{"entity_type":"fund","name":"Goldman Sachs Government Income Fund","identifiers":{"lei":"LY03WWZZ885PZ7XM7X15","cik":"822977","fund_id":"S000009304","fundkey":"goldman-sachs-government-income-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-02-23"},"summary":{"total_positions":397,"total_value_usd":190476115.71,"asset_categories":["DIR","EC","DBT","ABS-MBS","ABS-O"],"by_asset_category":{"ABS-MBS":{"positions":349,"total_value_usd":109832392.86},"DIR":{"positions":1,"total_value_usd":-16.56},"DBT":{"positions":37,"total_value_usd":71085146.21},"ABS-O":{"positions":9,"total_value_usd":3222782.54},"EC":{"positions":1,"total_value_usd":6335810.66}}},"holdings":[{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526156","value_usd":8111562.4,"pct_val":6.073185826723,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CHF14","value_usd":8106144.95,"pct_val":6.069129742465,"balance":8085300,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CCE93","value_usd":7528112.5,"pct_val":5.63635263867,"balance":7940000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526727","value_usd":6997262.3,"pct_val":5.428840641247,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CLW90","value_usd":6523570.31,"pct_val":4.884244587248,"balance":6450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CKU44","value_usd":6475603.13,"pct_val":4.848331210347,"balance":6220000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Goldman Sachs Financial Square Government Fund","title":"Goldman Sachs Financial Square Government Fund","isin":"US38141W2733","value_usd":6335810.66,"pct_val":4.743667570271,"balance":6335810.66,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606750","value_usd":6096798.6,"pct_val":4.730213989717,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526A56","value_usd":6049921.8,"pct_val":4.692021692618,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US912828ZQ64","value_usd":5312277.75,"pct_val":3.977341028519,"balance":6052800,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0206183","value_usd":4965887.4,"pct_val":3.71799605151,"balance":6000000,"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":"US21H0206A81","value_usd":4962457.8,"pct_val":3.848638117322,"balance":6000000,"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":"US21H0206753","value_usd":4888445.4,"pct_val":3.792710623416,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810TL26","value_usd":4230812.5,"pct_val":3.167640122021,"balance":4870000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606180","value_usd":4106406.4,"pct_val":3.074496369188,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606A83","value_usd":4085937.6,"pct_val":3.168852174896,"balance":4000000,"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 BANK","title":"Federal Home Loan Banks","isin":"US3130AS2U28","value_usd":3505825.2,"pct_val":2.624836852097,"balance":3620000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0226710","value_usd":3399486.8,"pct_val":2.637498968592,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810RG58","value_usd":3388265.63,"pct_val":2.536819146122,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133KNGQ07","value_usd":3197745.29,"pct_val":2.394175180443,"balance":3929457.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506190","value_usd":2992500,"pct_val":2.240506537491,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406A02","value_usd":2826914.1,"pct_val":2.192415492109,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0306A11","value_usd":2634960.9,"pct_val":2.043546034264,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0306781","value_usd":2594064,"pct_val":2.012609998798,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0226757","value_usd":2487069,"pct_val":1.929597703488,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0206A20","value_usd":2417812.5,"pct_val":1.875136418901,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CKQ32","value_usd":2147906.25,"pct_val":1.608153047633,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"New Jersey Economic Development Authority","title":"NEW JERSEY ST ECON DEV AUTH LEASE REVENUE","isin":"US645913AA22","value_usd":2088799,"pct_val":1.563899019216,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418DTQ50","value_usd":2045001.46,"pct_val":1.531107482141,"balance":2500801.92,"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":"US31418DUG59","value_usd":2043682.21,"pct_val":1.530119750061,"balance":2500256.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0526119","value_usd":2019304.6,"pct_val":1.511868055968,"balance":2000000,"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":"US21H0526A19","value_usd":2014839.8,"pct_val":1.562610618991,"balance":2000000,"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":"US3140QNCA87","value_usd":2010143.88,"pct_val":1.505009358208,"balance":2471167.54,"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","isin":"US21H0526788","value_usd":2001986.8,"pct_val":1.553245660532,"balance":2000000,"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":"US01F0506A92","value_usd":1983359.4,"pct_val":1.538195969583,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0506760","value_usd":1959843.2,"pct_val":1.520548460021,"balance":2000000,"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":"US3132DVLV52","value_usd":1939938.15,"pct_val":1.45244581701,"balance":2252087.11,"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":"US3140QEXS67","value_usd":1889475.62,"pct_val":1.414664153397,"balance":2183997.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0306112","value_usd":1767656.2,"pct_val":1.323457066712,"balance":2000000,"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","isin":"US21H0226140","value_usd":1724766.4,"pct_val":1.291345161184,"balance":2000000,"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":"US21H0226A46","value_usd":1721595.6,"pct_val":1.335184845053,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNZ04","value_usd":1694421.88,"pct_val":1.314110244764,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNJ61","value_usd":1681312.5,"pct_val":1.304449831848,"balance":1680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CNK35","value_usd":1676523.44,"pct_val":1.300734229596,"balance":1670000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US912833XT25","value_usd":1552115.17,"pct_val":1.162079928262,"balance":1791200,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179U6U15","value_usd":1444562.19,"pct_val":1.081554229075,"balance":1599275.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810RH32","value_usd":1403001.56,"pct_val":1.050437482803,"balance":1770000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810RE01","value_usd":1401035.94,"pct_val":1.048965808798,"balance":1630000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CHJ36","value_usd":1383557.82,"pct_val":1.035879813101,"balance":1380000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DWA605","value_usd":1371403.93,"pct_val":1.02678010717,"balance":1605373.79,"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":"US3132DMKF13","value_usd":1341661.96,"pct_val":1.004512077688,"balance":1352769.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810QN19","value_usd":1284018.75,"pct_val":0.961354186678,"balance":1260000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UB25","value_usd":1150439.06,"pct_val":0.861342100222,"balance":1170000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0706170","value_usd":1052021.9,"pct_val":0.787656455984,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626A48","value_usd":1033398.4,"pct_val":0.801452955956,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626717","value_usd":1032187.6,"pct_val":0.800824915806,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CCJ80","value_usd":1027703.13,"pct_val":0.797345630344,"balance":1060000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140Y7S417","value_usd":1016092.92,"pct_val":0.76075616707,"balance":994450.59,"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":"US3140Y7LE67","value_usd":1009990.48,"pct_val":0.756187225812,"balance":987270.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Towd Point Mortgage Trust","title":"Towd Point Mortgage Trust 2017-4","isin":"US89173UAB35","value_usd":986019.29,"pct_val":0.738239821332,"balance":1030153,"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":"Ginnie Mae","isin":"US21H0426120","value_usd":974096.9,"pct_val":0.729313441136,"balance":1000000,"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":"US21H0426A28","value_usd":969722.5,"pct_val":0.752069060763,"balance":1000000,"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":948359.4,"pct_val":0.710043587499,"balance":1000000,"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":"US36179VFP04","value_usd":924310.03,"pct_val":0.692037649084,"balance":1024041.17,"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":"US01F0326250","value_usd":920664.1,"pct_val":0.689307914748,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0326A74","value_usd":913710.9,"pct_val":0.708629219568,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810TP30","value_usd":897177.37,"pct_val":0.671723228997,"balance":1151149.79,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382XAA37","value_usd":881845.45,"pct_val":0.660244108866,"balance":1052637.71,"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":"US3132DVMU60","value_usd":849863.47,"pct_val":0.636298967589,"balance":804838.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0226187","value_usd":845117.2,"pct_val":0.632745400683,"balance":1000000,"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":"US3133KGR837","value_usd":830448.94,"pct_val":0.621763167626,"balance":919772.46,"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":"US3132DVML61","value_usd":784455.54,"pct_val":0.587327574182,"balance":792295.94,"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":"US3140QQGB55","value_usd":758509.57,"pct_val":0.567901637538,"balance":736720.62,"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 Pool","isin":"US31418C6A71","value_usd":755695.92,"pct_val":0.565795037298,"balance":761806.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Scholar Funding Trust","title":"Scholar Funding Trust 2013-A","isin":"US80705XAA54","value_usd":737116.79,"pct_val":0.551884707398,"balance":747031.77,"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","title":"Ginnie Mae II Pool","isin":"US36179XS988","value_usd":719867.59,"pct_val":0.538970105772,"balance":775980.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US9128337Q77","value_usd":714407.08,"pct_val":0.534881782178,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XK6T25","value_usd":699236.76,"pct_val":0.523523653144,"balance":810572.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2025-NQM21 Trust","isin":"US67448BAD64","value_usd":698109.75,"pct_val":0.522679852551,"balance":696711.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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-NQM9","isin":"US61779VAB80","value_usd":694914.23,"pct_val":0.520287343462,"balance":693193.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ECMC Group Student Loan Trust","title":"ECMC Group Student Loan Trust 2018-2","isin":"US26829GAA67","value_usd":671265.89,"pct_val":0.502581659127,"balance":681802.19,"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":"US3140JS3X57","value_usd":626745.88,"pct_val":0.469249203504,"balance":631941.62,"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":"US36179WTZ13","value_usd":612972.25,"pct_val":0.458936786441,"balance":681631.94,"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":"US3140JAEL86","value_usd":600639.49,"pct_val":0.449703159238,"balance":588828.3,"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":"US3140QQUQ68","value_usd":590789.03,"pct_val":0.442328048118,"balance":564875.86,"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":"US3132DWBP77","value_usd":585000.84,"pct_val":0.437994388122,"balance":715993.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179RGA14","value_usd":584470.46,"pct_val":0.437597288755,"balance":604676.57,"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":"US36179UML34","value_usd":581542.6,"pct_val":0.435405178656,"balance":605709.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UK24","value_usd":571209.38,"pct_val":0.427668621609,"balance":580000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2019-BNK24","isin":"US06540VBB09","value_usd":568357.09,"pct_val":0.425533091319,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UM89","value_usd":561628.13,"pct_val":0.420495069976,"balance":570000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810QH41","value_usd":560915.63,"pct_val":0.419961616038,"balance":570000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2021-BNK37","isin":"US06540LBF31","value_usd":536544.01,"pct_val":0.401714406702,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2020-BNK29","isin":"US06541TBF57","value_usd":531059.75,"pct_val":0.397608301311,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810SC36","value_usd":517331.25,"pct_val":0.387329673408,"balance":680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810SD19","value_usd":504368.75,"pct_val":0.377624555282,"balance":680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179UKZ48","value_usd":487254.44,"pct_val":0.36481094678,"balance":479847.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Barclays Commercial Mortgage Securities LLC","title":"BBCMS Mortgage Trust 2025-5C34","isin":"US07337BAC81","value_usd":471700.31,"pct_val":0.365827552834,"balance":450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810SK51","value_usd":463275,"pct_val":0.346857365465,"balance":720000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ROCC Trust","title":"ROCK Trust 2024-CNTR","isin":"US74970WAA80","value_usd":462458.93,"pct_val":0.346246367915,"balance":450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgage Trust","title":"Wells Fargo Commercial Mortgage Trust 2021-C59","isin":"US95003CAJ99","value_usd":452037.31,"pct_val":0.338443625144,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BFLD Trust","title":"BFLD Commercial Mortgage Trust 2024-UNIV","isin":"US08861RAA95","value_usd":450355.43,"pct_val":0.337184389343,"balance":450000,"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":"US3140J7UE34","value_usd":426241.85,"pct_val":0.319130376433,"balance":427935.75,"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 Trust 2024-BIO","isin":"US05612AAA43","value_usd":423388.53,"pct_val":0.316994074975,"balance":425000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Madison Avenue Trust","title":"MAD Commercial Mortgage Trust 2025-11MD","isin":"US55616AAA51","value_usd":420706.99,"pct_val":0.314986386453,"balance":419000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank5","title":"BANK5 2024-5YR12","isin":"US06644XBG07","value_usd":420451.81,"pct_val":0.31479533133,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank5","title":"BANK5 2025-5YR17","isin":"US06211GAG10","value_usd":412491.53,"pct_val":0.308835411737,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CPA35","value_usd":408494.53,"pct_val":0.305842828736,"balance":410000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"IRV Trust","title":"IRV Trust 2025-200P","isin":"US45006HAA95","value_usd":407827.7,"pct_val":0.30534356826,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT Funding LLC","title":"COLT 2024-4 Mortgage Loan Trust","isin":"US19688WAA62","value_usd":407744.94,"pct_val":0.305281605246,"balance":402949.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"American Express Credit Account Master Trust","title":"American Express Credit Account Master Trust","isin":"US02582JKR04","value_usd":407709.06,"pct_val":0.305254741628,"balance":400000,"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","title":"Ginnie Mae II Pool","isin":"US36179UEB44","value_usd":401991.19,"pct_val":0.300973730729,"balance":395637.02,"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":"US3622ABJH66","value_usd":401457.73,"pct_val":0.300574325343,"balance":465579.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BFLD Trust","title":"BFLD Commercial Mortgage Trust 2025-660F","isin":"US05556QAA76","value_usd":401119.14,"pct_val":0.300320820545,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"J.P. Morgan Mortgage Trust 2021-LTV2","isin":"US46654VAA17","value_usd":380888.88,"pct_val":0.285174277593,"balance":441741,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US9128334S60","value_usd":377234.99,"pct_val":0.282438583547,"balance":470000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US912833XY10","value_usd":368998.63,"pct_val":0.276271960848,"balance":440000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140Q8QW81","value_usd":366708.93,"pct_val":0.274557645788,"balance":378534.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US9128337N47","value_usd":361127.1,"pct_val":0.280072411347,"balance":440000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UL07","value_usd":359570.31,"pct_val":0.278973379676,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138EPK942","value_usd":357592.86,"pct_val":0.267732377807,"balance":358161.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust Series 2025-NQM5","isin":"US46664DAC56","value_usd":350143.78,"pct_val":0.262155197377,"balance":350000,"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":"Ginnie Mae II Pool","isin":"US36179UH623","value_usd":347962.51,"pct_val":0.260522064647,"balance":342673.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ford Credit Auto Owner Trust/Ford Credit","title":"Ford Credit Auto Owner Trust 2024-REV1","isin":"US34533BAA89","value_usd":333045.16,"pct_val":0.249353336093,"balance":325000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2025-7","isin":"US03466TAA51","value_usd":332682.05,"pct_val":0.249081472992,"balance":329644.48,"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":"US3138Y16W05","value_usd":330055.99,"pct_val":0.247115322751,"balance":331284.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Onslow Bay Financial LLC","title":"OBX 2021-NQM4 Trust","isin":"US67115DAA00","value_usd":327494.52,"pct_val":0.245197531512,"balance":379036.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO Mortgage Trust","title":"BMO 2023-C7 Mortgage Trust","isin":"US05593FAD06","value_usd":322411.34,"pct_val":0.241391717637,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US9128334W72","value_usd":321421.63,"pct_val":0.240650714555,"balance":440000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust Series 2025-NQM2","isin":"US46590SAC17","value_usd":321231.12,"pct_val":0.249227838649,"balance":319406.35,"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":"US31417G4E31","value_usd":320180.8,"pct_val":0.2397216961,"balance":345886.09,"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":"US3140Q8G584","value_usd":317861.23,"pct_val":0.237985017152,"balance":328111.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgage Trust","title":"Wells Fargo Commercial Mortgage Trust 2025-5C4","isin":"US949931AC32","value_usd":313992.58,"pct_val":0.235088530731,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Barclays Commercial Mortgage Securities LLC","title":"BBCMS Mortgage Trust 2025-5C36","isin":"US05556CAC47","value_usd":312873.39,"pct_val":0.234250585029,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2021-7","isin":"US03464JAA97","value_usd":310715.95,"pct_val":0.232635293994,"balance":356994.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DURST Commercial Mortgage Trust","title":"Durst Commercial Mortgage Trust 2025-151","isin":"US266895AA94","value_usd":306015.57,"pct_val":0.229116085266,"balance":300000,"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":"Ginnie Mae II Pool","isin":"US36179VHS25","value_usd":303922.06,"pct_val":0.227548659087,"balance":336692.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ford Credit Auto Owner Trust/Ford Credit","title":"Ford Credit Auto Owner Trust 2025-REV2","isin":"US34536BAA52","value_usd":302562.7,"pct_val":0.226530896357,"balance":300000,"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","title":"Ginnie Mae II Pool","isin":"US36179UPC08","value_usd":301611.64,"pct_val":0.225818830811,"balance":297026.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgage Trust","title":"Wells Fargo Commercial Mortgage Trust 2024-MGP","isin":"US95003TAS24","value_usd":298693.22,"pct_val":0.231651765759,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust Series 2024-3","isin":"US46657QAH48","value_usd":292598.58,"pct_val":0.219070687168,"balance":320367.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CGS44","value_usd":287083.22,"pct_val":0.21494129698,"balance":287600,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Barclays Dryrock Issuance Trust","title":"Barclays Dryrock Issuance Trust","isin":"US06742LBF94","value_usd":275903.83,"pct_val":0.206571206293,"balance":275000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Santander Drive Auto Receivables Trust","title":"Santander Drive Auto Receivables Trust 2025-1","isin":"US80288DAC02","value_usd":275813.36,"pct_val":0.206503470746,"balance":275000,"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 REMICS","isin":"US3136BUZ452","value_usd":275032.3,"pct_val":0.205918685437,"balance":275627.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ellington Financial Mortgage Trust","title":"Ellington Financial Mortgage Trust 2017-1","isin":"US31574XAA63","value_usd":274784.04,"pct_val":0.213191774148,"balance":319567.38,"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":"US3133KQDS21","value_usd":271331.41,"pct_val":0.203147802149,"balance":259974.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank5","title":"BANK5 2025-5YR15","isin":"US065924AG73","value_usd":259892.05,"pct_val":0.19458307003,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSTN Commercial Mortgage Trust","title":"BSTN Commercial Mortgage Trust 2025-1C","isin":"US05615EAA38","value_usd":256818.59,"pct_val":0.192281948151,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYC Commercial Mortgage Trust 2021-909","title":"NYC Commercial Mortgage Trust 2025-11X","isin":"US67122NAA90","value_usd":250543.89,"pct_val":0.187584034577,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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-HX1","isin":"US617942AA59","value_usd":249005.62,"pct_val":0.193191532887,"balance":246126.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury STRIPS Coupon","isin":"US9128335A44","value_usd":237677.52,"pct_val":0.177950889682,"balance":360000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US3622ABJ945","value_usd":229983.25,"pct_val":0.172190133713,"balance":266716.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO Mortgage Trust","title":"BMO 2023-C4 Mortgage Trust","isin":"US05610CAE49","value_usd":229736.72,"pct_val":0.172005554907,"balance":225000,"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":"Ginnie Mae II Pool","isin":"US36179UGE64","value_usd":222526.46,"pct_val":0.16660718075,"balance":219009.04,"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 I Pool","isin":"US36213FHY25","value_usd":219620.8,"pct_val":0.164431691952,"balance":212269.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2021-BNK31","isin":"US06541ABP49","value_usd":215956.81,"pct_val":0.161688435963,"balance":250000,"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":"US3140HBH764","value_usd":212761.96,"pct_val":0.159296428507,"balance":219907,"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":"US3132AD6P86","value_usd":210973.16,"pct_val":0.157957140924,"balance":212679.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank5","title":"BANK5 2024-5YR11","isin":"US06644WBD92","value_usd":210264.74,"pct_val":0.157426741712,"balance":200000,"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":"US3140Q9CT81","value_usd":208467.03,"pct_val":0.156080783146,"balance":215189.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank5","title":"BANK5 2024-5YR10","isin":"US06604AAF12","value_usd":205994.68,"pct_val":0.154229716701,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2024-VLT5","isin":"US05614JAA34","value_usd":202236,"pct_val":0.151415565619,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Exeter Automobile Receivables Trust","title":"Exeter Automobile Receivables Trust","isin":"US30166XAC83","value_usd":201455.91,"pct_val":0.150831506556,"balance":200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLP Commercial Mortgage Trust","title":"BLP Commercial Mortgage Trust 2024-IND2","isin":"US05625AAA97","value_usd":192726.25,"pct_val":0.144295546556,"balance":192747.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust Series 2024-VIS1","isin":"US465970AA90","value_usd":191804.33,"pct_val":0.14360529834,"balance":189856.82,"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 2022-J2 Trust","isin":"US67115QAA13","value_usd":172149.86,"pct_val":0.128889853553,"balance":188657.38,"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":"US3137HJSY42","value_usd":170640.83,"pct_val":0.127760031805,"balance":170618.46,"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":"US3138ET6A96","value_usd":168636.46,"pct_val":0.126259345393,"balance":169263.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TYSN 2023-CRNR Mortgage Trust","title":"TYSN 2023-CRNR Mortgage Trust","isin":"US87332PAA84","value_usd":163029.1,"pct_val":0.122061074135,"balance":155000,"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":"US31401DNK36","value_usd":157949.17,"pct_val":0.118257693559,"balance":155600.78,"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":"US31417GAX43","value_usd":156916.8,"pct_val":0.117484750623,"balance":169262.96,"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":"US31397S7M03","value_usd":156070.08,"pct_val":0.116850805195,"balance":154676.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOUSTON GALLERIA MALL TRUST","title":"Houston Galleria Mall Trust 2025-HGLR","isin":"US44216XAA37","value_usd":155132.28,"pct_val":0.116148667507,"balance":150000,"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":"US3132DPHR29","value_usd":154237.11,"pct_val":0.11547844721,"balance":147736.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPR Trust","title":"BPR Trust 2024-PMDW","isin":"US05592VAA26","value_usd":153443.31,"pct_val":0.114884123371,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgage Trust","title":"Wells Fargo Commercial Mortgage Trust 2024-C63","isin":"US94990FAE16","value_usd":153136.64,"pct_val":0.118811383545,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2024-XL5","isin":"US05612GAA13","value_usd":151347.85,"pct_val":0.113315237213,"balance":151428.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Trust 2024-PAT","isin":"US05612FAA30","value_usd":149999.66,"pct_val":0.112305837544,"balance":150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Banc of America Commercial Mortgage Trust","title":"Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3","isin":"US06427DAS27","value_usd":148992.23,"pct_val":0.111551567368,"balance":150000,"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":"US3140E0EH47","value_usd":144482.96,"pct_val":0.108175444088,"balance":148905.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2020-3","isin":"US03465LAD73","value_usd":144255.89,"pct_val":0.108005435126,"balance":150000,"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":"US3140J7R988","value_usd":143567.59,"pct_val":0.107490099905,"balance":148054.18,"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":"US31402N2R85","value_usd":141230.71,"pct_val":0.105740460835,"balance":136872.2,"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":"US3136A1MA07","value_usd":140542.08,"pct_val":0.10522487854,"balance":139247.94,"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":"US3140Q8DN20","value_usd":136977.41,"pct_val":0.102555984158,"balance":141258.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Barclays Commercial Mortgage Securities LLC","title":"BBCMS Mortgage Trust 2024-C24","isin":"US07336VAW19","value_usd":130892.33,"pct_val":0.098000040458,"balance":125000,"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":"Ginnie Mae II Pool","isin":"US36179QT501","value_usd":130747.79,"pct_val":0.097891822308,"balance":135129.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Arroyo Mortgage Trust","title":"Arroyo Mortgage Trust 2022-1","isin":"US042855AA48","value_usd":129962.77,"pct_val":0.097304072118,"balance":132523.41,"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":"Ginnie Mae II Pool","isin":"US36179RXE43","value_usd":129713.26,"pct_val":0.097117262165,"balance":134367.42,"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":"US3140Q9ME03","value_usd":128483.84,"pct_val":0.09619678646,"balance":132798.63,"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","title":"Fannie Mae Pool","isin":"US31417FU634","value_usd":127799.93,"pct_val":0.095684738063,"balance":137843.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Sec Trust","title":"J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI","isin":"US46593JAA25","value_usd":127282.53,"pct_val":0.095297356916,"balance":125000,"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":"Ginnie Mae II Pool","isin":"US36179NLE66","value_usd":117046.4,"pct_val":0.087633491859,"balance":120626.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Sec Trust","title":"J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO","isin":"US46655AAA60","value_usd":113832.67,"pct_val":0.08831731593,"balance":125000,"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":"US31418EEQ98","value_usd":113261.42,"pct_val":0.084799649776,"balance":115346.07,"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":"US3140GYKA60","value_usd":110944.25,"pct_val":0.083064767726,"balance":114522.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MSWF Commercial Mortgage Trust","title":"MSWF Commercial Mortgage Trust 2023-2","isin":"US55361AAU88","value_usd":107842.29,"pct_val":0.08074230769,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2024-BNK47","isin":"US06540GAV05","value_usd":106148.36,"pct_val":0.079474049966,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENCHMARK Mortgage Trust","title":"Benchmark 2022-B37 Mortgage Trust","isin":"US08161QAD25","value_usd":106128.24,"pct_val":0.079458985975,"balance":100000,"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":"US3140Q8KG95","value_usd":104380.48,"pct_val":0.078150425338,"balance":107607.77,"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":"US36179V4X53","value_usd":99553.1,"pct_val":0.074536130786,"balance":107313.17,"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":"US3136ABDT75","value_usd":98587.16,"pct_val":0.073812924475,"balance":90762.87,"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":"US31418MUL44","value_usd":93668.6,"pct_val":0.070130362792,"balance":93442.38,"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":"US36179TSJ50","value_usd":88880.26,"pct_val":0.066545297772,"balance":89159.29,"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":"US31417GL201","value_usd":88764.8,"pct_val":0.066458852029,"balance":95720.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36200NTT80","value_usd":85472.72,"pct_val":0.063994047765,"balance":82191.28,"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":"US31417GFQ47","value_usd":79323.7,"pct_val":0.059390231721,"balance":85570.16,"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":"US31403BAF04","value_usd":65147.51,"pct_val":0.048776415056,"balance":63315.17,"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 Non Gold Pool","isin":"US31342A6D66","value_usd":64763.61,"pct_val":0.048488986331,"balance":63498.45,"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":"US31407KRF83","value_usd":64016.04,"pct_val":0.047929275229,"balance":62540.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36200NXX47","value_usd":63078.2,"pct_val":0.047227107593,"balance":60535.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132GFKT39","value_usd":62142.08,"pct_val":0.046526227733,"balance":60690.16,"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":"US31410GDL41","value_usd":60392.59,"pct_val":0.045216371833,"balance":59073.71,"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":"US3138M0XQ81","value_usd":59303.47,"pct_val":0.044400939759,"balance":59302.7,"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":"US3138WMWQ09","value_usd":57366.16,"pct_val":0.042950461657,"balance":61881.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36200N3F65","value_usd":54047.22,"pct_val":0.040465547115,"balance":51912.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2021-8","isin":"US92538GAA04","value_usd":51792.25,"pct_val":0.038777234658,"balance":55386.33,"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":"Ginnie Mae I Pool","isin":"US36210AT318","value_usd":51400.67,"pct_val":0.038484055861,"balance":49341.08,"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":"US3138ERH605","value_usd":49717.79,"pct_val":0.037224071353,"balance":51488.69,"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":"US3138WN5M72","value_usd":49495.83,"pct_val":0.037057888285,"balance":53399.12,"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":"US36179T7M16","value_usd":48085.91,"pct_val":0.036002270916,"balance":47282.2,"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":"US3133TTRX18","value_usd":47548.04,"pct_val":0.03559956373,"balance":46312.5,"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":"US3138EP2E37","value_usd":42805.35,"pct_val":0.032048677197,"balance":42614.47,"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":"US3138WHT447","value_usd":42531.72,"pct_val":0.031843808424,"balance":42620.51,"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":"US3138MRK750","value_usd":40802,"pct_val":0.030548754467,"balance":43706.09,"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":"US31417FY693","value_usd":39849.21,"pct_val":0.029835393657,"balance":42951.74,"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":"US31334XD481","value_usd":36180.22,"pct_val":0.027088394131,"balance":38507.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128P7LU52","value_usd":34480.4,"pct_val":0.025815726521,"balance":34269.75,"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":"US3140EWUP81","value_usd":28886.78,"pct_val":0.021627742501,"balance":29915.7,"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":"US3137B4PT71","value_usd":28132.41,"pct_val":0.02106294019,"balance":26863.16,"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":"US3138ANZG11","value_usd":27921,"pct_val":0.020904655984,"balance":27903.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31297KFM99","value_usd":26614.13,"pct_val":0.0199261929,"balance":26030.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M7P918","value_usd":26203.28,"pct_val":0.019618586514,"balance":25666.73,"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":"US3138MKQH28","value_usd":26168.91,"pct_val":0.019592853444,"balance":28094.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36209Q3H67","value_usd":26030.92,"pct_val":0.019489539327,"balance":25470.73,"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":"US3138WHGK28","value_usd":25851.33,"pct_val":0.019355078986,"balance":26772.13,"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":"US3138WVN490","value_usd":24314.07,"pct_val":0.018204121232,"balance":26298.07,"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":"US36225CPN01","value_usd":23078.74,"pct_val":0.017279220667,"balance":22806.06,"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":"US3138W3FS79","value_usd":22963.02,"pct_val":0.01719258026,"balance":24614.18,"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":"US3136A9EA25","value_usd":21939.69,"pct_val":0.016426405639,"balance":20413.7,"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":"US31418BZY54","value_usd":21469.31,"pct_val":0.016074228708,"balance":22126.24,"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":"US3138MN5G14","value_usd":20903.21,"pct_val":0.015650385516,"balance":22355.99,"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":"US3138WPGT52","value_usd":20715.24,"pct_val":0.015509651009,"balance":22331.58,"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":"US3138WRNS52","value_usd":20481.37,"pct_val":0.015334550837,"balance":22115.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M9UC41","value_usd":19075.84,"pct_val":0.014282220293,"balance":19430.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36295PZ702","value_usd":18674.41,"pct_val":0.013981666729,"balance":18239.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31292L6T70","value_usd":18011.95,"pct_val":0.013485678104,"balance":19491.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Exeter Automobile Receivables Trust","title":"Exeter Automobile Receivables Trust 2025-1","isin":"US30167MAB37","value_usd":17909.84,"pct_val":0.013409227604,"balance":17904.17,"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":"US3138WWKV04","value_usd":17856.38,"pct_val":0.013369201712,"balance":19243.51,"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":"US3138W7WP51","value_usd":17423.87,"pct_val":0.013045378326,"balance":18804.4,"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","title":"Ginnie Mae II Pool","isin":"US36225CUK07","value_usd":16887.21,"pct_val":0.012643577077,"balance":16660.6,"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":"US31371KA502","value_usd":16558.52,"pct_val":0.012397484481,"balance":15602.69,"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":"US3140GRYD03","value_usd":15631,"pct_val":0.011703043504,"balance":15639.14,"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":"US36225CKJ44","value_usd":15446.6,"pct_val":0.011564981882,"balance":15299.05,"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","title":"Fannie Mae Pool","isin":"US3138MPDQ50","value_usd":15378.57,"pct_val":0.011514047325,"balance":16609.91,"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":"US3138WMKE07","value_usd":15087.42,"pct_val":0.0112960612,"balance":16075.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC Mortgage Investors Inc","title":"Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E","isin":"US59020UJR77","value_usd":14850.85,"pct_val":0.011118939519,"balance":15402.34,"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":"Ginnie Mae I Pool","isin":"US36201SQC60","value_usd":14682.93,"pct_val":0.010993216592,"balance":14208.37,"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":"US3138WVH468","value_usd":14497.39,"pct_val":0.010854301444,"balance":15705.9,"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":"US3138MQTN39","value_usd":13981.01,"pct_val":0.010467683978,"balance":14958.8,"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":"US3138WXWH64","value_usd":13139.3,"pct_val":0.009837489573,"balance":14195.17,"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":"US36225CN281","value_usd":13130.12,"pct_val":0.00983061644,"balance":12978.06,"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":"US3138W0FU86","value_usd":12806.95,"pct_val":0.009588656708,"balance":13824.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31297KC919","value_usd":12738.37,"pct_val":0.009537310363,"balance":12458.8,"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":"US3138MJGD50","value_usd":12220.65,"pct_val":0.009149689629,"balance":13118.57,"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","title":"Fannie Mae Pool","isin":"US3138MRXV81","value_usd":11968.33,"pct_val":0.008960775808,"balance":12883.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Bonds","isin":"US912810UC08","value_usd":11779.22,"pct_val":0.008819187774,"balance":13000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36210KDR32","value_usd":11735.68,"pct_val":0.008786589059,"balance":11558.56,"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":"US3138WMZQ71","value_usd":11311,"pct_val":0.008468628051,"balance":12148.11,"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":"US36225CN364","value_usd":11129.31,"pct_val":0.008332595426,"balance":11000.36,"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":"US3138MQHG16","value_usd":11117.97,"pct_val":0.008324105085,"balance":11792.24,"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":"US31391NCY58","value_usd":10850.41,"pct_val":0.008123780965,"balance":10574.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36291NPZ86","value_usd":10172.04,"pct_val":0.007615880407,"balance":9813.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128KLSB41","value_usd":10003.17,"pct_val":0.007489446209,"balance":9764.02,"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":"US3138W4AP68","value_usd":9851.48,"pct_val":0.007375874801,"balance":10650.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132L5TH62","value_usd":9757.59,"pct_val":0.007305578675,"balance":9938.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36201U5P56","value_usd":9678.24,"pct_val":0.007246168752,"balance":9395.33,"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":"US3138NYAR68","value_usd":9637.97,"pct_val":0.00721601831,"balance":10437.62,"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 Pool","isin":"US3138WQQ394","value_usd":9128.08,"pct_val":0.006834259954,"balance":9815.5,"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":"US31418CCW29","value_usd":8923.02,"pct_val":0.006680730039,"balance":9240.85,"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":"Fannie Mae Pool","isin":"US3138NYHT51","value_usd":8920.45,"pct_val":0.006678805862,"balance":9618.6,"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":"US3138NXRK59","value_usd":8765.79,"pct_val":0.006563010794,"balance":9314.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36201SSM25","value_usd":8348.32,"pct_val":0.006250447965,"balance":8104.55,"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":"US31418CAY03","value_usd":7974.75,"pct_val":0.005970753386,"balance":8258.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36291GXG62","value_usd":7560.85,"pct_val":0.005660863443,"balance":7368.79,"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 I Pool","isin":"US36213X3S13","value_usd":7363.77,"pct_val":0.005513308212,"balance":7159.97,"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":"US36225CQN91","value_usd":7249.06,"pct_val":0.005427424,"balance":7169.46,"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 I Pool","isin":"US36290XLG33","value_usd":7226.37,"pct_val":0.005410435832,"balance":7030.52,"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":"US31417GMA12","value_usd":7063.13,"pct_val":0.005288216855,"balance":7631.16,"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":"US3138LSR854","value_usd":6859.21,"pct_val":0.005135540466,"balance":7293.87,"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":"US36225CNM46","value_usd":6846.87,"pct_val":0.005126301418,"balance":6768.73,"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":"US36225CL467","value_usd":6633.55,"pct_val":0.004966587181,"balance":6573.87,"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 Gold Pool","isin":"US3128M9NX60","value_usd":6378.36,"pct_val":0.00477552457,"balance":6921.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36200KFF93","value_usd":6166.73,"pct_val":0.004617075649,"balance":6018.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31283Y5M62","value_usd":6036.15,"pct_val":0.004519309452,"balance":6007.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36290QX755","value_usd":5930.76,"pct_val":0.004440403192,"balance":5807.37,"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":"US3138A46M25","value_usd":5899.71,"pct_val":0.004417155831,"balance":5866.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138AFC245","value_usd":5786.27,"pct_val":0.004332222477,"balance":5778.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128LXFW53","value_usd":5755.74,"pct_val":0.004309364443,"balance":5639.41,"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":"US3140L7CR11","value_usd":5726,"pct_val":0.004287097889,"balance":5813.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CE447","value_usd":5545.77,"pct_val":0.004152158376,"balance":5519.48,"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":"Fannie Mae Pool","isin":"US3138W1LY18","value_usd":5529.81,"pct_val":0.004140209007,"balance":5959.81,"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":"US3138MNJQ49","value_usd":5453.77,"pct_val":0.004083277306,"balance":5825.96,"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":"US36225CNB80","value_usd":5447.98,"pct_val":0.004078942291,"balance":5393.82,"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":"US31417MFB46","value_usd":5427.45,"pct_val":0.00406357133,"balance":5415.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132HRPU85","value_usd":5367.48,"pct_val":0.004018671355,"balance":5803.94,"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":"US3138MFW529","value_usd":5194.66,"pct_val":0.003889279762,"balance":5600.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36201SSU41","value_usd":4921.7,"pct_val":0.003684912623,"balance":4773.98,"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":"US3138MHKP78","value_usd":4826.91,"pct_val":0.00361394266,"balance":5176.53,"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":"US3138MRD243","value_usd":4785.3,"pct_val":0.00358278895,"balance":5129.59,"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":"US36225CB625","value_usd":4784.83,"pct_val":0.003582437057,"balance":4766.57,"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":"US3138W02X69","value_usd":4581.51,"pct_val":0.003430209893,"balance":4946.98,"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":"US36225CKX38","value_usd":4302.2,"pct_val":0.003221088463,"balance":4259.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132L5TJ29","value_usd":4260.97,"pct_val":0.003190219261,"balance":4339.82,"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":"US3138M6P769","value_usd":4242.13,"pct_val":0.003176113616,"balance":4541.25,"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","title":"Ginnie Mae II Pool","isin":"US36225CQH24","value_usd":4184.84,"pct_val":0.003133220176,"balance":4133.94,"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":"US36225CL202","value_usd":4172.34,"pct_val":0.003123861335,"balance":4134.8,"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":"US36225CB542","value_usd":4161.65,"pct_val":0.003115857654,"balance":4146.96,"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":"US36225CLK08","value_usd":4147.28,"pct_val":0.003105098731,"balance":4110.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132GVL672","value_usd":4047.79,"pct_val":0.003030609843,"balance":4370.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31296LVE81","value_usd":4013.28,"pct_val":0.003004771955,"balance":3930.45,"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":"US3138WHBX93","value_usd":3716.45,"pct_val":0.002782533173,"balance":3718.39,"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":"US3138NXMW43","value_usd":3480.57,"pct_val":0.002605928099,"balance":3783.58,"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":"US36225CMN38","value_usd":3278.43,"pct_val":0.00245458441,"balance":3246.39,"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":"US3138MR5R87","value_usd":3199.65,"pct_val":0.00239560125,"balance":3441.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202FY678","value_usd":3181.64,"pct_val":0.002382117032,"balance":3268.67,"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 I Pool","isin":"US36202SBG21","value_usd":3061.72,"pct_val":0.002292332055,"balance":3005.92,"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":"Ginnie Mae II Pool","isin":"US36225CN778","value_usd":3007.37,"pct_val":0.002251639814,"balance":2972.55,"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":"US3138MP2W46","value_usd":2866.27,"pct_val":0.002145997217,"balance":3070.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132GTYG65","value_usd":2830.39,"pct_val":0.0021191336,"balance":3055.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36290NBS09","value_usd":2757.17,"pct_val":0.002064313253,"balance":2697.01,"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":"US36225CLM63","value_usd":2740.37,"pct_val":0.00205173497,"balance":2716.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31292MA787","value_usd":2701.69,"pct_val":0.002022774973,"balance":2760.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31416NFG25","value_usd":2689.32,"pct_val":0.002013513464,"balance":2681.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128LXBH23","value_usd":2212.16,"pct_val":0.001656260298,"balance":2163.61,"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":"US31410GDN07","value_usd":2109.85,"pct_val":0.001579660056,"balance":2071.71,"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":"US36225CEP77","value_usd":2047.16,"pct_val":0.001532723596,"balance":2038.84,"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":"US36225CFJ09","value_usd":2046.15,"pct_val":0.001531967402,"balance":2035.99,"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","title":"Ginnie Mae I Pool","isin":"US36208CFB81","value_usd":1981.82,"pct_val":0.001483803063,"balance":1966.08,"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":"US36202FP676","value_usd":1978.28,"pct_val":0.001481152639,"balance":2029.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132GEV560","value_usd":1928.93,"pct_val":0.001444203934,"balance":1889.27,"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":"US36225CFU53","value_usd":1899.66,"pct_val":0.001422289272,"balance":1889.8,"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":"US36179QDZ19","value_usd":1867.43,"pct_val":0.001398158437,"balance":1927.75,"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":"US36225CNK89","value_usd":1831.93,"pct_val":0.001371579328,"balance":1811.02,"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":"US36179MAY66","value_usd":1731.06,"pct_val":0.001296057225,"balance":1779.55,"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":"US36225CCU80","value_usd":1718.03,"pct_val":0.001286301569,"balance":1711,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31296NV618","value_usd":1674.72,"pct_val":0.001253875057,"balance":1640.15,"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 Gold Pool","isin":"US312941Z424","value_usd":1587.65,"pct_val":0.001188685114,"balance":1554.8,"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":"US36225CA973","value_usd":1536.09,"pct_val":0.001150081766,"balance":1533.37,"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":"US36179N5W43","value_usd":1528.83,"pct_val":0.001144646151,"balance":1577.97,"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":"US36225CK709","value_usd":1515.55,"pct_val":0.001134703319,"balance":1500.77,"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":"US36225CMC72","value_usd":1488.63,"pct_val":0.001114548119,"balance":1474.96,"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":"US3138W02A66","value_usd":1437.8,"pct_val":0.001076491328,"balance":1484.93,"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":"US31417KUM79","value_usd":1120.75,"pct_val":0.000839113684,"balance":1142.85,"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":"US36179MQQ68","value_usd":1078.52,"pct_val":0.000807495776,"balance":1109.63,"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":"US36225CBA36","value_usd":1033.32,"pct_val":0.000773654207,"balance":1031.49,"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","title":"Ginnie Mae II Pool","isin":"US36225CM291","value_usd":985.91,"pct_val":0.000738157995,"balance":976.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M4EM10","value_usd":979.45,"pct_val":0.000733321346,"balance":957.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae I Pool","isin":"US36206JCT97","value_usd":904.42,"pct_val":0.000677145838,"balance":903.5,"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","title":"Ginnie Mae II Pool","isin":"US36225CNY83","value_usd":850.03,"pct_val":0.000636423649,"balance":840.18,"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":"US36225CCG96","value_usd":787.13,"pct_val":0.000589329961,"balance":783.91,"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":"US36225CBN56","value_usd":731.17,"pct_val":0.000547432302,"balance":729.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128M7EX06","value_usd":716.14,"pct_val":0.000536179231,"balance":699.02,"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":"US36225CEF95","value_usd":687.59,"pct_val":0.000514803639,"balance":684.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31296NDL82","value_usd":656.03,"pct_val":0.000491174437,"balance":642.49,"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":"US31371HDV78","value_usd":610.89,"pct_val":0.00045737779,"balance":605.31,"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":"US31416CCH79","value_usd":588.06,"pct_val":0.000440284803,"balance":585.63,"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","title":"Fannie Mae Pool","isin":"US3138AMBC89","value_usd":571.96,"pct_val":0.000428230616,"balance":569.94,"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":"US36202F2M77","value_usd":535.05,"pct_val":0.00040059583,"balance":549.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US312943UP63","value_usd":512.52,"pct_val":0.000383727455,"balance":509.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3128LXBF66","value_usd":339.53,"pct_val":0.000254208583,"balance":332.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US31296LKE01","value_usd":218.62,"pct_val":0.000163682385,"balance":214.11,"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":"US36225CME39","value_usd":106.87,"pct_val":0.000080014347,"balance":105.89,"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 I Pool","isin":"US36200AGF03","value_usd":99.86,"pct_val":0.00007747659,"balance":99.99,"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","title":"Ginnie Mae II Pool","isin":"US36202KYL33","value_usd":45.09,"pct_val":0.000033759211,"balance":45.2,"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","title":"Ginnie Mae II Pool","isin":"US36202K3W33","value_usd":18.88,"pct_val":0.000014135593,"balance":18.88,"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":"US36225CEL63","value_usd":6.09,"pct_val":0.000004559627,"balance":6.07,"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":"US36202KTU96","value_usd":1.88,"pct_val":0.000001458601,"balance":1.87,"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 Gold Pool","isin":"US3128M7LA20","value_usd":1.46,"pct_val":0.000001093112,"balance":1.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCH Ltd.","title":"Long: BR219534  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR219534  IRS USD P F  3.49000 2 CCPOIS","isin":null,"value_usd":-16.56,"pct_val":-0.00001239859,"balance":10000,"units":"OU","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0406734","value_usd":-929320.8,"pct_val":-0.72101549313,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0406A63","value_usd":-940307.6,"pct_val":-0.72925631153,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0406163","value_usd":-943596.6,"pct_val":-0.70647764446,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506723","value_usd":-981930.8,"pct_val":-0.76183307204,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506A54","value_usd":-994690.5,"pct_val":-0.77143301314,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0506152","value_usd":-997575.2,"pct_val":-0.74689181528,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0226A83","value_usd":-1684843.8,"pct_val":-1.30668195715,"balance":-2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406771","value_usd":-1859147,"pct_val":-1.44242310191,"balance":-2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0306744","value_usd":-2650977.6,"pct_val":-2.0567665348,"balance":-3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0306A72","value_usd":-2679549.3,"pct_val":-2.07812660356,"balance":-3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0306173","value_usd":-2696479.2,"pct_val":-2.01887360929,"balance":-3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426167","value_usd":-3903906.4,"pct_val":-2.92288314484,"balance":-4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426738","value_usd":-4780859,"pct_val":-3.70923948917,"balance":-5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426A65","value_usd":-4849609.5,"pct_val":-3.76111852796,"balance":-5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0206122","value_usd":-5655234.2,"pct_val":-4.23411501959,"balance":-7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0206791","value_usd":-7121248.2,"pct_val":-5.52503536198,"balance":-9000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=822977&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/goldman-sachs-government-income-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/goldman-sachs-government-income-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: Goldman Sachs Government Income Fund | LEI: LY03WWZZ885PZ7XM7X15 | 397 positions totaling $190,476,116 across DIR, EC, DBT, ABS-MBS, ABS-O | Filing: Sun Feb 22 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-23"}
