA II	28.56 mm	27.40 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	28.50 mm	33.90 mm principal	0.13	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2022-SFR3, Class F1	28.34 mm	31.90 mm principal	0.13	ABS-other	Long	USA
Imperial Brands Finance plc	28.08 mm	27.67 mm principal	0.12	Debt	Long	UK
NWG NatWest Group plc	27.92 mm	28.02 mm principal	0.12	Debt	Long	UK
FNMA UMBS, 30 Year	27.92 mm	33.11 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	27.89 mm	33.12 mm principal	0.12	ABS-mortgage backed security	Long	USA
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C	27.84 mm	26.70 mm principal	0.12	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	27.66 mm	26.15 mm principal	0.12	Debt	Long	USA
Santander Drive Auto Receivables Trust, Series 2022-6, Class D	27.66 mm	27.30 mm principal	0.12	ABS-other	Long	USA
Lendmark Funding Trust, Series 2022-1A, Class E	27.64 mm	27.79 mm principal	0.12	ABS-other	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2	27.44 mm	34.95 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	27.23 mm	29.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	27.09 mm	28.35 mm principal	0.12	Debt	Long	UK
Warnermedia Holdings, Inc.	27.03 mm	29.95 mm principal	0.12	Debt	Long	USA
Bank of America Corp.	26.82 mm	26.11 mm principal	0.12	Debt	Long	USA
HSBC HSBC Holdings plc	26.80 mm	29.00 mm principal	0.12	Debt	Long	UK
Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10	26.73 mm	26.45 mm principal	0.12	ABS-mortgage backed security	Long	USA
Berry Global, Inc.	26.66 mm	25.75 mm principal	0.12	Debt	Long	USA
ABR Arbor Realty Trust, Inc.	26.43 mm	29.12 mm principal	0.12	Debt	Long	USA
BCS Barclays PLC	26.42 mm	26.66 mm principal	0.12	Debt	Long	UK
Societe Generale SA	26.41 mm	26.10 mm principal	0.12	Debt	Long	France
CCO Holdings LLC	26.26 mm	28.26 mm principal	0.12	Debt	Long	USA
FNMA, Other	26.22 mm	32.03 mm principal	0.12	ABS-mortgage backed security	Long	USA
Morgan Stanley	26.19 mm	26.42 mm principal	0.12	Debt	Long	USA
FNMA UMBS, 30 Year	26.09 mm	30.82 mm principal	0.12	ABS-mortgage backed security	Long	USA
Hunt Companies Finance Trust, Inc.	26.08 mm	26.75 mm principal	0.12	ABS-mortgage backed security	Long	USA
Glencore Funding LLC	25.87 mm	25.20 mm principal	0.11	Debt	Long	USA
UBS Group AG	25.68 mm	27.88 mm principal	0.11	Debt	Long	Switzerland
FNMA, Other	25.38 mm	29.33 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	25.37 mm	29.68 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2018-M7, Class A2	25.30 mm	26.38 mm principal	0.11	ABS-mortgage backed security	Long	USA
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	25.04 mm	24.60 mm principal	0.11	Debt	Long	Spain
AMSR Trust, Series 2022-SFR3, Class F	24.95 mm	27.17 mm principal	0.11	ABS-other	Long	USA
Santander Drive Auto Receivables Trust, Series 2023-2, Class C	24.84 mm	24.56 mm principal	0.11	ABS-other	Long	USA
FNMA ACES, Series 2018-M2, Class A2	24.70 mm	25.79 mm principal	0.11	ABS-mortgage backed security	Long	USA
BG Beta Ltd.	24.63 mm	24.38 mm principal	0.11	ABS-other	Long	Cayman Islands
FNMA ACES, Series 2019-M12, Class A2	24.51 mm	26.21 mm principal	0.11	ABS-mortgage backed security	Long	USA
U.S. Treasury Ultra Bond	24.51 mm	5.28 k contracts	0.11	Interest rate derivative	N/A	USA
Wells Fargo & Co.	24.43 mm	23.83 mm principal	0.11	Debt	Long	USA
NYMT Loan Trust, Series 2024-BPL3, Class A1	24.23 mm	24.50 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	24.15 mm	25.11 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	24.07 mm	28.74 mm principal	0.11	ABS-mortgage backed security	Long	USA
MRCD MARK Mortgage Trust, Series 2019-PARK, Class F	24.06 mm	40.77 mm principal	0.11	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A2C	23.98 mm	29.12 mm principal	0.11	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	23.92 mm	23.45 mm principal	0.11	Debt	Long	USA
FNMA, Other	23.88 mm	24.27 mm principal	0.11	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2018-K157, Class C	23.86 mm	50.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
ReadyCap Holdings LLC, Series QIB	23.79 mm	25.00 mm principal	0.11	Debt	Long	USA
Pagaya AI Technology in Housing Trust, Series 2023-1, Class E1	23.75 mm	26.82 mm principal	0.11	ABS-other	Long	USA
Morgan Stanley	23.75 mm	23.58 mm principal	0.11	Debt	Long	USA
FNMA, Other	23.73 mm	29.40 mm principal	0.11	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 19K-1510, Class C	23.64 mm	51.06 mm principal	0.11	ABS-mortgage backed security	Long	USA
Goodgreen Ltd., Series 2024-1A, Class A	23.59 mm	23.43 mm principal	0.10	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	23.59 mm	23.36 mm principal	0.10	Debt	Long	USA
Banco Santander SA	23.54 mm	23.00 mm principal	0.10	Debt	Long	Spain
FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU	23.53 mm	27.14 mm principal	0.10	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2018-K83, Class D	23.46 mm	33.40 mm principal	0.10	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2022-SFR1, Class F1	23.45 mm	28.09 mm principal	0.10	ABS-other	Long	USA
FNMA, Other	23.37 mm	24.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA, Series 2021-H10, Class AF	23.35 mm	22.75 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family, Structured Pass-Through Certificates, Series K753, Class A2	23.26 mm	23.41 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	23.25 mm	24.72 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA, Other	23.08 mm	25.52 mm principal	0.10	ABS-mortgage backed security	Long	USA
Bank of America Corp.	23.03 mm	22.24 mm principal	0.10	Debt	Long	USA