JPMorgan Short Duration Core Plus Fund

Fund Profile

Fund profile

Tickers

JSDHX, JSDCX, JSDSX, JSDRX

Fund manager

JPMorgan U.S. Value Fund Class A

Total assets

$3.85 bn

Liabilities

$4.71 mm

Net assets

$3.85 bn

Number of holdings

857.00

Top 200 of 857 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	175.24 mm	174.16 mm principal	4.55	Debt	Long	USA
JPMorgan Prime Money Market Fund, Class IM	141.95 mm	141.88 mm shares	3.69	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	140.78 mm	138.44 mm principal	3.66	Debt	Long	USA
U.S. Treasury Notes	119.36 mm	119.00 mm principal	3.10	Debt	Long	USA
U.S. Treasury Notes	87.26 mm	85.85 mm principal	2.27	Debt	Long	USA
FNMA, REMIC, Series 2022-42, Class EA	54.81 mm	57.01 mm principal	1.42	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	52.26 mm	51.47 mm principal	1.36	Debt	Long	USA
FHLMC UMBS, 30 Year	36.77 mm	36.12 mm principal	0.96	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5194, Class H	31.99 mm	35.04 mm principal	0.83	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-20, Class MA	28.73 mm	29.02 mm principal	0.75	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	27.72 mm	29.05 mm principal	0.72	Debt	Long	USA
BCS Barclays PLC	26.45 mm	27.95 mm principal	0.69	Debt	Long	UK
BPCE SA	25.97 mm	26.98 mm principal	0.67	Debt	Long	France
C Citigroup Inc.	25.57 mm	25.39 mm principal	0.66	Debt	Long	USA
FNMA UMBS, 30 Year	25.16 mm	25.75 mm principal	0.65	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	24.35 mm	25.01 mm principal	0.63	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	23.93 mm	24.95 mm principal	0.62	ABS-mortgage backed security	Long	USA
Credit Agricole SA	23.87 mm	24.04 mm principal	0.62	Debt	Long	France
FNMA UMBS, 20 Year	21.47 mm	22.40 mm principal	0.56	ABS-mortgage backed security	Long	USA
LYG Lloyds Banking Group plc	21.25 mm	20.51 mm principal	0.55	Debt	Long	UK
COF Capital One Financial Corporation	20.24 mm	19.90 mm principal	0.53	Debt	Long	USA
AREIT Trust, Series 2021-CRE5, Class C	19.46 mm	20.13 mm principal	0.51	ABS-mortgage backed security	Long	Cayman Islands
GNMA II, 30 Year	19.07 mm	18.92 mm principal	0.50	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 15 Year	18.93 mm	19.11 mm principal	0.49	ABS-mortgage backed security	Long	USA
Credit Agricole SA	18.55 mm	19.03 mm principal	0.48	Debt	Long	France
FHLMC UMBS, 10 Year	18.46 mm	19.47 mm principal	0.48	ABS-mortgage backed security	Long	USA
FHLMC	18.44 mm	17.89 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA UMBS, 20 Year	18.37 mm	19.38 mm principal	0.48	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5182, Class D	18.35 mm	19.84 mm principal	0.48	ABS-mortgage backed security	Long	USA
DT Auto Owner Trust, Series 2021-3A, Class D	18.06 mm	18.75 mm principal	0.47	ABS-other	Long	USA
AIB Group plc	17.69 mm	16.69 mm principal	0.46	Debt	Long	Ireland
Bank of Ireland Group plc	17.69 mm	18.74 mm principal	0.46	Debt	Long	Ireland
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	17.53 mm	17.40 mm principal	0.46	Debt	Long	Spain
Morgan Stanley	17.36 mm	18.41 mm principal	0.45	Debt	Long	USA
CPS Auto Receivables Trust, Series 2020-C, Class E	17.05 mm	17.15 mm principal	0.44	ABS-other	Long	USA
FHLMC UMBS, 15 Year	16.80 mm	17.03 mm principal	0.44	ABS-mortgage backed security	Long	USA
CaixaBank SA	16.56 mm	15.99 mm principal	0.43	Debt	Long	Spain
UBS AG	16.37 mm	15.00 mm principal	0.43	Debt	Long	Switzerland
NMR Nomura Holdings, Inc.	16.10 mm	17.07 mm principal	0.42	Debt	Long	Japan
ABN AMRO Bank NV	16.06 mm	16.16 mm principal	0.42	Debt	Long	Netherlands
Deutsche Bank AG	15.28 mm	14.36 mm principal	0.40	Debt	Long	Germany
CPS Auto Receivables Trust, Series 2021-D, Class D	15.23 mm	15.55 mm principal	0.40	ABS-other	Long	USA
Banco Santander SA	15.01 mm	16.00 mm principal	0.39	Debt	Long	Spain
Wells Fargo & Co.	14.89 mm	14.42 mm principal	0.39	Debt	Long	USA
Societe Generale SA	14.78 mm	15.69 mm principal	0.38	Debt	Long	France
Exeter Automobile Receivables Trust, Series 2021-4A, Class D	14.60 mm	15.07 mm principal	0.38	ABS-other	Long	USA
Gray Oak Pipeline LLC	14.34 mm	14.78 mm principal	0.37	Debt	Long	USA
Element Fleet Management Corp.	14.20 mm	14.38 mm principal	0.37	Debt	Long	Canada
KBCSF KBC Group NV	14.16 mm	13.76 mm principal	0.37	Debt	Long	Belgium
Nationwide Building Society	14.13 mm	13.63 mm principal	0.37	Debt	Long	UK
Viterra Finance BV	13.87 mm	14.56 mm principal	0.36	Debt	Long	Netherlands
MFG Mizuho Financial Group, Inc.	13.36 mm	14.17 mm principal	0.35	Debt	Long	Japan
HSBC HSBC Holdings plc	13.19 mm	13.30 mm principal	0.34	Debt	Long	UK
Fells Point Funding Trust	13.15 mm	13.68 mm principal	0.34	Debt	Long	USA
Volkswagen Group of America Finance LLC	13.15 mm	13.11 mm principal	0.34	Debt	Long	USA
Canadian Imperial Bank of Commerce	13.00 mm	12.65 mm principal	0.34	Debt	Long	Canada
Westlake Automobile Receivables Trust, Series 2021-3A, Class E	12.72 mm	13.00 mm principal	0.33	ABS-other	Long	USA
FNMA UMBS, 30 Year	12.62 mm	13.09 mm principal	0.33	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	12.56 mm	12.73 mm principal	0.33	Debt	Long	USA
KR The Kroger Co.	12.55 mm	12.56 mm principal	0.33	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	12.48 mm	12.12 mm principal	0.32	Debt	Long	Japan
Wells Fargo & Co.	12.42 mm	12.76 mm principal	0.32	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	12.09 mm	12.80 mm principal	0.31	Debt	Long	USA
Exeter Automobile Receivables Trust, Series 2021-2A, Class D	12.03 mm	12.43 mm principal	0.31	ABS-other	Long	USA
FHLMC UMBS, 10 Year	11.99 mm	12.69 mm principal	0.31	ABS-mortgage backed security	Long	USA
Venture CLO Ltd., Series 2019-36A, Class A1AR	11.95 mm	11.94 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Avolon Holdings Funding Ltd.	11.85 mm	11.58 mm principal	0.31	Debt	Long	Cayman Islands
DNB Bank ASA	11.76 mm	11.65 mm principal	0.31	Debt	Long	Norway
Bank of America Corp.	11.47 mm	11.42 mm principal	0.30	Debt	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	11.23 mm	11.00 mm principal	0.29	Debt	Long	Japan
Bank of America Corp.	11.22 mm	11.83 mm principal	0.29	Debt	Long	USA
CPS Auto Receivables Trust, Series 2022-A, Class D	11.18 mm	11.48 mm principal	0.29	ABS-other	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	11.18 mm	11.85 mm principal	0.29	Debt	Long	Japan
FNMA UMBS, 20 Year	11.13 mm	12.41 mm principal	0.29	ABS-mortgage backed security	Long	USA
AerCap Ireland Capital DAC	11.06 mm	10.63 mm principal	0.29	Debt	Long	Ireland
HCA, Inc.	11.03 mm	10.84 mm principal	0.29	Debt	Long	USA
FHLMC UMBS, 30 Year	10.52 mm	10.97 mm principal	0.27	ABS-mortgage backed security	Long	USA
Cooperatieve Rabobank UA	10.46 mm	10.45 mm principal	0.27	Debt	Long	Netherlands
Aker BP ASA	10.46 mm	11.00 mm principal	0.27	Debt	Long	Norway
Toronto-Dominion Bank (The)	10.34 mm	9.98 mm principal	0.27	Debt	Long	Canada
Svenska Handelsbanken AB	10.28 mm	10.00 mm principal	0.27	Debt	Long	Sweden
Bank of America Corp.	10.11 mm	9.68 mm principal	0.26	Debt	Long	USA
Morgan Stanley	10.09 mm	9.60 mm principal	0.26	Debt	Long	USA
Bank of America Corp.	10.06 mm	9.60 mm principal	0.26	Debt	Long	USA
Macquarie Group Ltd.	10.01 mm	10.00 mm principal	0.26	Debt	Long	Australia
DT Auto Owner Trust, Series 2020-1A, Class E	9.95 mm	9.96 mm principal	0.26	ABS-other	Long	USA
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class C	9.95 mm	10.34 mm principal	0.26	ABS-mortgage backed security	Long	USA
F&G Global Funding	9.88 mm	9.71 mm principal	0.26	Debt	Long	USA
Santander UK Group Holdings plc	9.85 mm	9.67 mm principal	0.26	Debt	Long	UK
HSBC HSBC Holdings plc	9.84 mm	9.57 mm principal	0.26	Debt	Long	UK
FNMA UMBS, 15 Year	9.78 mm	9.92 mm principal	0.25	ABS-mortgage backed security	Long	USA
Macquarie Group Ltd.	9.67 mm	10.31 mm principal	0.25	Debt	Long	Australia
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2	9.53 mm	9.45 mm principal	0.25	ABS-mortgage backed security	Long	USA
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D	9.43 mm	9.80 mm principal	0.24	ABS-other	Long	USA
Charter Communications Operating LLC	9.37 mm	9.15 mm principal	0.24	Debt	Long	USA
FHLMC UMBS, 15 Year	9.36 mm	9.49 mm principal	0.24	ABS-mortgage backed security	Long	USA
RR Ltd., Series 2020-12A, Class ABR3	9.35 mm	9.35 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Symphony CLO Ltd., Series 2018-20A, Class BR2	9.33 mm	9.35 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLMC, REMIC, Series 3878, Class PL	9.30 mm	9.27 mm principal	0.24	ABS-mortgage backed security	Long	USA
NWG NatWest Group plc	9.29 mm	9.82 mm principal	0.24	Debt	Long	UK
Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2	9.23 mm	9.22 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Santander Drive Auto Receivables Trust, Series 2023-4, Class C	8.93 mm	8.70 mm principal	0.23	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-2, Class E1	8.93 mm	9.61 mm principal	0.23	ABS-other	Long	USA
FNMA, REMIC, Series 2022-43, Class P	8.87 mm	9.16 mm principal	0.23	ABS-mortgage backed security	Long	USA
Morgan Stanley	8.82 mm	8.67 mm principal	0.23	Debt	Long	USA
Ares CLO Ltd., Series 2015-4A, Class A3RR	8.63 mm	8.65 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPCE SA	8.63 mm	8.69 mm principal	0.22	Debt	Long	France
Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2	8.54 mm	8.56 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA UMBS, 15 Year	8.38 mm	8.65 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federation des Caisses Desjardins du Quebec	8.30 mm	8.08 mm principal	0.22	Debt	Long	Canada
Citigroup, Inc.	8.29 mm	8.73 mm principal	0.22	Debt	Long	USA
FNMA UMBS, 15 Year	8.14 mm	8.75 mm principal	0.21	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D	8.10 mm	10.11 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4634, Class MD	8.07 mm	8.10 mm principal	0.21	ABS-mortgage backed security	Long	USA
NWG NatWest Group plc	8.06 mm	8.03 mm principal	0.21	Debt	Long	UK
FNMA, Other	7.85 mm	8.26 mm principal	0.20	ABS-mortgage backed security	Long	USA
Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A	7.84 mm	7.73 mm principal	0.20	ABS-other	Long	USA
PRPM LLC, Series 2021-4, Class A1	7.83 mm	7.87 mm principal	0.20	ABS-other	Long	USA
Nationwide Building Society	7.80 mm	7.65 mm principal	0.20	Debt	Long	UK
General Motors Financial Co., Inc.	7.75 mm	7.54 mm principal	0.20	Debt	Long	USA
FNMA UMBS, 30 Year	7.70 mm	7.63 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA UMBS, 20 Year	7.70 mm	7.93 mm principal	0.20	ABS-mortgage backed security	Long	USA
Enel Finance International NV	7.59 mm	7.48 mm principal	0.20	Debt	Long	Netherlands
Veros Auto Receivables Trust, Series 2023-1, Class C	7.54 mm	7.25 mm principal	0.20	ABS-other	Long	USA
Hilton Grand Vacations Trust, Series 2024-2A, Class C	7.50 mm	7.35 mm principal	0.19	ABS-other	Long	USA
UBS Group AG	7.49 mm	7.50 mm principal	0.19	Debt	Long	Switzerland
Cooperatieve Rabobank UA	7.42 mm	7.23 mm principal	0.19	Debt	Long	Netherlands
FNMA UMBS, 30 Year	7.38 mm	7.66 mm principal	0.19	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	7.37 mm	7.75 mm principal	0.19	Debt	Long	USA
DT Auto Owner Trust, Series 2021-4A, Class D	7.37 mm	7.71 mm principal	0.19	ABS-other	Long	USA
NatWest Markets plc	7.34 mm	7.13 mm principal	0.19	Debt	Long	UK
FNMA UMBS, 15 Year	7.30 mm	7.40 mm principal	0.19	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2019-KC06, Class B	7.15 mm	7.60 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	7.11 mm	7.15 mm principal	0.18	ABS-mortgage backed security	Long	USA
Santander Drive Auto Receivables Trust, Series 2022-6, Class D	7.08 mm	7.00 mm principal	0.18	ABS-other	Long	USA
BMW US Capital LLC	7.07 mm	7.04 mm principal	0.18	Debt	Long	USA
Danske Bank A/S	6.95 mm	6.86 mm principal	0.18	Debt	Long	Denmark
OCP CLO Ltd., Series 2014-6A, Class A2R2	6.94 mm	6.92 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C	6.89 mm	8.58 mm principal	0.18	ABS-mortgage backed security	Long	USA
Constellation Energy Generation LLC	6.81 mm	6.57 mm principal	0.18	Debt	Long	USA
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C	6.79 mm	6.50 mm principal	0.18	ABS-other	Long	USA
U.S. Treasury Bills	6.76 mm	6.90 mm principal	0.18	Short-term investment vehicle	Long	USA
Santander UK Group Holdings plc	6.75 mm	7.00 mm principal	0.18	Debt	Long	UK
FREMF Mortgage Trust, Series 2018-K82, Class D	6.73 mm	9.39 mm principal	0.17	ABS-mortgage backed security	Long	USA
Athene Global Funding	6.62 mm	6.93 mm principal	0.17	Debt	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C	6.55 mm	6.50 mm principal	0.17	ABS-other	Long	USA
FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2M2	6.54 mm	6.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	6.53 mm	6.48 mm principal	0.17	Debt	Long	USA
Mariner Finance Issuance Trust, Series 2021-AA, Class A	6.52 mm	6.89 mm principal	0.17	ABS-other	Long	USA
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A	6.50 mm	6.77 mm principal	0.17	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	6.47 mm	6.38 mm principal	0.17	Debt	Long	USA
Galaxy CLO Ltd., Series 2018-26A, Class BR	6.38 mm	6.38 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLMC, REMIC, Series 4630, Class MA	6.30 mm	6.38 mm principal	0.16	ABS-mortgage backed security	Long	USA
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1	6.28 mm	6.22 mm principal	0.16	ABS-other	Long	USA
FRTKL, Series 2021-SFR1, Class D	6.26 mm	6.76 mm principal	0.16	ABS-other	Long	USA
BHG Securitization Trust, Series 2021-B, Class B	6.21 mm	6.50 mm principal	0.16	ABS-other	Long	USA
FREMF Mortgage Trust, Series 2017-K68, Class D	6.18 mm	8.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	6.11 mm	6.26 mm principal	0.16	Debt	Long	UK
Progress Residential Trust, Series 2021-SFR8, Class E1	6.10 mm	6.50 mm principal	0.16	ABS-other	Long	USA
Upstart Securitization Trust, Series 2021-5, Class B	6.06 mm	6.12 mm principal	0.16	ABS-other	Long	USA
ING ING Groep N.V.	6.06 mm	6.36 mm principal	0.16	Debt	Long	Netherlands
CarNow Auto Receivables Trust, Series 2022-1A, Class D	6.04 mm	6.15 mm principal	0.16	ABS-other	Long	USA
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A	6.02 mm	6.96 mm principal	0.16	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	6.00 mm	5.94 mm principal	0.16	Debt	Long	USA
Wells Fargo & Co.	5.98 mm	5.64 mm principal	0.16	Debt	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class B	5.98 mm	6.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Morgan Stanley	5.92 mm	5.83 mm principal	0.15	Debt	Long	USA
CCO Holdings LLC	5.92 mm	6.83 mm principal	0.15	Debt	Long	USA
CaixaBank SA	5.89 mm	5.72 mm principal	0.15	Debt	Long	Spain
Progress Residential Trust, Series 2021-SFR6, Class C	5.88 mm	6.25 mm principal	0.15	ABS-other	Long	USA
FREMF Mortgage Trust, Series 2020-K107, Class D	5.85 mm	7.50 mm principal	0.15	ABS-mortgage backed security	Long	USA
Symphony CLO Ltd., Series 2015-16A, Class B1RR	5.81 mm	5.82 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A	5.80 mm	5.77 mm principal	0.15	ABS-other	Long	USA
Neuberger Berman Loan Advisers CLO Ltd., Series 2018-29A, Class B1R	5.77 mm	5.77 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Commercial Mortgage Trust, Series 2015-CR25, Class B	5.73 mm	5.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
SBNA Auto Receivables Trust, Series 2024-A, Class D	5.66 mm	5.53 mm principal	0.15	ABS-other	Long	USA
FirstKey Homes Trust, Series 2021-SFR3, Class E1	5.59 mm	6.00 mm principal	0.15	ABS-other	Long	USA
Foundation Finance Trust, Series 2021-1A, Class A	5.57 mm	6.02 mm principal	0.14	ABS-other	Long	USA
FHLMC	5.57 mm	5.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C	5.51 mm	7.73 mm principal	0.14	ABS-mortgage backed security	Long	USA
Verdant Receivables LLC, Series 2024-1A, Class A2	5.48 mm	5.38 mm principal	0.14	ABS-other	Long	USA
FREMF Mortgage Trust, Series 2020-K113, Class D	5.44 mm	9.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
Macquarie Group Ltd.	5.41 mm	5.68 mm principal	0.14	Debt	Long	Australia
PRET LLC, Series 2024-NPL2, Class A1	5.39 mm	5.37 mm principal	0.14	ABS-mortgage backed security	Long	USA
Merchants Fleet Funding LLC, Series 2024-1A, Class B	5.35 mm	5.25 mm principal	0.14	ABS-other	Long	USA
FREMF Mortgage Trust, Series 2020-K739, Class D	5.29 mm	7.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class C	5.25 mm	5.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
Dominican Republic Government Bond	5.25 mm	5.54 mm principal	0.14	Debt	Long	Dominican Republic
American Credit Acceptance Receivables Trust, Series 2024-2, Class C	5.18 mm	5.09 mm principal	0.13	ABS-other	Long	USA
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C	5.16 mm	5.00 mm principal	0.13	ABS-other	Long	USA
Morgan Stanley Capital I Trust, Series 2015-MS1, Class B	5.11 mm	5.45 mm principal	0.13	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR3, Class E2	5.08 mm	5.50 mm principal	0.13	ABS-other	Long	USA
Avolon Holdings Funding Ltd.	5.01 mm	5.00 mm principal	0.13	Debt	Long	Cayman Islands
FNMA UMBS, 15 Year	4.99 mm	5.23 mm principal	0.13	ABS-mortgage backed security	Long	USA
Banco Santander SA	4.95 mm	4.60 mm principal	0.13	Debt	Long	Spain
VOLT CV LLC, Series 2021-CF2, Class A1	4.93 mm	5.03 mm principal	0.13	ABS-other	Long	USA
MRCD MARK Mortgage Trust, Series 2019-PARK, Class B	4.92 mm	6.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
Westlake Automobile Receivables Trust, Series 2021-3A, Class D	4.88 mm	5.00 mm principal	0.13	ABS-other	Long	USA
FNMA UMBS, 30 Year	4.86 mm	4.95 mm principal	0.13	ABS-mortgage backed security	Long	USA
CarNow Auto Receivables Trust, Series 2021-2A, Class D	4.84 mm	4.91 mm principal	0.13	ABS-other	Long	USA