JPMorgan Mortgage-Backed Securities Fund

Fund Profile

Fund profile

Tickers

OMBIX, OMBAX, JMBUX, OBBCX

Fund manager

JPMorgan Core Bond Fund

Total assets

$6.23 bn

Liabilities

$382.86 mm

Net assets

$5.85 bn

Number of holdings

2.40 k

Top 200 of 2403 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
JPMorgan Prime Money Market Fund, Class Institutional	483.52 mm	483.28 mm shares	8.27	Short-term investment vehicle	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	155.87 mm	182.80 mm principal	2.67	ABS-mortgage backed security	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	99.28 mm	100.00 mm principal	1.70	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	82.13 mm	107.50 mm principal	1.40	Debt	Long	USA
FNMA/FHLMC UMBS, Single Family, 30 Year	50.34 mm	50.00 mm principal	0.86	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	47.25 mm	73.00 mm principal	0.81	Debt	Long	USA
FNMA UMBS, 30 Year	40.38 mm	46.94 mm principal	0.69	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M4, Class 2A2	35.01 mm	42.10 mm principal	0.60	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	29.95 mm	30.00 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	24.79 mm	28.81 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNMA II, Single Family, 30 Year	24.49 mm	25.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	22.74 mm	25.00 mm principal	0.39	Debt	Long	USA
FNMA, Other	22.54 mm	27.43 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M10, Class A2	22.11 mm	26.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	21.68 mm	24.20 mm principal	0.37	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	21.60 mm	26.13 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	21.20 mm	24.72 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA, Other	20.55 mm	22.12 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA, Other	20.45 mm	21.41 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA, Other	20.24 mm	24.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M1G, Class A2	19.91 mm	23.60 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M1S, Class A2	19.53 mm	22.73 mm principal	0.33	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	19.36 mm	22.34 mm principal	0.33	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	18.98 mm	21.91 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	18.87 mm	21.23 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	18.63 mm	20.12 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA, Other	18.62 mm	23.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA, Other	18.19 mm	18.39 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	17.39 mm	21.13 mm principal	0.30	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	17.15 mm	18.56 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA, Other	16.90 mm	20.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	16.82 mm	25.00 mm principal	0.29	Debt	Long	USA
FNMA UMBS, 30 Year	16.55 mm	19.25 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	16.23 mm	18.79 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA, Other	16.23 mm	19.18 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M3, Class A2	15.90 mm	18.90 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA, Other	15.67 mm	16.34 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	15.59 mm	17.40 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA, Series 2023-43, Class B	15.57 mm	16.44 mm principal	0.27	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	15.25 mm	17.00 mm principal	0.26	Debt	Long	USA
FNMA ACES, Series 2024-M2, Class A1	15.00 mm	14.72 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 5156, Class DC	14.86 mm	17.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
Renew, Series 2023-1A, Class A	14.84 mm	14.86 mm principal	0.25	ABS-other	Long	Jersey
FMC GMSR Issuer Trust, Series 2022-GT1, Class A	14.77 mm	14.90 mm principal	0.25	ABS-other	Long	USA
FNMA UMBS, 30 Year	14.76 mm	17.19 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, Other	14.72 mm	18.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR4, Class B	14.47 mm	15.43 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	14.40 mm	15.22 mm principal	0.25	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A1	14.40 mm	16.17 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA, Other	14.10 mm	16.42 mm principal	0.24	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2021-GT2, Class A	14.04 mm	15.22 mm principal	0.24	ABS-other	Long	USA
FMC GMSR Issuer Trust, Series 2021-GT1, Class A	13.98 mm	15.25 mm principal	0.24	ABS-other	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C	13.96 mm	15.25 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	13.91 mm	14.86 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	13.79 mm	16.82 mm principal	0.24	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR2, Class A	13.76 mm	15.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA, Other	13.70 mm	15.70 mm principal	0.23	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2024-SAT1, Class A	13.57 mm	13.60 mm principal	0.23	ABS-other	Long	USA
HINNT LLC, Series 2024-A, Class C	13.57 mm	13.37 mm principal	0.23	ABS-other	Long	USA
FHLMC UMBS, 30 Year	13.31 mm	16.04 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2022-M13, Class A2	13.25 mm	15.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.94 mm	14.45 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	12.92 mm	13.60 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA, Other	12.70 mm	13.57 mm principal	0.22	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust, Series 2020-GT1, Class A	12.44 mm	13.05 mm principal	0.21	ABS-other	Long	USA
GNMA II	12.43 mm	11.97 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA, Other	12.35 mm	12.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Anchor Mortgage Trust	12.29 mm	12.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.25 mm	13.56 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Class Certificates, Series 2021-P008, Class A1	12.15 mm	14.88 mm principal	0.21	ABS-mortgage backed security	Long	USA
CSMC OA LLC, Series 2014-USA, Class A2	12.12 mm	13.60 mm principal	0.21	ABS-mortgage backed security	Long	USA
Goodgreen Ltd., Series 2024-1A, Class A	12.09 mm	12.03 mm principal	0.21	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1	12.07 mm	11.91 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	12.06 mm	13.89 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT	11.99 mm	14.12 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	11.95 mm	14.43 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA II, Other	11.92 mm	11.85 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	11.86 mm	12.87 mm principal	0.20	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2022-SFR3, Class E2	11.65 mm	11.87 mm principal	0.20	ABS-other	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR3, Class B	11.64 mm	13.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA, Other	11.62 mm	12.30 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	11.44 mm	13.88 mm principal	0.20	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2022-SFR1, Class E1	11.39 mm	11.71 mm principal	0.19	ABS-other	Long	USA
FNMA ACES, Series 2021-M4, Class A1	11.35 mm	12.26 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	11.29 mm	13.55 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA, Other	11.27 mm	11.72 mm principal	0.19	ABS-mortgage backed security	Long	USA
MFA Trust, Series 2024-RPL1, Class A1	11.20 mm	11.58 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-1, Class MT	11.07 mm	13.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II	11.06 mm	10.65 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	11.03 mm	11.35 mm principal	0.19	ABS-mortgage backed security	Long	USA
Bridge Trust, Series 2024-SFR1, Class B	11.01 mm	11.54 mm principal	0.19	ABS-other	Long	USA
GNMA II, Other	11.00 mm	12.05 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II	10.93 mm	10.59 mm principal	0.19	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2022-SFR2, Class E1	10.85 mm	11.30 mm principal	0.19	ABS-other	Long	USA
FirstKey Homes Trust, Series 2021-SFR1, Class E1	10.74 mm	11.45 mm principal	0.18	ABS-other	Long	USA
FNMA, Other	10.73 mm	13.06 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K137, Class AM	10.67 mm	12.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	10.67 mm	10.75 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	10.63 mm	12.43 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA, Other	10.49 mm	11.20 mm principal	0.18	ABS-mortgage backed security	Long	USA
Renew, Series 2024-1A, Class A	10.47 mm	10.39 mm principal	0.18	ABS-other	Long	USA
GNMA II	10.46 mm	10.20 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	10.41 mm	11.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C	10.24 mm	11.16 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLMC, REMIC, Series 4862, Class NO	10.22 mm	15.92 mm principal	0.17	ABS-mortgage backed security	Long	USA
Onahnergy6.504 4a	10.20 mm	10.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	10.20 mm	11.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA I, 30 Year	10.16 mm	9.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	10.13 mm	12.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	10.06 mm	10.77 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	10.04 mm	10.01 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	10.03 mm	11.57 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, REMIC, Series 2024-6, Class AL	10.02 mm	13.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
Jonah Energy I aug39 144a	10.00 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.89 mm	9.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	9.88 mm	9.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.88 mm	11.39 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	9.83 mm	10.26 mm principal	0.17	ABS-mortgage backed security	Long	USA
Home Partners of America Trust, Series 2021-2, Class E1	9.82 mm	10.57 mm principal	0.17	ABS-other	Long	USA
Banc of America Re-Remic Trust, Series 2024-FRR1, Class B	9.79 mm	14.26 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.71 mm	10.84 mm principal	0.17	ABS-mortgage backed security	Long	USA
Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK45	9.69 mm	10.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA, Other	9.64 mm	11.73 mm principal	0.16	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust, Series 2020-SFR2, Class E	9.63 mm	10.00 mm principal	0.16	ABS-other	Long	USA
FNMA, Other	9.55 mm	11.97 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA II	9.55 mm	9.27 mm principal	0.16	ABS-mortgage backed security	Long	USA
vMobo, Inc.	9.52 mm	10.00 mm principal	0.16	ABS-other	Long	USA
FNMA UMBS, 30 Year	9.44 mm	10.61 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.36 mm	9.36 mm principal	0.16	ABS-mortgage backed security	Long	USA
PRPM LLC, Series 2024-RPL1, Class A1	9.32 mm	9.53 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.32 mm	10.06 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	9.25 mm	10.08 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA II	9.22 mm	8.87 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.21 mm	10.18 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	9.20 mm	10.72 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.16 mm	9.77 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	9.16 mm	10.17 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA, Series 2020-121, Class B	9.12 mm	11.81 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA, Other	9.11 mm	10.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR2, Class E1	9.06 mm	9.55 mm principal	0.15	ABS-other	Long	USA
FHLMC UMBS, 30 Year	9.06 mm	9.81 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	9.03 mm	9.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2023-SFR2, Class E1	9.02 mm	10.00 mm principal	0.15	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-2, Class D	9.01 mm	9.61 mm principal	0.15	ABS-other	Long	USA
BAMLL Re-REMIC Trust, Series 2014-FRR8, Class A	8.86 mm	8.91 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	8.85 mm	10.00 mm principal	0.15	Debt	Long	USA
BB-UBS Trust, Series 2012-SHOW, Class A	8.84 mm	8.95 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.78 mm	9.30 mm principal	0.15	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2021-RPL1, Class A1	8.76 mm	8.76 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.75 mm	9.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
VOLT C LLC, Series 2021-NPL9, Class A1	8.71 mm	8.72 mm principal	0.15	ABS-other	Long	USA
FHLMC UMBS, 30 Year	8.70 mm	10.07 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D	8.68 mm	9.27 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.65 mm	9.13 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.64 mm	10.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2020-K737, Class C	8.62 mm	9.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA, Other	8.61 mm	10.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	8.55 mm	9.47 mm principal	0.15	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust, Series 2021-R1, Class A2C	8.51 mm	10.25 mm principal	0.15	ABS-mortgage backed security	Long	USA
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A	8.45 mm	8.81 mm principal	0.14	ABS-other	Long	USA
Acrc	8.44 mm	9.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.43 mm	8.76 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	8.42 mm	9.00 mm principal	0.14	Debt	Long	USA
Flywheel 7.151 144a	8.40 mm	8.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.38 mm	8.38 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.36 mm	9.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
PRET Trust, Series 2024-RPL2, Class A1	8.35 mm	8.80 mm principal	0.14	ABS-other	Long	USA
FNMA, Other	8.31 mm	9.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7	8.25 mm	7.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	8.25 mm	9.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
Invitation Homes Trust, Series 2024-SFR1, Class D	8.18 mm	8.81 mm principal	0.14	ABS-other	Long	USA
FMC GMSR Issuer Trust, Series 2022-GT2, Class A	8.18 mm	8.00 mm principal	0.14	ABS-other	Long	USA
FNMA, Other	8.17 mm	8.99 mm principal	0.14	ABS-mortgage backed security	Long	USA
RFM Re-REMIC Trust, Series 2024-FRR2, Class A100	8.17 mm	11.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	8.14 mm	9.46 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA ACES, Series 2023-M4, Class A1	8.09 mm	8.17 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	8.09 mm	8.44 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	8.03 mm	9.58 mm principal	0.14	ABS-mortgage backed security	Long	USA
PRET LLC, Series 2021-RN4, Class A1	8.03 mm	8.08 mm principal	0.14	ABS-other	Long	USA
FNMA UMBS, 30 Year	8.00 mm	9.35 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	7.98 mm	10.00 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
FNMA, Other	7.95 mm	8.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.95 mm	9.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA II, 30 Year	7.94 mm	8.79 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.93 mm	9.18 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	7.93 mm	9.10 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	7.92 mm	9.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	7.92 mm	9.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1	7.90 mm	8.21 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA, Other	7.87 mm	9.44 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.87 mm	8.28 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.86 mm	9.20 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC Gold Pools, Other	7.85 mm	8.33 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.83 mm	7.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
GAM Re-REMIC Trust, Series 2021-FRR2, Class AK44	7.83 mm	8.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA, Other	7.82 mm	9.63 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA UMBS, 30 Year	7.78 mm	8.76 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLMC UMBS, 30 Year	7.76 mm	8.98 mm principal	0.13	ABS-mortgage backed security	Long	USA