JPMorgan Government Bond Fund

Fund Profile

Fund profile

Tickers

OGGYX, HLGAX, OGGAX, OGVCX, JGBZX, OGGPX, OGGQX

Fund manager

JPMorgan Core Bond Fund

Total assets

$1.98 bn

Liabilities

$918.73 k

Net assets

$1.98 bn

Number of holdings

352.00

Top 200 of 352 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bonds	68.14 mm	75.30 mm principal	3.44	Debt	Long	USA
U.S. Treasury Notes	49.37 mm	50.00 mm principal	2.49	Debt	Long	USA
U.S. Treasury Notes	38.10 mm	40.00 mm principal	1.92	Debt	Long	USA
U.S. Treasury Notes	35.08 mm	35.00 mm principal	1.77	Debt	Long	USA
U.S. Treasury Notes	33.60 mm	35.00 mm principal	1.70	Debt	Long	USA
U.S. Treasury Inflation Indexed Bonds	32.62 mm	37.20 mm principal	1.65	Debt	Long	USA
JPMorgan U.S. Government Money Market Fund, Class Institutional	31.38 mm	31.38 mm shares	1.58	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	29.12 mm	30.00 mm principal	1.47	Debt	Long	USA
U.S. Treasury Notes	27.68 mm	30.00 mm principal	1.40	Debt	Long	USA
FNMA, Grantor Trust, Series 2017-T1, Class A	27.49 mm	28.72 mm principal	1.39	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	26.08 mm	35.00 mm principal	1.32	Debt	Long	USA
U.S. Treasury Notes	25.16 mm	25.00 mm principal	1.27	Debt	Long	USA
U.S. Treasury Notes	24.90 mm	25.00 mm principal	1.26	Debt	Long	USA
U.S. Treasury Notes	24.80 mm	25.00 mm principal	1.25	Debt	Long	USA
U.S. Treasury Bonds	24.70 mm	31.00 mm principal	1.25	Debt	Long	USA
U.S. Treasury Notes	24.11 mm	25.00 mm principal	1.22	Debt	Long	USA
FNMA UMBS, 30 Year	21.89 mm	21.74 mm principal	1.10	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	21.79 mm	35.00 mm principal	1.10	Debt	Long	USA
U.S. Treasury Bonds	20.84 mm	20.00 mm principal	1.05	Debt	Long	USA
U.S. Treasury Notes	19.67 mm	20.00 mm principal	0.99	Debt	Long	USA
U.S. Treasury Notes	19.66 mm	20.00 mm principal	0.99	Debt	Long	USA
U.S. Treasury Notes	19.38 mm	20.00 mm principal	0.98	Debt	Long	USA
U.S. Treasury Bonds	19.11 mm	27.00 mm principal	0.96	Debt	Long	USA
U.S. Treasury Notes	19.07 mm	20.00 mm principal	0.96	Debt	Long	USA
FNMA UMBS, 30 Year	18.33 mm	20.05 mm principal	0.92	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	17.19 mm	20.00 mm principal	0.87	Debt	Long	USA
FNMA, Other	16.85 mm	20.05 mm principal	0.85	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-77, Class ZL	16.64 mm	19.25 mm principal	0.84	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2020-12, Class JC	14.46 mm	17.29 mm principal	0.73	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2020-M8, Class AL	14.14 mm	17.88 mm principal	0.71	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	13.91 mm	15.00 mm principal	0.70	Debt	Long	USA
FFCB Funding Corp.	13.31 mm	15.00 mm principal	0.67	Debt	Long	USA
FNMA, Other	13.30 mm	15.00 mm principal	0.67	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	13.29 mm	13.81 mm principal	0.67	ABS-mortgage backed security	Long	USA
Resolution Funding Corp. STRIPS	12.98 mm	15.00 mm principal	0.65	Debt	Long	USA
FNMA UMBS, 30 Year	12.91 mm	15.18 mm principal	0.65	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	12.82 mm	13.02 mm principal	0.65	ABS-mortgage backed security	Long	USA
FNMA, Other	12.77 mm	15.13 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.72 mm	12.93 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.68 mm	12.64 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.65 mm	12.87 mm principal	0.64	ABS-mortgage backed security	Long	USA
Resolution Funding Corp. STRIPS	12.57 mm	15.70 mm principal	0.63	Debt	Long	USA
FNMA, Other	12.11 mm	12.59 mm principal	0.61	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2020-M24, Class A3	11.82 mm	15.00 mm principal	0.60	ABS-mortgage backed security	Long	USA
FNMA, Other	11.75 mm	12.19 mm principal	0.59	ABS-mortgage backed security	Long	USA
FNMA UMBS, 15 Year	11.65 mm	12.60 mm principal	0.59	ABS-mortgage backed security	Long	USA
GNMA, Series 2011-29, Class Z	11.36 mm	11.45 mm principal	0.57	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-48, Class DE	10.93 mm	11.90 mm principal	0.55	ABS-mortgage backed security	Long	USA
FNMA	10.88 mm	10.00 mm principal	0.55	Debt	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G	10.67 mm	11.87 mm principal	0.54	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2018-M4, Class A2	10.26 mm	10.72 mm principal	0.52	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	10.24 mm	14.50 mm principal	0.52	Debt	Long	USA
FFCB Funding Corp.	10.20 mm	10.00 mm principal	0.51	Debt	Long	USA
FNMA, Other	10.18 mm	11.96 mm principal	0.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	10.11 mm	11.12 mm principal	0.51	Debt	Long	USA
FNMA UMBS, 30 Year	10.05 mm	11.34 mm principal	0.51	ABS-mortgage backed security	Long	USA
FHLMC Gold Pools, 30 Year	10.04 mm	10.87 mm principal	0.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	9.98 mm	10.00 mm principal	0.50	Debt	Long	USA
U.S. Treasury Notes	9.91 mm	10.00 mm principal	0.50	Debt	Long	USA
U.S. Treasury Notes	9.85 mm	10.00 mm principal	0.50	Debt	Long	USA
U.S. Treasury Notes	9.74 mm	10.00 mm principal	0.49	Debt	Long	USA
FNMA UMBS, 30 Year	9.62 mm	11.37 mm principal	0.49	ABS-mortgage backed security	Long	USA
FHLMC Gold Pools, Other	9.42 mm	10.42 mm principal	0.48	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	9.41 mm	10.42 mm principal	0.47	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.30 mm	11.45 mm principal	0.47	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	9.26 mm	10.00 mm principal	0.47	Debt	Long	USA
FNMA, REMIC, Series 2019-71, Class CA	9.23 mm	10.04 mm principal	0.47	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A3	9.15 mm	10.00 mm principal	0.46	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class APT2	8.90 mm	9.58 mm principal	0.45	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-6, Class AL	8.89 mm	11.86 mm principal	0.45	ABS-mortgage backed security	Long	USA
GNMA, Series 2019-123, Class MA	8.88 mm	9.90 mm principal	0.45	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.81 mm	8.78 mm principal	0.44	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class A3	8.80 mm	10.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2018-M8, Class A2	8.63 mm	8.95 mm principal	0.44	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2019-M1, Class A2	8.59 mm	8.87 mm principal	0.43	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2	8.45 mm	8.70 mm principal	0.43	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	8.17 mm	9.00 mm principal	0.41	ABS-mortgage backed security	Long	USA
GNMA I, 30 Year	8.06 mm	8.99 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2019-M5, Class A2	7.93 mm	8.30 mm principal	0.40	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4606, Class KP	7.92 mm	9.11 mm principal	0.40	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A1	7.89 mm	8.21 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-81, Class JA	7.83 mm	9.14 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-42, Class KA	7.78 mm	8.56 mm principal	0.39	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K158, Class A1	7.77 mm	7.91 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA, Other	7.76 mm	9.81 mm principal	0.39	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family, Structured Pass-Through Certificates, Series K753, Class A2	7.76 mm	7.81 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.68 mm	9.07 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNMA, Series 2024-151, Class CM	7.60 mm	8.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.38 mm	8.31 mm principal	0.37	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4925, Class PA	7.26 mm	8.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA, Other	7.16 mm	7.53 mm principal	0.36	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4458, Class BW	6.94 mm	7.37 mm principal	0.35	ABS-mortgage backed security	Long	USA
GNMA I, 30 Year	6.94 mm	7.99 mm principal	0.35	ABS-mortgage backed security	Long	USA
FHLMC, STRIPS, Series 406	6.85 mm	8.15 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-65, Class LD	6.66 mm	7.06 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2019-M14, Class AL2	6.62 mm	7.31 mm principal	0.33	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	6.55 mm	6.65 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA, Other	6.38 mm	6.50 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class A2	6.35 mm	6.56 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNMA, Series 2020-133, Class KB	6.34 mm	7.97 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	6.28 mm	7.43 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA, Other	6.22 mm	8.04 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	6.12 mm	7.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	6.05 mm	6.15 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.97 mm	6.72 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2011-145, Class PB	5.93 mm	6.11 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2023-M8, Class A2	5.92 mm	6.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4062, Class GY	5.88 mm	6.11 mm principal	0.30	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4429, Class HB	5.82 mm	6.29 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4748, Class HE	5.81 mm	6.57 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.79 mm	6.03 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.74 mm	6.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	5.70 mm	6.41 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class A2	5.66 mm	5.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.64 mm	5.93 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA, Other	5.62 mm	6.76 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.62 mm	5.84 mm principal	0.28	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5072, Class QC	5.61 mm	7.15 mm principal	0.28	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K149, Class A2	5.61 mm	6.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA, Other	5.59 mm	6.05 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.30 mm	6.25 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4448, Class DY	5.20 mm	5.54 mm principal	0.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	5.11 mm	10.00 mm principal	0.26	Debt	Long	USA
FNMA UMBS, 15 Year	5.03 mm	5.20 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5190, Class PH	5.03 mm	5.57 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-100, Class AY	5.00 mm	5.23 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-50, Class HY	4.97 mm	5.57 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2016-38, Class NA	4.92 mm	5.34 mm principal	0.25	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.90 mm	5.00 mm principal	0.25	Debt	Long	USA
FNMA UMBS, 30 Year	4.86 mm	5.70 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-1, Class E	4.85 mm	5.08 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-65, Class PA	4.85 mm	5.39 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2019-M31, Class A2	4.76 mm	5.50 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-34, Class WA	4.71 mm	4.97 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4933, Class PA	4.63 mm	5.51 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4394, Class PL	4.55 mm	5.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M2S, Class A2	4.54 mm	4.80 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	4.54 mm	5.36 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-38, Class PC	4.51 mm	4.85 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	4.40 mm	5.16 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-11, Class AQ	4.34 mm	4.64 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4091, Class BQ	4.31 mm	5.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2016-45, Class PC	4.30 mm	4.69 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-41, Class AY	4.28 mm	4.65 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-59, Class EB	4.28 mm	4.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	4.23 mm	4.51 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, Other	4.22 mm	4.51 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	4.21 mm	4.28 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4002, Class CY	4.18 mm	4.82 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2016-28, Class DW	4.18 mm	4.49 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, Other	4.14 mm	5.06 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2017-M3, Class A2	4.14 mm	4.31 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	4.12 mm	4.86 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	4.08 mm	4.81 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	4.07 mm	4.77 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4186, Class JE	4.05 mm	4.32 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2017-M4, Class A2	4.00 mm	4.15 mm principal	0.20	ABS-mortgage backed security	Long	USA
Resolution Funding Corp. STRIPS	3.96 mm	5.00 mm principal	0.20	Debt	Long	USA
FNMA UMBS, 30 Year	3.92 mm	4.09 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA, Other	3.91 mm	4.21 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA, Other	3.87 mm	4.68 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-28, Class GB	3.83 mm	4.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT	3.81 mm	4.32 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	3.79 mm	4.44 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 3927, Class PC	3.63 mm	3.68 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-41, Class HV	3.62 mm	4.90 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, Other	3.61 mm	3.78 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	3.55 mm	3.99 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2013-130, Class GY	3.53 mm	3.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2017-M7, Class A2	3.45 mm	3.57 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.42 mm	3.89 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC Gold Pools, 30 Year	3.42 mm	3.60 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.41 mm	3.58 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX	3.31 mm	3.44 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4170, Class TS	3.30 mm	3.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA I, 30 Year	3.27 mm	3.35 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.19 mm	3.46 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA, Series 2012-126, Class BE	3.17 mm	4.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.16 mm	3.87 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5000, Class CB	3.15 mm	3.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.15 mm	3.29 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4867, Class WF	3.14 mm	3.19 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	3.09 mm	3.21 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2013-106, Class PY	3.05 mm	3.22 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4091, Class PB	3.02 mm	3.67 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.00 mm	3.12 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4061, Class LB	2.99 mm	3.57 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	2.96 mm	3.22 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2013-128, Class AO	2.94 mm	3.88 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC Gold Pools, 30 Year	2.89 mm	3.02 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	2.88 mm	3.01 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	2.83 mm	2.98 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA, Series 2009-42, Class TX	2.79 mm	2.80 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	2.78 mm	2.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 3772, Class PE	2.77 mm	2.79 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4365, Class HZ	2.75 mm	2.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-141, Class PB	2.70 mm	3.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-51, Class LY	2.69 mm	2.86 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4122, Class PY	2.65 mm	3.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	2.62 mm	2.84 mm principal	0.13	ABS-mortgage backed security	Long	USA