{"entity_type":"fund","name":"Columbia Variable Portfolio - U.S. Government Mortgage Fund","identifiers":{"lei":"TX7LTWMZQ1ZOQMCVEE78","cik":"1413032","fund_id":"S000019851","fundkey":"columbia-variable-portfolio-u-s-government-mortgage-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-02-26"},"summary":{"total_positions":395,"total_value_usd":3436141206.33,"asset_categories":["ABS-O","ABS-CBDO","DCR","ABS-MBS","STIV"],"by_asset_category":{"ABS-MBS":{"positions":240,"total_value_usd":3041799874.85},"ABS-CBDO":{"positions":141,"total_value_usd":274585580.55},"ABS-O":{"positions":12,"total_value_usd":50402412.54},"STIV":{"positions":1,"total_value_usd":69463878.11},"DCR":{"positions":1,"total_value_usd":-110539.72}}},"holdings":[{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0326417","value_usd":111152941.38,"pct_val":8.01610929,"balance":123256536,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0326748","value_usd":110956196.83,"pct_val":8.081013898,"balance":123256536,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0406441","value_usd":88978520.83,"pct_val":6.4169381267,"balance":95500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0406771","value_usd":88788911.31,"pct_val":6.466555693,"balance":95500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506190","value_usd":86755312.5,"pct_val":6.20190630637,"balance":87000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0506A92","value_usd":86274172.92,"pct_val":6.1618132485,"balance":87000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0326177","value_usd":73953124.8,"pct_val":5.286711993261,"balance":80000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0326A74","value_usd":73081695.2,"pct_val":5.2195893912,"balance":80000000,"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","isin":"US21H0426120","value_usd":73042968.75,"pct_val":5.221647360518,"balance":75000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0426A28","value_usd":72720125.25,"pct_val":5.1937655967,"balance":75000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0426468","value_usd":71953125,"pct_val":5.1891034694,"balance":75000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0426799","value_usd":71779348.5,"pct_val":5.2277378767,"balance":75000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406102","value_usd":71606054.28,"pct_val":5.118926170814,"balance":75500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0406A02","value_usd":71148365.73,"pct_val":5.0815084947,"balance":75500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLUMBIA SHORT TERM CASH FUND","title":"COLUMBIA SHORT TERM CASH FUND","isin":null,"value_usd":69463878.11,"pct_val":4.965787699921,"balance":69484723.53,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526156","value_usd":48671164.32,"pct_val":3.479371951251,"balance":48000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0526A56","value_usd":48395422.56,"pct_val":3.4564638038,"balance":48000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0506430","value_usd":47042422.56,"pct_val":3.3925975851,"balance":48000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0506760","value_usd":47035207.68,"pct_val":3.4256055797,"balance":48000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0426A65","value_usd":44128532.18,"pct_val":3.1517169626,"balance":45500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0426407","value_usd":43519267.61,"pct_val":3.138515284,"balance":45500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0426738","value_usd":43517177.34,"pct_val":3.1693850811,"balance":45500000,"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","isin":"US21H0406163","value_usd":37779687.6,"pct_val":2.700769278874,"balance":40000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0406A63","value_usd":37603956.8,"pct_val":2.6857233325,"balance":40000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0406403","value_usd":37441842,"pct_val":2.7002245173,"balance":40000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0406734","value_usd":37184811.6,"pct_val":2.7081946563,"balance":40000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426167","value_usd":32700762.7,"pct_val":2.337690460307,"balance":33500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":null,"value_usd":32425996.59,"pct_val":2.3384926145,"balance":39000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":null,"value_usd":32329854.57,"pct_val":2.3546048942,"balance":39000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0526727","value_usd":26993822.94,"pct_val":1.9659781479,"balance":27000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0306450","value_usd":23397204.78,"pct_val":1.6873557125,"balance":27000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":"US01F0306781","value_usd":23358794.58,"pct_val":1.7012366054,"balance":27000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606180","value_usd":22588004.34,"pct_val":1.614756290164,"balance":22000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0606A83","value_usd":22474928.74,"pct_val":1.60518854,"balance":22000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136B1K865","value_usd":21589544.29,"pct_val":1.543379039569,"balance":21912254.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":"US01F0526495","value_usd":19973414,"pct_val":1.44043934,"balance":20000000,"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":"US3140XRYZ22","value_usd":19197895.1,"pct_val":1.372406406693,"balance":23440524.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XRWL53","value_usd":18510908.86,"pct_val":1.323295589483,"balance":18478086.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XRSF32","value_usd":18040668.49,"pct_val":1.289679357437,"balance":20198168.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12","isin":"US3136BVHZ45","value_usd":17141452.07,"pct_val":1.225396769716,"balance":16655340.96,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140KQWW72","value_usd":16771557.82,"pct_val":1.19895401462,"balance":20569455.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS 30YR TBA(REG A)","isin":null,"value_usd":16619139.6,"pct_val":1.2103830333,"balance":21000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140Y7Q502","value_usd":16450205.04,"pct_val":1.175981359973,"balance":16491144.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DUV878","value_usd":15883474.05,"pct_val":1.135467270407,"balance":15487423.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DUAN72","value_usd":15775236.8,"pct_val":1.127729677584,"balance":15133339.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513","isin":"US3137HKF336","value_usd":15688666.31,"pct_val":1.121540983746,"balance":15168023.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DUJT51","value_usd":15641846.15,"pct_val":1.118193935166,"balance":15256227.61,"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","isin":"US21H0306173","value_usd":15272773.48,"pct_val":1.091809912636,"balance":17000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0306A72","value_usd":15173794.89,"pct_val":1.0837320976,"balance":17000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3142GSWW41","value_usd":15134159.44,"pct_val":1.081900763973,"balance":14671450.64,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0306413","value_usd":15055635.88,"pct_val":1.0857798376,"balance":17000000,"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 2","title":"GNMA2 30YR TBA(REG C)","isin":"US21H0306744","value_usd":15034107.93,"pct_val":1.0949441185,"balance":17000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563","isin":"US3137HMER75","value_usd":14895644.25,"pct_val":1.064849948082,"balance":14787212.58,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86","isin":"US3136BXPP37","value_usd":14622167.95,"pct_val":1.04529985552,"balance":14669933.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XHWG86","value_usd":14486185.01,"pct_val":1.035578797191,"balance":15099506.74,"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":"US3140X7W881","value_usd":14056071.88,"pct_val":1.004831154695,"balance":15711426.52,"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":"US3140QVKW32","value_usd":13994564.93,"pct_val":1.000434186601,"balance":13897540.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140BHHW40","value_usd":13627394.77,"pct_val":0.974186169445,"balance":13267253.32,"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":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XCTR91","value_usd":13488937.16,"pct_val":0.964288203547,"balance":15764911.06,"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":"US3137HKPN86","value_usd":13365551.43,"pct_val":0.955467686221,"balance":13015005.28,"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":"US3132DTPP92","value_usd":13307985.09,"pct_val":0.951352421844,"balance":13877702.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3133KMEM38","value_usd":13271356.24,"pct_val":0.948733922881,"balance":16137750.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS","title":"UMBS  30YR TBA(REG A)","isin":null,"value_usd":12713241.76,"pct_val":0.9168514491,"balance":16000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140JB5H51","value_usd":12671506.36,"pct_val":0.905852252048,"balance":13592304.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US31427PWW03","value_usd":12660190.5,"pct_val":0.905043311345,"balance":12242364.12,"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":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140LTFM14","value_usd":12653348.95,"pct_val":0.904554227151,"balance":14858413.6,"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":"US3132DMES08","value_usd":12519737.6,"pct_val":0.895002707477,"balance":13799687.45,"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":"US3140XRUN38","value_usd":12398843.61,"pct_val":0.886360318009,"balance":12647869.02,"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":"US3140XAVV10","value_usd":12365109.91,"pct_val":0.883948785612,"balance":14993890.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140L0PD35","value_usd":12288522.65,"pct_val":0.878473766306,"balance":14359476,"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":"US3136BU3V01","value_usd":12264647.8,"pct_val":0.876767016846,"balance":12138228.15,"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":"US3132DP3S50","value_usd":12047956.56,"pct_val":0.861276337035,"balance":12999982.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140QVE679","value_usd":11971560.5,"pct_val":0.855814986108,"balance":11609400.15,"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":"US3137HKQ986","value_usd":11757684.35,"pct_val":0.840525549586,"balance":11477800.48,"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":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3133KM4G79","value_usd":11748159.26,"pct_val":0.839844626262,"balance":13231294.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DTL996","value_usd":11697670.38,"pct_val":0.836235310656,"balance":12572799.32,"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":"US3137HLJQ64","value_usd":11437836.1,"pct_val":0.817660449783,"balance":11426160.85,"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":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140M7PU92","value_usd":11056274.75,"pct_val":0.79038364477,"balance":13566554.74,"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":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140QNQE53","value_usd":10267950.29,"pct_val":0.734028428023,"balance":12531479.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DUT567","value_usd":10243002.79,"pct_val":0.73224499767,"balance":10380220.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FNMA 30YR UMBS","isin":"US31418DYX47","value_usd":10231293.27,"pct_val":0.7378587018,"balance":12798250.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140AGZB37","value_usd":10222591.06,"pct_val":0.730785817438,"balance":9885102.01,"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":"US3132D6NT37","value_usd":10039124.17,"pct_val":0.717670257949,"balance":10815651.27,"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":"US3132DVMC62","value_usd":9976344.93,"pct_val":0.71318233723,"balance":11067978.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140W0EA95","value_usd":9638309.02,"pct_val":0.689017050038,"balance":11742626.28,"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":"US3140QCYW05","value_usd":9571475.45,"pct_val":0.684239296061,"balance":10588991.56,"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":"US3132DM2M62","value_usd":9248423.36,"pct_val":0.661145162267,"balance":10745894.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140X8LC94","value_usd":9167640.67,"pct_val":0.655370222841,"balance":10183186.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XN2F03","value_usd":9020814.4,"pct_val":0.644874003721,"balance":11007305.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140QSFA48","value_usd":8947509.71,"pct_val":0.639633646605,"balance":8889408.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140MP6G14","value_usd":8854286.16,"pct_val":0.632969343221,"balance":9553949.49,"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 2","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2","isin":"US3617UVEL64","value_usd":8827386.67,"pct_val":0.6310463703,"balance":10376896.87,"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":"US3133A13X83","value_usd":8813783.62,"pct_val":0.630073924474,"balance":9794111.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-4","title":"FNMA_25-4","isin":"US3136BUS358","value_usd":8631455.63,"pct_val":0.6224818777,"balance":8613033.21,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140QNTX08","value_usd":8624107.66,"pct_val":0.616514495102,"balance":9736427.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132E0M419","value_usd":8623036.36,"pct_val":0.616437910717,"balance":8810212.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Home Partners of America Trust","title":"Home Partners of America 2021-2 Trust","isin":"US43732VAA44","value_usd":8460284.5,"pct_val":0.604803213569,"balance":8635460.87,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT Funding LLC","title":"Colt 2024-7 Mortgage Loan Trust","isin":"US19688YAA29","value_usd":8370253.62,"pct_val":0.598367145663,"balance":8295194.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GINNIE MAE","title":"GINNIE MAE","isin":"US3622ADRD27","value_usd":8314808.2,"pct_val":0.59440350021,"balance":9332612.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLEG38","value_usd":8204673.35,"pct_val":0.586530253015,"balance":8176335.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STACR_19-CS02","title":"STACR _19-CS02","isin":"US3137G0VY20","value_usd":8104214.04,"pct_val":0.5902353195,"balance":8151620.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING LTD MDPK_15","title":"MDPK_15-18A","isin":"US55819BBA70","value_usd":8006848,"pct_val":0.5831440858,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DVLR41","value_usd":7852448.58,"pct_val":0.561350641999,"balance":9102330.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2024-SLCT","isin":"US12433JAA88","value_usd":7792696.08,"pct_val":0.557079094864,"balance":7800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2025-NQM2 Trust","isin":"US67120VAA35","value_usd":7786537.38,"pct_val":0.556638825798,"balance":7704948.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XAZ880","value_usd":7743129.06,"pct_val":0.553535680575,"balance":9018140.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCO Mortgage LLC","title":"RCO X Mortgage LLC 2025-1","isin":"US75523XAA54","value_usd":7727682.02,"pct_val":0.552431412813,"balance":7724979.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XGYK97","value_usd":7611274.65,"pct_val":0.544109759864,"balance":7981275.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132E0NY42","value_usd":7578465.64,"pct_val":0.541764331092,"balance":7940896.49,"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":"US3137HKF252","value_usd":7529462.33,"pct_val":0.538261214931,"balance":7299351.73,"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":"US3137HLAE26","value_usd":7522100.03,"pct_val":0.537734903706,"balance":7358702.25,"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 GNMA_24-80","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80","isin":"US38384NMS17","value_usd":7360611.95,"pct_val":0.526190550825,"balance":7943653.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HK4A92","value_usd":7185710.75,"pct_val":0.513687329708,"balance":7136808.62,"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 FNMA_18-7","isin":"US3136B0YQ38","value_usd":7161591.42,"pct_val":0.511963103024,"balance":7814163.97,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DQWP70","value_usd":7102131.75,"pct_val":0.507712489526,"balance":7096432.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FHLMC 30YR UMBS SUPER","isin":"US3132DQ4B98","value_usd":7052783.93,"pct_val":0.5086314953,"balance":7041698.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STAR 2025-SFR6 Trust","title":"STAR 2025-SFR6 Trust","isin":"US85520EAA91","value_usd":7023858.1,"pct_val":0.502116914689,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Basswood Park CLO Ltd","title":"Basswood Park CLO Ltd","isin":"US070252AJ07","value_usd":7001036,"pct_val":0.500485423524,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FNMA 20YR UMBS","isin":"US3140LYQY28","value_usd":6826678.64,"pct_val":0.4923252717,"balance":7740353,"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":"US3140Q8KK08","value_usd":6763528.31,"pct_val":0.483506631125,"balance":6998492.69,"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 2","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2","isin":"US3622ACH376","value_usd":6711882.92,"pct_val":0.479814639699,"balance":7116430.13,"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":"US3133KNWX73","value_usd":6626473.37,"pct_val":0.47370893837,"balance":7722587.65,"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":"US3137HKNH37","value_usd":6504948.95,"pct_val":0.465021481141,"balance":6334311.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10","isin":"US3136BUS689","value_usd":6385647.75,"pct_val":0.45649295599,"balance":6402182.03,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lendbuzz Securitization Trust","title":"Lendbuzz Securitization Trust 2024-2","isin":"US525920AB00","value_usd":6368822.69,"pct_val":0.455290177247,"balance":6327019.44,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3128M9LT76","value_usd":6329100.78,"pct_val":0.45245056366,"balance":6626049.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM1","title":"MSRM_25-NQM1","isin":"US617932AA69","value_usd":6252168.71,"pct_val":0.4553496216,"balance":6207254.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3133B66L90","value_usd":6246281.74,"pct_val":0.446530050994,"balance":7719148.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2025-1","isin":"US034934AA73","value_usd":6229999.61,"pct_val":0.445366084871,"balance":6166401.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XFPZ84","value_usd":6194951.05,"pct_val":0.442860556633,"balance":7198498.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX 2025-BIO3 Mortgage Trust","isin":"US123911AA71","value_usd":6163428.6,"pct_val":0.44060710061,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39","isin":"US38385EZR88","value_usd":6066104.21,"pct_val":0.433649639093,"balance":5905983.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138EM6T33","value_usd":6027779.8,"pct_val":0.43090992906,"balance":6868955.29,"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 2","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2","isin":"US3617VEBM41","value_usd":5928265.16,"pct_val":0.423795892402,"balance":6968891.38,"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":"US3136BU5N66","value_usd":5927606.42,"pct_val":0.423748800834,"balance":5815705.84,"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":"US3136BDR422","value_usd":5798812.97,"pct_val":0.414541700003,"balance":34037004.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140L3K269","value_usd":5683290.97,"pct_val":0.406283339798,"balance":6924125.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3132DMYZ21","value_usd":5607726.85,"pct_val":0.400881462047,"balance":6522116.42,"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":"US3140H4B940","value_usd":5475602.53,"pct_val":0.391436246189,"balance":5513014.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138MFSX64","value_usd":5339726.56,"pct_val":0.381722834861,"balance":5772241.79,"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":"US3140QB4E50","value_usd":5282464.81,"pct_val":0.377629344811,"balance":5858775.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4","title":"PSTAT_21-4A","isin":"US69702HAE80","value_usd":5254000.5,"pct_val":0.3826523644,"balance":5250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138XUSP88","value_usd":5252455.87,"pct_val":0.375484085589,"balance":5377460.48,"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":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138EKRC14","value_usd":5104024.57,"pct_val":0.364873127147,"balance":5311752.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST PAID_25-7","title":"PAGAYA AI DEBT GRANTOR TRUST PAID_25-7","isin":"US69545RAD98","value_usd":5076396.13,"pct_val":0.362898043532,"balance":5075000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140X8QL49","value_usd":5068092.83,"pct_val":0.362304462722,"balance":5853324.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vista Point Securitization Trust","title":"Vista Point Securitization Trust 2024-CES3","isin":"US92841WAB54","value_usd":5052019.5,"pct_val":0.361155423155,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sound Point CLO LTD","title":"Sounds Point CLO IV-R LTD","isin":"US83609YAE68","value_usd":5007400,"pct_val":0.357965693899,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES CLO Ltd","title":"ARES LII CLO Ltd","isin":"US04009AAW09","value_usd":4969017.19,"pct_val":0.355221809005,"balance":4972682.06,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3133BE5A70","value_usd":4962432.87,"pct_val":0.354751113499,"balance":5206997.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan Trust","title":"New Residential Mortgage Loan Trust 2025-NQM1","isin":"US64832DAC56","value_usd":4928827.91,"pct_val":0.352348784381,"balance":4844509.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Splitero Trust 2025-1","title":"Splitero Trust 2025-1","isin":"US848948AA39","value_usd":4849048.82,"pct_val":0.346645589647,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Progress Residential Trust","title":"Progress Residential 2022-SFR1 Trust","isin":"US74333YAA64","value_usd":4717024.67,"pct_val":0.337207534676,"balance":4941502.29,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Residential Mortgage Loan Trust","title":"Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3","isin":"US61779JAA79","value_usd":4663668.49,"pct_val":0.333393243427,"balance":4666937.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cross Mortgage Trust","title":"Cross 2025-H1 Mortgage Trust","isin":"US22758NAA54","value_usd":4641146.5,"pct_val":0.331783206326,"balance":4588564.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80","isin":"US38384NMT99","value_usd":4593207.8,"pct_val":0.328356196299,"balance":5131052.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140LPPK26","value_usd":4554341.35,"pct_val":0.32557773727,"balance":4891715.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FNMA 15YR UMBS SUPER","isin":"US3140X5AK90","value_usd":4544325.92,"pct_val":0.324561647,"balance":4622746.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140KGWJ89","value_usd":4508516.99,"pct_val":0.32230187578,"balance":4981521.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Grantor Trust 2025-1","isin":"US69544NAB38","value_usd":4429701.93,"pct_val":0.316667596984,"balance":4393663.78,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132ADVT26","value_usd":4404268.79,"pct_val":0.314849449521,"balance":4548058.57,"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 GOLD","title":"FREDDIE MAC GOLD","isin":"US3132HPRZ98","value_usd":4383911.77,"pct_val":0.313394180361,"balance":4698841.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FHLMC 30YR UMBS SUPER","isin":"US3132DTMM98","value_usd":4359893.97,"pct_val":0.3144261062,"balance":5440851.16,"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":"US3137BVZ821","value_usd":4342059.55,"pct_val":0.310402276584,"balance":4362000,"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 GNMA_24-126","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-126","isin":"US38384UXN44","value_usd":4324163.55,"pct_val":0.309122939191,"balance":36907182,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VCAT Asset Securitization, LLC","title":"VCAT 2025 NPL2 LLC","isin":"US92243PAA66","value_usd":4243119.06,"pct_val":0.303329284381,"balance":4185814.42,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3133BAFC00","value_usd":4199863.51,"pct_val":0.300237060278,"balance":4694323.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APIDOS CLO APID_17-28A","title":"APID_17-28A","isin":"US03767CAD20","value_usd":4130894.63,"pct_val":0.300855814,"balance":4125000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138WDN647","value_usd":4060468.15,"pct_val":0.290272057129,"balance":4274087.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_25-1","title":"PAID_25-1","isin":"US69544NAA54","value_usd":4000009.02,"pct_val":0.2913233276,"balance":3999971.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31335AH438","value_usd":3998974.23,"pct_val":0.285876020515,"balance":4206768.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Grantor Trust 2024-11","isin":"US69544AAA34","value_usd":3971342.85,"pct_val":0.283900726726,"balance":3953519.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140Q8V286","value_usd":3936653.35,"pct_val":0.281420866732,"balance":4189838.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BHMS Mortgage Trust","title":"BHMS Commercial Mortgage Trust 2025-ATLS","isin":"US088928AA44","value_usd":3914659.32,"pct_val":0.279848572085,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HPAM55","value_usd":3778872.59,"pct_val":0.270141540287,"balance":42679690.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2","title":"STACR_22-DNA2","isin":"US35564KRF83","value_usd":3560561.55,"pct_val":0.2567799841,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-24","isin":"US38383WCS35","value_usd":3557937.09,"pct_val":0.254347449628,"balance":36068130.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","title":"STRUCTURED AGENCY CREDIT RISK STACR_20-CS01","isin":"US3137G0WL99","value_usd":3539678.94,"pct_val":0.253042223097,"balance":3653661.49,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_19-97","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_19-97","isin":"US38381YHN76","value_usd":3466251.75,"pct_val":0.247793108782,"balance":28250754.47,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Preston Ridge Partners Mortgage Trust","title":"PRPM 2025-NQM4 Trust","isin":"US69392VAA08","value_usd":3336783.21,"pct_val":0.238537747565,"balance":3336037.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31417G2X30","value_usd":3305871.27,"pct_val":0.236327935277,"balance":3461500.94,"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 GOLD","title":"FREDDIE MAC GOLD","isin":"US3132H3F737","value_usd":3302113.47,"pct_val":0.23605930016,"balance":3472764.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya Point of Sale Holdings Grantor Trust","title":"Pagaya Point Of Sale Holdings Grantor Trust 2025-2","isin":"US69549JAA97","value_usd":3260673.98,"pct_val":0.233096901352,"balance":3250000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIGRE Trust","title":"FIGRE Trust 2025-PF2","isin":"US316918AA90","value_usd":3204791.92,"pct_val":0.229102041667,"balance":3222980.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES2","title":"VISTA POINT SECURITIZATION TRUST VSTA_25-CES2","isin":"US92842UAB89","value_usd":3173460.89,"pct_val":0.226862269751,"balance":3150000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132GRSU67","value_usd":3171090.15,"pct_val":0.22669279186,"balance":3238630.82,"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 GOLD","title":"FREDDIE MAC GOLD","isin":"US3132L6SJ11","value_usd":3100934.41,"pct_val":0.221677544796,"balance":3259213.21,"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":"Ginnie Mae II Pool","isin":"US36179TV774","value_usd":3027017.72,"pct_val":0.216393437429,"balance":3048109.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Legacy Mortgage Asset Trust","title":"Legacy Mortgage Asset Trust 2021-GS1","isin":"US52474JAA43","value_usd":2997934.29,"pct_val":0.214314340453,"balance":2995694.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DNTS26","value_usd":2902385.7,"pct_val":0.20748382615,"balance":3239297.12,"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 GOLD","title":"FREDDIE MAC GOLD","isin":"US31335ATX62","value_usd":2863239.66,"pct_val":0.204685379976,"balance":2924203.39,"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 GNMA_24-159","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159","isin":"US38384YAN13","value_usd":2858550.67,"pct_val":0.204350176565,"balance":39105302.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","isin":"US38385BEL09","value_usd":2791727.42,"pct_val":0.199573160338,"balance":25147344.47,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8","title":"GNMA_21-8","isin":"US38382MZP75","value_usd":2772758.94,"pct_val":0.2019418849,"balance":16769962.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CGMS_13-3A","title":"CGMS_13-3A","isin":"US14310GAU40","value_usd":2751369.5,"pct_val":0.1965063757,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132J6PZ18","value_usd":2719385.13,"pct_val":0.194401602636,"balance":2847268.52,"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 GNMA_24-30","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30","isin":"US38384JTX27","value_usd":2713193.76,"pct_val":0.193958998079,"balance":2684808.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XBPM67","value_usd":2690660.13,"pct_val":0.192348128865,"balance":2904420.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust 2022-2","title":"CHNGE Mortgage Trust 2022-2","isin":"US12546YAA91","value_usd":2674790.01,"pct_val":0.19121361624,"balance":2683917.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140XNEM25","value_usd":2667003.93,"pct_val":0.190657010111,"balance":2632124.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust 2022-1","title":"CHNGE Mortgage Trust 2022-1","isin":"US17030JAA43","value_usd":2475454.47,"pct_val":0.176963649213,"balance":2553622.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":"US38383BDV18","value_usd":2469011.08,"pct_val":0.176503028417,"balance":23503064.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFO Commerical Mortgage Trust","title":"SFO Commercial Mortgage Trust 2021-555","isin":"US78432WAA18","value_usd":2342985.49,"pct_val":0.167493794528,"balance":2350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140F5QZ92","value_usd":2327780.09,"pct_val":0.166406800966,"balance":2471369.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT TRUST GCAT_22-NQM2","title":"GCAT TRUST GCAT_22-NQM2","isin":"US36169KAC09","value_usd":2271414.29,"pct_val":0.162377359997,"balance":2361116.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3128M82S22","value_usd":2178025.05,"pct_val":0.155701211877,"balance":2221818.81,"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":"US3140H1WH96","value_usd":2164558.27,"pct_val":0.154738507629,"balance":2305553.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138WACJ48","value_usd":2121042.63,"pct_val":0.151627690385,"balance":2170601.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104","isin":"US3137FYZH21","value_usd":2103868.58,"pct_val":0.150399963276,"balance":2496687.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140GWP807","value_usd":2095061.1,"pct_val":0.149770339981,"balance":2233865.22,"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 GNMA_18-36","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-36","isin":"US38380VU337","value_usd":2078904.51,"pct_val":0.148615348378,"balance":14399458.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"FREDDIE MAC GOLD","isin":"US3132M8QG46","value_usd":2054868.37,"pct_val":0.146897068726,"balance":2117830.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Grantor Trust 2024-11","isin":"US69544AAB17","value_usd":2013339.83,"pct_val":0.14392830397,"balance":1998422.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FNMA 30YR","isin":"US31417FBK30","value_usd":2007840.74,"pct_val":0.1462323817,"balance":1977751.45,"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 GNMA_20-138","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138","isin":"US38382J3F18","value_usd":2004048.47,"pct_val":0.143264089382,"balance":13789194.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132XTA815","value_usd":1975306.45,"pct_val":0.141209398897,"balance":1986445.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SG Capital Partners","title":"SG Residential Mortgage Trust 2019-3","isin":"US78432BAD10","value_usd":1972527.84,"pct_val":0.141010763466,"balance":1997041.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113","isin":"US38384CZJ16","value_usd":1962941.22,"pct_val":0.140325441526,"balance":17073314.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132WMK860","value_usd":1951090.24,"pct_val":0.139478246519,"balance":2066711.4,"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 GNMA_20-191","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191","isin":"US38382MRY74","value_usd":1948023.26,"pct_val":0.139258996285,"balance":8673775.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-45","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-45","isin":"US3136BWEY89","value_usd":1924710.1,"pct_val":0.137592400547,"balance":24240681.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197","isin":"US38385BDH06","value_usd":1896928.43,"pct_val":0.135606362927,"balance":20985996.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100","isin":"US38384B4K47","value_usd":1890777.05,"pct_val":0.135166617149,"balance":15270121.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140HLSY35","value_usd":1886700.95,"pct_val":0.134875227612,"balance":1952982.16,"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 GNMA_21-117","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117","isin":"US38382WDY03","value_usd":1884630.04,"pct_val":0.13472718377,"balance":14212231.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8","isin":"US38382MVH95","value_usd":1852590.56,"pct_val":0.132436766649,"balance":10411444.44,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3137HLPA49","value_usd":1830323.44,"pct_val":0.130844949526,"balance":13806769.82,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184","isin":"US38384XH977","value_usd":1798404.36,"pct_val":0.128563139481,"balance":29011435.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","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":"US38383YEB48","value_usd":1762154.05,"pct_val":0.125971701335,"balance":17093587.91,"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":"US31418CV272","value_usd":1755965.46,"pct_val":0.125529295513,"balance":1874027.47,"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":"US36241L6V37","value_usd":1755502.71,"pct_val":0.125496214747,"balance":1743800.95,"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":"US3137HAQZ26","value_usd":1753902.18,"pct_val":0.125381797119,"balance":16299070.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983","isin":"US3137FTHL40","value_usd":1752944.18,"pct_val":0.125313312249,"balance":11979865.15,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AXV440","value_usd":1710622.33,"pct_val":0.122287835874,"balance":1818914.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138YY6Q13","value_usd":1691930.48,"pct_val":0.120951605284,"balance":1748254.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105","isin":"US3137H06M50","value_usd":1687780.15,"pct_val":0.120654909243,"balance":8681858.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ellington Financial Mortgage Trust","title":"EFMT 2025-NQM1","isin":"US26846CAA45","value_usd":1660634.11,"pct_val":0.118714311119,"balance":1644494.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146","isin":"US38382WZT79","value_usd":1646635.1,"pct_val":0.117713559166,"balance":8770817.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Arroyo Mortgage Trust","title":"ARROYO MORTGAGE TRUST ARRW_19-3","isin":"US04285AAD72","value_usd":1627070.52,"pct_val":0.116314939432,"balance":1740000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHNGE Mortgage Trust","title":"CHNGE Mortgage Trust 2023-3","isin":"US17030AAA34","value_usd":1627066.73,"pct_val":0.116314668495,"balance":1618247.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-175","title":"GNMA_21-175","isin":"US38383CQ529","value_usd":1625600.79,"pct_val":0.1183935909,"balance":9526666.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133","isin":"US38382JK396","value_usd":1619264.73,"pct_val":0.115756924288,"balance":11788713.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"FREDDIE MAC GOLD","isin":"US3132QWH776","value_usd":1617675.82,"pct_val":0.115643337342,"balance":1669016.24,"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":"US38383D3X41","value_usd":1570922.02,"pct_val":0.112301032661,"balance":10695428.1,"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 GNMA_21-1","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1","isin":"US38382MT748","value_usd":1554670.85,"pct_val":0.111139279786,"balance":10668927.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161","isin":"US38383A6G45","value_usd":1546777.14,"pct_val":0.110574979475,"balance":10874524.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA_20-55","title":"FNMA_20-55","isin":"US3136BBRM67","value_usd":1546464.06,"pct_val":0.11055259822,"balance":9302425.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1","title":"MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1","isin":"US58550DAD57","value_usd":1535048.16,"pct_val":0.109736505923,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-65","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-65","isin":"US38384AGV98","value_usd":1512066.23,"pct_val":0.108093588937,"balance":16273545.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92","isin":"US38381WR677","value_usd":1505304.86,"pct_val":0.107610236597,"balance":12199055.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67","isin":"US38382RT812","value_usd":1452365.26,"pct_val":0.103825725544,"balance":8627201.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","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":"US38382WEG87","value_usd":1408952.92,"pct_val":0.100722292942,"balance":10482469.5,"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 GNMA_21-142","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142","isin":"US38382XTC91","value_usd":1384093.21,"pct_val":0.098945138462,"balance":10085555.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17","isin":"US38383VC891","value_usd":1377927.27,"pct_val":0.098504351828,"balance":12356097.42,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","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":"US36202FJR82","value_usd":1361315.14,"pct_val":0.097316794884,"balance":1326970.98,"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 GNMA_21-46","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46","isin":"US38382P4J85","value_usd":1357607.61,"pct_val":0.097051753436,"balance":10535916.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPOWER Education Trust","title":"MPOWER Education Trust 2024-A","isin":"US62476DAA46","value_usd":1354783.43,"pct_val":0.096849860327,"balance":1313214.67,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pagaya AI Debt Selection Trust","title":"Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6","isin":"US69548KAB52","value_usd":1354669.58,"pct_val":0.096841721493,"balance":1340551.3,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100","isin":"US38384B4H18","value_usd":1351429.55,"pct_val":0.096610100375,"balance":13582274.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT Loan Trust Series 2025-R1","isin":"US67120XAA90","value_usd":1345190.3,"pct_val":0.096164073005,"balance":1341609.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse Mortgage Trust","title":"CSMC 2014-USA OA LLC","isin":"US12649AAQ22","value_usd":1344732.64,"pct_val":0.09613135611,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":"US38383VJ748","value_usd":1340572.87,"pct_val":0.095833985228,"balance":12430505.78,"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 GNMA_21-1","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1","isin":"US38382MJ913","value_usd":1331190.16,"pct_val":0.095163240271,"balance":9054292.58,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-34","isin":"US3136BQER60","value_usd":1286887.49,"pct_val":0.091996160348,"balance":10333938.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST IN","title":"CITIGROUP MORTGAGE LOAN TRUST IN","isin":"US17323TAG58","value_usd":1284053.8,"pct_val":0.091793587394,"balance":1301642.11,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141","isin":"US38384EE685","value_usd":1281356.09,"pct_val":0.091600735289,"balance":11028024.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54","isin":"US3136BGJP77","value_usd":1265909.55,"pct_val":0.090496503271,"balance":9182226.93,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET LLC PRET_22-NPL1","title":"PRET_22-NPL1","isin":"US69362NAA46","value_usd":1242152.28,"pct_val":0.089581331,"balance":1243392.19,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126","isin":"US38383TX321","value_usd":1237325.63,"pct_val":0.088453114934,"balance":11019097.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP","title":"WFCM_17-SMP","isin":"US95001CAG78","value_usd":1231468.2,"pct_val":0.0879530549,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79","isin":"US38384PDH01","value_usd":1230447.98,"pct_val":0.087961450047,"balance":8373225.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HBDP63","value_usd":1223268.04,"pct_val":0.087448175253,"balance":10763012.52,"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":"US3137HLW248","value_usd":1204207.43,"pct_val":0.086085582992,"balance":21089779.5,"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":"US31416CEZ59","value_usd":1193506.12,"pct_val":0.085320574833,"balance":1183278.57,"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 FNMA_20-40","title":"FANNIE MAE FNMA_20-40","isin":"US3136BAPQ17","value_usd":1176968.39,"pct_val":0.084138336546,"balance":7863057.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138APDX30","value_usd":1173330.48,"pct_val":0.083878272046,"balance":1230202.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2","title":"ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2","isin":"US31573TAD00","value_usd":1170077.64,"pct_val":0.083645735175,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158","isin":"US38382X7G48","value_usd":1169720.92,"pct_val":0.083620234212,"balance":7347460.93,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13","isin":"US3136BFNK51","value_usd":1149137.61,"pct_val":0.082148788183,"balance":5944391.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140Q7HV27","value_usd":1108561.04,"pct_val":0.079248077228,"balance":1116134.4,"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 GNMA_23-140","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140","isin":"US38384EUV54","value_usd":1106383.64,"pct_val":0.079092420699,"balance":1084814.49,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132GVBR24","value_usd":1083981.1,"pct_val":0.077490922761,"balance":1106722.34,"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 GNMA_22-128","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-128","isin":"US38383T7W77","value_usd":1067112.37,"pct_val":0.076285022166,"balance":10506290.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FREDDIE MAC GOLD","isin":"US3132Y0TM22","value_usd":1045645.07,"pct_val":0.074750382045,"balance":1053289.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_24-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID_24-5","isin":"US69544LAC54","value_usd":1022532.92,"pct_val":0.073098155977,"balance":1012730.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190","isin":"US38383LAU44","value_usd":1020397.3,"pct_val":0.072945486189,"balance":11803610.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4993","title":"FREDDIE MAC FHLMC_4993","isin":"US3137FU6V15","value_usd":1009791.64,"pct_val":0.072187315793,"balance":6808544.96,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22","isin":"US38381RDN61","value_usd":996734.27,"pct_val":0.071253879177,"balance":8296515.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5177","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5177","isin":"US3137H4PH72","value_usd":981974.54,"pct_val":0.070198745377,"balance":10156200.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52","isin":"US38381VBU35","value_usd":970409.44,"pct_val":0.06937198717,"balance":6745053.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122","isin":"US38382WCZ86","value_usd":950804.76,"pct_val":0.067970500794,"balance":7037191.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138","isin":"US38382J3D69","value_usd":950321.63,"pct_val":0.067935963116,"balance":5599824.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","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":"US38383URE28","value_usd":927702.62,"pct_val":0.066318990314,"balance":10019209.14,"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 GNMA_23-115","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115","isin":"US38384CG296","value_usd":922987.95,"pct_val":0.065981951108,"balance":16651956.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"FREDDIE MAC GOLD","isin":"US3132M9BR49","value_usd":912588.55,"pct_val":0.065238525691,"balance":949725.2,"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 GNMA_20-125","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125","isin":"US38382HLX60","value_usd":891190.94,"pct_val":0.063708867522,"balance":6472726.97,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27","isin":"US38382NEY94","value_usd":878834.17,"pct_val":0.062825514935,"balance":6037134.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64","isin":"US38384MJC29","value_usd":874267.93,"pct_val":0.062499086595,"balance":16833141.69,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC GOLD","title":"FGOLD 30YR GIANT","isin":"US3128M7N772","value_usd":861358.73,"pct_val":0.0627333314,"balance":848547.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3140JAEQ73","value_usd":857393.99,"pct_val":0.061292813551,"balance":869760.49,"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 FNMA_19-34","title":"FANNIE MAE FNMA_19-34","isin":"US3136B5LE32","value_usd":849878.42,"pct_val":0.060755545461,"balance":6188220.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159","isin":"US38382XG742","value_usd":847731.95,"pct_val":0.060602100036,"balance":5444394.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138APEV64","value_usd":803215.85,"pct_val":0.05741976257,"balance":814634.81,"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 FNMA_19-33","title":"FANNIE MAE FNMA_19-33","isin":"US3136B45D69","value_usd":797401.39,"pct_val":0.057004102306,"balance":7260059.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987","isin":"US3137FTRP44","value_usd":789783.58,"pct_val":0.056459525351,"balance":5410903.43,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138W2WF82","value_usd":768218.92,"pct_val":0.054917925223,"balance":779830.14,"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 GNMA_19-117","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-117","isin":"US38381YRF33","value_usd":765757.78,"pct_val":0.054741984877,"balance":6150571.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_16-42","title":"FANNIE MAE FNMA_16-42","isin":"US3136AS2T28","value_usd":753956.65,"pct_val":0.053898353514,"balance":6178017.83,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79","isin":"US38382FB864","value_usd":723890.59,"pct_val":0.051749010935,"balance":5663315,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AQC576","value_usd":710723.28,"pct_val":0.050807715,"balance":6280743.51,"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":"US38380NPW38","value_usd":695797.82,"pct_val":0.049740733604,"balance":12263736.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138MGWB71","value_usd":679936.43,"pct_val":0.048606845063,"balance":702320.45,"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 GOLD","title":"FHLMC GOLD 30YR","isin":"US3132GFYE14","value_usd":660899.33,"pct_val":0.0481337395,"balance":662410.16,"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 GNMA_20-104","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104","isin":"US38382HGQ74","value_usd":645004.52,"pct_val":0.046109655823,"balance":5156356.61,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1","title":"CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1","isin":"US126407AB17","value_usd":614573.85,"pct_val":0.043934248246,"balance":671436.24,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77","isin":"US38382FAH73","value_usd":601619.58,"pct_val":0.043008181974,"balance":6353228.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47","isin":"US38383WJ316","value_usd":600698.22,"pct_val":0.042942316401,"balance":7535412.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-95","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-95","isin":"US38384P6F26","value_usd":590227.99,"pct_val":0.042193827535,"balance":9180740.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140","isin":"US38384EUC73","value_usd":589366.14,"pct_val":0.042132216173,"balance":8746523.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_318","title":"FREDDIE MAC FHLMC_318","isin":"US31325UVQ65","value_usd":570535.83,"pct_val":0.040786087446,"balance":5305597.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-51","title":"FANNIE MAE FNMA_17-51","isin":"US3136AWY842","value_usd":556549.62,"pct_val":0.039786250531,"balance":4651573.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA_19-43","title":"GNMA_19-43","isin":"US38381T2U86","value_usd":534213.74,"pct_val":0.038189517939,"balance":4834583.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-3","title":"FANNIE MAE FNMA_17-3","isin":"US3136AU5X58","value_usd":490602.18,"pct_val":0.035071843629,"balance":4608891.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4594","title":"FREDDIE MAC FHLMC_4594","isin":"US3137BQMD65","value_usd":477790.82,"pct_val":0.034155993613,"balance":4080059.02,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139","isin":"US38381ANK87","value_usd":472429.56,"pct_val":0.03377273141,"balance":3646662.94,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81","isin":"US38384BAE11","value_usd":458317.57,"pct_val":0.032763902818,"balance":6740033.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT","title":"GCAT 2021-CM1 Trust","isin":"US36168AAA79","value_usd":441401.03,"pct_val":0.031554584413,"balance":456324.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94","isin":"US38380XSN83","value_usd":431941.33,"pct_val":0.030878335646,"balance":2884431.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21","isin":"US38380K4X09","value_usd":426456.77,"pct_val":0.030486259054,"balance":2794900.19,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4177","title":"FREDDIE MAC FHLMC_4177","isin":"US3137B16F46","value_usd":410380.55,"pct_val":0.029337012889,"balance":2919268.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19","isin":"US38380N3D99","value_usd":380293.94,"pct_val":0.027186201245,"balance":8449906.05,"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 FNMA_17-72","title":"FANNIE MAE FNMA_17-72","isin":"US3136AXU525","value_usd":378628.76,"pct_val":0.027067161961,"balance":11136467.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23","isin":"US38381RWR64","value_usd":372399.91,"pct_val":0.026621878058,"balance":2817194.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139","isin":"US38380NTH25","value_usd":368073.39,"pct_val":0.026312586663,"balance":8750983.99,"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 GNMA_19-118","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118","isin":"US38380NMV81","value_usd":367562.88,"pct_val":0.026276091662,"balance":7679671.1,"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 FNMA_12-99","title":"FANNIE MAE FNMA_12-99","isin":"US3136A8WP19","value_usd":348167.36,"pct_val":0.024889557577,"balance":2830389.63,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US31417BFG77","value_usd":344833.86,"pct_val":0.024651254538,"balance":348239.85,"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 GNMA_20-3","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3","isin":"US38382BN660","value_usd":340567.76,"pct_val":0.024346282407,"balance":9355614.54,"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 GNMA_19-134","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134","isin":"US38380NSQ33","value_usd":336364.66,"pct_val":0.024045813979,"balance":8082832.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA_18-155","title":"GNMA_18-155","isin":"US38381A2N51","value_usd":335326.99,"pct_val":0.023971633713,"balance":3033529.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138APDV73","value_usd":328738.79,"pct_val":0.023500660836,"balance":332705.23,"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 GNMA_17-170","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170","isin":"US38380KTP02","value_usd":320433.3,"pct_val":0.022906923469,"balance":2462946.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMLTI_14-A","title":"CMLTI_14-A","isin":"US17322GAD16","value_usd":314284.34,"pct_val":0.02246735069,"balance":315194.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS FHLMC_4965","title":"FREDDIE MAC REMICS FHLMC_4965","isin":"US3137FRWS61","value_usd":313916.75,"pct_val":0.02244107266,"balance":2629356.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_17-90","title":"FANNIE MAE FNMA_17-90","isin":"US3136AYQT32","value_usd":304767.28,"pct_val":0.02178700141,"balance":2456427.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102","isin":"US38380NKM01","value_usd":294903.7,"pct_val":0.021081880337,"balance":6364709.1,"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 GNMA_18-97","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97","isin":"US38380XJ997","value_usd":293675.54,"pct_val":0.020994082449,"balance":2371162.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63","isin":"US38380WWB17","value_usd":277879.18,"pct_val":0.01986484273,"balance":2119102.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_266","title":"FREDDIE MAC FHLMC_266","isin":"US31325TMP11","value_usd":271764.63,"pct_val":0.01942772983,"balance":1510854.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138EJB720","value_usd":270226.87,"pct_val":0.019317799462,"balance":272531.77,"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 FNMA_16-37","title":"FANNIE MAE FNMA_16-37","isin":"US3136ASPK63","value_usd":262437.29,"pct_val":0.018760943128,"balance":2433729.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105","isin":"US38380YRN75","value_usd":260204.47,"pct_val":0.018601324771,"balance":2194560.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIEMAC STRIP FHSTR_264","title":"FREDDIEMAC STRIP FHSTR_264","isin":"US31325TL985","value_usd":248033.1,"pct_val":0.017731225935,"balance":2530662.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZT_14-1A","title":"NRZT_14-1A","isin":"US64828AAB98","value_usd":245042.81,"pct_val":0.017517458065,"balance":5871932.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1","isin":"US38380UA943","value_usd":237445.57,"pct_val":0.016974351605,"balance":1729090.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138EBRJ67","value_usd":227997.23,"pct_val":0.016298914934,"balance":229338.63,"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 FNMA_14-93","title":"FANNIE MAE FNMA_14-93","isin":"US3136AMDR74","value_usd":225064.5,"pct_val":0.016089261875,"balance":1839862.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_267","title":"FREDDIE MAC FHLMC_267","isin":"US31325TN478","value_usd":221056.18,"pct_val":0.01580271775,"balance":1218069.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286","isin":"US3137B6UF60","value_usd":213129.32,"pct_val":0.015236047634,"balance":1788234.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138APD218","value_usd":205181.79,"pct_val":0.014667899874,"balance":207527.92,"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 ASS","isin":"US38379EZ540","value_usd":199028.66,"pct_val":0.014228028993,"balance":1618495.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40","isin":"US38380V6B26","value_usd":193050.86,"pct_val":0.013800691987,"balance":1489521.02,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPO","title":"FEDERAL HOME LOAN MORTGAGE CORPO","isin":"US31325USF48","value_usd":153717.93,"pct_val":0.010988885544,"balance":1453807.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACM AUTO TRUST ACMAT_23-2A","title":"ACMAT_23-2A","isin":"US00161AAA07","value_usd":144960.55,"pct_val":0.0104542408,"balance":144661.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193","isin":"US38383DTZ14","value_usd":120005.75,"pct_val":0.008578891554,"balance":61087173.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THEOREM FUNDING TRUST THRM_22-3","title":"THRM_22-3A","isin":"US882925AA84","value_usd":119009.14,"pct_val":0.0086675151,"balance":118761.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138APD887","value_usd":106959.05,"pct_val":0.007646217708,"balance":108215.2,"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 GNMA_12-121","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121","isin":"US38375G5P22","value_usd":106631.6,"pct_val":0.007622809179,"balance":797547.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_13-1","title":"FANNIE MAE FNMA_13-1","isin":"US3136ABYL11","value_usd":100204.76,"pct_val":0.007163371499,"balance":720708.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4068","title":"FREDDIE MAC FHLMC_4068","isin":"US3137ARN934","value_usd":96552.83,"pct_val":0.006902304746,"balance":873501.44,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US3138M4K849","value_usd":71221.05,"pct_val":0.005091403239,"balance":72048.32,"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 FHLMC_326","title":"FREDDIE MAC FHLMC_326","isin":"US31325VB867","value_usd":62115.74,"pct_val":0.00444048887,"balance":599162.15,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASS","title":"GOVERNMENT NATIONAL MORTGAGE ASS","isin":"US38379E4C33","value_usd":61047.88,"pct_val":0.004364150402,"balance":1144605.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_22-1","title":"PAID_22-1","isin":"US69546MAB37","value_usd":49432.72,"pct_val":0.0035649807,"balance":49468.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3128LUVF08","value_usd":48915.73,"pct_val":0.0034968553,"balance":47180.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton USA Trust","title":"Hilton USA Trust 2016-SFP","isin":"US43289VAS25","value_usd":40216.4,"pct_val":0.00287496336,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_12-144","title":"FANNIE MAE FNMA_12-144","isin":"US3136ABJV67","value_usd":39267.8,"pct_val":0.002807150472,"balance":533182.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC FHLMC_4139","title":"FREDDIE MAC FHLMC_4139","isin":"US3137AWXC41","value_usd":34565.05,"pct_val":0.002470963395,"balance":578361.95,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_22-5","title":"PAID_22-5","isin":"US69548HAA41","value_usd":31447.02,"pct_val":0.0022459869,"balance":31401.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT SELECTION TRUST PAID_22-3","title":"PAID_22-3","isin":"US69547MAD83","value_usd":30986.81,"pct_val":0.0022567901,"balance":30953.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_13-10","title":"FANNIE MAE FNMA_13-10","isin":"US3136ACBD25","value_usd":28587.68,"pct_val":0.002043657129,"balance":1034021.06,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hilton USA Trust","title":"Hilton USA Trust 2016-SFP","isin":"US43289VAQ68","value_usd":25031.9,"pct_val":0.001789463884,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART PASS-THROUGH TRUST UPSPT_21-ST2","title":"UPSPT_21-ST2","isin":"US91682CAA53","value_usd":15056.44,"pct_val":0.0010965706,"balance":15079.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_12-40","title":"FANNIE MAE FNMA_12-40","isin":"US3136A5BC95","value_usd":14075.45,"pct_val":0.001006216444,"balance":589044.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION","title":"FEDERAL HOME LOAN MORTGAGE CORPORATION","isin":"US3128QS3F18","value_usd":12599.63,"pct_val":0.000900714002,"balance":12179.52,"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":"US31402DB334","value_usd":9911.62,"pct_val":0.000708555324,"balance":9722.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US31391MT787","value_usd":6270.15,"pct_val":0.000448236329,"balance":6200.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1","title":"STWH_21-NPB1","isin":"US85501YAA82","value_usd":2087.45,"pct_val":0.0001520304,"balance":2087.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_12-129","title":"FANNIE MAE FNMA_12-129","isin":"US3136AADU65","value_usd":1059.31,"pct_val":0.000075727251,"balance":123761.58,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","title":"FEDERAL NATIONAL MORTGAGE ASSOCIATION","isin":"US31403N7J05","value_usd":842.23,"pct_val":0.00006020878,"balance":818.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FannieMae Whole Loan","title":"Fannie Mae REMIC Trust 2003-W11","isin":"US31393C6U23","value_usd":483.41,"pct_val":0.000034557693,"balance":477.41,"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 FHLMC_4147","title":"FREDDIE MAC FHLMC_4147","isin":"US3137AXDF74","value_usd":243.22,"pct_val":0.00001738715,"balance":74990.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_13-16","title":"FNMA_13-16","isin":"US3136ACRR47","value_usd":33.1,"pct_val":0.0000024107,"balance":34990.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE FNMA_06-5","title":"FANNIE MAE FNMA_06-5","isin":"US31394VL813","value_usd":9.43,"pct_val":6.74125e-7,"balance":943121.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley & Co. LLC","title":"CDS: (CMBX.NA.7.BBB-)","isin":null,"value_usd":-110539.72,"pct_val":-0.00790219027,"balance":-1002984.32,"units":"OU","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1413032&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/columbia-variable-portfolio-u-s-government-mortgage-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/columbia-variable-portfolio-u-s-government-mortgage-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: Columbia Variable Portfolio - U.S. Government Mortgage Fund | LEI: TX7LTWMZQ1ZOQMCVEE78 | 395 positions totaling $3,436,141,206 across ABS-O, ABS-CBDO, DCR, ABS-MBS, STIV | Filing: Wed Feb 25 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-26"}
