{"entity_type":"fund","name":"ALPS | Smith Credit Opportunities Fund","identifiers":{"lei":"5493005SGUFDPSMMPO13","cik":"915802","fund_id":"S000069461","fundkey":"alps-smith-credit-opportunities-fund"},"dates":{"reporting_period_start":"2026-01-31","reporting_period_end":"2026-10-31","filing_date":"2026-03-27"},"summary":{"total_positions":310,"total_value_usd":110676277.48,"asset_categories":["EC","DBT","EP","LON","STIV","ABS-MBS"],"by_asset_category":{"DBT":{"positions":151,"total_value_usd":93477713.24},"ABS-MBS":{"positions":148,"total_value_usd":10775825.58},"LON":{"positions":6,"total_value_usd":4932194.19},"EC":{"positions":2,"total_value_usd":223132.48},"STIV":{"positions":1,"total_value_usd":793267.47},"EP":{"positions":2,"total_value_usd":474144.52}}},"holdings":[{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CPJ44","value_usd":4487590.57,"pct_val":4.024181482887,"balance":4581000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Bond","isin":"US912810UP11","value_usd":2743495.31,"pct_val":2.460189460842,"balance":2862000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Penn Entertainment Inc","title":"Penn Entertainment, Inc.","isin":"US707569AS84","value_usd":1681683.88,"pct_val":1.508025526037,"balance":1684000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Capital One Na","title":"Capital One NA","isin":"US25466AAN19","value_usd":1573417.96,"pct_val":1.410939639146,"balance":1525000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kohl's Corporation","title":"Kohl's Corp.","isin":"US500255AY01","value_usd":1535102.8,"pct_val":1.376581077468,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Gfl Environmental Hol","title":"GFL Environmental Holdings US, Inc.","isin":"US36273TAA88","value_usd":1505328.24,"pct_val":1.349881174448,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Foundry Jv Holdco Llc","title":"Foundry JV Holdco LLC","isin":"US350930AH62","value_usd":1495890.49,"pct_val":1.341418009594,"balance":1420000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cushman & Wakefield Us","title":"Cushman & Wakefield US Borrower LLC","isin":"US23166MAA18","value_usd":1383429.76,"pct_val":1.240570487932,"balance":1374000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Amerigas Part/fin Corp","title":"AmeriGas Partners LP / AmeriGas Finance Corp.","isin":"US030981AM61","value_usd":1267234.33,"pct_val":1.13637392844,"balance":1225000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nexstar Broadcasting Inc","title":"Nexstar Media, Inc.","isin":"US65343HAA95","value_usd":1255948.78,"pct_val":1.126253775849,"balance":1255000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Assoc Banc-corp","title":"Associated Banc-Corp","isin":"US045487AD77","value_usd":1249918.16,"pct_val":1.120845905199,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CKB62","value_usd":1236728.39,"pct_val":1.109018171058,"balance":1236000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Macy's Retail Hldgs Llc","title":"Macy's Retail Holdings LLC","isin":"US55617LAR33","value_usd":1213893.16,"pct_val":1.088541011145,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Boeing Co/the","title":"Boeing Co.","isin":"US097023DU67","value_usd":1199821.04,"pct_val":1.075922042492,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Regions Financial Corp","title":"Regions Financial Corp.","isin":"US7591EPAV24","value_usd":1169359.28,"pct_val":1.048605902881,"balance":1137000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chobani Llc","title":"Chobani LLC","isin":null,"value_usd":1168269.68,"pct_val":1.047628819951,"balance":1164195,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Shift4 Payments Llc/fin","title":"Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.","isin":"US82453AAB35","value_usd":1153444.11,"pct_val":1.034334205985,"balance":1130000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Blue Racer Mid Llc/finan","title":"Blue Racer Midstream LLC / Blue Racer Finance Corp.","isin":"US095796AJ72","value_usd":1146918.3,"pct_val":1.028482280914,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Amer Sports Company","title":"Amer Sports Co.","isin":"US02352NAA72","value_usd":1146602.6,"pct_val":1.028199181537,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Station Casinos Llc","title":"Station Casinos LLC","isin":"US857691AG41","value_usd":1145289.03,"pct_val":1.027021256772,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Abg Intermediate Hldgs 2","title":"ABG Intermediate Holdings 2 LLC","isin":null,"value_usd":1126687.14,"pct_val":1.010340282846,"balance":1125915.89,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Brinker International In","title":"Brinker International, Inc.","isin":"US109641AK67","value_usd":1112817.3,"pct_val":0.997902705838,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"First Citizens Bancshare","title":"First Citizens BancShares, Inc.","isin":"US31959XAF06","value_usd":1093957.63,"pct_val":0.980990571452,"balance":1075000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Medline Borrower Lp","title":"Medline Borrower LP","isin":null,"value_usd":1085199.44,"pct_val":0.973136792131,"balance":1080859.79,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hca Inc","title":"HCA, Inc.","isin":"US404121AK12","value_usd":1078174.2,"pct_val":0.966837010482,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pilgrim's Pride Corp","title":"Pilgrim's Pride Corp.","isin":"US72147KAK43","value_usd":1074523.97,"pct_val":0.963563719894,"balance":1004000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Transdigm Inc","title":"TransDigm, Inc.","isin":null,"value_usd":1070496.22,"pct_val":0.959951893745,"balance":1069784.81,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Albertsons Cos/safeway","title":"Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC","isin":"US01309QAA67","value_usd":1067602.2,"pct_val":0.95735672346,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Viking Cruises Ltd","title":"Viking Cruises, Ltd.","isin":"US92676XAG25","value_usd":1067060,"pct_val":0.956870513507,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Diamond Frgn/diamond Fin","title":"Diamond Foreign Asset Co. / Diamond Finance LLC","isin":"US25260WAD39","value_usd":1064085,"pct_val":0.954202725588,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Star Parent Inc","title":"Star Parent, Inc.","isin":"US855170AA41","value_usd":1056722,"pct_val":0.947600062578,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Talen Energy","title":"Talen Energy","isin":"US87422VAK44","value_usd":1055580,"pct_val":0.946575990711,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"The Men's Wearhouse Llc","title":"Men's Wearhouse LLC","isin":"US587118AF73","value_usd":1040976.55,"pct_val":0.93348055962,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sunoco Lp","title":"Sunoco LP","isin":"US86765KAB52","value_usd":1040406,"pct_val":0.932968927217,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Masterbrand Inc","title":"Masterbrand, Inc.","isin":"US57638PAA21","value_usd":1037841,"pct_val":0.930668800826,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ascent Resources/aru Fin","title":"Ascent Resources Utica Holdings LLC / ARU Finance Corp.","isin":"US04364VAX10","value_usd":1036954.98,"pct_val":0.929874275295,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Bond","isin":"US912810UM89","value_usd":1029151.88,"pct_val":0.922876959021,"balance":1052000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Owens-brockway","title":"Owens-Brockway Glass Container, Inc.","isin":"US69073TAT07","value_usd":1005798,"pct_val":0.901934707275,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Rentals North Am","title":"United Rentals North America, Inc.","isin":"US911365BS20","value_usd":999936.96,"pct_val":0.89667890502,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Suburban Propane Partnrs","title":"Suburban Propane Partners LP/Suburban Energy Finance Corp.","isin":"US864486AM71","value_usd":995474.14,"pct_val":0.892676936185,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kennedy-wilson Inc","title":"Kennedy-Wilson, Inc.","isin":"US489399AN56","value_usd":961900,"pct_val":0.86256981514,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Flex Intermediate Holdco","title":"Flex Intermediate Holdco LLC","isin":"US33939HAB50","value_usd":906258.67,"pct_val":0.812674262866,"balance":1069000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Neptune Bidco Us Inc","title":"Neptune Bidco US, Inc.","isin":"US640695AA01","value_usd":904280.08,"pct_val":0.810899991101,"balance":880000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ford Motor Credit Co Llc","title":"Ford Motor Credit Co. LLC","isin":"US345397G560","value_usd":891189.27,"pct_val":0.799160997898,"balance":854000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Waste Pro Usa Inc","title":"Waste Pro USA, Inc.","isin":"US94107JAC71","value_usd":890833.23,"pct_val":0.798841724214,"balance":865000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sirius Xm Radio Llc","title":"Sirius XM Radio LLC","isin":"US82967NBA54","value_usd":854995.74,"pct_val":0.766704977021,"balance":856000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Caesars Entertain Inc","title":"Caesars Entertainment, Inc.","isin":"US12769GAA85","value_usd":852258.16,"pct_val":0.764250092029,"balance":887000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ubs Group Ag","title":"UBS Group AG","isin":"US225401BJ63","value_usd":845757,"pct_val":0.758420271487,"balance":825000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jane Street Grp/jsg Fin","title":"Jane Street Group / JSG Finance, Inc.","isin":"US47077WAC29","value_usd":841586.4,"pct_val":0.75468034668,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wrangler Holdco Corp","title":"Wrangler Holdco Corp.","isin":"US37441QAA94","value_usd":832992.8,"pct_val":0.746974161044,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CNG23","value_usd":819078.32,"pct_val":0.734496553766,"balance":811000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CPN55","value_usd":814494.14,"pct_val":0.730385757118,"balance":825000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Carnival Corp","title":"Carnival Corp.","isin":"US143658CA82","value_usd":797940.62,"pct_val":0.715541629157,"balance":776000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Msilf Government Portfolio","title":"Morgan Stanley Institutional Liquidity Funds - Government Portfolio","isin":"US61747C7074","value_usd":793267.47,"pct_val":0.711351049957,"balance":793267.47,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Hilcorp Energy I/hilcorp","title":"Hilcorp Energy I LP / Hilcorp Finance Co.","isin":"US431318BG88","value_usd":772642.75,"pct_val":0.692856132692,"balance":798000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Occidental Petroleum Cor","title":"Occidental Petroleum Corp.","isin":"US674599DE26","value_usd":769669.6,"pct_val":0.690190003733,"balance":668000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buckeye Partners Lp","title":"Buckeye Partners LP","isin":"US118230AV39","value_usd":765597.5,"pct_val":0.686538407367,"balance":736000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilcorp Energy I/hilcorp","title":"Hilcorp Energy I LP / Hilcorp Finance Co.","isin":"US431318AS36","value_usd":762626.34,"pct_val":0.683874062911,"balance":756000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M&t Bank Corporation","title":"M&T Bank Corp.","isin":"US55261FAS39","value_usd":746981.07,"pct_val":0.669844394909,"balance":689000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"General Motors Co","title":"General Motors Co.","isin":"US37045VBB53","value_usd":743522.44,"pct_val":0.66674291883,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"American Express Co","title":"American Express Co.","isin":"US025816CH00","value_usd":732761.99,"pct_val":0.657093642016,"balance":740000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fair Isaac Corp","title":"Fair Isaac Corp.","isin":"US303250AG98","value_usd":728949.65,"pct_val":0.653674981647,"balance":715000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Permian Resourc Optg Llc","title":"Permian Resources Operating LLC","isin":"US71424VAB62","value_usd":709156.69,"pct_val":0.635925933047,"balance":688000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Paramount Global","title":"Paramount Global","isin":"US92556HAD98","value_usd":681040.98,"pct_val":0.610713579604,"balance":754000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Genesis Energy Lp/fin","title":"Genesis Energy LP / Genesis Energy Finance Corp.","isin":"US37185LAP76","value_usd":662308.81,"pct_val":0.593915778986,"balance":635000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vf Corp","title":"VF Corp.","isin":"US918204BC10","value_usd":628184.18,"pct_val":0.563315014051,"balance":688000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Noble Finance Ii Llc","title":"Noble Finance II LLC","isin":"US65505PAA57","value_usd":625799.97,"pct_val":0.561177008459,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cvs Health Corp","title":"CVS Health Corp.","isin":"US126650EH94","value_usd":617783.69,"pct_val":0.553988526125,"balance":590000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"As Mileage Plan Ip Ltd","title":"AS Mileage Plan IP, Ltd.","isin":"US00218QAB68","value_usd":607142.35,"pct_val":0.544446059468,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Herc Holdings Inc","title":"Herc Holdings, Inc.","isin":"US42704LAG95","value_usd":582335.05,"pct_val":0.522200474506,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Match Group Hld Ii Llc","title":"Match Group Holdings II LLC","isin":"US57667JAC62","value_usd":572512.67,"pct_val":0.513392398302,"balance":570000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tsy Infl Ix N/b","title":"United States Treasury Inflation Indexed Bonds","isin":"US91282CNB36","value_usd":570778.26,"pct_val":0.511837091396,"balance":562129.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Global Part/glp Finance","title":"Global Partners LP / GLP Finance Corp.","isin":"US37954FAK03","value_usd":569514.78,"pct_val":0.510704084108,"balance":540000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Directv Fin Llc/coinc","title":"Directv Financing LLC / Directv Financing Co.-Obligor, Inc.","isin":"US25461LAD47","value_usd":566988.95,"pct_val":0.508439082844,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CPF22","value_usd":565165.78,"pct_val":0.5068041817,"balance":574000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Amneal Pharmaceuticals L","title":"Amneal Pharmaceuticals LLC","isin":"US03168LAA35","value_usd":564007.17,"pct_val":0.505765215058,"balance":535000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Teasury N/b","title":"U.S. Treasury Note","isin":"US91282CPE56","value_usd":559650,"pct_val":0.501857986321,"balance":560000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Petsmart Llc/petsmart Fi","title":"PetSmart LLC / PetSmart Finance Corp.","isin":"US71677KAC27","value_usd":559208.7,"pct_val":0.501462256974,"balance":545000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Transocean Titan Fin Ltd","title":"Transocean Titan Financing, Ltd.","isin":"US89386MAA62","value_usd":559170.2,"pct_val":0.50142773266,"balance":546428.58,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kroger Co","title":"Kroger Co.","isin":"US501044DV05","value_usd":555709.36,"pct_val":0.498324274796,"balance":555000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Perrigo Finance Unlimite","title":"Perrigo Finance Unlimited Co.","isin":"US71429MAD74","value_usd":541418.3,"pct_val":0.485508974887,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Univision Communications","title":"Univision Communications, Inc.","isin":"US914906BA95","value_usd":538563,"pct_val":0.482948526199,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Xplr Infrast Operating","title":"XPLR Infrastructure Operating Partners LP","isin":"US98380MAA36","value_usd":525487.18,"pct_val":0.47122297506,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Seadrill Finance Ltd","title":"Seadrill Finance, Ltd.","isin":"US81172QAA22","value_usd":524203.5,"pct_val":0.470071853717,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Carnival Corp","title":"Carnival Corp.","isin":"US143658BW12","value_usd":523577.88,"pct_val":0.469510838094,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Genesis Energy Lp/fin","title":"Genesis Energy LP / Genesis Energy Finance Corp.","isin":"US37185LAR33","value_usd":522066,"pct_val":0.468155081724,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Goodyear Tire & Rubber","title":"Goodyear Tire & Rubber Co.","isin":"US382550BS94","value_usd":517532.08,"pct_val":0.464089355,"balance":505000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Snap Inc","title":"Snap, Inc.","isin":"US83304AAL08","value_usd":513440,"pct_val":0.46041984186,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ncl Corporation Ltd","title":"NCL Corp., Ltd.","isin":"US62886HBR12","value_usd":512658,"pct_val":0.45971859475,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Celanese Us Holdings Llc","title":"Celanese US Holdings LLC","isin":"US15089QBC78","value_usd":505610.98,"pct_val":0.453399282203,"balance":494000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alaska Airlines 2020 Tr","title":"Alaska Airlines 2020-1 Class A Pass Through Trust","isin":"US01166VAA70","value_usd":499448.52,"pct_val":0.447873185953,"balance":496783.8756,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cobank Acb","title":"CoBank ACB","isin":"US19075QAG73","value_usd":470939.56,"pct_val":0.422308191299,"balance":455000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cleveland-cliffs Inc","title":"Cleveland-Cliffs, Inc.","isin":"US18589GAA31","value_usd":429686.97,"pct_val":0.385315532052,"balance":410000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Discovery Communications","title":"Discovery Communications LLC","isin":"US25470DCA54","value_usd":426813.36,"pct_val":0.382738664138,"balance":439000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo & Company","title":"Wells Fargo & Co.","isin":"US95000U3V39","value_usd":376457.27,"pct_val":0.337582573855,"balance":361000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley","title":"Morgan Stanley","isin":"US61747YGA73","value_usd":376225.27,"pct_val":0.337374531234,"balance":360000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jane Street Grp/jsg Fin","title":"Jane Street Group / JSG Finance, Inc.","isin":"US47077WAD02","value_usd":371955.81,"pct_val":0.333545955163,"balance":365000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FMU269","value_usd":366798.65,"pct_val":0.328921347046,"balance":14061292.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vistra Corp","title":"Vistra Corp.","isin":"US92840MAB81","value_usd":364834.94,"pct_val":0.327160418705,"balance":358000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QNB40","value_usd":353804.49,"pct_val":0.317269023323,"balance":475678.8799,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citadel Securities Globa","title":"Citadel Securities Global Holdings LLC","isin":"US17289RAA41","value_usd":331002.02,"pct_val":0.296821240464,"balance":322000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FLYX68","value_usd":311768.19,"pct_val":0.279573583548,"balance":16101982.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank of Hawaii Corp.","title":"Bank of Hawaii., 8.000%","isin":"US0625403078","value_usd":298514.52,"pct_val":0.267688548012,"balance":11359,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Apld Computeco Llc","title":"APLD ComputeCo LLC","isin":"US00202DAA54","value_usd":291198.39,"pct_val":0.261127914992,"balance":280000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Advance Auto Parts","title":"Advance Auto Parts, Inc.","isin":"US00751YAK29","value_usd":291039.29,"pct_val":0.260985244384,"balance":286000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"General Electric Co","title":"General Electric Co.","isin":"US369604CA96","value_usd":289394.84,"pct_val":0.259510607798,"balance":286000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citadel Securities Globa","title":"Citadel Securities Global Holdings LLC","isin":"US17289RAB24","value_usd":289217.23,"pct_val":0.259351338617,"balance":275000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Bond","isin":"US912810UN62","value_usd":287698.13,"pct_val":0.257989107818,"balance":286000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378FDM95","value_usd":284712.2,"pct_val":0.25531151858,"balance":324000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Coty/hfc Prestige/int Us","title":"Coty, Inc./HFC Prestige Products Inc/HFC Prestige International US LLC","isin":"US22207AAC62","value_usd":282627.91,"pct_val":0.253442461879,"balance":279000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Acushnet Co","title":"Acushnet Co.","isin":"US005095AB02","value_usd":278272.5,"pct_val":0.249536811397,"balance":275000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Airlines Holdings","title":"United Airlines Holdings, Inc.","isin":"US910047AL34","value_usd":278074.78,"pct_val":0.249359508867,"balance":275000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Brightstar Lot/brighstar","title":"Brightstar Lottery PLC/ Brightstar Global Solutions Corp.","isin":"US108922AA38","value_usd":277490.72,"pct_val":0.248835761569,"balance":279000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fiserv Inc","title":"Fiserv, Inc.","isin":"US337738BQ04","value_usd":273148.55,"pct_val":0.244941983864,"balance":275000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wr Grace Holding Llc","title":"WR Grace Holdings LLC","isin":"US92943GAH48","value_usd":271524.39,"pct_val":0.24348554204,"balance":271000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cushman & Wakefield Us","title":"Cushman & Wakefield US Borrower LLC","isin":"US23166MAC73","value_usd":266584.5,"pct_val":0.23905576763,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Under Armour Inc","title":"Under Armour, Inc.","isin":"US904311AD93","value_usd":261062.12,"pct_val":0.234103653798,"balance":255000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pinnacle Financl Partnrs","title":"Pinnacle Financial Partners, Inc.","isin":"US87161CAP05","value_usd":260668.15,"pct_val":0.233750366938,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FKUR53","value_usd":258924.19,"pct_val":0.232186496209,"balance":27170520.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Raising Cane's Restauran","title":"Raising Cane's Restaurants LLC","isin":null,"value_usd":255681.28,"pct_val":0.229278463898,"balance":256000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375UA836","value_usd":252338.72,"pct_val":0.226281071902,"balance":262730.8901,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Gildan Activewear Inc","title":"Gildan Activewear, Inc.","isin":"US375916AG84","value_usd":249815.21,"pct_val":0.224018151064,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Discovery Communications","title":"Discovery Communications LLC","isin":"US25470DBZ15","value_usd":249093,"pct_val":0.223370519765,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A2DH34","value_usd":246852.69,"pct_val":0.221361554402,"balance":250885.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Neptune Bidco Us Inc","title":"Neptune Bidco US, Inc.","isin":"US640695AD40","value_usd":241625.33,"pct_val":0.216673995458,"balance":237000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jane Street Grp/jsg Fin","title":"Jane Street Group / JSG Finance, Inc.","isin":"US47077WAE84","value_usd":239340.01,"pct_val":0.214624668033,"balance":230000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AHAR99","value_usd":227958.04,"pct_val":0.204418052211,"balance":232915.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-aces","title":"Fannie Mae-Aces","isin":"US3136B56F71","value_usd":225888.57,"pct_val":0.20256228513,"balance":22321446.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Amneal Pharmaceuticals Llc","title":"Amneal Pharmaceuticals LLC","isin":null,"value_usd":225860.43,"pct_val":0.202537050995,"balance":224736.75,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Herc Holdings Inc","title":"Herc Holdings, Inc.","isin":"US42704LAH78","value_usd":211614.9,"pct_val":0.18976257945,"balance":210000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Bond","isin":"US912810UQ93","value_usd":205246.95,"pct_val":0.184052213036,"balance":211000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Paramount Global","title":"Paramount Global","isin":"US92556HAC16","value_usd":201465.65,"pct_val":0.180661387335,"balance":287000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FAQF89","value_usd":197626.12,"pct_val":0.177218344729,"balance":26967893.713,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Viking Cruises Ltd","title":"Viking Cruises, Ltd.","isin":"US92676XAH08","value_usd":192709.71,"pct_val":0.172809625668,"balance":190000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398NMS08","value_usd":189683.84,"pct_val":0.170096220816,"balance":203419.994,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Petco Health & Wellness","title":"Petco Health & Wellness Co., Inc.","isin":"US71601VAA35","value_usd":186661.96,"pct_val":0.167386393939,"balance":186000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38379H8G38","value_usd":182716.77,"pct_val":0.163848602268,"balance":193946.4243,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Warnermedia Holdings Inc","title":"Warnermedia Holdings, Inc.","isin":"US55903VBU61","value_usd":180791.82,"pct_val":0.162122431392,"balance":271000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Polaris Inc","title":"Polaris, Inc.","isin":"US731068AB89","value_usd":178770.04,"pct_val":0.160309429624,"balance":176000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137BRVB81","value_usd":177324.38,"pct_val":0.159013055074,"balance":188605.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Inc","title":"Citigroup, Inc.","isin":"US1729672428","value_usd":175630,"pct_val":0.157493644488,"balance":7000,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380CEJ80","value_usd":171566.08,"pct_val":0.153849383418,"balance":185584.9902,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378DR640","value_usd":169708.4,"pct_val":0.152183535934,"balance":187933.2084,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Coreweave Inc","title":"CoreWeave, Inc.","isin":"US21873SAC26","value_usd":165496.39,"pct_val":0.148406477314,"balance":170000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A37L94","value_usd":165152.54,"pct_val":0.148098134834,"balance":175000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Warnermedia Holdings Inc","title":"Warnermedia Holdings, Inc.","isin":"US55903VBY83","value_usd":163064.26,"pct_val":0.14622550016,"balance":168000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FMCT77","value_usd":148434.92,"pct_val":0.133106852588,"balance":5740897.376,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Asurion Llc/asurion Co","title":"Asurion LLC and Asurion Co.-Issuer, Inc.","isin":"US045941AA96","value_usd":145318.17,"pct_val":0.13031195242,"balance":139000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H3GT39","value_usd":143210.3,"pct_val":0.128421750698,"balance":262892.9321,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QCZ37","value_usd":143163.6,"pct_val":0.128379873153,"balance":181384.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376R4C72","value_usd":141877.49,"pct_val":0.127226572743,"balance":149137.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376R4F04","value_usd":140386.89,"pct_val":0.125889898903,"balance":148220.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375U4G25","value_usd":140040.27,"pct_val":0.125579072467,"balance":144175.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alphabet Inc","title":"Alphabet, Inc.","isin":"US02079KAY38","value_usd":138426.23,"pct_val":0.124131705605,"balance":139000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Asurion Llc/asurion Co","title":"Asurion LLC and Asurion Co.-Issuer, Inc.","isin":"US045941AB79","value_usd":137618.41,"pct_val":0.123407304785,"balance":136000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Meta Platforms Inc","title":"Meta Platforms, Inc.","isin":"US30303MAD48","value_usd":137543.88,"pct_val":0.123340471093,"balance":139000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375U4D93","value_usd":136951.81,"pct_val":0.122809540944,"balance":144546.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378YY865","value_usd":136336.62,"pct_val":0.122257878272,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alphabet Inc","title":"Alphabet, Inc.","isin":"US02079KBB26","value_usd":135599.71,"pct_val":0.121597064962,"balance":138000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378FWF34","value_usd":135225.48,"pct_val":0.12126147966,"balance":170000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380LCQ41","value_usd":134335.89,"pct_val":0.120463752785,"balance":142207.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Treasury N/b","title":"U.S. Treasury Note","isin":"US91282CPR69","value_usd":130979.06,"pct_val":0.117453564374,"balance":132000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382KRB16","value_usd":130048.31,"pct_val":0.116618927867,"balance":145051.4032,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375U5L01","value_usd":128674.11,"pct_val":0.115386634032,"balance":143176.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179WFB90","value_usd":124734.25,"pct_val":0.11185362196,"balance":133383.7236,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verizon Communications Inc","title":"Verizon Communications, Inc.","isin":"US92343V1044","value_usd":124611.48,"pct_val":0.111743529751,"balance":2799,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136ADKX60","value_usd":122650.88,"pct_val":0.109985390257,"balance":151694.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136ANWC77","value_usd":122574.68,"pct_val":0.109917059016,"balance":128000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38377YH458","value_usd":120523.52,"pct_val":0.108077711161,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Allison Transmission Inc","title":"Allison Transmission, Inc.","isin":"US019736AH02","value_usd":119738.14,"pct_val":0.107373433085,"balance":118000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38383DZ684","value_usd":119575.34,"pct_val":0.107227444556,"balance":150017.6783,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Meta Platforms Inc","title":"Meta Platforms, Inc.","isin":"US30303MAE21","value_usd":119023.63,"pct_val":0.106732706649,"balance":125000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378DFP50","value_usd":117035.04,"pct_val":0.10494946753,"balance":127457.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FTFU66","value_usd":115964.27,"pct_val":0.103989270128,"balance":11480360.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FJJQ37","value_usd":115389.36,"pct_val":0.103473727959,"balance":133578.313,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Chobani Holdco Ii Llc","title":"Chobani Holdco II LLC","isin":"US169918AA77","value_usd":113687.67,"pct_val":0.101947762236,"balance":109144,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Paramount Global","title":"Paramount Global","isin":"US92553PAP71","value_usd":110951.94,"pct_val":0.099494536204,"balance":161000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376R7J98","value_usd":110676.94,"pct_val":0.099247933959,"balance":133475.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Amerigas Part/fin Corp","title":"AmeriGas Partners LP / AmeriGas Finance Corp.","isin":"US030981AP92","value_usd":107223.08,"pct_val":0.096150735309,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Carpenter Technology","title":"Carpenter Technology Corp.","isin":"US144285AN39","value_usd":106682.21,"pct_val":0.095665718014,"balance":105000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QEK40","value_usd":103946.46,"pct_val":0.093212474047,"balance":125826.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mgm Resorts Intl","title":"MGM Resorts International","isin":"US552953CK50","value_usd":102331.5,"pct_val":0.091764282189,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B7UV12","value_usd":102035.03,"pct_val":0.091498427034,"balance":110519.956,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380CZK25","value_usd":100861.66,"pct_val":0.090446224577,"balance":131000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QWK48","value_usd":98910.86,"pct_val":0.08869687309,"balance":103127.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kraft Heinz Co/the","title":"Kraft Heinz Co.","isin":"US5007541064","value_usd":98521,"pct_val":0.088347271813,"balance":4150,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138EPQ725","value_usd":97034.96,"pct_val":0.087014687087,"balance":96716.6239,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137F83S03","value_usd":92445.27,"pct_val":0.082898949427,"balance":2414010.955,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B4FP87","value_usd":91879.79,"pct_val":0.082391863473,"balance":96672.2361,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H2NU46","value_usd":90620.04,"pct_val":0.081262201009,"balance":97929.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alphabet Inc","title":"Alphabet, Inc.","isin":"US02079KBA43","value_usd":89797.61,"pct_val":0.080524698885,"balance":92000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38379JYP01","value_usd":89585.28,"pct_val":0.08033429505,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Albertsons Cos Inc","title":"Albertsons Cos., Inc.","isin":"US01309QAE89","value_usd":88955.66,"pct_val":0.079769692485,"balance":89000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Century Aluminum Company","title":"Century Aluminum Co.","isin":"US156431AS72","value_usd":88129.41,"pct_val":0.079028764832,"balance":85000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BKY225","value_usd":83824.68,"pct_val":0.075168560902,"balance":148251.2792,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38378JSX18","value_usd":82967.98,"pct_val":0.074400327654,"balance":105656.3485,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B3Z943","value_usd":81944.9,"pct_val":0.073482895565,"balance":84453.1807,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396YHR62","value_usd":80555.45,"pct_val":0.072236926515,"balance":79801.249,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382KR548","value_usd":78918.97,"pct_val":0.07076943691,"balance":162034.0133,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QQS48","value_usd":78839.11,"pct_val":0.070697823618,"balance":111866.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A9HT88","value_usd":78760.05,"pct_val":0.070626927714,"balance":84783.5127,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sunoco Lp","title":"Sunoco LP","isin":"US86765KAF66","value_usd":78514.72,"pct_val":0.07040693161,"balance":78000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sunoco Lp","title":"Sunoco LP","isin":"US86765KAG40","value_usd":78244.37,"pct_val":0.070164499185,"balance":78000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36290ULH76","value_usd":77741.47,"pct_val":0.069713530935,"balance":84351.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AWRS66","value_usd":75279.1,"pct_val":0.067505436501,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QA289","value_usd":75181.19,"pct_val":0.067417637135,"balance":111325.7601,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AVNQ63","value_usd":74970.8,"pct_val":0.067228972966,"balance":103000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QWG36","value_usd":74550.41,"pct_val":0.066851994357,"balance":111198.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ncl Corporation Ltd","title":"NCL Corp., Ltd.","isin":"US62886HBZ38","value_usd":74443.63,"pct_val":0.066756240947,"balance":74000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Permian Resourc Optg Llc","title":"Permian Resources Operating LLC","isin":"US27034RAC79","value_usd":74062.6,"pct_val":0.066414557844,"balance":69000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38381X2M70","value_usd":72658.59,"pct_val":0.065155532326,"balance":104493,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382JBQ85","value_usd":71788.15,"pct_val":0.064374977934,"balance":125000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138WMLN96","value_usd":70487.73,"pct_val":0.063208845239,"balance":75776.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Herc Holdings Inc","title":"Herc Holdings, Inc.","isin":"US42704LAK08","value_usd":70393.96,"pct_val":0.063124758357,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137ATAC68","value_usd":69383.01,"pct_val":0.062218203669,"balance":85000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36230N3P86","value_usd":68654.52,"pct_val":0.061564940872,"balance":74204.1449,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38381RD222","value_usd":67415.49,"pct_val":0.060453858765,"balance":71548.7445,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38377X5J70","value_usd":66764.92,"pct_val":0.059870469593,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380LCT89","value_usd":66628.88,"pct_val":0.059748477705,"balance":66826.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alphabet Inc","title":"Alphabet, Inc.","isin":"US02079KAZ03","value_usd":64165,"pct_val":0.057539029201,"balance":65000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Us Bancorp","title":"US Bancorp","isin":"US902973BC96","value_usd":64127.66,"pct_val":0.057505545099,"balance":65000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382WC545","value_usd":63660.82,"pct_val":0.057086913129,"balance":113535.6383,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Albertsons Cos/safeway","title":"Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC","isin":"US01309QAC24","value_usd":60181.14,"pct_val":0.05396656077,"balance":60000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36198S4Q41","value_usd":59943.36,"pct_val":0.053753335018,"balance":62545.2074,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36182NQ896","value_usd":57431.4,"pct_val":0.051500771474,"balance":62930.866,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382QNT30","value_usd":56959.03,"pct_val":0.051077180556,"balance":136000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36180KPD71","value_usd":56409.41,"pct_val":0.050584316826,"balance":61494.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382XJ555","value_usd":56227.18,"pct_val":0.050420904728,"balance":118000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179KRT33","value_usd":56167.66,"pct_val":0.050367531035,"balance":56931.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137BPTA70","value_usd":53638.22,"pct_val":0.048099292556,"balance":52196.448,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38383FUM30","value_usd":52090.79,"pct_val":0.046711657241,"balance":91310.3046,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128MU5P68","value_usd":47073.67,"pct_val":0.042212627954,"balance":47222.2325,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H2EB65","value_usd":45432.51,"pct_val":0.040740941628,"balance":60478.687,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Insulet Corporation","title":"Insulet Corp.","isin":"US45784PAL58","value_usd":43733.51,"pct_val":0.039217388123,"balance":42000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128KCDR58","value_usd":43075.24,"pct_val":0.038627094088,"balance":43103.1899,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31386QZ793","value_usd":41734.79,"pct_val":0.037425065074,"balance":40659.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31392GEK76","value_usd":40641.96,"pct_val":0.036445085688,"balance":40071.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31412HQS12","value_usd":40241.57,"pct_val":0.036086041787,"balance":39391.5898,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38377YR853","value_usd":39610.59,"pct_val":0.035520219663,"balance":42720.3818,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138WEY949","value_usd":38121.97,"pct_val":0.034185321359,"balance":40505.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US3620C0WD69","value_usd":36322.58,"pct_val":0.032571744584,"balance":36347.802,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3131Y6P457","value_usd":35055.65,"pct_val":0.031435643559,"balance":36843.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Six Flags/can Won/millen","title":"Six Flags Entertainment Corp.'s Wonderland Co./Millennium Operations LLC","isin":"US83003AAA88","value_usd":34720.29,"pct_val":0.031134914364,"balance":34000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31419AJ998","value_usd":34054.25,"pct_val":0.030537652694,"balance":33748.1742,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202FCG90","value_usd":33865.8,"pct_val":0.030368662902,"balance":35923.8994,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3131XFY790","value_usd":33523.68,"pct_val":0.030061871775,"balance":34198.7025,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31412PGD78","value_usd":32971.26,"pct_val":0.029566497185,"balance":32865.4432,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31403BAB99","value_usd":32039.78,"pct_val":0.028731206062,"balance":32159.3888,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36200MYD90","value_usd":31892.46,"pct_val":0.028599098998,"balance":32184.126,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138AFAX84","value_usd":30557.59,"pct_val":0.027402073767,"balance":30474.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31322YZJ36","value_usd":30379.68,"pct_val":0.027242535566,"balance":32312.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371KYG02","value_usd":29007.93,"pct_val":0.026012438733,"balance":28384.495,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202FTG18","value_usd":26138.09,"pct_val":0.023438951512,"balance":27444.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pilgrim's Pride Corp","title":"Pilgrim's Pride Corp.","isin":"US72147KAH14","value_usd":25900.31,"pct_val":0.02322572576,"balance":28000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202FQA74","value_usd":25122.2,"pct_val":0.02252796695,"balance":26377.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31403REP91","value_usd":24888.75,"pct_val":0.022318624063,"balance":25152.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380QBN16","value_usd":24791.75,"pct_val":0.022231640726,"balance":24435.3016,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371MP431","value_usd":24424.16,"pct_val":0.021902009747,"balance":24530.737,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31288LFX47","value_usd":23021.89,"pct_val":0.020644544548,"balance":22913.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ascent Resources/aru Fin","title":"Ascent Resources Utica Holdings LLC / ARU Finance Corp.","isin":"US04364VBA08","value_usd":22795.37,"pct_val":0.020441416037,"balance":22000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132H7D501","value_usd":22490.42,"pct_val":0.020167956567,"balance":23461.9366,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371NKB00","value_usd":22321.9,"pct_val":0.020016838711,"balance":21337.8588,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371MRB53","value_usd":22037.3,"pct_val":0.019761627806,"balance":21485.248,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132G7FW00","value_usd":20420.45,"pct_val":0.018311741118,"balance":21020.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M6KC12","value_usd":19996.15,"pct_val":0.017931256273,"balance":19438.4761,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3131XFY618","value_usd":19976.32,"pct_val":0.017913474009,"balance":20485.3236,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M2AA51","value_usd":19360.59,"pct_val":0.017361327099,"balance":19043.932,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376RAC07","value_usd":19303.54,"pct_val":0.017310168343,"balance":19999.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Transocean Interntnl Ltd","title":"Transocean International, Ltd.","isin":"US893814AA10","value_usd":18995.51,"pct_val":0.017033946927,"balance":18000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Permian Resourc Optg Llc","title":"Permian Resources Operating LLC","isin":"US71424VAA89","value_usd":18880.13,"pct_val":0.016930481592,"balance":18000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31395V2T58","value_usd":18120.81,"pct_val":0.016249572441,"balance":20502.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31412NB886","value_usd":17878.13,"pct_val":0.016031952686,"balance":17742.005,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31392UBG85","value_usd":17324.98,"pct_val":0.01553592348,"balance":17246.896,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137BMCX26","value_usd":17004.14,"pct_val":0.015248214883,"balance":19316.3964,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31404XM764","value_usd":15860.23,"pct_val":0.014222430251,"balance":15772.117,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371LFH78","value_usd":14952.63,"pct_val":0.01340855317,"balance":14911.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376RLV68","value_usd":14366.93,"pct_val":0.012883335226,"balance":14344.2215,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31410KDH41","value_usd":14264.29,"pct_val":0.012791294301,"balance":14368.515,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179SNG83","value_usd":14092.85,"pct_val":0.012637557978,"balance":15541.4044,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31402SJ327","value_usd":13933.51,"pct_val":0.012494672154,"balance":13939.201,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BZS41","value_usd":13768.4,"pct_val":0.012346612166,"balance":13756.6267,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376RTG10","value_usd":13576.98,"pct_val":0.012174959069,"balance":13544.3068,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371MN295","value_usd":12767.41,"pct_val":0.011448988963,"balance":12341.314,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31380HGJ05","value_usd":12405.78,"pct_val":0.011124702527,"balance":11992.809,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31288LRE38","value_usd":12092.6,"pct_val":0.010843862923,"balance":12086.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371G4U14","value_usd":11735.75,"pct_val":0.010523862883,"balance":11985.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202FX688","value_usd":11676.79,"pct_val":0.010470991362,"balance":12260.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31413FLL49","value_usd":10880.21,"pct_val":0.009756669849,"balance":10407.0108,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FPJQ96","value_usd":10452.43,"pct_val":0.009373064365,"balance":1220807.065,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31281BMU16","value_usd":9108.13,"pct_val":0.008167582919,"balance":9325.606,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31410KAX28","value_usd":8716.51,"pct_val":0.007816403388,"balance":8586.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31392K5C62","value_usd":8650.25,"pct_val":0.007756985698,"balance":8218.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BMB52","value_usd":8412.55,"pct_val":0.007543831685,"balance":8408.2793,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371HPH56","value_usd":8346.04,"pct_val":0.007484189811,"balance":8549.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140J8BT96","value_usd":6785,"pct_val":0.006084349927,"balance":7609.3732,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BKE10","value_usd":6385.94,"pct_val":0.005726498685,"balance":6382.3773,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31413TLN09","value_usd":6099.39,"pct_val":0.005469539146,"balance":6024.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BQ709","value_usd":5582.5,"pct_val":0.005006025567,"balance":5581.8794,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371NHB47","value_usd":5251.75,"pct_val":0.004709430321,"balance":5166.175,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38376KLB51","value_usd":5243.83,"pct_val":0.004702328177,"balance":5259.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380LCU52","value_usd":5228.54,"pct_val":0.004688617092,"balance":5240.3858,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137BSRG08","value_usd":5085.41,"pct_val":0.004560267349,"balance":5160234.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BVQ21","value_usd":4495.7,"pct_val":0.004031453496,"balance":4488.2817,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fhlmc Multifamily Structured Pass Through Certs.","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137BQYW19","value_usd":4226.07,"pct_val":0.00378966672,"balance":591680,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31392FES20","value_usd":3807.85,"pct_val":0.003414634027,"balance":3920.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375BU420","value_usd":3039.61,"pct_val":0.002725725996,"balance":3042.5107,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375UEJ51","value_usd":2188.32,"pct_val":0.001962344087,"balance":2183.5384,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31417SQS22","value_usd":1976.96,"pct_val":0.001772810086,"balance":2007.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375B8G05","value_usd":1703.51,"pct_val":0.001527597781,"balance":1687.7127,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375B7T35","value_usd":643.94,"pct_val":0.000577443816,"balance":642.4177,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=915802&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/alps-smith-credit-opportunities-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/alps-smith-credit-opportunities-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: ALPS | Smith Credit Opportunities Fund | LEI: 5493005SGUFDPSMMPO13 | 310 positions totaling $110,676,277 across EC, DBT, EP, LON, STIV, ABS-MBS | Filing: Thu Mar 26 2026 20:00:00 GMT-0400 (Eastern Daylight Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-27"}
