{"entity_type":"fund","name":"JPMorgan Government Bond Fund","identifiers":{"lei":"549300SMSIKAH2NAKR95","cik":"763852","fund_id":"S000003485","fundkey":"jpmorgan-government-bond-fund"},"dates":{"reporting_period_start":"2025-11-30","reporting_period_end":"2026-02-28","filing_date":"2026-01-28"},"summary":{"total_positions":376,"total_value_usd":2243980139.85,"asset_categories":["DIR","STIV","ABS-MBS","DBT"],"by_asset_category":{"ABS-MBS":{"positions":332,"total_value_usd":1336109228.91},"DBT":{"positions":42,"total_value_usd":862378322.08},"STIV":{"positions":1,"total_value_usd":45396925.37},"DIR":{"positions":1,"total_value_usd":95663.49}}},"holdings":[{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810RD28","value_usd":67378793.16,"pct_val":3.432042950213,"balance":75300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31418FQ911","value_usd":67236996.22,"pct_val":3.424820303955,"balance":66375287.68,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810UN62","value_usd":46798125,"pct_val":2.383734814128,"balance":45380000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMorgan U.S. Government Money Market Fund","title":"JPMorgan U.S. Government Money Market Fund, Class Institutional","isin":"US4812C26846","value_usd":45396925.37,"pct_val":2.312362545697,"balance":45396925.37,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US9128282R06","value_usd":39153124.8,"pct_val":1.994324915104,"balance":40000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CHU80","value_usd":35158046.7,"pct_val":1.790829438477,"balance":35000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US912828V988","value_usd":34449023.35,"pct_val":1.754714238489,"balance":35000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CJZ59","value_usd":34197460.85,"pct_val":1.732084982661,"balance":35000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Indexed Bonds","isin":"US912810RF75","value_usd":31809495.87,"pct_val":1.675176477903,"balance":38060825,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CNN73","value_usd":30798793.21,"pct_val":1.568784125599,"balance":30435000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CGZ86","value_usd":29903906.4,"pct_val":1.523201683061,"balance":30000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA, Grantor Trust","title":"FNMA, Grantor Trust, Series 2017-T1, Class A","isin":"US3136AV6R53","value_usd":28206092.86,"pct_val":1.436720926766,"balance":28667525.35,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CJF95","value_usd":25943359.5,"pct_val":1.321465106467,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CKC46","value_usd":25729492.25,"pct_val":1.310571447599,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810RZ30","value_usd":25584179.6,"pct_val":1.303169723219,"balance":35000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CHK09","value_usd":25317382.75,"pct_val":1.289580013382,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US9128285M81","value_usd":24741211,"pct_val":1.260231814936,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CNC19","value_usd":24571546.88,"pct_val":1.251589710802,"balance":24075000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810RM27","value_usd":24405234.22,"pct_val":1.243118318461,"balance":31000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810SL35","value_usd":21164062.5,"pct_val":1.078024228313,"balance":35000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810FF04","value_usd":20976562.4,"pct_val":1.068473620975,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US912828K742","value_usd":19905000,"pct_val":1.008178698737,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US912828P469","value_usd":19639062.4,"pct_val":0.994709086905,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US912828ZE35","value_usd":19241406.2,"pct_val":0.980090758587,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Bonds","isin":"US912810TC27","value_usd":19225898.37,"pct_val":0.979300843302,"balance":27000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QQEC56","value_usd":19175354.71,"pct_val":0.976726323874,"balance":18641755.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 5258, Class KZ","isin":"US3137H8YN53","value_usd":18327983.91,"pct_val":0.933564182732,"balance":20061172.96,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CDY49","value_usd":17957812.4,"pct_val":0.914708924844,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CNX55","value_usd":17477732.73,"pct_val":0.890255324984,"balance":17460000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CHF14","value_usd":17447789.93,"pct_val":0.888730142195,"balance":17330000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140J2AZ95","value_usd":17285929.04,"pct_val":0.880485507639,"balance":19618573.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XPR430","value_usd":16922457.28,"pct_val":0.86197151187,"balance":18132652.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-77, Class ZL","isin":"US3136B7L662","value_usd":15672746.61,"pct_val":0.798315567712,"balance":17717985,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2024-159, Class PA","isin":"US38384YHQ70","value_usd":15316060.04,"pct_val":0.780147186081,"balance":15466894.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2020-M8, Class AL","isin":"US3136B86L85","value_usd":14825386,"pct_val":0.755153945614,"balance":17842825.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3132DWG982","value_usd":14615424.18,"pct_val":0.744459215857,"balance":14376003.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HWCN09","value_usd":13864622.1,"pct_val":0.706215951696,"balance":15000000,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810TQ13","value_usd":13764843.75,"pct_val":0.701133587251,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Resolution Funding Corp.","title":"Resolution Funding Corp. STRIPS","isin":"US76116EHK91","value_usd":13752019.5,"pct_val":0.70048036426,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2025-18, Class MA","isin":"US3136BVLQ99","value_usd":13667277.2,"pct_val":0.696163884257,"balance":16002728.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Resolution Funding Corp.","title":"Resolution Funding Corp. STRIPS","isin":"US76116FAB31","value_usd":13454765.77,"pct_val":0.685339286176,"balance":15700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2020-12, Class JC","isin":"US3136B8G603","value_usd":13356902.78,"pct_val":0.680354483552,"balance":15557364.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HVY577","value_usd":12971867.18,"pct_val":0.66074210027,"balance":14822022.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FFCB Funding Corp.","title":"FFCB Funding Corp.","isin":"US3133EHHE63","value_usd":12922681.5,"pct_val":0.654527617124,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2020-M24, Class A3","isin":"US3136B9J811","value_usd":12395310,"pct_val":0.631374269351,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Seasoned Credit Risk Transfer Trust","title":"Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MAU","isin":"US35563PZ282","value_usd":12370321.66,"pct_val":0.630101449639,"balance":13260531.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QSS857","value_usd":12295272.9,"pct_val":0.626278725075,"balance":12097517.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HTEY17","value_usd":12227611.82,"pct_val":0.622832303409,"balance":12385852.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QQVZ58","value_usd":12212887.42,"pct_val":0.622082293341,"balance":12147635.79,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CNT44","value_usd":12130562.5,"pct_val":0.617888946324,"balance":11900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XCXR46","value_usd":12057072.32,"pct_val":0.614145610441,"balance":13953790.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QTDZ99","value_usd":12051765.27,"pct_val":0.613875287648,"balance":12219413.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KPZA91","value_usd":11966580.28,"pct_val":0.609536258546,"balance":11898979.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LNRG83","value_usd":11905099.13,"pct_val":0.606404621164,"balance":11989969.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140M5PP42","value_usd":11886370.28,"pct_val":0.605450638247,"balance":11865441.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3132DSQ625","value_usd":11244469.61,"pct_val":0.57275443569,"balance":11221779.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140W1MC43","value_usd":11227531.37,"pct_val":0.571891660261,"balance":10978463.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-48, Class DE","isin":"US3136APKU51","value_usd":10863235.69,"pct_val":0.553335696853,"balance":11332844.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA","isin":"US31359MEU36","value_usd":10827956.2,"pct_val":0.548430785817,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CBZ32","value_usd":10547059.35,"pct_val":0.537230766388,"balance":11120000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 15 Year","isin":"US3140QE3Y69","value_usd":10430500.31,"pct_val":0.531293651566,"balance":10997800.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HUUN41","value_usd":10352753.5,"pct_val":0.527333497657,"balance":11741827.68,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810SW99","value_usd":10331816.37,"pct_val":0.526267032586,"balance":14500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2011-29, Class Z","isin":"US38377QQD24","value_usd":10267896.85,"pct_val":0.52301119306,"balance":10127890.91,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CMM00","value_usd":10187500,"pct_val":0.515991986605,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FFCB Funding Corp.","title":"FFCB Funding Corp.","isin":"US31331VYY63","value_usd":10082281.9,"pct_val":0.51355660875,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Notes","isin":"US91282CHB00","value_usd":9993046.9,"pct_val":0.50901128613,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2024-197, Class BN","isin":"US38385BGR50","value_usd":9969897.35,"pct_val":0.507832128028,"balance":10621925.3,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810SP49","value_usd":9913762.1,"pct_val":0.504972792323,"balance":19491000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Seasoned Credit Risk Transfer Trust","title":"FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G","isin":"US35563PPE33","value_usd":9844342.55,"pct_val":0.50143680027,"balance":10788858.5692,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US3132WEJX11","value_usd":9802799.66,"pct_val":0.516242680334,"balance":10543770.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC Gold Pools, Other","isin":"US3132WVBJ24","value_usd":9530186.28,"pct_val":0.485434765191,"balance":10247212.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140KFET80","value_usd":9511316.51,"pct_val":0.500892367378,"balance":10863514.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A3","isin":"US3137FLYK48","value_usd":9498315,"pct_val":0.483811352293,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2024-6, Class AL","isin":"US3136BQ2K45","value_usd":9397672.86,"pct_val":0.47868498937,"balance":11863000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3142GTG675","value_usd":9281390.93,"pct_val":0.472761989574,"balance":8924555,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810TS78","value_usd":9155468.8,"pct_val":0.466347951295,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1512, Class A3","isin":"US3137FMTT94","value_usd":9135646,"pct_val":0.465338246345,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class APT2","isin":"US3137FWGJ32","value_usd":9057865.25,"pct_val":0.461376363649,"balance":9385643.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2018-M4, Class A2","isin":"US3136B1XJ86","value_usd":8981812.49,"pct_val":0.457502498794,"balance":9119649.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QDZJ67","value_usd":8947903.01,"pct_val":0.453206993873,"balance":10853940.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2020-61, Class HC","isin":"US38382EU396","value_usd":8859357.99,"pct_val":0.451265089607,"balance":10758950.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA II, 30 Year","isin":"US3617WTN471","value_usd":8830948.69,"pct_val":0.449818018011,"balance":9757958.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133ASH487","value_usd":8790066.89,"pct_val":0.445212670131,"balance":11137491.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2","isin":"US3137FKZZ25","value_usd":8666987.85,"pct_val":0.441466419256,"balance":8700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2019-123, Class MA","isin":"US38382AKS32","value_usd":8386394.71,"pct_val":0.427173974069,"balance":9157156.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3132DTJB70","value_usd":8309620.88,"pct_val":0.423263380399,"balance":8145467.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-71, Class CA","isin":"US3136B6ZZ97","value_usd":8071971.58,"pct_val":0.411158346064,"balance":8532020.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K753, Class A2","isin":"US3137HB2L74","value_usd":7942729.37,"pct_val":0.404575194379,"balance":7805000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2024-151, Class CM","isin":"US38384WCZ68","value_usd":7892444.8,"pct_val":0.402013872101,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140LDAU33","value_usd":7858801.62,"pct_val":0.400300204739,"balance":9576760.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2019-M5, Class A2","isin":"US3136B4KB37","value_usd":7814109.12,"pct_val":0.398023723188,"balance":7946641.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-81, Class JA","isin":"US3136B8FR57","value_usd":7762667.46,"pct_val":0.395403462743,"balance":8709073.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2018-M8, Class A2","isin":"US3136B2GX47","value_usd":7740517.41,"pct_val":0.394275215718,"balance":7828860.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, STRIPS, Series 358, Class 300","isin":"US3132J0Q670","value_usd":7674688.96,"pct_val":0.390922141892,"balance":8359263.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QPAK36","value_usd":7563130.48,"pct_val":0.398295475388,"balance":8344136.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4606, Class KP","isin":"US3137BR4Y84","value_usd":7331532.93,"pct_val":0.373442959224,"balance":8150070.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2025-79, Class NM","isin":"US38385GWM76","value_usd":7195175.81,"pct_val":0.366497398604,"balance":8010893,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LGKW55","value_usd":7180746.52,"pct_val":0.36576242042,"balance":7336542.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1511, Class A1","isin":"US3137FLYH19","value_usd":7156544.51,"pct_val":0.364529653642,"balance":7275240.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-42, Class KA","isin":"US3136B5VN21","value_usd":7144559.58,"pct_val":0.363919182712,"balance":7717922.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QEAY82","value_usd":7111652.41,"pct_val":0.360201782094,"balance":8626530.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K158, Class A1","isin":"US3137FJY523","value_usd":7028915.96,"pct_val":0.358028696223,"balance":7019471.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-65, Class LD","isin":"US3136AP3R17","value_usd":6831682.69,"pct_val":0.34798231483,"balance":7057000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US3622AAKJ21","value_usd":6677175.15,"pct_val":0.351638604894,"balance":7704289.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2025-100, Class JS","isin":"US38385G2J71","value_usd":6664681.89,"pct_val":0.339475871015,"balance":6734460.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140X5V754","value_usd":6621074.57,"pct_val":0.3486841924,"balance":7549965.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4925, Class PA","isin":"US3137FPBV63","value_usd":6522467.24,"pct_val":0.332231948053,"balance":7072081.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K067, Class A2","isin":"US3137FAWS37","value_usd":6489971.9,"pct_val":0.330576747695,"balance":6558000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LCT540","value_usd":6477329.5,"pct_val":0.329932787515,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HY4K12","value_usd":6347645.46,"pct_val":0.323327130536,"balance":7925098.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2022-120, Class LN","isin":"US38383TA527","value_usd":6142164.7,"pct_val":0.312860650496,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KPRC40","value_usd":6132868.64,"pct_val":0.312387141314,"balance":6098224.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2023-M8, Class A2","isin":"US3136BQSN01","value_usd":6095736,"pct_val":0.310495732915,"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":"FHLMC","title":"FHLMC, REMIC, Series 4062, Class GY","isin":"US3137ARFY77","value_usd":6037055.53,"pct_val":0.307506752496,"balance":6109000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4748, Class HE","isin":"US3137FCZZ09","value_usd":6031700.19,"pct_val":0.307233969978,"balance":6567000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4458, Class BW","isin":"US3137BHE528","value_usd":6027381.33,"pct_val":0.30701398217,"balance":6248983.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4429, Class HB","isin":"US3137BG6W46","value_usd":5998585.19,"pct_val":0.30554720628,"balance":6292600,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2020-133, Class KB","isin":"US38382JG915","value_usd":5941252.86,"pct_val":0.302626895456,"balance":7232712.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KJJP84","value_usd":5865324.73,"pct_val":0.297075883143,"balance":7119847.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K149, Class A2","isin":"US3137H93C15","value_usd":5786420.4,"pct_val":0.294740264843,"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":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class A2","isin":"US3137FGR317","value_usd":5781684.35,"pct_val":0.294499026817,"balance":5779000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140X5GY31","value_usd":5754216.43,"pct_val":0.293099905866,"balance":6326042.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QNPF38","value_usd":5701031.11,"pct_val":0.300232146221,"balance":6560653.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HVVH47","value_usd":5695684.79,"pct_val":0.290118506333,"balance":6632929.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LMMN07","value_usd":5620144.12,"pct_val":0.286270725574,"balance":5904097.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, STRIPS, Series 406","isin":"US3133Q3G964","value_usd":5453281.22,"pct_val":0.277771305909,"balance":6323155,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XJYT46","value_usd":5446166.57,"pct_val":0.277408910217,"balance":5436020.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2019-M14, Class AL2","isin":"US3136B5RA55","value_usd":5405557.15,"pct_val":0.275340406655,"balance":5757880.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133WAQ274","value_usd":5398641.1,"pct_val":0.274988126961,"balance":5323795.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 5072, Class QC","isin":"US3137F9AR27","value_usd":5385831.86,"pct_val":0.274335668527,"balance":6557586.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-50, Class HY","isin":"US3136A52B13","value_usd":5350009.7,"pct_val":0.272511011452,"balance":5566000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4448, Class DY","isin":"US3137BGYD55","value_usd":5331401.15,"pct_val":0.271563156202,"balance":5541618,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KJGM80","value_usd":5276773.1,"pct_val":0.277889540044,"balance":6020672.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140KRYQ69","value_usd":5275383.31,"pct_val":0.277816349839,"balance":6288982,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140J5EX33","value_usd":5228196.45,"pct_val":0.266306265325,"balance":5382449.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140J8ES86","value_usd":5165934.19,"pct_val":0.263134840897,"balance":5273561.52,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CLF67","value_usd":5113737.92,"pct_val":0.260476143226,"balance":5135000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2022-94, Class AO","isin":"US38383RX440","value_usd":5023293.81,"pct_val":0.25586923272,"balance":7067805.76,"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 of America","title":"U.S. Treasury Notes","isin":"US91282CHA27","value_usd":5000781.25,"pct_val":0.254722520687,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2019-M31, Class A2","isin":"US3136B7S774","value_usd":4932324.65,"pct_val":0.25123557798,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JAFA13","value_usd":4922884.03,"pct_val":0.250754705412,"balance":5008505.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140KNKM97","value_usd":4874892.38,"pct_val":0.256725384163,"balance":5792384.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4394, Class PL","isin":"US3137BEUR30","value_usd":4699597,"pct_val":0.239381235493,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2022-M2S, Class A2","isin":"US3136BPHK08","value_usd":4668463.2,"pct_val":0.237795387279,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4933, Class PA","isin":"US3137FQJK00","value_usd":4661070.08,"pct_val":0.237418807287,"balance":5244466.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2011-145, Class PB","isin":"US3136A3BT72","value_usd":4624815.7,"pct_val":0.235572134418,"balance":4694272.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 5190, Class PH","isin":"US3137H5HE09","value_usd":4616093.26,"pct_val":0.235127843457,"balance":4960842.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4002, Class CY","isin":"US3137ALZ931","value_usd":4419547.31,"pct_val":0.225116471771,"balance":4819000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-41, Class AY","isin":"US3136ANYY79","value_usd":4411089.49,"pct_val":0.22468565964,"balance":4653181,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2016-38, Class NA","isin":"US3136ASMM56","value_usd":4409841.46,"pct_val":0.224622089303,"balance":4649557.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140KLZK11","value_usd":4380178.12,"pct_val":0.230672356004,"balance":5187351.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2023-1, Class E","isin":"US38383VDS43","value_usd":4327593.39,"pct_val":0.220432656759,"balance":4416874.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-65, Class PA","isin":"US3136B7AE17","value_usd":4321016.39,"pct_val":0.220097647101,"balance":4627949.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140X9Y909","value_usd":4316349.49,"pct_val":0.218621030501,"balance":5474450.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4091, Class BQ","isin":"US3137ATCU49","value_usd":4306461.37,"pct_val":0.219356264665,"balance":4709052.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2016-28, Class DW","isin":"US3136AR2V91","value_usd":4295587.19,"pct_val":0.218802371503,"balance":4491425,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LMNK58","value_usd":4253637.01,"pct_val":0.216665574259,"balance":4410778.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Resolution Funding Corp.","title":"Resolution Funding Corp. STRIPS","isin":"US76116FAC14","value_usd":4241160.8,"pct_val":0.216030079223,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133A8G508","value_usd":4167530.28,"pct_val":0.219473729622,"balance":4949417.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QEB762","value_usd":4117430.35,"pct_val":0.209727677552,"balance":4731845.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140MSPN94","value_usd":4077378.18,"pct_val":0.20768755838,"balance":4066435,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-38, Class PC","isin":"US3136B5FZ35","value_usd":4058757.48,"pct_val":0.206739084251,"balance":4256663.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XLSR00","value_usd":4052287.61,"pct_val":0.206409531424,"balance":4242206.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2019-34, Class WA","isin":"US3136B5KL83","value_usd":4004735.35,"pct_val":0.203987383579,"balance":4138848.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-11, Class AQ","isin":"US3136AMXV66","value_usd":3970375.34,"pct_val":0.202237203373,"balance":4139074.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LMK282","value_usd":3937489.61,"pct_val":0.200562117897,"balance":4116249,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140LDRY71","value_usd":3935538.37,"pct_val":0.200462728472,"balance":4572111.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-28, Class GB","isin":"US3136ANVA21","value_usd":3922786.8,"pct_val":0.199813207549,"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":"FNMA","title":"FNMA, REMIC, Series 2012-100, Class AY","isin":"US3136A8PH75","value_usd":3892714.17,"pct_val":0.198281411669,"balance":3996235.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140FXVK59","value_usd":3870664.38,"pct_val":0.197158271542,"balance":4670218.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2016-45, Class PC","isin":"US3136ASZB54","value_usd":3868379.48,"pct_val":0.197041886629,"balance":4104498.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2024-164, Class AO","isin":"US38384XSY03","value_usd":3857114.43,"pct_val":0.1964680839,"balance":4785724.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KMFR16","value_usd":3801316.79,"pct_val":0.200187909223,"balance":4503294.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133AQ3S45","value_usd":3776225.11,"pct_val":0.198866511603,"balance":4487982.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA II, 30 Year","isin":"US36179WNE48","value_usd":3763529.95,"pct_val":0.191701213794,"balance":4334707.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2024-41, Class HV","isin":"US3136BSMV47","value_usd":3741714.43,"pct_val":0.190590006572,"balance":4896108,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-59, Class EB","isin":"US3136APVQ21","value_usd":3698460.63,"pct_val":0.188386807429,"balance":3842339.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LKSP35","value_usd":3635137.6,"pct_val":0.185161351042,"balance":3703462.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT","isin":"US35563PX469","value_usd":3624108.93,"pct_val":0.184599588693,"balance":4094330.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2013-130, Class GY","isin":"US3136AHE555","value_usd":3615299.4,"pct_val":0.184150861669,"balance":3699000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140Q7N525","value_usd":3575603.57,"pct_val":0.182128893226,"balance":3653191.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2017-M4, Class A2","isin":"US3136AVY521","value_usd":3560799.25,"pct_val":0.18137481231,"balance":3612694.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3132DVLQ67","value_usd":3544908.87,"pct_val":0.180565411249,"balance":4068009.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 15 Year","isin":"US3140X75K12","value_usd":3537393.86,"pct_val":0.180182622602,"balance":3598980.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2023-41","isin":"US3136BQFH79","value_usd":3517307.92,"pct_val":0.179159514209,"balance":4215045.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2017-M3, Class A2","isin":"US3136AVYL74","value_usd":3506035.59,"pct_val":0.178585340661,"balance":3557727.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX","isin":"US3137FG6Q37","value_usd":3392617.41,"pct_val":0.172808210398,"balance":3436000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US3132Y3YZ19","value_usd":3373955.37,"pct_val":0.171857630552,"balance":3473367.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3133KHXM32","value_usd":3345657.36,"pct_val":0.176191616978,"balance":3806578,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA ACES, Series 2017-M7, Class A2","isin":"US3136AV7G89","value_usd":3314178.91,"pct_val":0.168812824189,"balance":3352500.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2012-126, Class BE","isin":"US38378H3C88","value_usd":3313187.6,"pct_val":0.168762330282,"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":"FHLMC","title":"FHLMC, REMIC, Series 4170, Class TS","isin":"US3137AYZG92","value_usd":3221087.28,"pct_val":0.16407105816,"balance":3545015.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3927, Class PC","isin":"US3137AFE730","value_usd":3212767.63,"pct_val":0.163647283931,"balance":3165073.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4186, Class JE","isin":"US3137B0S703","value_usd":3192867.19,"pct_val":0.162633624267,"balance":3349467.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4091, Class PB","isin":"US3137ATFQ00","value_usd":3191982.52,"pct_val":0.162588562234,"balance":3672531,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138LKRW94","value_usd":3102826.04,"pct_val":0.158047239151,"balance":3151209.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140Q75X16","value_usd":3094165.97,"pct_val":0.162947381274,"balance":3369753.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XHZZ31","value_usd":3088323.34,"pct_val":0.162639692136,"balance":3533144.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140Q8DL63","value_usd":3082202.62,"pct_val":0.156996753384,"balance":3157471.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140KMDR84","value_usd":3058731.73,"pct_val":0.161081315694,"balance":3783939.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4061, Class LB","isin":"US3137ARCM66","value_usd":3054477.84,"pct_val":0.155584548872,"balance":3569638,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US3622A2U914","value_usd":3042773.62,"pct_val":0.154988376339,"balance":3154142.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140H2Z844","value_usd":2993697.43,"pct_val":0.152488604764,"balance":3066200.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-141, Class PB","isin":"US3136AAAF26","value_usd":2814784.55,"pct_val":0.143375400747,"balance":3305000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4122, Class PY","isin":"US3137AV2U01","value_usd":2774394.9,"pct_val":0.14131809151,"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":"FNMA","title":"FNMA, Other","isin":"US3138L77M24","value_usd":2764903.99,"pct_val":0.140834657343,"balance":2784543.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138ETTS56","value_usd":2725334.44,"pct_val":0.138819121167,"balance":2771161.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140QB4R63","value_usd":2695347.56,"pct_val":0.137291693095,"balance":2885843.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2013-128, Class AO","isin":"US3136AHMU18","value_usd":2681847.55,"pct_val":0.136604049224,"balance":3417180.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WAGW13","value_usd":2676300.79,"pct_val":0.136321516432,"balance":2726299.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 5000, Class CB","isin":"US3137FVEN88","value_usd":2664516.68,"pct_val":0.135721274579,"balance":2879076.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2014-2, Class QB","isin":"US3136AJBQ80","value_usd":2658506.14,"pct_val":0.135415118436,"balance":2736566.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140J72K05","value_usd":2625221.87,"pct_val":0.13371973271,"balance":2700104.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US3132XXQC62","value_usd":2574525.07,"pct_val":0.13113741286,"balance":2633323.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4867, Class WF","isin":"US3137FL2H65","value_usd":2549552.57,"pct_val":0.129865399982,"balance":2579580.4351,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-138, Class YS","isin":"US3136AAEW13","value_usd":2540374.27,"pct_val":0.129397889088,"balance":3404647.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2009-42, Class TX","isin":"US38374UC744","value_usd":2529114.1,"pct_val":0.128824334929,"balance":2488475.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2013-106, Class PY","isin":"US3136AGG487","value_usd":2512110.23,"pct_val":0.127958216534,"balance":2590614.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140Q8QP31","value_usd":2497169.1,"pct_val":0.131507866542,"balance":2723541.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4365, Class HZ","isin":"US3137BCP855","value_usd":2399191.27,"pct_val":0.122206514813,"balance":2534916.7973,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3772, Class PE","isin":"US3137A4J994","value_usd":2396072.9,"pct_val":0.122047675818,"balance":2370036.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, STRIPS, Series 264, Class 30","isin":"US3128HXMV44","value_usd":2354789.45,"pct_val":0.119944839497,"balance":2532386.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2015-51, Class LY","isin":"US3136APJG86","value_usd":2354106.02,"pct_val":0.119910027934,"balance":2442263.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140XCCR74","value_usd":2313454.23,"pct_val":0.12183293079,"balance":2773654.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4188, Class JG","isin":"US3137B1E651","value_usd":2122405.06,"pct_val":0.108107981488,"balance":2225607.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US3622A2P229","value_usd":2114063.07,"pct_val":0.107683069337,"balance":2191392.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-139, Class JA","isin":"US3136AALT01","value_usd":2065875.58,"pct_val":0.105228565069,"balance":2143610.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JVSG82","value_usd":2006010.81,"pct_val":0.105642105648,"balance":2195905.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JVSR48","value_usd":1986625.58,"pct_val":0.104621225549,"balance":2175433.57,"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 of America","title":"U.S. Treasury Bonds","isin":"US912810SN90","value_usd":1984375,"pct_val":0.101077207084,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JQG232","value_usd":1958526.49,"pct_val":0.103141449358,"balance":2142469.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140JAA320","value_usd":1900354.93,"pct_val":0.096797514982,"balance":1964387.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31335BPT79","value_usd":1865812.19,"pct_val":0.095038027141,"balance":1898540.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140J5GT03","value_usd":1811705.56,"pct_val":0.092282022331,"balance":1843987.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140FHCV75","value_usd":1782753.11,"pct_val":0.09080728455,"balance":1835848.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US3132XXNU97","value_usd":1687114.95,"pct_val":0.08593580708,"balance":1735619.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WFH255","value_usd":1684072.5,"pct_val":0.088687939306,"balance":1815290.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138EQ4Q21","value_usd":1678251.65,"pct_val":0.085484341199,"balance":1713587.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140FHCQ80","value_usd":1669391.96,"pct_val":0.085033059197,"balance":1720304.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3138NJBJ66","value_usd":1656461.25,"pct_val":0.084374413502,"balance":1677691.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WGBN39","value_usd":1605722.39,"pct_val":0.081789951261,"balance":1693856.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US3140HUHW96","value_usd":1566605.39,"pct_val":0.079797466418,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31417B6Q51","value_usd":1546199.87,"pct_val":0.078758079724,"balance":1619009.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138LXN473","value_usd":1507029.88,"pct_val":0.076762895754,"balance":1533888.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138W2WH49","value_usd":1483594.35,"pct_val":0.078130202629,"balance":1627999.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4206, Class DA","isin":"US3137B2FD73","value_usd":1475727.13,"pct_val":0.075168441811,"balance":1550344.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2013-50, Class YO","isin":"US3136AD5U99","value_usd":1439713.58,"pct_val":0.07333403599,"balance":1649058.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, STRIPS, Series 267, Class 30","isin":"US3128HXRT43","value_usd":1383255.35,"pct_val":0.0704582488,"balance":1492427.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31418DGM83","value_usd":1328990.46,"pct_val":0.069988332007,"balance":1454482.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31418DJS27","value_usd":1312783.42,"pct_val":0.069134824228,"balance":1437236.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class A1","isin":"US3137FKUN40","value_usd":1311998.29,"pct_val":0.0690934771,"balance":1316822.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2025-31, Class MA","isin":"US3136BVYZ51","value_usd":1311639.27,"pct_val":0.066810373096,"balance":1550663.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138Y7EV02","value_usd":1266740.83,"pct_val":0.066710093447,"balance":1366028.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140H6EN53","value_usd":1254006.59,"pct_val":0.063874763481,"balance":1284375.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4594, Class GN","isin":"US3137BQK229","value_usd":1212588.38,"pct_val":0.06176506295,"balance":1282755.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WDQ384","value_usd":1180408.99,"pct_val":0.060125955994,"balance":1213038.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Seasoned Credit Risk Transfer Trust","title":"FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D","isin":"US35563PLQ09","value_usd":1157915.23,"pct_val":0.058980201569,"balance":1220091.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q007, Class APT2","isin":"US3137FHQC02","value_usd":1131764.47,"pct_val":0.057648172197,"balance":1130434.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-115, Class ME","isin":"US3136A9CG13","value_usd":1114300.1,"pct_val":0.056758597524,"balance":1172524.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WWC640","value_usd":1112416.3,"pct_val":0.05666264326,"balance":1132960.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3325, Class JL","isin":"US31397JE758","value_usd":1064598,"pct_val":0.054226944255,"balance":1018178.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2010-47, Class MB","isin":"US31398PNS47","value_usd":1004373.13,"pct_val":0.051159297436,"balance":971589.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2005-22, Class EH","isin":"US31394DDD93","value_usd":991087.95,"pct_val":0.050482596263,"balance":966326.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140FHCL93","value_usd":980809.38,"pct_val":0.051652148446,"balance":1065825.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A","isin":"US31393LFK44","value_usd":860293.6,"pct_val":0.043820383929,"balance":847885.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 1A","isin":"US31392W7B09","value_usd":836093.48,"pct_val":0.042587713421,"balance":795307.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140Q9XT52","value_usd":806065.49,"pct_val":0.041058191348,"balance":809635.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JG3M55","value_usd":803634.69,"pct_val":0.042321636753,"balance":878522.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4974, Class PH","isin":"US3137FTE292","value_usd":797224.41,"pct_val":0.040607857276,"balance":966198.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138Y7EU29","value_usd":780961.03,"pct_val":0.041127578788,"balance":869273.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"FHLMC UMBS, 30 Year","isin":"US3132ADXW37","value_usd":736780.01,"pct_val":0.038800883459,"balance":805124.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 2005-W1, Class 1A2","isin":"US31394CB434","value_usd":723541.95,"pct_val":0.036854727314,"balance":693938.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3341, Class PE","isin":"US31397JNJ96","value_usd":684924.46,"pct_val":0.034887685785,"balance":647651.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31419BK614","value_usd":656206.97,"pct_val":0.033424916055,"balance":681437.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2009-69, Class WM","isin":"US38373AN695","value_usd":653786.02,"pct_val":0.033301601225,"balance":623367.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140JG3R43","value_usd":636891.03,"pct_val":0.033540452096,"balance":697053.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2915, Class MU","isin":"US31395LE980","value_usd":614191.42,"pct_val":0.031284789089,"balance":596741.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A","isin":"US31393RGJ32","value_usd":571404.43,"pct_val":0.029105367634,"balance":587614.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4314, Class DY","isin":"US3137B9EY72","value_usd":557425.24,"pct_val":0.028393315989,"balance":560217.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2611, Class QZ","isin":"US31393QYN68","value_usd":555689.95,"pct_val":0.028304926312,"balance":546073.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138WF3S33","value_usd":552915.87,"pct_val":0.02816362426,"balance":573810.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3138Y7D256","value_usd":539554.26,"pct_val":0.028414427207,"balance":604702.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31406JZU05","value_usd":533673.79,"pct_val":0.027183499181,"balance":509357.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4156, Class SB","isin":"US3137AXTU77","value_usd":508413.38,"pct_val":0.025896821162,"balance":561555.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2007-76, Class PE","isin":"US31396WZ410","value_usd":449709.53,"pct_val":0.022906649847,"balance":424395.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2003-21, Class PZ","isin":"US31392JV639","value_usd":442577.03,"pct_val":0.022543344938,"balance":448892,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2012-60, Class EP","isin":"US3136A6MJ03","value_usd":438695.45,"pct_val":0.022345630662,"balance":455603.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31419BMJ16","value_usd":417276.16,"pct_val":0.021254606027,"balance":440577.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2006-51, Class FP","isin":"US31395DS342","value_usd":396983.14,"pct_val":0.020220949694,"balance":397755.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2004-27, Class PD","isin":"US38374GFZ00","value_usd":393537.81,"pct_val":0.020045456487,"balance":394406.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2005-116, Class PC","isin":"US31394VBX73","value_usd":375456.25,"pct_val":0.019124444287,"balance":363920.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3181, Class OP","isin":"US31396URH58","value_usd":371065.2,"pct_val":0.018900779369,"balance":419898.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3699, Class QH","isin":"US3137A0AV70","value_usd":349260.64,"pct_val":0.017790130411,"balance":338602.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31401ALQ84","value_usd":339523.9,"pct_val":0.017294174513,"balance":330626.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4047, Class PB","isin":"US3137AQSD11","value_usd":338887.55,"pct_val":0.017261761042,"balance":339848.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US3622A2N323","value_usd":318042.45,"pct_val":0.016199983662,"balance":323709.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class A4","isin":"US31392DD416","value_usd":316272.41,"pct_val":0.016109823939,"balance":313681.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4039, Class SA","isin":"US3137AQR267","value_usd":272934.71,"pct_val":0.01390235122,"balance":2129937.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31403DRX92","value_usd":265094.87,"pct_val":0.013503016855,"balance":251036.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31407HVA12","value_usd":254963.19,"pct_val":0.012986944077,"balance":245039.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31292K7A98","value_usd":253066.55,"pct_val":0.012890335788,"balance":250376.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1","isin":"US31392GVX05","value_usd":212625.71,"pct_val":0.010830419109,"balance":210429.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3413, Class B","isin":"US31397RCQ74","value_usd":205447.71,"pct_val":0.010464796587,"balance":197489.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31403RN873","value_usd":201845.46,"pct_val":0.010281310417,"balance":198447.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31403FSR63","value_usd":191053.51,"pct_val":0.009731605767,"balance":189638.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31409CVM45","value_usd":168555.28,"pct_val":0.008585623655,"balance":161994.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 4336, Class YB","isin":"US3137BAZY14","value_usd":165141.02,"pct_val":0.008411713046,"balance":165840.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31403NJF50","value_usd":161312.55,"pct_val":0.00821670401,"balance":158344.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US36291FPX05","value_usd":160109.5,"pct_val":0.0081554248,"balance":162980.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2008-15, Class NB","isin":"US383742RV72","value_usd":150561.76,"pct_val":0.007669095909,"balance":150748.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31402JYG65","value_usd":145614.45,"pct_val":0.007417097029,"balance":143211.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31403ASQ93","value_usd":138655.64,"pct_val":0.007062639288,"balance":136921.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A","isin":"US31398F7A36","value_usd":135114.55,"pct_val":0.006882268397,"balance":129668.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3085, Class VS","isin":"US31396FSL84","value_usd":128925.05,"pct_val":0.006566996649,"balance":105336.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2004-54, Class FL","isin":"US31394AGS96","value_usd":127110.67,"pct_val":0.0064745784,"balance":127431.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31408AV319","value_usd":125400.74,"pct_val":0.006387480473,"balance":120521.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A","isin":"US31392GWB75","value_usd":123332.17,"pct_val":0.006282114664,"balance":121790.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2006-110","isin":"US31396LVP20","value_usd":119679.87,"pct_val":0.00609607912,"balance":136597.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2005-83, Class LA","isin":"US31394FH657","value_usd":107645.38,"pct_val":0.005483083774,"balance":104330.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2480, Class EJ","isin":"US31392TF854","value_usd":103736.36,"pct_val":0.0052839718,"balance":99594.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US3140FHCP08","value_usd":100790.41,"pct_val":0.005133915285,"balance":105460.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31298GDX51","value_usd":96550.88,"pct_val":0.004917968273,"balance":92150.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31401JEN46","value_usd":96289.58,"pct_val":0.004904658553,"balance":95085.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"U.S. Treasury 5 Year Note","isin":null,"value_usd":95663.49,"pct_val":0.004872767692,"balance":771,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2002-92, Class FB","isin":"US31392HBQ56","value_usd":90041.8,"pct_val":0.004586418224,"balance":89808.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A2","isin":"US31393XFT90","value_usd":89676.57,"pct_val":0.00456781467,"balance":86809.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2367, Class ME","isin":"US31339GK423","value_usd":79756.48,"pct_val":0.004062519556,"balance":76100.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3926, Class MW","isin":"US3137AFC346","value_usd":78202.2,"pct_val":0.003983349903,"balance":78340.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 1998-58, Class PC","isin":"US31359UZG39","value_usd":60448.99,"pct_val":0.003079062717,"balance":59567.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2005-58, Class EP","isin":"US31394ECS54","value_usd":59495.02,"pct_val":0.003030470781,"balance":57851.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31410FX674","value_usd":52782.73,"pct_val":0.002688569917,"balance":50661.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2162, Class TH","isin":"US3133TLBV99","value_usd":47442,"pct_val":0.002416531582,"balance":46690.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2010-11, Class CB","isin":"US31398GA339","value_usd":46582.26,"pct_val":0.002372739396,"balance":47671.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31385JEL89","value_usd":41388.22,"pct_val":0.002108172943,"balance":39433.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31296QZU74","value_usd":39712.95,"pct_val":0.002022840476,"balance":39177.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2010-4, Class SL","isin":"US31398GU238","value_usd":38956,"pct_val":0.001984284058,"balance":45631.5945,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2008-40, Class SA","isin":"US38375QKS74","value_usd":35312.99,"pct_val":0.001798721714,"balance":685159.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2000-8, Class Z","isin":"US31359XYK98","value_usd":33438.55,"pct_val":0.001703244216,"balance":32069.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2035, Class PC","isin":"US3133TDBK19","value_usd":31383.49,"pct_val":0.00159856656,"balance":31063.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31414LYD45","value_usd":31318.63,"pct_val":0.001595262815,"balance":31135.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31382JNT42","value_usd":31254.03,"pct_val":0.001591972314,"balance":30863.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2647, Class A","isin":"US31394GBQ55","value_usd":22387.67,"pct_val":0.001140350567,"balance":22761.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2064, Class PD","isin":"US3133TELJ19","value_usd":22091.59,"pct_val":0.001125269274,"balance":21704.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2095, Class PE","isin":"US3133TGWC94","value_usd":21539.18,"pct_val":0.001097131417,"balance":21164.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31292GZF61","value_usd":14676.22,"pct_val":0.000747555944,"balance":14174.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC Trust, Whole Loan, Series 1999-W4, Class A9","isin":"US31359VA942","value_usd":14239.76,"pct_val":0.00072532418,"balance":14038.422,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3188, Class GE","isin":"US31396UNR76","value_usd":14138.24,"pct_val":0.000720153102,"balance":14132.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2006-81, Class FA","isin":"US31396KM330","value_usd":11918.39,"pct_val":0.000607081612,"balance":12015.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2031, Class PG","isin":"US3133TCTN82","value_usd":11817.34,"pct_val":0.000601934474,"balance":11657.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2010-155, Class B","isin":"US31397Q5Q70","value_usd":10993.19,"pct_val":0.00055995512,"balance":11028.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31292HNH39","value_usd":8979.89,"pct_val":0.000457404573,"balance":8687,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2003-67, Class SA","isin":"US31393DNZ05","value_usd":7839.3,"pct_val":0.000399306859,"balance":6868.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3798, Class AY","isin":"US3137A66S66","value_usd":7018.34,"pct_val":0.000357489993,"balance":7034.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31292G2S42","value_usd":5948.77,"pct_val":0.000303009792,"balance":5745.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2001-33, Class ID","isin":"US31359S6G02","value_usd":5657.19,"pct_val":0.000288157714,"balance":56532.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2004-46, Class QD","isin":"US31393YU372","value_usd":5532,"pct_val":0.000281780968,"balance":5501.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, REMIC, Series 2010-117, Class DY","isin":"US31398NQ729","value_usd":5518.07,"pct_val":0.000279487597,"balance":5535.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 2152, Class BD","isin":"US3133TKX960","value_usd":5487.37,"pct_val":0.00027950767,"balance":5430.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 15 Year","isin":"US31417YSA63","value_usd":5197.99,"pct_val":0.000263275699,"balance":5217.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA II, 30 Year","isin":"US36202CYH05","value_usd":4800.8,"pct_val":0.000244536166,"balance":4735.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3737, Class DG","isin":"US3137GAU395","value_usd":1873.08,"pct_val":0.000098641599,"balance":1876.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA","isin":"US31389AZ221","value_usd":1707.21,"pct_val":0.000086959379,"balance":1725.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 3809, Class BC","isin":"US3137A6EZ19","value_usd":1294.54,"pct_val":0.000065939395,"balance":1298.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC, REMIC, Series 1999, Class PU","isin":"US3133TBT264","value_usd":848.88,"pct_val":0.000043239014,"balance":849.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA II, 30 Year","isin":"US36202CS958","value_usd":676.06,"pct_val":0.00003443616,"balance":673.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31283HCS22","value_usd":531.91,"pct_val":0.000027093657,"balance":526.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31371FJU75","value_usd":476.94,"pct_val":0.000024293675,"balance":461.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA II, 30 Year","isin":"US36202CSM63","value_usd":269.75,"pct_val":0.000013740133,"balance":268.6004,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA UMBS, 30 Year","isin":"US31384JEW53","value_usd":262.94,"pct_val":0.000013393255,"balance":263.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"FNMA, Other","isin":"US31378QDZ19","value_usd":137.34,"pct_val":0.000007232706,"balance":137.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US36209JCQ22","value_usd":65.67,"pct_val":0.000003345002,"balance":65.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US36204RME52","value_usd":38.97,"pct_val":0.000001973811,"balance":39.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC","title":"FHLMC Gold Pools, 30 Year","isin":"US31292GN774","value_usd":34.35,"pct_val":0.000001739811,"balance":34.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US36205VMH86","value_usd":3.88,"pct_val":1.9652e-7,"balance":3.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA I, 30 Year","isin":"US3617N65U91","value_usd":0.08,"pct_val":4.074e-9,"balance":0.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=763852&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/jpmorgan-government-bond-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/jpmorgan-government-bond-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: JPMorgan Government Bond Fund | LEI: 549300SMSIKAH2NAKR95 | 376 positions totaling $2,243,980,140 across DIR, STIV, ABS-MBS, DBT | Filing: Tue Jan 27 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-01-28"}