JPMorgan Limited Duration Bond Fund

Fund Profile

Fund profile

Tickers

HLGFX, ONUAX, OGUCX, JUSUX

Fund manager

JPMorgan Core Bond Fund

Total assets

$1.04 bn

Liabilities

$527.73 k

Net assets

$1.04 bn

Number of holdings

376.00

Top 200 of 376 Holdings

As of May 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
JPMorgan Prime Money Market Fund, Class Institutional	65.55 mm	65.54 mm shares	6.30	Short-term investment vehicle	Long	USA
FirstKey Homes Trust, Series 2020-SFR1, Class A	11.48 mm	12.57 mm principal	1.10	ABS-other	Long	USA
Commercial Mortgage Trust, Series 2020-CBM, Class A1	11.38 mm	12.20 mm principal	1.09	ABS-mortgage backed security	Long	USA
American Honda Finance Corp.	10.01 mm	10.00 mm principal	0.96	Debt	Long	USA
Cooperatieve Rabobank UA	9.99 mm	10.00 mm principal	0.96	Debt	Long	Netherlands
Metropolitan Life Global Funding I	9.98 mm	10.00 mm principal	0.96	Debt	Long	USA
Westlake Automobile Receivables Trust, Series 2022-3A, Class A2	9.96 mm	10.00 mm principal	0.96	ABS-other	Long	USA
Avis Budget Rental Car Funding AESOP LLC, Series 2019-3A, Class A	9.91 mm	10.49 mm principal	0.95	ABS-other	Long	USA
FNMA UMBS, 30 Year	9.83 mm	10.26 mm principal	0.94	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR6, Class A	9.71 mm	10.99 mm principal	0.93	ABS-other	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL3W, Class AFLW	9.60 mm	9.63 mm principal	0.92	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H23, Class TA	9.45 mm	9.54 mm principal	0.91	ABS-mortgage backed security	Long	USA
New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class AT1	9.41 mm	9.54 mm principal	0.90	ABS-other	Long	USA
FNMA, REMIC, Series 2019-77, Class FP	9.29 mm	9.58 mm principal	0.89	ABS-mortgage backed security	Long	USA
GNMA, Series 2014-H07, Class FC	9.12 mm	9.19 mm principal	0.88	ABS-mortgage backed security	Long	USA
BXMT Ltd., Series 2020-FL3, Class A	8.60 mm	9.00 mm principal	0.83	ABS-mortgage backed security	Long	Cayman Islands
World Omni Auto Receivables Trust, Series 2022-B, Class A3	8.47 mm	8.75 mm principal	0.81	ABS-other	Long	USA
FNMA, REMIC, Series 2014-23, Class FA	8.44 mm	8.75 mm principal	0.81	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.31 mm	9.20 mm principal	0.80	ABS-mortgage backed security	Long	USA
Business Jet Securities LLC, Series 2022-1A, Class A	8.23 mm	8.58 mm principal	0.79	ABS-other	Long	USA
Progress Residential Trust, Series 2020-SFR3, Class A	8.16 mm	8.96 mm principal	0.78	ABS-other	Long	USA
Progress Residential Trust, Series 2019-SFR4, Class A	8.12 mm	8.48 mm principal	0.78	ABS-other	Long	USA
Principal Life Global Funding II	7.86 mm	8.79 mm principal	0.76	Debt	Long	USA
FHLMC, REMIC, Series 4867, Class WF	7.85 mm	8.11 mm principal	0.75	ABS-mortgage backed security	Long	USA
BX Trust, Series 2021-BXMF, Class A	7.71 mm	8.00 mm principal	0.74	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H19, Class FN	7.35 mm	7.42 mm principal	0.71	ABS-mortgage backed security	Long	USA
Elmwood CLO V Ltd., Series 2020-2A, Class AR	7.31 mm	7.50 mm principal	0.70	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Santander Drive Auto Receivables Trust, Series 2022-4, Class A3	7.23 mm	7.34 mm principal	0.70	ABS-other	Long	USA
SMR Mortgage Trust, Series 2022-IND, Class A	6.97 mm	7.42 mm principal	0.67	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2016-25, Class LA	6.92 mm	7.48 mm principal	0.66	ABS-mortgage backed security	Long	USA
GNMA, Series 2014-H17, Class FM	6.90 mm	6.97 mm principal	0.66	ABS-mortgage backed security	Long	USA
Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G	6.81 mm	7.43 mm principal	0.65	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	6.77 mm	6.87 mm principal	0.65	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H15, Class FB	6.64 mm	6.71 mm principal	0.64	ABS-mortgage backed security	Long	USA
ONE Mortgage Trust, Series 2021-PARK, Class A	6.57 mm	7.00 mm principal	0.63	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2020-SFR3, Class A	6.48 mm	7.10 mm principal	0.62	ABS-other	Long	USA
FHLMC UMBS, 30 Year	6.38 mm	6.47 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H04, Class FL	6.36 mm	6.42 mm principal	0.61	ABS-mortgage backed security	Long	USA
Ballyrock CLO Ltd., Series 2019-1A, Class A1R	6.31 mm	6.42 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Trust, Series 2021-LBA, Class AJV	6.28 mm	6.50 mm principal	0.60	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2021-SFR1, Class A	6.12 mm	6.94 mm principal	0.59	ABS-other	Long	USA
D Dominion Energy, Inc.	6.00 mm	6.00 mm principal	0.58	Debt	Long	USA
INTOWN Mortgage Trust, Series 2022-STAY, Class A	6.00 mm	6.00 mm principal	0.58	ABS-mortgage backed security	Long	USA
SCF Equipment Leasing LLC, Series 2022-2A, Class A3	5.99 mm	5.90 mm principal	0.58	ABS-other	Long	USA
BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A	5.95 mm	6.00 mm principal	0.57	ABS-mortgage backed security	Long	USA
BHMS, Series 2018-ATLS, Class A	5.83 mm	6.00 mm principal	0.56	ABS-mortgage backed security	Long	USA
BNP Paribas SA	5.77 mm	6.47 mm principal	0.55	Debt	Long	France
FNMA UMBS, 30 Year	5.74 mm	6.43 mm principal	0.55	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust, Series 2022-3A, Class A3	5.66 mm	5.68 mm principal	0.54	ABS-other	Long	USA
GNMA, Series 2015-H14, Class FB	5.59 mm	5.63 mm principal	0.54	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	5.55 mm	5.73 mm principal	0.53	ABS-mortgage backed security	Long	USA
Tricon American Homes, Series 2020-SFR1, Class A	5.37 mm	5.98 mm principal	0.52	ABS-other	Long	USA
Westlake Automobile Receivables Trust, Series 2022-2A, Class A3	5.24 mm	5.35 mm principal	0.50	ABS-other	Long	USA
FNMA UMBS, 30 Year	5.24 mm	5.89 mm principal	0.50	ABS-mortgage backed security	Long	USA
FS Rialto, Series 2021-FL3, Class A	5.11 mm	5.29 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA, REMIC, Series 2012-13, Class FA	5.11 mm	5.22 mm principal	0.49	ABS-mortgage backed security	Long	USA
Toyota Auto Receivables Owner Trust, Series 2020-C, Class A4	5.09 mm	5.30 mm principal	0.49	ABS-other	Long	USA
AXP American Express Company	5.01 mm	5.00 mm principal	0.48	Debt	Long	USA
FNMA UMBS, 30 Year	5.01 mm	5.21 mm principal	0.48	ABS-mortgage backed security	Long	USA
Two Harbors Msr Frn	5.00 mm	5.00 mm principal	0.48	ABS-mortgage backed security	Long	USA
Toyota Motor Credit Corp.	5.00 mm	5.00 mm principal	0.48	Debt	Long	USA
FHLMC UMBS, 30 Year	4.98 mm	5.22 mm principal	0.48	ABS-mortgage backed security	Long	USA
OCP CLO Ltd., Series 2015-9A, Class A1R2	4.92 mm	5.00 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM Ltd., Series 29A, Class AR	4.91 mm	5.00 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLMC UMBS, 30 Year	4.91 mm	5.69 mm principal	0.47	ABS-mortgage backed security	Long	USA
Symphony CLO Ltd., Series 2016-18A, Class A1RR	4.90 mm	5.00 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 Ltd., Series 2022-FL8, Class A	4.89 mm	5.00 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BSPRT Issuer Ltd., Series 2022-FL8, Class A	4.89 mm	5.00 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COF Capital One Financial Corporation	4.87 mm	5.00 mm principal	0.47	Debt	Long	USA
Oportun Issuance Trust, Series 2022-A, Class A	4.86 mm	5.00 mm principal	0.47	ABS-other	Long	USA
CPS Auto Receivables Trust, Series 2022-C, Class A	4.83 mm	4.88 mm principal	0.46	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1	4.82 mm	4.72 mm principal	0.46	ABS-mortgage backed security	Long	USA
Capital One Multi-Asset Execution Trust, Series 2022-A1, Class A1	4.82 mm	5.01 mm principal	0.46	ABS-other	Long	USA
FNMA, REMIC, Series 2019-74, Class BF	4.76 mm	4.94 mm principal	0.46	ABS-mortgage backed security	Long	USA
Protective Life Global Funding	4.73 mm	5.19 mm principal	0.45	Debt	Long	USA
Progress Residential Trust, Series 2020-SFR2, Class A	4.72 mm	5.05 mm principal	0.45	ABS-other	Long	USA
Independence Plaza Trust, Series 2018-INDP, Class A	4.70 mm	5.00 mm principal	0.45	ABS-mortgage backed security	Long	USA
World Omni Select Auto Trust, Series 2020-A, Class B	4.64 mm	4.75 mm principal	0.45	ABS-other	Long	USA
One Market Plaza Trust, Series 2017-1MKT, Class A	4.61 mm	5.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
CarMax Auto Owner Trust, Series 2022-2, Class A3	4.59 mm	4.72 mm principal	0.44	ABS-other	Long	USA
GNMA, Series 2015-H12, Class FA	4.55 mm	4.59 mm principal	0.44	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1	4.55 mm	4.58 mm principal	0.44	ABS-mortgage backed security	Long	USA
Hyundai Auto Lease Securitization Trust, Series 2021-B, Class B	4.50 mm	4.64 mm principal	0.43	ABS-other	Long	USA
Progress Residential, Series 2021-SFR4, Class A	4.45 mm	4.99 mm principal	0.43	ABS-other	Long	USA
DLLST LLC, Series 2022-1A, Class A3	4.42 mm	4.51 mm principal	0.43	ABS-other	Long	USA
FHLMC UMBS, 30 Year	4.41 mm	4.94 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H12, Class FJ	4.40 mm	4.43 mm principal	0.42	ABS-mortgage backed security	Long	USA
OneMain Financial Issuance Trust, Series 2021-1A, Class A1	4.37 mm	5.00 mm principal	0.42	ABS-other	Long	USA
Neuberger Berman Loan Advisers CLO Ltd., Series 2020-37A, Class AR	4.37 mm	4.43 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square Loan Funding Ltd., Series 2022-2A, Class A1	4.34 mm	4.39 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO, Series 2019-31A, Class A1R	4.30 mm	4.35 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOLT XCIII LLC, Series 2021-NPL2, Class A1	4.29 mm	4.71 mm principal	0.41	ABS-other	Long	USA
Marlin Receivables LLC, Series 2022-1A, Class A2	4.27 mm	4.31 mm principal	0.41	ABS-other	Long	USA
DT Auto Owner Trust, Series 2023-1A, Class A	4.26 mm	4.28 mm principal	0.41	ABS-other	Long	USA
FHLMC, REMIC, Series 5072, Class QC	4.22 mm	5.49 mm principal	0.41	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5000, Class CB	4.19 mm	4.80 mm principal	0.40	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust, Series 2023-1, Class A	4.18 mm	4.21 mm principal	0.40	ABS-other	Long	USA
One Bryant Park Trust, Series 2019-OBP, Class A	4.10 mm	5.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-31, Class FB	4.09 mm	4.19 mm principal	0.39	ABS-mortgage backed security	Long	USA
Credit Suisse AG	4.06 mm	4.00 mm principal	0.39	Debt	Long	Switzerland
Athene Global Funding	4.01 mm	4.16 mm principal	0.39	Debt	Long	USA
Credit Acceptance Auto Loan Trust, Series 2020-3A, Class A	3.95 mm	3.99 mm principal	0.38	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR8, Class A	3.91 mm	4.48 mm principal	0.38	ABS-other	Long	USA
FHLMC UMBS, 30 Year	3.88 mm	3.84 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.88 mm	4.36 mm principal	0.37	ABS-mortgage backed security	Long	USA
CoreVest American Finance Trust, Series 2020-4, Class A	3.88 mm	4.26 mm principal	0.37	ABS-other	Long	USA
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A	3.82 mm	3.91 mm principal	0.37	ABS-other	Long	USA
FHLMC, REMIC, Series 4606, Class FL	3.80 mm	3.91 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.78 mm	3.74 mm principal	0.36	ABS-mortgage backed security	Long	USA
T AT&T Inc.	3.75 mm	4.34 mm principal	0.36	Debt	Long	USA
FHLMC, REMIC, Series 4457, Class KF	3.73 mm	3.85 mm principal	0.36	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1	3.73 mm	3.77 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA UMBS, 30 Year	3.70 mm	3.81 mm principal	0.36	ABS-mortgage backed security	Long	USA
GNMA, Series 2015-H03, Class FD	3.70 mm	3.76 mm principal	0.36	ABS-mortgage backed security	Long	USA
VOLT XCIV LLC, Series 2021-NPL3, Class A1	3.68 mm	3.97 mm principal	0.35	ABS-other	Long	USA
Truist Financial Corp.	3.62 mm	4.00 mm principal	0.35	Debt	Long	USA
FNMA UMBS, 30 Year	3.59 mm	3.68 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA, Series 2012-61, Class FM	3.56 mm	3.60 mm principal	0.34	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4150, Class F	3.55 mm	3.67 mm principal	0.34	ABS-mortgage backed security	Long	USA
LP LMS Asset Securitization Trust, Series 2023-1A, Class A	3.54 mm	3.53 mm principal	0.34	ABS-other	Long	USA
AMSR Trust, Series 2021-SFR2, Class A	3.53 mm	4.00 mm principal	0.34	ABS-other	Long	USA
BX, Series 2021-MFM1, Class A	3.53 mm	3.62 mm principal	0.34	ABS-mortgage backed security	Long	USA
VOLT XCVII LLC, Series 2021-NPL6, Class A1	3.43 mm	3.73 mm principal	0.33	ABS-other	Long	USA
MF1 Ltd., Series 2021-FL7, Class A	3.40 mm	3.50 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BMO Mortgage Trust, Series 2022-C3, Class A1	3.39 mm	3.43 mm principal	0.33	ABS-mortgage backed security	Long	USA
HD The Home Depot, Inc.	3.34 mm	3.92 mm principal	0.32	Debt	Long	USA
BA Credit Card Trust, Series 2020-A1, Class A1	3.30 mm	3.40 mm principal	0.32	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1	3.27 mm	3.20 mm principal	0.31	ABS-mortgage backed security	Long	USA
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A	3.26 mm	3.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2023-SFR1, Class A	3.23 mm	3.40 mm principal	0.31	ABS-other	Long	USA
Lendingpoint Asset Securitization Trust, Series 2022-C, Class A	3.23 mm	3.24 mm principal	0.31	ABS-other	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A	3.21 mm	3.43 mm principal	0.31	ABS-mortgage backed security	Long	USA
Ballyrock CLO Ltd., Series 2020-2A, Class A1R	3.20 mm	3.24 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA, Series 2013-H16, Class FA	3.18 mm	3.20 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	3.12 mm	3.20 mm principal	0.30	ABS-mortgage backed security	Long	USA
Upstart Securitization Trust, Series 2022-4, Class A	3.11 mm	3.16 mm principal	0.30	ABS-other	Long	USA
Enterprise Fleet Financing LLC, Series 2022-1, Class A2	3.07 mm	3.16 mm principal	0.30	ABS-other	Long	USA
Tricon American Homes Trust, Series 2019-SFR1, Class A	3.05 mm	3.27 mm principal	0.29	ABS-other	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class APT1	3.01 mm	3.17 mm principal	0.29	ABS-mortgage backed security	Long	USA
Canadian Imperial Bank of Commerce	3.00 mm	3.00 mm principal	0.29	Debt	Long	Canada
ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A	2.99 mm	3.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
Lendmark Funding Trust, Series 2022-1A, Class A	2.94 mm	3.00 mm principal	0.28	ABS-other	Long	USA
FHLMC, REMIC, Series 4480, Class FM	2.90 mm	3.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
20 Times Square Trust, Series 2018-20TS, Class A	2.85 mm	3.29 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2015-42, Class BF	2.82 mm	2.88 mm principal	0.27	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2018-4, Class A1	2.79 mm	3.03 mm principal	0.27	ABS-mortgage backed security	Long	USA
Lendingpoint Asset Securitization Trust, Series 2022-B, Class A	2.75 mm	2.80 mm principal	0.26	ABS-other	Long	USA
SoFi Professional Loan Program Trust, Series 2021-B, Class AFX	2.71 mm	3.21 mm principal	0.26	ABS-other	Long	USA
FNMA, REMIC, Series 2015-91, Class AF	2.70 mm	2.78 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-119, Class FB	2.69 mm	2.78 mm principal	0.26	ABS-mortgage backed security	Long	USA
Mariner Finance Issuance Trust, Series 2021-AA, Class A	2.66 mm	3.00 mm principal	0.26	ABS-other	Long	USA
FHLMC, REMIC, Series 4161, Class YF	2.66 mm	2.75 mm principal	0.26	ABS-mortgage backed security	Long	USA
Hyundai Capital America	2.65 mm	2.96 mm principal	0.26	Debt	Long	USA
Progress Residential, Series 2021-SFR1, Class A	2.65 mm	3.01 mm principal	0.26	ABS-other	Long	USA
American Credit Acceptance Receivables Trust, Series 2023-1, Class A	2.65 mm	2.66 mm principal	0.25	ABS-other	Long	USA
VOLT XCVI LLC, Series 2021-NPL5, Class A1	2.62 mm	2.78 mm principal	0.25	ABS-other	Long	USA
CPS Auto Receivables Trust, Series 2023-A, Class A	2.59 mm	2.60 mm principal	0.25	ABS-other	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	2.59 mm	2.90 mm principal	0.25	Debt	Long	Japan
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class B	2.56 mm	2.75 mm principal	0.25	ABS-other	Long	USA
Tesla Auto Lease Trust, Series 2021-B, Class A4	2.55 mm	2.68 mm principal	0.24	ABS-other	Long	USA
GNMA, Series 2014-H11, Class JA	2.52 mm	2.54 mm principal	0.24	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1	2.52 mm	2.53 mm principal	0.24	ABS-mortgage backed security	Long	USA
Mariner Finance Issuance Trust, Series 2020-AA, Class A	2.51 mm	2.61 mm principal	0.24	ABS-other	Long	USA
FNMA, REMIC, Series 2016-33, Class JA	2.45 mm	2.64 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4448, Class TF	2.44 mm	2.51 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-DNA3, Class M1	2.41 mm	2.42 mm principal	0.23	ABS-mortgage backed security	Long	USA
BANK, Series 2021-BN35, Class A2	2.37 mm	2.65 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4350, Class FK	2.37 mm	2.45 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2019-38, Class PC	2.33 mm	2.53 mm principal	0.22	ABS-mortgage backed security	Long	USA
PRET LLC, Series 2021-NPL6, Class A1	2.33 mm	2.50 mm principal	0.22	ABS-other	Long	USA
US Auto Funding Trust, Series 2022-1A, Class A	2.33 mm	2.38 mm principal	0.22	ABS-other	Long	USA
GNMA, Series 2011-158, Class EB	2.25 mm	2.31 mm principal	0.22	ABS-mortgage backed security	Long	USA
Hilton Grand Vacations Trust, Series 2022-2A, Class A	2.23 mm	2.31 mm principal	0.21	ABS-other	Long	USA
Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1	2.21 mm	2.24 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Santander Drive Auto Receivables Trust, Series 2022-6, Class A2	2.20 mm	2.21 mm principal	0.21	ABS-other	Long	USA
STWD Mortgage Trust, Series 2021-LIH, Class B	2.20 mm	2.30 mm principal	0.21	ABS-mortgage backed security	Long	Cayman Islands
Santander Drive Auto Receivables Trust, Series 2022-5, Class A2	2.17 mm	2.17 mm principal	0.21	ABS-other	Long	USA
Carvana Auto Receivables Trust, Series 2020-P1, Class A4	2.10 mm	2.22 mm principal	0.20	ABS-other	Long	USA
CF Hippolyta Issuer LLC, Series 2020-1, Class A1	2.08 mm	2.31 mm principal	0.20	ABS-other	Long	USA
BPR Trust, Series 2021-KEN, Class A	2.07 mm	2.12 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLMC, STRIPS, Series 343, Class F4	2.02 mm	2.06 mm principal	0.19	ABS-mortgage backed security	Long	USA
OAKST Commercial Mortgage Trust, Series 2023-NLP, Class A	2.02 mm	2.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4350, Class AF	1.98 mm	2.05 mm principal	0.19	ABS-mortgage backed security	Long	USA
PRPM LLC, Series 2020-6, Class A1	1.97 mm	2.05 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2012-139, Class JA	1.95 mm	2.06 mm principal	0.19	ABS-mortgage backed security	Long	USA
Goodgreen, Series 2018-1A, Class A	1.94 mm	2.15 mm principal	0.19	ABS-other	Long	Cayman Islands
Bank of Ireland Group plc	1.93 mm	1.94 mm principal	0.19	Debt	Long	Ireland
Galaxy CLO Ltd., Series 2013-15A, Class ARR	1.90 mm	1.92 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOLT XCV LLC, Series 2021-NPL4, Class A1	1.90 mm	2.02 mm principal	0.18	ABS-other	Long	USA
Banco Santander SA	1.87 mm	2.00 mm principal	0.18	Debt	Long	Spain
FHLMC, REMIC, Series 4281, Class FB	1.86 mm	1.91 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4363, Class FA	1.83 mm	1.90 mm principal	0.18	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1	1.78 mm	1.76 mm principal	0.17	ABS-mortgage backed security	Long	USA
Metlife Securitization Trust, Series 2018-1A, Class A	1.74 mm	1.85 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4594, Class GN	1.73 mm	1.89 mm principal	0.17	ABS-mortgage backed security	Long	USA
DT Auto Owner Trust, Series 2022-2A, Class A	1.71 mm	1.74 mm principal	0.16	ABS-other	Long	USA
Tesla Auto Lease Trust, Series 2021-A, Class A3	1.70 mm	1.72 mm principal	0.16	ABS-other	Long	USA
FHLMC, REMIC, Series 4413, Class WF	1.66 mm	1.72 mm principal	0.16	ABS-mortgage backed security	Long	USA
Business Jet Securities LLC, Series 2021-1A, Class A	1.62 mm	1.76 mm principal	0.16	ABS-other	Long	USA
FNMA, REMIC, Series 2013-23, Class KJ	1.61 mm	1.77 mm principal	0.15	ABS-mortgage backed security	Long	USA