JPMorgan Mortgage-Backed Securities Fund

Fund Profile

Fund profile

Tickers

OMBIX, OMBAX, JMBUX, OBBCX

Fund manager

JPMorgan Core Bond Fund

Total assets

$6.42 bn

Liabilities

$572.90 mm

Net assets

$5.85 bn

Number of holdings

2.41 k

Top 200 of 2414 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
JPMorgan Prime Money Market Fund, Class Institutional	442.82 mm	442.64 mm shares	7.57	Short-term investment vehicle	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	161.90 mm	165.00 mm principal	2.77	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	140.53 mm	167.80 mm principal	2.40	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	73.90 mm	98.61 mm principal	1.26	Debt	Long	USA
U.S. Treasury Bonds	46.37 mm	73.00 mm principal	0.79	Debt	Long	USA
FNMA UMBS, 30 Year	38.94 mm	46.05 mm principal	0.67	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M4, Class 2A2	34.90 mm	42.10 mm principal	0.60	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	23.74 mm	28.10 mm principal	0.41	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	22.27 mm	25.00 mm principal	0.38	Debt	Long	USA
FNMA ACES, Series 2022-M10, Class A2	21.91 mm	26.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	21.80 mm	25.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA, Other	21.79 mm	26.61 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	21.00 mm	23.84 mm principal	0.36	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	20.58 mm	25.34 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	20.39 mm	24.21 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA, Other	20.39 mm	22.12 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA, Other	20.13 mm	21.41 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA, Other	20.07 mm	24.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M1G, Class A2	19.67 mm	23.60 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M1S, Class A2	19.25 mm	22.73 mm principal	0.33	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	18.59 mm	21.87 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	18.37 mm	21.02 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA, Other	18.37 mm	23.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	18.17 mm	21.36 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	18.02 mm	19.75 mm principal	0.31	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2021-GT2, Class A	17.87 mm	19.22 mm principal	0.31	ABS-other	Long	USA
FNMA, Other	16.68 mm	20.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	16.66 mm	20.66 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	16.56 mm	18.24 mm principal	0.28	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	16.33 mm	25.00 mm principal	0.28	Debt	Long	USA
GNMA II, 30 Year	16.07 mm	17.30 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA, Other	15.95 mm	19.71 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA, Other	15.95 mm	19.17 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	15.85 mm	18.80 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M3, Class A2	15.72 mm	18.90 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	15.28 mm	18.02 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-43, Class B	15.27 mm	16.34 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA, Other	15.17 mm	16.05 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	15.04 mm	17.02 mm principal	0.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	14.82 mm	17.00 mm principal	0.25	Debt	Long	USA
FMC GMSR Issuer Trust, Series 2022-GT1, Class A	14.78 mm	14.90 mm principal	0.25	ABS-other	Long	USA
RFT TRUST, Series 2024-2, Class A1	14.74 mm	14.94 mm principal	0.25	ABS-other	Long	USA
FNMA ACES, Series 2024-M2, Class A1	14.68 mm	14.63 mm principal	0.25	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR4, Class B	14.61 mm	15.43 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5156, Class DC	14.52 mm	16.85 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, Other	14.52 mm	18.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
Renew, Series 2023-1A, Class A	14.46 mm	14.53 mm principal	0.25	ABS-other	Long	Jersey
FNMA UMBS, 30 Year	14.23 mm	16.87 mm principal	0.24	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2021-GT1, Class A	14.14 mm	15.25 mm principal	0.24	ABS-other	Long	USA
FHLMC UMBS, 30 Year	14.13 mm	15.12 mm principal	0.24	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A1	14.03 mm	16.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA, Other	13.90 mm	16.42 mm principal	0.24	ABS-mortgage backed security	Long	USA
ROCK Trust, Series 2024-CNTR, Class C	13.79 mm	13.58 mm principal	0.24	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR2, Class A	13.77 mm	15.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C	13.73 mm	14.84 mm principal	0.23	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2024-SAT1, Class A	13.54 mm	13.60 mm principal	0.23	ABS-other	Long	USA
GNMA II, 30 Year	13.43 mm	14.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	13.42 mm	16.70 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M13, Class A2	13.18 mm	15.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, Other	12.97 mm	15.16 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	12.73 mm	15.69 mm principal	0.22	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2020-GT1, Class A	12.52 mm	13.05 mm principal	0.21	ABS-other	Long	USA
GNMA II	12.52 mm	12.03 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.51 mm	14.20 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	12.50 mm	13.34 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.38 mm	14.68 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, Other	12.26 mm	13.30 mm principal	0.21	ABS-mortgage backed security	Long	USA
CSMC OA LLC, Series 2014-USA, Class A2	12.26 mm	13.60 mm principal	0.21	ABS-mortgage backed security	Long	USA
Anchor Mortgage Trust	12.23 mm	12.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR4, Class E2	12.22 mm	12.97 mm principal	0.21	ABS-other	Long	USA
FNMA, Other	12.20 mm	12.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	12.19 mm	13.70 mm principal	0.21	ABS-mortgage backed security	Long	USA
HINNT LLC, Series 2024-A, Class C	12.08 mm	11.99 mm principal	0.21	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1	12.01 mm	11.91 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Class Certificates, Series 2021-P008, Class A1	11.98 mm	14.86 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	11.88 mm	13.37 mm principal	0.20	ABS-mortgage backed security	Long	USA
Goodgreen Ltd., Series 2024-1A, Class A	11.80 mm	11.72 mm principal	0.20	ABS-other	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR3, Class B	11.75 mm	13.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT	11.67 mm	13.92 mm principal	0.20	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2022-SFR3, Class E2	11.63 mm	11.87 mm principal	0.20	ABS-other	Long	USA
FHLMC UMBS, 30 Year	11.59 mm	12.76 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	11.57 mm	13.54 mm principal	0.20	ABS-mortgage backed security	Long	USA
Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A1	11.55 mm	11.54 mm principal	0.20	ABS-other	Long	USA
FNMA UMBS, 30 Year	11.50 mm	14.13 mm principal	0.20	ABS-mortgage backed security	Long	USA
Renew, Series 2024-1A, Class A	11.44 mm	11.31 mm principal	0.20	ABS-other	Long	USA
FNMA UMBS, 30 Year	11.42 mm	13.42 mm principal	0.20	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2022-SFR1, Class E1	11.38 mm	11.71 mm principal	0.19	ABS-other	Long	USA
FNMA, Other	11.17 mm	11.99 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA, Other	11.12 mm	11.72 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II	11.10 mm	10.68 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	11.00 mm	13.62 mm principal	0.19	ABS-mortgage backed security	Long	USA
Bridge Trust, Series 2024-SFR1, Class B	10.97 mm	11.54 mm principal	0.19	ABS-other	Long	USA
FNMA UMBS, 30 Year	10.82 mm	13.26 mm principal	0.18	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2021-SFR1, Class E1	10.81 mm	11.45 mm principal	0.18	ABS-other	Long	USA
Progress Residential Trust, Series 2022-SFR2, Class E1	10.81 mm	11.30 mm principal	0.18	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-2, Class D	10.81 mm	11.53 mm principal	0.18	ABS-other	Long	USA
GNMA II, 30 Year	10.79 mm	11.28 mm principal	0.18	ABS-mortgage backed security	Long	USA
MFA Trust, Series 2024-RPL1, Class A1	10.76 mm	11.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II	10.74 mm	10.39 mm principal	0.18	ABS-mortgage backed security	Long	USA
Hilton Grand Vacations Trust, Series 2024-3A, Class C	10.71 mm	10.65 mm principal	0.18	ABS-other	Long	USA
GNMA II, Other	10.61 mm	12.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT	10.61 mm	12.87 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	10.52 mm	12.30 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K137, Class AM	10.51 mm	12.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, Other	10.49 mm	12.81 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	10.47 mm	10.67 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2021-M4, Class A1	10.43 mm	11.27 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, Other	10.33 mm	11.17 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II, Other	10.31 mm	10.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II	10.29 mm	10.02 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	10.27 mm	12.24 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C	10.12 mm	10.92 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA I, 30 Year	10.10 mm	9.84 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	10.03 mm	11.94 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	10.00 mm	12.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	9.99 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT	9.98 mm	11.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.92 mm	10.92 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-6, Class AL	9.89 mm	13.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	9.89 mm	10.01 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4862, Class NO	9.86 mm	15.70 mm principal	0.17	ABS-mortgage backed security	Long	USA
Jonah Energy Abs LLC, Series 2022-1, Class B	9.86 mm	9.90 mm principal	0.17	ABS-other	Long	USA
GNMA II, Single Family, 30 Year	9.85 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
Home Partners of America Trust, Series 2021-2, Class E1	9.85 mm	10.57 mm principal	0.17	ABS-other	Long	USA
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK45	9.85 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.81 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.79 mm	9.76 mm principal	0.17	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2020-SFR2, Class E	9.72 mm	10.00 mm principal	0.17	ABS-other	Long	USA
GNMA II	9.72 mm	9.42 mm principal	0.17	ABS-mortgage backed security	Long	USA
Banc of America Re-REMIC Trust, Series 2024-FRR1, Class B	9.70 mm	14.26 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	9.69 mm	9.91 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.64 mm	11.39 mm principal	0.16	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K737, Class C	9.62 mm	10.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.55 mm	10.11 mm principal	0.16	ABS-mortgage backed security	Long	USA
Jonah Energy Abs LLC, Series 2024-1A, Class A1	9.55 mm	9.59 mm principal	0.16	ABS-other	Long	USA
vMobo, Inc.	9.54 mm	10.00 mm principal	0.16	ABS-other	Long	USA
FNMA UMBS, 30 Year	9.51 mm	11.17 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	9.43 mm	10.27 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.42 mm	11.51 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.41 mm	11.97 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.35 mm	10.63 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA II	9.33 mm	8.97 mm principal	0.16	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2023-SFR2, Class E1	9.24 mm	10.00 mm principal	0.16	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR2, Class E1	9.20 mm	9.55 mm principal	0.16	ABS-other	Long	USA
PRPM LLC, Series 2024-RPL1, Class A1	9.07 mm	9.34 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.04 mm	10.32 mm principal	0.15	ABS-mortgage backed security	Long	USA
Cascade MH Asset Trust, Series 2024-MH1, Class A1	9.03 mm	8.93 mm principal	0.15	ABS-other	Long	USA
FNMA UMBS, 30 Year	9.01 mm	9.87 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.99 mm	9.69 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.99 mm	9.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.97 mm	10.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.91 mm	10.01 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.90 mm	9.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.89 mm	10.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.88 mm	9.84 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.86 mm	9.74 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA, Series 2020-121, Class B	8.82 mm	11.74 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	8.77 mm	10.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	8.68 mm	10.00 mm principal	0.15	Debt	Long	USA
FNMA, Other	8.66 mm	10.89 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.59 mm	9.26 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.55 mm	9.34 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.51 mm	9.13 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.51 mm	10.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.50 mm	10.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D	8.49 mm	9.05 mm principal	0.15	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2021-RPL1, Class A1	8.45 mm	8.48 mm principal	0.14	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A2C	8.44 mm	10.25 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.42 mm	9.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
RFM Re-REMIC Trust, Series 2024-FRR2, Class A100	8.41 mm	11.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	8.35 mm	9.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7	8.29 mm	7.95 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.27 mm	8.73 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	8.27 mm	9.00 mm principal	0.14	Debt	Long	USA
FNMA, Other	8.25 mm	8.38 mm principal	0.14	ABS-mortgage backed security	Long	USA
Acrc	8.20 mm	8.67 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-KHG2, Class C	8.20 mm	10.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.14 mm	9.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
FW Energy Asset Issuer LLC	8.11 mm	8.05 mm principal	0.14	ABS-other	Long	USA
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A	8.11 mm	8.39 mm principal	0.14	ABS-other	Long	USA
FMC GMSR Issuer Trust, Series 2022-GT2, Class A	8.10 mm	8.00 mm principal	0.14	ABS-other	Long	USA
Invitation Homes Trust, Series 2024-SFR1, Class D	8.08 mm	8.81 mm principal	0.14	ABS-other	Long	USA
PRET Trust, Series 2024-RPL2, Class A1	8.07 mm	8.58 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.03 mm	8.94 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.02 mm	8.78 mm principal	0.14	ABS-mortgage backed security	Long	USA
Two Harbors Msr Frn	7.97 mm	8.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
PHH Mortgage Corp.	7.97 mm	8.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
GAM Re-REMIC Trust, Series 2021-FRR2, Class AK44	7.93 mm	8.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	7.91 mm	8.39 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2023-M4, Class A1	7.90 mm	8.09 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	7.87 mm	8.97 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	7.87 mm	10.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.85 mm	9.28 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	7.81 mm	8.22 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	7.80 mm	9.01 mm principal	0.13	ABS-mortgage backed security	Long	USA
LFT CRE Ltd., Series 2021-FL1, Class C	7.79 mm	8.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA, Other	7.77 mm	9.39 mm principal	0.13	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2022-SFR3, Class E1	7.76 mm	8.18 mm principal	0.13	ABS-other	Long	USA
GNMA II, 30 Year	7.74 mm	8.75 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	7.73 mm	9.44 mm principal	0.13	ABS-mortgage backed security	Long	USA