{"entity_type":"fund","name":"PIMCO GNMA and Government Securities Fund","identifiers":{"lei":"PTIGJRRB7TMWG0E5XU42","cik":"810893","fund_id":"S000009684","fundkey":"pimco-gnma-and-government-securities-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":2097,"total_value_usd":2985730411.17,"asset_categories":["ABS-CBDO","STIV","DBT","ABS-MBS","ABS-O","DIR"],"by_asset_category":{"ABS-MBS":{"positions":1981,"total_value_usd":2902687534.32},"DBT":{"positions":26,"total_value_usd":28518817.63},"DIR":{"positions":65,"total_value_usd":3864057.79},"ABS-CBDO":{"positions":23,"total_value_usd":49449113.27},"STIV":{"positions":1,"total_value_usd":960169.44},"ABS-O":{"positions":1,"total_value_usd":250718.72}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":269448198.92,"pct_val":20.1742,"balance":263784614,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306B55","value_usd":240799584.48,"pct_val":18.0292,"balance":269697810,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2 JUMBOS","isin":"US21H0206753","value_usd":231365953.4,"pct_val":17.6021,"balance":284000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2 JUMBOS","isin":"US21H0206B64","value_usd":227407466,"pct_val":17.0265,"balance":275000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2 JUMBOS","isin":"US21H0206266","value_usd":205403076.08,"pct_val":15.44,"balance":248000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":203222428.2,"pct_val":15.2761,"balance":198000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306827","value_usd":184742002.6,"pct_val":14.055,"balance":208880810,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326213","value_usd":168000306.5,"pct_val":12.6284,"balance":184600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":160250268.17,"pct_val":12.1917,"balance":157834995,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406247","value_usd":140676293.71,"pct_val":10.5745,"balance":148950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":129554695.13,"pct_val":9.73851,"balance":126234995,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406817","value_usd":129187021.46,"pct_val":9.8284,"balance":138950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406B47","value_usd":123121299.6,"pct_val":9.21836,"balance":130950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506236","value_usd":94130834.56,"pct_val":7.07573,"balance":94450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226B29","value_usd":93863025.03,"pct_val":7.02773,"balance":109000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5","isin":"US3132DWNK52","value_usd":92679943.09,"pct_val":6.96667,"balance":91332637.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226223","value_usd":91429141.42,"pct_val":6.87265,"balance":106000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506723","value_usd":89845941.39,"pct_val":6.83538,"balance":91450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326B10","value_usd":88660608.84,"pct_val":6.63821,"balance":97248190,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506B38","value_usd":78647473.04,"pct_val":5.8885,"balance":79160000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226892","value_usd":72228909.8,"pct_val":5.49509,"balance":85000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426203","value_usd":72037265.44,"pct_val":5.41498,"balance":74000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626281","value_usd":67641543.46,"pct_val":5.08455,"balance":65500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H12","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H12 FB","isin":"US38380QDL32","value_usd":63701049.79,"pct_val":4.78835,"balance":62870883.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526291","value_usd":63672404.71,"pct_val":4.7862,"balance":63100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526788","value_usd":63202524.25,"pct_val":4.80838,"balance":63100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626B82","value_usd":62344929.94,"pct_val":4.6679,"balance":60700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426B01","value_usd":58908450.21,"pct_val":4.4106,"balance":60770000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306744","value_usd":58361081.4,"pct_val":4.44005,"balance":65969190,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426799","value_usd":58179404.07,"pct_val":4.42622,"balance":60770000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326700","value_usd":52737537.04,"pct_val":4.01221,"balance":58000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626851","value_usd":51749002.36,"pct_val":3.93701,"balance":50500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7589 G2 09/51 FIXED 2.5","isin":"US36179WNE48","value_usd":49878624.53,"pct_val":3.74933,"balance":57752760.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8343 FR 07/53 FIXED 6","isin":"US3132DWHU09","value_usd":38584850.94,"pct_val":2.90039,"balance":37447958.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526B91","value_usd":37255129.8,"pct_val":2.78937,"balance":37000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5830 FN 09/40 FIXED 5.5","isin":"US31418FPQ45","value_usd":32408304.74,"pct_val":2.4361,"balance":31593644.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785399 G2 03/51 FIXED 2.5","isin":"US3622AA3G78","value_usd":31586990.95,"pct_val":2.37437,"balance":36599221.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606226","value_usd":28517343.68,"pct_val":2.14362,"balance":28000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606B29","value_usd":28478567.32,"pct_val":2.13225,"balance":28000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8777 FN 11/53 FIXED VAR","isin":"US3140XQXF93","value_usd":27718819.67,"pct_val":2.0836,"balance":26641542.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5550 FN 12/32 FIXED 4.3","isin":"US3140Q1EY23","value_usd":27428069.9,"pct_val":2.06174,"balance":27500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526A19","value_usd":26298321.63,"pct_val":1.96901,"balance":26100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB8309 FR 06/39 FIXED 5.5","isin":"US3132D6GS37","value_usd":25556932.03,"pct_val":1.92109,"balance":24908037.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":25516223.52,"pct_val":1.94125,"balance":26050000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0088 G2 12/54 FIXED 3.5","isin":"US3618N5C239","value_usd":25121536.34,"pct_val":1.91122,"balance":27572331.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2 JUMBOS","isin":"US21H0206183","value_usd":22367705.04,"pct_val":1.68136,"balance":27000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD","isin":"US38380QHX34","value_usd":21871685.07,"pct_val":1.64408,"balance":21592268.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5","isin":"US3132DWMA89","value_usd":21486131.08,"pct_val":1.61509,"balance":21165256.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA","isin":"US38383KHN54","value_usd":19914296.14,"pct_val":1.49694,"balance":19725839.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM9966 FN 08/43 FIXED VAR","isin":"US3140XECC61","value_usd":19851088.46,"pct_val":1.49219,"balance":20755061.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306173","value_usd":19726705.13,"pct_val":1.48284,"balance":21950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BZ4383 G2 01/52 FIXED 3","isin":"US3617QY2Q73","value_usd":19627067.9,"pct_val":1.47535,"balance":22061562.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF","isin":"US38382Y3K77","value_usd":19507739.23,"pct_val":1.46638,"balance":19315342.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H17 FB","isin":"US38383KBM36","value_usd":19427372.77,"pct_val":1.46034,"balance":19241484.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 HF","isin":"US38380QKM32","value_usd":19394638.87,"pct_val":1.45788,"balance":19053192.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8420 FR 04/54 FIXED 5.5","isin":"US3132DWK935","value_usd":19072627.01,"pct_val":1.43367,"balance":18784016.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS4470 G2 08/53 FIXED 6","isin":"US3618AW6F60","value_usd":18518870.48,"pct_val":1.39205,"balance":17715046.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 787213 G2 06/49 FIXED 3.5","isin":"US3622AC3W82","value_usd":17621914.58,"pct_val":1.32462,"balance":19431778.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1068 FN 02/40 FIXED VAR","isin":"US3140W1FJ78","value_usd":17481803.65,"pct_val":1.31409,"balance":17023889.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606895","value_usd":17130359,"pct_val":1.30326,"balance":16900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406A63","value_usd":16927405.56,"pct_val":1.26739,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0201 G2 02/55 FIXED 3.5","isin":"US3618N5GK90","value_usd":16400040.31,"pct_val":1.2477,"balance":17999987.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB4820 FN 10/52 FIXED 4.5","isin":"US3140QQLA18","value_usd":15533004.25,"pct_val":1.18173,"balance":16200619.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626935","value_usd":15344037.6,"pct_val":1.16736,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506A54","value_usd":15211310.93,"pct_val":1.1389,"balance":15290000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226710","value_usd":14360806.77,"pct_val":1.09255,"balance":16900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ1178 FN 06/31 FIXED 5.81","isin":"US3140NVJY44","value_usd":14348407.45,"pct_val":1.07856,"balance":13800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H22 FH","isin":"US38380QRY07","value_usd":13903710.28,"pct_val":1.04513,"balance":13626484.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7518 FR 06/50 FIXED 3","isin":"US3132DVK796","value_usd":13306904.18,"pct_val":1.00027,"balance":14766523,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-38","title":"FANNIE MAE FNR 2024 38 FA","isin":"US3136BR4S35","value_usd":13075247.56,"pct_val":0.982855,"balance":13051527.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5631 FN 02/55 FIXED 6.5","isin":"US31418FHH38","value_usd":12952746.11,"pct_val":0.973646,"balance":12460938.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0461 FR 11/50 FIXED 3","isin":"US3132DMQN82","value_usd":12893510.92,"pct_val":0.969194,"balance":14442022.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FP0132 FN 02/55 FIXED VAR","isin":"US3140XTEE78","value_usd":12782797.22,"pct_val":0.960872,"balance":12290296.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5","isin":"US3132DWMM28","value_usd":12739297.23,"pct_val":0.957602,"balance":12255390.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5648 FN 03/55 FIXED 6.5","isin":"US31418FH266","value_usd":12605228.53,"pct_val":0.947524,"balance":12126616.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5","isin":"US3132DWMC46","value_usd":12504354.26,"pct_val":0.939941,"balance":12029373.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8743 FN 06/30 FIXED 4.68","isin":"US3140LKWD13","value_usd":11488188.82,"pct_val":0.863557,"balance":11282967,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5593","title":"FREDDIE MAC FHR 5593 FB","isin":"US3137HNV477","value_usd":11322039.58,"pct_val":0.851068,"balance":11271080.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606713","value_usd":11265609.45,"pct_val":0.857075,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5573","title":"FREDDIE MAC FHR 5573 FB","isin":"US3137HMSG64","value_usd":10957787.28,"pct_val":0.823687,"balance":10909640.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM9639 FN 11/36 FIXED VAR","isin":"US3140XDV941","value_usd":10686257.97,"pct_val":0.803277,"balance":11528274,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5","isin":"US3132DWMK61","value_usd":10414847.2,"pct_val":0.782875,"balance":10263450.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H24 FA","isin":"US38384LJ671","value_usd":10348706.4,"pct_val":0.777903,"balance":10353469,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CF1730 G2 07/51 FIXED 3.5","isin":"US3617W24P06","value_usd":10217227.9,"pct_val":0.76802,"balance":11366935.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ50","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KJ50 A2","isin":"US3137HDV312","value_usd":10162120.55,"pct_val":0.763878,"balance":10211920,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5296 FN 03/54 FIXED 5.5","isin":"US31418E3E84","value_usd":10059584.8,"pct_val":0.75617,"balance":9907361.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ0963 FN 05/34 FIXED 5.41","isin":"US3140NVB979","value_usd":10012741.21,"pct_val":0.752649,"balance":9515777.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7988 G2 04/52 FIXED 3","isin":"US36179W2V97","value_usd":9986150.09,"pct_val":0.75065,"balance":11091731.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785707 G2 10/51 FIXED 3.5","isin":"US3622ABGQ92","value_usd":9873130.95,"pct_val":0.742155,"balance":10974174.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA5646 FR 07/51 FIXED 3","isin":"US3133KMHX65","value_usd":9860143.82,"pct_val":0.741178,"balance":11114919.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8643 G2 02/53 FIXED 3","isin":"US36179XS806","value_usd":9816280.08,"pct_val":0.737881,"balance":10856410.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0504112","value_usd":9521112.98,"pct_val":0.715694,"balance":9400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0504A11","value_usd":9498286.31,"pct_val":0.711157,"balance":9400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0504781","value_usd":9468996.85,"pct_val":0.720391,"balance":9400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326395","value_usd":9101556.2,"pct_val":0.684156,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H02 FY","isin":"US38380QXB30","value_usd":9060260.77,"pct_val":0.681052,"balance":8884399.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424188","value_usd":8704417.95,"pct_val":0.654303,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424A83","value_usd":8689883.64,"pct_val":0.65063,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424758","value_usd":8645886.44,"pct_val":0.657769,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606A83","value_usd":8429776.62,"pct_val":0.631155,"balance":8250381,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC","isin":"US38382Y5C34","value_usd":8354972.65,"pct_val":0.628036,"balance":8196638.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CB5074 G2 03/51 FIXED 2.5","isin":"US3617UQT726","value_usd":8145315.23,"pct_val":0.612276,"balance":9652347.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8678 FN 06/33 FIXED 4.59","isin":"US3140LKUC57","value_usd":8135438.05,"pct_val":0.611534,"balance":8060000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606750","value_usd":8130232.72,"pct_val":0.618539,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":8034321.39,"pct_val":0.601547,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8644 G2 02/53 FIXED 3.5","isin":"US36179XS988","value_usd":8016834.81,"pct_val":0.602618,"balance":8712396.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD4884 FR 02/54 FIXED 6","isin":"US3132DSM905","value_usd":8006407.71,"pct_val":0.601835,"balance":7606980.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF","isin":"US38380QMV13","value_usd":8004549,"pct_val":0.601695,"balance":7846052.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6599 G2 04/50 FIXED 3","isin":"US36179VKL35","value_usd":7934733.88,"pct_val":0.596447,"balance":8790058.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS0900 FN 07/43 FIXED VAR","isin":"US3140XGAA71","value_usd":7826545.12,"pct_val":0.588314,"balance":8151268.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-99","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 99 DF","isin":"US38379DDQ43","value_usd":7766403.35,"pct_val":0.583794,"balance":7852302.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2","isin":"US3137HLY301","value_usd":7616353.34,"pct_val":0.572515,"balance":7823803.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2419 FN 02/50 FIXED VAR","isin":"US3140X5VM28","value_usd":7583262.23,"pct_val":0.570027,"balance":8547088.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 787212 G2 10/47 FIXED 3.5","isin":"US3622AC3V00","value_usd":7577681.98,"pct_val":0.569608,"balance":8284570.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 FG","isin":"US38380QMP45","value_usd":7381962.6,"pct_val":0.554896,"balance":7247532.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZT0789 FR 10/48 FIXED 4","isin":"US3132AC2W91","value_usd":7298175.05,"pct_val":0.548597,"balance":7551513.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BR8755 G2 02/50 FIXED 3","isin":"US3617M7WQ70","value_usd":7239064.53,"pct_val":0.544154,"balance":8119949.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0324198","value_usd":7194793.71,"pct_val":0.540826,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA8234 FN 12/50 FIXED 3","isin":"US3140QGEG88","value_usd":7178293.14,"pct_val":0.539586,"balance":7929126.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0324A92","value_usd":7170296.9,"pct_val":0.536856,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0324768","value_usd":7141947.87,"pct_val":0.543351,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526119","value_usd":7068968.48,"pct_val":0.531368,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMS ECUADORIAN MORTGAGE 2021-1 TRUST","title":"IMS ECUADORIAN MORTAGAGE TRUST IMSVA 2021 1 GA 144A","isin":"US44970EAA10","value_usd":7063714.46,"pct_val":0.530973,"balance":7186962.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3244 G2 11/45 FIXED 3.5","isin":"US36179RS915","value_usd":7050507.38,"pct_val":0.52998,"balance":7563404.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01N0506103","value_usd":6991658.1,"pct_val":0.525557,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01N0506A01","value_usd":6970537.42,"pct_val":0.521899,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01N0506772","value_usd":6883780.54,"pct_val":0.52371,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5","isin":"US3132D9CX07","value_usd":6880172.93,"pct_val":0.517177,"balance":7582653.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3310 G2 12/45 FIXED 3.5","isin":"US36179RVB22","value_usd":6779752.4,"pct_val":0.509628,"balance":7282229.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ2389 FN 11/34 FIXED 5.06","isin":"US3140NWUP80","value_usd":6744946.32,"pct_val":0.507012,"balance":6506959.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5847 FN 09/55 FIXED 6.5","isin":"US31418FP921","value_usd":6647821.77,"pct_val":0.499711,"balance":6528839.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC","isin":"US38383MRW00","value_usd":6600014.49,"pct_val":0.496117,"balance":9918886.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN9802 G2 05/48 FIXED 3","isin":"US3617F93K65","value_usd":6526869.06,"pct_val":0.490619,"balance":7286106.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE CLO LTD 2015-1A","title":"PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A","isin":"US69689ABU34","value_usd":6359513.46,"pct_val":0.478039,"balance":6360000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE","isin":"US01F0706253","value_usd":6315671.82,"pct_val":0.474743,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE","isin":"US01F0706B57","value_usd":6282740.82,"pct_val":0.470402,"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 PASS THRU POOLS","title":"FED HM LN PC POOL SL0421 FR 02/55 FIXED 6","isin":"US31427MPF22","value_usd":6263892.3,"pct_val":0.470851,"balance":5962296.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2526 FR 09/55 FIXED 6","isin":"US31427PYY41","value_usd":6194342.64,"pct_val":0.465623,"balance":5885382.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005140 G2 08/41 FIXED 4.5","isin":"US36202FV948","value_usd":6122065.62,"pct_val":0.46019,"balance":6078264.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA","isin":"US38383KCS96","value_usd":5912690.83,"pct_val":0.444452,"balance":5856280.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326A37","value_usd":5792396.88,"pct_val":0.433689,"balance":6351810,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0303 G2 04/55 FIXED 3","isin":"US3618N5KR97","value_usd":5766317.14,"pct_val":0.433449,"balance":6397420.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ0503 FR 12/53 FIXED 6.5","isin":"US3142GQRZ70","value_usd":5705121.69,"pct_val":0.428849,"balance":5422006.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS9462 FN 04/47 FIXED 3.5","isin":"US3138WKQQ17","value_usd":5685834.38,"pct_val":0.427399,"balance":5992937.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3241 FN 03/50 FIXED VAR","isin":"US3140X6S774","value_usd":5670962.62,"pct_val":0.426281,"balance":6297333.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE","isin":"US01F0706824","value_usd":5664762.38,"pct_val":0.430969,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD","isin":"US38383KZS40","value_usd":5622945.44,"pct_val":0.422672,"balance":5566274.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SC0050 FR 02/40 FIXED 3","isin":"US3132D9BT04","value_usd":5559533.3,"pct_val":0.417905,"balance":5944667.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5104","title":"FREDDIE MAC FHR 5104 UB","isin":"US3137H02A58","value_usd":5513857.12,"pct_val":0.414472,"balance":6522553.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5080","title":"FREDDIE MAC FHR 5080 IQ","isin":"US3137FXV629","value_usd":5473409.3,"pct_val":0.411431,"balance":26812142.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-69","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 69 FB","isin":"US38379BJ334","value_usd":5457546.54,"pct_val":0.410239,"balance":5513251.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC","isin":"US38383KVE99","value_usd":5356650.03,"pct_val":0.402655,"balance":5356282.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-INV8","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A","isin":"US46654RAG74","value_usd":5225430.2,"pct_val":0.392791,"balance":5949890.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ4594 FR 08/55 FIXED 6.5","isin":"US3142GVC829","value_usd":5201883.08,"pct_val":0.391021,"balance":4929158.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ7190 FR 10/54 FIXED 6.5","isin":"US3133CX7B00","value_usd":5176923.72,"pct_val":0.393855,"balance":4999501.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD1927 FN 02/55 FIXED 6.5","isin":"US3140B2D920","value_usd":5168011.18,"pct_val":0.393176,"balance":4999503.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1660 FR 03/54 FIXED 6.5","isin":"US3142GRZ299","value_usd":5167258.14,"pct_val":0.393119,"balance":4999503.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2525 FR 07/54 FIXED 6.5","isin":"US3142GSYX06","value_usd":5167257.21,"pct_val":0.393119,"balance":4999502.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5","isin":"US3132DWL503","value_usd":5167256.22,"pct_val":0.393119,"balance":4999501.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ3868 FR 09/54 FIXED 6.5","isin":"US3133CUJM90","value_usd":5167255.71,"pct_val":0.393119,"balance":4999501.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5422 FN 07/54 FIXED 6.5","isin":"US31418FAY34","value_usd":5167255.19,"pct_val":0.393119,"balance":4999500.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5","isin":"US3132DWPK35","value_usd":5166477.38,"pct_val":0.39306,"balance":4999503.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC7036 FN 12/54 FIXED 6.5","isin":"US3140AUZA48","value_usd":5166475.16,"pct_val":0.39306,"balance":4999501.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC7843 FN 01/55 FIXED 6.5","isin":"US3140AVWD96","value_usd":5166475.05,"pct_val":0.39306,"balance":4999501.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8508 FR 02/55 FIXED 6.5","isin":"US3132DWNZ22","value_usd":5166474.38,"pct_val":0.39306,"balance":4999500.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA4216 FR 12/50 FIXED 2.5","isin":"US3133KKVH93","value_usd":5142662.12,"pct_val":0.386569,"balance":6023472.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS2678 FN 01/52 FIXED VAR","isin":"US3140XH6Q57","value_usd":5115746.2,"pct_val":0.384546,"balance":5997007.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0524A74","value_usd":5110544.15,"pct_val":0.382637,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0524748","value_usd":5091393.45,"pct_val":0.387348,"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 PASS THRU POOLS","title":"FNMA POOL CA8528 FN 01/51 FIXED 2.5","isin":"US3140QGPN11","value_usd":5088230.01,"pct_val":0.382478,"balance":5991745.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2756 G2 04/45 FIXED 4.5","isin":"US36179RBZ10","value_usd":4988192.34,"pct_val":0.374958,"balance":4995592.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626A00","value_usd":4930451.86,"pct_val":0.369154,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG","isin":"US38383KDF66","value_usd":4845051.34,"pct_val":0.364198,"balance":4789574.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0056 FR 01/48 FIXED 3.5","isin":"US3132DMBZ77","value_usd":4803559.67,"pct_val":0.361079,"balance":5061726.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3229 FN 02/47 FIXED VAR","isin":"US3140X6ST90","value_usd":4734765.6,"pct_val":0.355908,"balance":4962458.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5162 FR 06/42 FIXED 3","isin":"US3133KYWX39","value_usd":4725261.99,"pct_val":0.355194,"balance":5054142.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4306 FN 04/51 FIXED 2.5","isin":"US31418DYC00","value_usd":4719908.46,"pct_val":0.354791,"balance":5528169.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD6416 FN 04/55 FIXED 6.5","isin":"US3140B7DW06","value_usd":4630460.31,"pct_val":0.348068,"balance":4453732.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0782 G2 02/43 FIXED 3","isin":"US36179M2P47","value_usd":4616149.4,"pct_val":0.346992,"balance":4983731.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306A72","value_usd":4600332.08,"pct_val":0.344437,"balance":5152190,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0612 G2 09/55 FIXED 6.5","isin":"US3618N5VE65","value_usd":4586281.67,"pct_val":0.344747,"balance":4503003.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005017 G2 04/41 FIXED 4.5","isin":"US36202FSE78","value_usd":4488802.55,"pct_val":0.337419,"balance":4455555.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD4259 FR 11/53 FIXED 6.5","isin":"US3132E0WU29","value_usd":4469881.67,"pct_val":0.335997,"balance":4251303.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB0828 FN 04/54 FIXED 6","isin":"US3140A94N70","value_usd":4467565.88,"pct_val":0.335823,"balance":4319713.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CH7861 G2 01/52 FIXED 3","isin":"US3617X0WW76","value_usd":4412543.53,"pct_val":0.331687,"balance":4851969.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA","isin":"US38383KCV26","value_usd":4220380.31,"pct_val":0.317242,"balance":4181178.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0613 G2 09/55 FIXED 7","isin":"US3618N5VF31","value_usd":4187019.1,"pct_val":0.314734,"balance":4101750.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784073 G2 11/45 FIXED 4","isin":"US3622A2Q219","value_usd":4180198.23,"pct_val":0.314222,"balance":4342271.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1296 FN 08/51 FIXED VAR","isin":"US3140W1NN98","value_usd":4180029.39,"pct_val":0.314209,"balance":4272131.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9016 G2 07/53 FIXED 5","isin":"US36179YAR53","value_usd":4169736.38,"pct_val":0.313435,"balance":4160300.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RE6161 FR 07/55 FIXED 6.5","isin":"US3133N3Z231","value_usd":4144213.7,"pct_val":0.311517,"balance":4050773.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2700 FR 07/54 FIXED 6.5","isin":"US3142GTAA42","value_usd":4143425.65,"pct_val":0.315227,"balance":3999603.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB4411 FN 07/54 FIXED 6.5","isin":"US3140AD3V19","value_usd":4142323.58,"pct_val":0.315143,"balance":3999600.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC9715 FN 01/55 FIXED 6.5","isin":"US3140AXYM34","value_usd":4141583.75,"pct_val":0.315087,"balance":3999603.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX1642 FR 12/54 FIXED 6.5","isin":"US31425VZG12","value_usd":4140916.54,"pct_val":0.315036,"balance":3999603.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX2604 FR 01/55 FIXED 6.5","isin":"US31425W3N98","value_usd":4133878.81,"pct_val":0.314501,"balance":3999603.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC2002 FN 09/54 FIXED 6.5","isin":"US3140APGL29","value_usd":4133807.13,"pct_val":0.314495,"balance":3999603.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3477 FN 09/54 FIXED 6.5","isin":"US3140AQ2K72","value_usd":4133806.55,"pct_val":0.314495,"balance":3999602.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC5697 FN 11/54 FIXED 6.5","isin":"US3140ATKK12","value_usd":4133805.77,"pct_val":0.314495,"balance":3999602,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1930 FR 07/54 FIXED 6.5","isin":"US3142GSEC88","value_usd":4133805.23,"pct_val":0.314495,"balance":3999601.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8471 FR 10/54 FIXED 6.5","isin":"US3132DWMU44","value_usd":4133804.11,"pct_val":0.314495,"balance":3999600.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8517 FR 03/55 FIXED 6.5","isin":"US3132DWPA52","value_usd":4133179.22,"pct_val":0.314448,"balance":3999600.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5538","title":"FREDDIE MAC FHR 5538 AF","isin":"US3137HKXR09","value_usd":4083250.34,"pct_val":0.306934,"balance":4056290.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA3718 FN 06/49 FIXED 4","isin":"US3140QBDY17","value_usd":4067893.02,"pct_val":0.30578,"balance":4214444.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM0076 FN 03/50 FIXED VAR","isin":"US3140X3CN63","value_usd":4066813.93,"pct_val":0.305699,"balance":4517179.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA","title":"BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A","isin":"US08180FBU49","value_usd":4006215.4,"pct_val":0.304788,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5652 G2 12/48 FIXED 4.5","isin":"US36179UH540","value_usd":3995600.2,"pct_val":0.300346,"balance":4030617.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784551 G2 11/46 FIXED 3","isin":"US3622A3BU37","value_usd":3823049.94,"pct_val":0.287375,"balance":4193728.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QS94","value_usd":3807466.17,"pct_val":0.285073,"balance":3834000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1195 FN 01/55 FIXED VAR","isin":"US3140W1KH57","value_usd":3771147.23,"pct_val":0.283474,"balance":3619531.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO 28 LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A","isin":"US03330RAA32","value_usd":3721356.55,"pct_val":0.279731,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL1384 FN 02/29 FIXED 3.75","isin":"US3140HSRE33","value_usd":3654230.59,"pct_val":0.274685,"balance":3670408.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4988","title":"FREDDIE MAC FHR 4988 IL","isin":"US3137FUPG36","value_usd":3653042.47,"pct_val":0.274596,"balance":19769813.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-79","title":"FANNIE MAE FNR 2025 79 FA","isin":"US3136BXUC68","value_usd":3565867.33,"pct_val":0.268043,"balance":3544405.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2017-97","title":"FANNIE MAE FNR 2017 97 BF","isin":"US3136B0DY90","value_usd":3549088.67,"pct_val":0.266782,"balance":3625797.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0334 FN 01/59 FIXED 3.5","isin":"US3140FXLQ30","value_usd":3542943.63,"pct_val":0.26632,"balance":3880501.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM4413 FN 12/47 FIXED VAR","isin":"US3140J83X98","value_usd":3525305.73,"pct_val":0.264994,"balance":3547436.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XXXIV CLO LTD 2015-2A","title":"ARES CLO LTD ARES 2015 2A AR3 144A","isin":"US04015GAX79","value_usd":3511294.33,"pct_val":0.267135,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS2937 FN 04/43 FIXED VAR","isin":"US3140XJHP17","value_usd":3471791.04,"pct_val":0.260972,"balance":3547898.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4627","title":"FREDDIE MAC FHR 4627 PH","isin":"US3137BSBG71","value_usd":3460779.24,"pct_val":0.260144,"balance":3540561.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS2338 FN 11/46 FIXED VAR","isin":"US3140XHS401","value_usd":3436558.61,"pct_val":0.258323,"balance":3716743.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RC1860 FR 04/36 FIXED 2","isin":"US3133L8B530","value_usd":3404497.72,"pct_val":0.255913,"balance":3671383.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":3401144.07,"pct_val":0.255661,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4248","title":"FREDDIE MAC FHR 4248 ES","isin":"US3137B4UN47","value_usd":3373017.2,"pct_val":0.253547,"balance":3403882.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ45","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KJ45 A2","isin":"US3137HA4L74","value_usd":3370730.88,"pct_val":0.253375,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5","isin":"US31426G6S91","value_usd":3370272.12,"pct_val":0.25334,"balance":3241643.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5","isin":"US31329PBB85","value_usd":3328756.71,"pct_val":0.25022,"balance":3545642.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAMETER CAPITAL CLO 4 LTD","title":"DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A","isin":"US25255NAQ16","value_usd":3321480.69,"pct_val":0.249673,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0302 G2 04/55 FIXED 2.5","isin":"US3618N5KQ15","value_usd":3311432.07,"pct_val":0.248917,"balance":3832921.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-93","title":"FANNIE MAE FNR 2025 93 FA","isin":"US3136BXS394","value_usd":3311184.86,"pct_val":0.248899,"balance":3301987.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3105 G2 09/45 FIXED 3.5","isin":"US36179RNW50","value_usd":3268746.5,"pct_val":0.245709,"balance":3506522.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 785747 GN 07/49 FIXED 4.5","isin":"US3622ABHY18","value_usd":3252522.09,"pct_val":0.244489,"balance":3291626.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0698 G2 01/43 FIXED 3","isin":"US36179MX395","value_usd":3252357.79,"pct_val":0.244477,"balance":3509775.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-189","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 189 IM","isin":"US38382MGJ27","value_usd":3220189.09,"pct_val":0.242059,"balance":20123553.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5353 FN 05/54 FIXED 5.5","isin":"US31418E5P14","value_usd":3204537.42,"pct_val":0.240882,"balance":3156204.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM5434 FN 01/48 FLOATING VAR","isin":"US3140JABC15","value_usd":3199535.53,"pct_val":0.240506,"balance":3189375.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS7211 FN 02/54 FIXED VAR","isin":"US3140XPAM19","value_usd":3173037.92,"pct_val":0.238514,"balance":3014740.7,"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 GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SG39","value_usd":3163346.89,"pct_val":0.236847,"balance":3201000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3243 FN 02/50 FIXED VAR","isin":"US3140X6S931","value_usd":3149679.01,"pct_val":0.236759,"balance":3366714.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004697 G2 05/40 FIXED 5","isin":"US36202FGE07","value_usd":3143492.24,"pct_val":0.236293,"balance":3055255.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO2879 FR 12/39 FIXED 5.5","isin":"US3133WMFU17","value_usd":3133789.88,"pct_val":0.235564,"balance":3052506.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626147","value_usd":3118190.49,"pct_val":0.234392,"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":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0742 G2 11/55 FIXED 3.5","isin":"US3618N5ZG77","value_usd":3092692.89,"pct_val":0.232475,"balance":3395556.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGE EQUITY CONVER ASSET TR 2007-FF3","title":"MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A","isin":"US61911GAA22","value_usd":3054340.35,"pct_val":0.229592,"balance":3289904.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS7102 FN 11/32 FIXED 4.5","isin":"US3140LH3L27","value_usd":3027202.56,"pct_val":0.227552,"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":"FANNIE MAE REMICS 2013-29","title":"FANNIE MAE FNR 2013 29 CD","isin":"US3136ADLJ67","value_usd":3021989.28,"pct_val":0.22716,"balance":3085426.58,"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":"RFR USD SOFR/3.25000 03/19/25-1Y CME","isin":"EZ06BVZT2140","value_usd":2975387.15,"pct_val":0.223657,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNR-2021-9","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 9 DI","isin":"US38382ME880","value_usd":2967004.69,"pct_val":0.223027,"balance":20578690.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G60344 FG 12/45 FIXED 4","isin":"US31335ALZ92","value_usd":2962469.25,"pct_val":0.222686,"balance":3041060,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2477 FN 10/48 FIXED 4.5","isin":"US3140Q9XF58","value_usd":2951270.13,"pct_val":0.221844,"balance":2970710.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506806","value_usd":2945621.34,"pct_val":0.2241,"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":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785314 G2 12/70 FLOATING VAR","isin":"US3622AAYK48","value_usd":2936042.98,"pct_val":0.2207,"balance":2867726.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA3439 FN 11/53 FIXED 6.5","isin":"US3140A3ZD82","value_usd":2935307.85,"pct_val":0.220644,"balance":2823740.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYCAMORE TREE CLO 2023-2A LTD","title":"SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A","isin":"US87122CAJ27","value_usd":2915271.08,"pct_val":0.219138,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 787993 G2 06/55 FIXED 7","isin":"US3622ADXW34","value_usd":2909796.54,"pct_val":0.218727,"balance":2862788.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO XII LTD","title":"TRINITAS CLO LTD TRNTS 2020 12A A1R 144A","isin":"US89641GAN25","value_usd":2903951.51,"pct_val":0.220929,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5856 FN 12/32 FIXED 4.21","isin":"US3140Q1QJ28","value_usd":2831590.63,"pct_val":0.212848,"balance":2864000,"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 GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":2795638.14,"pct_val":0.209315,"balance":2817000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 389","title":"FREDDIEMAC STRIP FHS 389 C40","isin":"US31325YRU46","value_usd":2783881.05,"pct_val":0.209262,"balance":18015309.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-160","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 160 IG","isin":"US38382KQ482","value_usd":2755904.77,"pct_val":0.207159,"balance":24195466.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CI6409 G2 01/52 FIXED 3","isin":"US3617XBDN49","value_usd":2728588.54,"pct_val":0.205106,"balance":3028103.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BN8360 G2 08/49 FIXED 4","isin":"US3617KCJD23","value_usd":2726575.77,"pct_val":0.204954,"balance":2883224.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 JA","isin":"US38380LQA43","value_usd":2711514.34,"pct_val":0.203822,"balance":2803213.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0102 FN 06/56 FIXED 3.5","isin":"US3140FXDG40","value_usd":2677494.97,"pct_val":0.201265,"balance":2891872.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS0909 FN 03/52 FIXED VAR","isin":"US3140XGAK53","value_usd":2666381.65,"pct_val":0.20043,"balance":2854805.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LA HIPOTECARIA SA 2019-1A","title":"LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A","isin":"US50346WAA53","value_usd":2646901.64,"pct_val":0.198965,"balance":2889161.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RR0039 FR 11/40 FIXED 5.5","isin":"US3142JCBH24","value_usd":2646846.96,"pct_val":0.198961,"balance":2580398.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8447 FR 07/54 FIXED 6","isin":"US3132DWL438","value_usd":2620353.82,"pct_val":0.19697,"balance":2550533.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAMETER CAPITAL CLO 2024-6A","title":"DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A","isin":"US25255UAA07","value_usd":2613368.29,"pct_val":0.196445,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226140","value_usd":2588203.14,"pct_val":0.194553,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PN17","value_usd":2584350.03,"pct_val":0.196614,"balance":2598000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2444 FN 10/48 FIXED 4.5","isin":"US3140Q9WE92","value_usd":2582361.39,"pct_val":0.194114,"balance":2600990.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2730 FN 11/48 FIXED 4.5","isin":"US3140QAA838","value_usd":2571288.19,"pct_val":0.193281,"balance":2589836.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2095 FN 07/48 FIXED 4.5","isin":"US3140Q9KH51","value_usd":2556325.9,"pct_val":0.192157,"balance":2571678.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK7606 FN 09/48 FIXED 4.5","isin":"US3140HMNY62","value_usd":2539209.23,"pct_val":0.19087,"balance":2553440.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H06","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H06 PT","isin":"US38381TC600","value_usd":2539019.39,"pct_val":0.190856,"balance":2603716.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0169 FN 01/57 FIXED 3.5","isin":"US3140FXFK34","value_usd":2530567.17,"pct_val":0.19022,"balance":2731716.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FH","isin":"US38380QJA13","value_usd":2449053.08,"pct_val":0.184093,"balance":2414251.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RE6164 FR 09/55 FIXED 6.5","isin":"US3133N3Z561","value_usd":2423497.84,"pct_val":0.182172,"balance":2365360.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1530 FR 05/54 FIXED 6.5","isin":"US3142GRVY33","value_usd":2417635.28,"pct_val":0.181731,"balance":2292047.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9974 FN 11/28 FIXED 5.85","isin":"US3140LMCL15","value_usd":2416036.38,"pct_val":0.181611,"balance":2303000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7571 FR 06/54 FIXED 6.5","isin":"US3132DVMU60","value_usd":2407525.68,"pct_val":0.180972,"balance":2274349.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AV2568 FN 11/43 FIXED 4","isin":"US3138XD2A78","value_usd":2407327.37,"pct_val":0.180957,"balance":2463243.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4451 G2 05/47 FIXED 3.5","isin":"US36179S5L78","value_usd":2396976.95,"pct_val":0.180179,"balance":2577662.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA6528 FR 04/49 FIXED 4","isin":"US31329QHD60","value_usd":2390015.37,"pct_val":0.179655,"balance":2474926.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7651 FN 12/53 FIXED 6.5","isin":"US3140QTQD41","value_usd":2362798.11,"pct_val":0.177609,"balance":2244923.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1436 FR 05/54 FIXED 6.5","isin":"US3142GRS278","value_usd":2328081.36,"pct_val":0.175,"balance":2207957.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CF4589 G2 06/43 FIXED 3","isin":"US3617W6C237","value_usd":2326725,"pct_val":0.174898,"balance":2568809.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CZ2594 G2 05/62 FIXED 4","isin":"US3618GD3B49","value_usd":2310015.33,"pct_val":0.173642,"balance":2434137.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB1457 FR 03/40 FIXED 5.5","isin":"US3132CXTN20","value_usd":2301279.98,"pct_val":0.172985,"balance":2243029.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BO7486 G2 08/49 FIXED 3","isin":"US3617KPJ761","value_usd":2286217.89,"pct_val":0.171853,"balance":2582329.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1422 G2 11/50 FIXED 2.5","isin":"US3617U8SK41","value_usd":2235194.37,"pct_val":0.168018,"balance":2606709.73,"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 GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797MG92","value_usd":2230225.62,"pct_val":0.169673,"balance":2240000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784433 G2 02/48 FIXED 3.5","isin":"US3622A24S85","value_usd":2228746.49,"pct_val":0.167533,"balance":2412685.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM4862 FN 11/50 FIXED VAR","isin":"US3140X8ML84","value_usd":2168244.01,"pct_val":0.162985,"balance":2553239.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DJ9049 G2 06/55 FIXED 7","isin":"US3618KWBS11","value_usd":2162275.58,"pct_val":0.162536,"balance":2127342.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO4109 FR 07/40 FIXED 5.5","isin":"US3133WNR697","value_usd":2153279.9,"pct_val":0.16186,"balance":2097540.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1424 G2 11/50 FIXED 2.5","isin":"US3617U8SM07","value_usd":2139419.92,"pct_val":0.160818,"balance":2479787.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9995 FN 04/30 FIXED 6.66","isin":"US3140LMC988","value_usd":2132332.69,"pct_val":0.160286,"balance":1981929.25,"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 GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":2120661.08,"pct_val":0.159408,"balance":2142000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":2101952.83,"pct_val":0.158002,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5887 FN 11/40 FIXED 5.5","isin":"US31418FRH28","value_usd":2086309.31,"pct_val":0.156826,"balance":2033933.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784445 G2 02/48 FIXED 3.5","isin":"US3622A25E80","value_usd":2076807.71,"pct_val":0.156112,"balance":2244988.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2093 FR 05/54 FIXED 6.5","isin":"US3142GSKF46","value_usd":2072930.48,"pct_val":0.157706,"balance":1999801.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-187","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 187 FQ","isin":"US38382LD736","value_usd":2072887.59,"pct_val":0.155817,"balance":2222064.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3521 G2 03/46 FIXED 3.5","isin":"US36179R4E62","value_usd":2057480.27,"pct_val":0.154659,"balance":2207120.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 779378 GN 06/42 FIXED 3","isin":"US36176XUB36","value_usd":2047216.12,"pct_val":0.153887,"balance":2220362.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF","isin":"US38382YAZ60","value_usd":2014137.69,"pct_val":0.151401,"balance":1962865.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FB","isin":"US38384AV596","value_usd":2012049.83,"pct_val":0.151244,"balance":1993703.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APEX CREDIT CLO 2024-1A LTD","title":"APEX CREDIT CLO LLC APEXC 2024 1A A1 144A","isin":"US03753AAA88","value_usd":2010857.82,"pct_val":0.151154,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRYANT PARK FUNDING 2024-22A LTD","title":"BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A","isin":"US11766CAA27","value_usd":2010295.24,"pct_val":0.151112,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7152 FN 02/28 VARIABLE","isin":"US3140JB5N20","value_usd":2002272.51,"pct_val":0.150509,"balance":1996626.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8659 FN 06/33 FIXED 4.44","isin":"US3140LKTR46","value_usd":2002197.48,"pct_val":0.150503,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18641 FG 04/32 FIXED 3","isin":"US3128MMWB59","value_usd":1978961.42,"pct_val":0.148757,"balance":2022315.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD6727 FR 07/54 FIXED 6.5","isin":"US3132DUPL51","value_usd":1955573.23,"pct_val":0.146999,"balance":1856250.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8402 FR 02/54 FIXED 6","isin":"US3132DWKP76","value_usd":1927405.65,"pct_val":0.144881,"balance":1874475.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01","title":"FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A","isin":"US3137G1BL02","value_usd":1927093.88,"pct_val":0.144858,"balance":2164136.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BS2505 G2 01/50 FIXED 3","isin":"US3617MCYA90","value_usd":1925492.57,"pct_val":0.144738,"balance":2174881.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL1741 FR 12/54 FIXED 6.5","isin":"US31427N5B12","value_usd":1916098.22,"pct_val":0.144031,"balance":1818616.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB8379 FR 04/40 FIXED 5.5","isin":"US3132D6JY77","value_usd":1912327.45,"pct_val":0.143748,"balance":1863911.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8639 G2 02/53 FIXED 6","isin":"US36179XS491","value_usd":1909455.94,"pct_val":0.143532,"balance":1892860.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A","title":"LA HIPOTECARIA SA LHIPO 2014 1A A1 144A","isin":"US50346EAA55","value_usd":1876973.37,"pct_val":0.14109,"balance":1948238.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7122 FR 11/54 FIXED 6.5","isin":"US3132DU4F13","value_usd":1871201.45,"pct_val":0.140657,"balance":1776978.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8227 FN 06/33 FIXED 4.59","isin":"US3140LKD915","value_usd":1863738.39,"pct_val":0.140096,"balance":1843000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 4839","title":"FREDDIE MAC FHR 4839 WO","isin":"US3137FJK811","value_usd":1824590.75,"pct_val":0.137153,"balance":2814449.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP4990 G2 01/50 FIXED 4.5","isin":"US3617FURK37","value_usd":1813981.41,"pct_val":0.136355,"balance":1855009.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 28 LTD 28A","title":"KKR FINANCIAL CLO LTD KKR 28A AR 144A","isin":"US48253WAL63","value_usd":1806829.13,"pct_val":0.135281,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA2964 FN 04/32 FIXED 3","isin":"US31418CJJ45","value_usd":1802729.34,"pct_val":0.13551,"balance":1843968.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H09","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H09 FA","isin":"US38383XNS98","value_usd":1758876.51,"pct_val":0.132213,"balance":1750773.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0253 G2 02/55 FIXED 2.5","isin":"US3618N5H774","value_usd":1755976.14,"pct_val":0.131995,"balance":2029421.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RR0026 FR 09/40 FIXED 5.5","isin":"US3142JCA421","value_usd":1750522.12,"pct_val":0.131585,"balance":1706584.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784601 G2 03/48 FIXED 3.5","isin":"US3622AAAA22","value_usd":1731300.55,"pct_val":0.13014,"balance":1879065.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD4642 FR 01/54 FIXED 6.5","isin":"US3132DSEP39","value_usd":1728906.1,"pct_val":0.12996,"balance":1643363.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RC1932 FR 04/36 FIXED 2","isin":"US3133L8ED35","value_usd":1719114.57,"pct_val":0.129224,"balance":1854503.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RR0033 FR 10/40 FIXED 5.5","isin":"US3142JCBB53","value_usd":1716727.6,"pct_val":0.129045,"balance":1673569.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA2301 FN 05/45 FIXED VAR","isin":"US3140W2RX18","value_usd":1694875.25,"pct_val":0.127402,"balance":1627775.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1423 G2 11/50 FIXED 2.5","isin":"US3617U8SL24","value_usd":1694756.86,"pct_val":0.127393,"balance":1967940.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BS7499 G2 02/50 FIXED 3","isin":"US3617MJKL54","value_usd":1680695.23,"pct_val":0.126336,"balance":1898387.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 FN","isin":"US38380QLA84","value_usd":1651009.41,"pct_val":0.124105,"balance":1621121.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AN5339 G2 02/39 FIXED 6","isin":"US36186J4Y11","value_usd":1649023.01,"pct_val":0.123956,"balance":1561328.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5534","title":"FREDDIE MAC FHR 5534 FD","isin":"US3137HLEG38","value_usd":1648455.75,"pct_val":0.123913,"balance":1635267.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DM4280 G2 09/55 FIXED 7","isin":"US3618LTXH79","value_usd":1644320.64,"pct_val":0.123602,"balance":1594761.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL WN2175 FR 03/32 FIXED 3.05","isin":"US3132XGMZ60","value_usd":1644010.62,"pct_val":0.123579,"balance":1770805,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4256 FN 02/51 FIXED 2.5","isin":"US31418DWS79","value_usd":1642109.16,"pct_val":0.123436,"balance":1922274.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BO1327 FN 08/49 FIXED 3","isin":"US3140JVPM87","value_usd":1638653.28,"pct_val":0.123176,"balance":1846923.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9994 FN 12/33 FIXED 5.87","isin":"US3140LMC806","value_usd":1631989.32,"pct_val":0.122675,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0418 G2 04/55 FIXED 2.5","isin":"US3618N5PC73","value_usd":1629737.37,"pct_val":0.122506,"balance":1884331.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01","title":"FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A","isin":"US3137G1BK29","value_usd":1623618.02,"pct_val":0.122046,"balance":1867245.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":1604755.73,"pct_val":0.120151,"balance":1610000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA0726 FN 01/55 FIXED VAR","isin":"US3140W0YY51","value_usd":1602921.52,"pct_val":0.12049,"balance":1514154.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8216 FN 04/33 FIXED 4.49","isin":"US3140LKDW05","value_usd":1602426.53,"pct_val":0.120453,"balance":1600000,"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 GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":1601751,"pct_val":0.120402,"balance":1619000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2024-INV2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A","isin":"US17331WBB81","value_usd":1594496.3,"pct_val":0.119857,"balance":1557729.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC-4832","title":"FREDDIE MAC FHR 4832 FW","isin":"US3137FHRY13","value_usd":1582832.44,"pct_val":0.11898,"balance":1602750.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO2928 FR 12/39 FIXED 5.5","isin":"US3133WMHD73","value_usd":1582489.14,"pct_val":0.118954,"balance":1536959.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BK7861 G2 02/49 FIXED 4.5","isin":"US3617J8WW69","value_usd":1568899.82,"pct_val":0.117933,"balance":1607311.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 627038 G2 10/43 FIXED 3.5","isin":"US36291FS335","value_usd":1548493.54,"pct_val":0.116399,"balance":1681696.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS8509 FN 12/46 FIXED 3","isin":"US3138WJN388","value_usd":1547416.51,"pct_val":0.116318,"balance":1686971.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-2","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A","isin":"US89176UAN46","value_usd":1545722.18,"pct_val":0.116191,"balance":1680706.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1425 G2 11/50 FIXED 2.5","isin":"US3617U8SN89","value_usd":1528717.21,"pct_val":0.114912,"balance":1770035.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AK8796 G2 12/45 FIXED 3.75","isin":"US36183SXZ90","value_usd":1521579.68,"pct_val":0.114376,"balance":1626988.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4182","title":"FREDDIE MAC FHR 4182 YA","isin":"US3137B12V32","value_usd":1514364.41,"pct_val":0.113833,"balance":1545672,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO2621 FR 10/39 FIXED 5.5","isin":"US3133WL4E11","value_usd":1506525.52,"pct_val":0.113244,"balance":1467233.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS3885 FN 11/51 FIXED VAR","isin":"US3140XKJ768","value_usd":1504541.63,"pct_val":0.113095,"balance":1698607.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO3487 FR 04/40 FIXED 5.5","isin":"US3133WM2U52","value_usd":1490384.08,"pct_val":0.112031,"balance":1447386.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8573 FN 06/54 FIXED VAR","isin":"US3140XQQ349","value_usd":1483081.7,"pct_val":0.111482,"balance":1408147.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2002-33","title":"FANNIE MAE FNR 2002 33 A3","isin":"US31392DGW65","value_usd":1480391.83,"pct_val":0.11128,"balance":1464985.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3663 G2 05/46 FIXED 3.5","isin":"US36179SB893","value_usd":1470811.87,"pct_val":0.11056,"balance":1577789.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV7503 FN 04/37 FIXED 2","isin":"US3140MMKR83","value_usd":1465457.76,"pct_val":0.110157,"balance":1581469.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0682 G2 10/55 FIXED 3.5","isin":"US3618N5XL80","value_usd":1452825.05,"pct_val":0.109208,"balance":1595099.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD","isin":"US38382Y5F64","value_usd":1430739.06,"pct_val":0.107547,"balance":1408787.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO3001 FR 01/40 FIXED 5.5","isin":"US3133WMKN19","value_usd":1430371.78,"pct_val":0.10752,"balance":1393215.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8627 FN 07/54 FIXED VAR","isin":"US3140XQSR96","value_usd":1429203.99,"pct_val":0.107432,"balance":1358113.69,"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 GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797MH75","value_usd":1425976.27,"pct_val":0.108487,"balance":1437000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8561 G2 01/53 FIXED 6","isin":"US36179XQN92","value_usd":1415830.71,"pct_val":0.106427,"balance":1403525.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1410 G2 11/50 FIXED 3.5","isin":"US3617U8R746","value_usd":1361286.85,"pct_val":0.102327,"balance":1479940.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784295 G2 03/47 FIXED 3.5","isin":"US3622A2XY38","value_usd":1354546.8,"pct_val":0.10182,"balance":1470505.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18666 FG 11/32 FIXED 3","isin":"US3128MMW419","value_usd":1354263.21,"pct_val":0.101799,"balance":1384873.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7275 FN 10/53 FIXED 6.5","isin":"US3140QTCM95","value_usd":1351250.87,"pct_val":0.101572,"balance":1283487.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BT1377 G2 02/50 FIXED 3","isin":"US3617MPQ689","value_usd":1347438.26,"pct_val":0.101286,"balance":1521953.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18644 FG 05/32 FIXED 3","isin":"US3128MMWE98","value_usd":1340581.15,"pct_val":0.10077,"balance":1369166.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9968 FN 11/33 FIXED 5.82","isin":"US3140LMCE71","value_usd":1332403.7,"pct_val":0.100156,"balance":1230000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1427 G2 11/50 FIXED 2.5","isin":"US3617U8SQ11","value_usd":1321549.06,"pct_val":0.0993397,"balance":1549579.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DM6236 G2 09/55 FIXED 7","isin":"US3618LV4V38","value_usd":1317464.15,"pct_val":0.0990326,"balance":1277756.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCO LA HIPOTECARIA SA 2016-1A","title":"LA HIPOTECARIA SA LHIPO 2016 1A A 144A","isin":"US50346VAA70","value_usd":1315960.43,"pct_val":0.0989196,"balance":1422438.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GNRT-3A","title":"GENERATE CLO LTD. GNRT 3A A2R 144A","isin":"US98625UBC53","value_usd":1309974.54,"pct_val":0.0980806,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q61017 FG 01/49 FIXED 4","isin":"US3132VMDX00","value_usd":1305733.75,"pct_val":0.0981509,"balance":1350086.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2961 G2 07/45 FIXED 3.5","isin":"US36179RJE09","value_usd":1301083.49,"pct_val":0.0978013,"balance":1395724.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CH5381 G2 10/51 FIXED 2.5","isin":"US3617WW6S61","value_usd":1300393.49,"pct_val":0.0977494,"balance":1540994.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS9993 FN 03/54 FIXED VAR","isin":"US3140XSC766","value_usd":1294404.88,"pct_val":0.0972993,"balance":1230929.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-163","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 163 GZ","isin":"US38381AA554","value_usd":1292138.71,"pct_val":0.0971289,"balance":1368743.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE TRUST 2013-MH1","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2013 MH1 A 144A","isin":"US12647RAA23","value_usd":1288480.18,"pct_val":0.0968539,"balance":1411284.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8384 FR 12/53 FIXED 6","isin":"US3132DWJ531","value_usd":1285243.08,"pct_val":0.0966106,"balance":1248422.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO2737 FR 11/39 FIXED 5.5","isin":"US3133WMBE11","value_usd":1275458.35,"pct_val":0.0958751,"balance":1242330.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ4421 FN 06/31 FIXED 5.26","isin":"US3140NY4F58","value_usd":1271614.95,"pct_val":0.0955862,"balance":1217043.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FN DUS POOL FAIRFIELD SUPP","isin":null,"value_usd":1262682.5,"pct_val":0.0960635,"balance":1221000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8096 FN 04/33 FIXED 4.7","isin":"US3140LJ7J98","value_usd":1240697.32,"pct_val":0.0932621,"balance":1225000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG8492 FR 08/53 FIXED 5","isin":"US3133C9NH20","value_usd":1224483.48,"pct_val":0.0920433,"balance":1214620.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2633 FN 11/48 FIXED 4.5","isin":"US3140Q94T76","value_usd":1216872.56,"pct_val":0.0914712,"balance":1224888.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL8835 FN 01/42 FIXED VAR","isin":"US3138ETY911","value_usd":1213118.32,"pct_val":0.091189,"balance":1204091.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW CLO 2024-1 LTD","title":"TCW GEM LTD TCW 2024 1A A1 144A","isin":"US87252MAC73","value_usd":1205907.44,"pct_val":0.090647,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL U90133 FG 08/42 FIXED 4","isin":"US3132H3EE96","value_usd":1203497.7,"pct_val":0.0904659,"balance":1232214.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN CLO LTD 2018-3A","title":"BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A","isin":"US09630AAN63","value_usd":1203185.27,"pct_val":0.0904424,"balance":1201723.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7445 FN 11/53 FIXED 6.5","isin":"US3140QTHX06","value_usd":1189164.78,"pct_val":0.0893885,"balance":1130804.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G67722 FG 03/49 FIXED 5","isin":"US3132XCSK24","value_usd":1187336.82,"pct_val":0.0892511,"balance":1164351.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9989 FN 07/28 FIXED 6.01","isin":"US3140LMC319","value_usd":1186937.81,"pct_val":0.0892211,"balance":1137360.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BR9006 G2 03/50 FIXED 3","isin":"US3617M8AF37","value_usd":1182221.68,"pct_val":0.0888666,"balance":1314188.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH0035 G2 05/48 FIXED 4.5","isin":"US3617GWBC32","value_usd":1181708.56,"pct_val":0.088828,"balance":1203846.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR-2021-23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 23 GI","isin":"US38382NVV62","value_usd":1173340.9,"pct_val":0.088199,"balance":9782544.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5166 FN 10/53 FIXED 6","isin":"US31418EW482","value_usd":1171297.67,"pct_val":0.0880454,"balance":1137696.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-63","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ","isin":"US38383RAC16","value_usd":1169506.76,"pct_val":0.0879108,"balance":1780452.19,"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 GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":1162076.68,"pct_val":0.0884095,"balance":1172000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0063 FR 08/49 FIXED 3.5","isin":"US3132DMB877","value_usd":1151222.74,"pct_val":0.0865364,"balance":1229911.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RE6158 FR 02/55 FIXED 6.5","isin":"US3133N3ZX52","value_usd":1148860.4,"pct_val":0.0863588,"balance":1128298.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA2311 G2 05/47 FIXED 4.5","isin":"US3617AER819","value_usd":1145641.83,"pct_val":0.0861169,"balance":1172717.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD2321 FR 02/52 FIXED 3","isin":"US3132DPSJ83","value_usd":1144420.32,"pct_val":0.0860251,"balance":1292035.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL0427 FR 10/54 FIXED 6.5","isin":"US31427MPM72","value_usd":1140005.61,"pct_val":0.0856932,"balance":1075887.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP9288 G2 09/62 FIXED 5","isin":"US3618A0J966","value_usd":1133607.11,"pct_val":0.0852122,"balance":1137411.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ6293 G2 12/62 FIXED 7","isin":"US3618A87E16","value_usd":1129693.28,"pct_val":0.084918,"balance":1095875.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA1360 FN 03/48 FIXED 3.5","isin":"US3140Q8QN82","value_usd":1122503.28,"pct_val":0.0843776,"balance":1204718.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL0426 FR 07/54 FIXED 6.5","isin":"US31427MPL99","value_usd":1121583.46,"pct_val":0.0843084,"balance":1059856.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE3071 G2 02/48 FIXED 3.5","isin":"US3617BWMU65","value_usd":1116742.11,"pct_val":0.0839445,"balance":1209229.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3172 G2 12/62 FIXED 7","isin":"US3618AHQZ32","value_usd":1115608.55,"pct_val":0.0838593,"balance":1075827.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4894 FN 01/53 FIXED 6","isin":"US31418ENL01","value_usd":1115072.24,"pct_val":0.083819,"balance":1083614.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CL2892 G2 09/46 FIXED 3","isin":"US3617YAF945","value_usd":1109816.39,"pct_val":0.0834239,"balance":1224901.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8717 G2 03/53 FIXED 6.5","isin":"US36179XVJ26","value_usd":1106758.08,"pct_val":0.083194,"balance":1076211.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3597 G2 04/46 FIXED 3.5","isin":"US36179R7J23","value_usd":1105759.21,"pct_val":0.0831189,"balance":1186184,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5764 G2 02/49 FIXED 4.5","isin":"US36179UMM17","value_usd":1104025.87,"pct_val":0.0829886,"balance":1113930.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE CLO 2022-1 LTD","title":"PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A","isin":"US69689QAA31","value_usd":1101933.94,"pct_val":0.0838339,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH0033 G2 05/48 FIXED 4.5","isin":"US3617GWBA75","value_usd":1098474.57,"pct_val":0.0825714,"balance":1117186.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG7748 FR 08/53 FIXED 5","isin":"US3133C8TD78","value_usd":1089297.4,"pct_val":0.0818815,"balance":1078373.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3060 FN 07/32 FIXED 3","isin":"US31418CMJ08","value_usd":1089220.1,"pct_val":0.0818757,"balance":1113842.4,"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":"RFR USD SOFR/3.25000 12/20/23-30Y CME","isin":"EZ3BPZ7JX2D9","value_usd":1079278.1,"pct_val":0.0821103,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CF9201 G2 06/47 FIXED 3.5","isin":"US3617WBGJ19","value_usd":1072569.55,"pct_val":0.0806241,"balance":1176992.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 783007 GN 06/40 FIXED 4.5","isin":"US36241LKU97","value_usd":1070962.22,"pct_val":0.0805033,"balance":1081435.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN6483 G2 12/45 FIXED 3","isin":"US3617F6FY92","value_usd":1065198.75,"pct_val":0.08007,"balance":1176126.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1447 G2 11/43 FIXED 3","isin":"US36179NTC29","value_usd":1051787.91,"pct_val":0.079062,"balance":1139615.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE","isin":"US01F0706907","value_usd":1047975.38,"pct_val":0.0797288,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR-2021-158","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 158 IV","isin":"US38382X6X89","value_usd":1043029.64,"pct_val":0.0784036,"balance":7186824.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-1","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A","isin":"US89178WAU27","value_usd":1038494.37,"pct_val":0.0780627,"balance":1072880.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 784208 GN 07/46 FIXED 4","isin":"US3622A2U914","value_usd":1038491.13,"pct_val":0.0780625,"balance":1079684.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 738895 GN 10/41 FIXED 4.5","isin":"US3620AS3C11","value_usd":1036756.83,"pct_val":0.0779321,"balance":1041503.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ4503 FR 09/54 FIXED 6.5","isin":"US3133CVAC82","value_usd":1033295.01,"pct_val":0.0786119,"balance":999900.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4656 G2 08/47 FIXED 5.5","isin":"US36179TE507","value_usd":1027769.12,"pct_val":0.0772565,"balance":1015471.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD6621 FR 10/54 FIXED 6","isin":"US3132DULA33","value_usd":1021003.99,"pct_val":0.076748,"balance":977881.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR2133 G2 05/61 FIXED 4","isin":"US3618AGLN73","value_usd":1020248.61,"pct_val":0.0766912,"balance":1075043.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9367 FN 08/33 FIXED 4.58","isin":"US3140LLMR91","value_usd":1013318.42,"pct_val":0.0761702,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5018 G2 02/48 FIXED 3","isin":"US36179TSF39","value_usd":1009430.14,"pct_val":0.075878,"balance":1109517.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8910 FN 03/31 FIXED 4.99","isin":"US3140LK3U53","value_usd":1007475.32,"pct_val":0.075731,"balance":980392.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CATHEDRAL LAKE VIII LTD","title":"CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A","isin":"US14919GAA31","value_usd":1003757.67,"pct_val":0.0751535,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4660 FN 07/42 FIXED 3","isin":"US31418EFA38","value_usd":1000655.89,"pct_val":0.0752184,"balance":1071367.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CM3478 G2 11/45 FIXED 3","isin":"US3617YN2K50","value_usd":997975.09,"pct_val":0.0750169,"balance":1104300.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL1296 FN 02/26 FIXED 3.575","isin":"US3140HSNN77","value_usd":997172.5,"pct_val":0.0749566,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA3QA5 PIMCO FPPSWAPTION 4.656 PUT USD","isin":"EZS6GRFJVN19","value_usd":984782.82,"pct_val":0.0740253,"balance":17900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ0617 FN 08/30 FIXED 5.7","isin":"US3140NUVK29","value_usd":981605.33,"pct_val":0.0737864,"balance":928264.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506760","value_usd":980134.54,"pct_val":0.0745675,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6275 G2 11/49 FIXED 3.5","isin":"US36179U6L16","value_usd":977941.77,"pct_val":0.073511,"balance":1088731.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE0385 FN 09/40 FIXED VAR","isin":"US31419ANB97","value_usd":975120.49,"pct_val":0.0732989,"balance":993508.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFA 2020-NQM2 TRUST","title":"MFRA TRUST MFRA 2020 NQM2 A1 144A","isin":"US552751AA74","value_usd":970471.44,"pct_val":0.0729495,"balance":987989.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL6924 FN 01/45 FIXED VAR","isin":"US3138EPVS07","value_usd":969665.94,"pct_val":0.0728889,"balance":1002839.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL7079 FN 07/35 FIXED VAR","isin":"US3138EP2M52","value_usd":968228.93,"pct_val":0.0727809,"balance":980564.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785944 G2 02/52 FIXED 3","isin":"US3622ABP553","value_usd":963780.62,"pct_val":0.0724465,"balance":1079606.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BJ1543 G2 09/48 FIXED 4","isin":"US3617HNWC94","value_usd":962119.82,"pct_val":0.0723217,"balance":985209.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":960169.44,"pct_val":0.0721751,"balance":98569.91,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782917 GN 04/40 FIXED 4.5","isin":"US36241LG267","value_usd":959614.22,"pct_val":0.0721334,"balance":958096.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9610 FN 09/38 FIXED 5.3","isin":"US3140LLVC22","value_usd":956243.38,"pct_val":0.07188,"balance":907098.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3188 FN 11/32 FIXED 3","isin":"US31418CRJ52","value_usd":955386.45,"pct_val":0.0718156,"balance":977194.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6081 G2 08/49 FIXED 3.5","isin":"US36179UXJ68","value_usd":953486.89,"pct_val":0.0716728,"balance":1053286.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6531 G2 03/50 FIXED 3","isin":"US36179VHG86","value_usd":948939.69,"pct_val":0.071331,"balance":1067356.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA2870 FN 08/55 FIXED VAR","isin":"US3140W3FL80","value_usd":947026.32,"pct_val":0.0711871,"balance":896964.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF","isin":"US38383KVX70","value_usd":946742.86,"pct_val":0.0711658,"balance":942847.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ2755 FN 05/48 FIXED 3.5","isin":"US3140H4BZ62","value_usd":945985.51,"pct_val":0.0711089,"balance":1017517.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA0398 GN 06/42 FIXED 4","isin":"US36177WNP13","value_usd":944684.34,"pct_val":0.0710111,"balance":982149.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL7090 FN 10/37 FLOATING VAR","isin":"US3138EP2Y90","value_usd":937371.91,"pct_val":0.0704614,"balance":895633.72,"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":"RFR USD SOFR/3.50000 12/20/23-10Y CME","isin":"EZ4G8FZQ8LF2","value_usd":927035.4,"pct_val":0.0696844,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN1092 G2 07/62 FIXED 4.5","isin":"US3617YYF929","value_usd":923182.39,"pct_val":0.0693948,"balance":953172.62,"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 GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RN98","value_usd":920691.36,"pct_val":0.0689341,"balance":925000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SF55","value_usd":913807.6,"pct_val":0.0684187,"balance":924000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZT1857 FR 03/49 FIXED 4.5","isin":"US3132AEB219","value_usd":912507.78,"pct_val":0.0685924,"balance":917620.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL CE4252 GN 10/51 FIXED 4","isin":"US3617VSWM08","value_usd":911017.74,"pct_val":0.0684804,"balance":959168.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG9019 FR 08/53 FIXED 5","isin":"US3133CAAU44","value_usd":894290.74,"pct_val":0.067223,"balance":887087.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0262 FN 05/58 FIXED 3","isin":"US3140FXJG85","value_usd":889907,"pct_val":0.0668935,"balance":1015233.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD9974 G2 11/47 FIXED 3.5","isin":"US3617BSCK81","value_usd":883976.9,"pct_val":0.0664478,"balance":957180.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA0724 FN 07/54 FIXED VAR","isin":"US3140W0YW95","value_usd":883097.94,"pct_val":0.0663817,"balance":835108.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 890407 FN 02/42 FIXED VAR","isin":"US31410LGQ95","value_usd":881501.51,"pct_val":0.0662617,"balance":900347.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3493 FN 05/35 FIXED VAR","isin":"US3140X63B58","value_usd":880628.9,"pct_val":0.0661961,"balance":892131.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY8507 FN 08/53 FIXED 5.5","isin":"US3140NRNZ50","value_usd":879879.92,"pct_val":0.0661398,"balance":853599.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY8503 FN 08/53 FIXED 5.5","isin":"US3140NRNV47","value_usd":878918.93,"pct_val":0.0660676,"balance":856955.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q50235 FG 08/47 FIXED 4","isin":"US3132XSHM50","value_usd":876941,"pct_val":0.0659189,"balance":899833.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3280 FN 09/54 FIXED 6.5","isin":"US3140AQUE03","value_usd":876540.38,"pct_val":0.0658888,"balance":842017.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784894 G2 02/48 FIXED 3.5","isin":"US3622AAKF09","value_usd":873853.9,"pct_val":0.0656868,"balance":952549.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGE EQUITY CONVER ASSET TR 2007-FF2","title":"MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF2 A 144A","isin":"US61911CAA18","value_usd":873774.52,"pct_val":0.0664758,"balance":885694.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA5594 G2 08/47 FIXED 3.5","isin":"US3617AJGB56","value_usd":873040.73,"pct_val":0.0656257,"balance":945344.97,"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 GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797QK68","value_usd":872852.28,"pct_val":0.0664056,"balance":878000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4867 FN 01/53 FIXED 4.5","isin":"US31418EMR89","value_usd":866025.12,"pct_val":0.0658862,"balance":903648.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY9962 FN 08/53 FIXED 5.5","isin":"US3140NTB841","value_usd":865537.77,"pct_val":0.0650617,"balance":844187.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DB8068 G2 07/54 FIXED 6.5","isin":"US3618HA6D22","value_usd":863534.9,"pct_val":0.0649112,"balance":835999.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ6096 G2 10/62 FIXED 5","isin":"US3618A8XZ54","value_usd":862913.65,"pct_val":0.0648645,"balance":865809.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL U91486 FG 05/43 FIXED 4","isin":"US3132HBRF49","value_usd":861619.14,"pct_val":0.0647671,"balance":882176.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3736 G2 06/46 FIXED 3.5","isin":"US36179SEH67","value_usd":861380.09,"pct_val":0.0647492,"balance":924239.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL2205 FN 04/29 FIXED 3.045","isin":"US3140HTNX33","value_usd":858761.66,"pct_val":0.0645524,"balance":882290.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8943 FN 12/31 FIXED 5.41","isin":"US3140LK5D11","value_usd":855345.03,"pct_val":0.0642955,"balance":814000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9441 FN 09/33 FIXED 5.07","isin":"US3140LLP396","value_usd":853690.14,"pct_val":0.0641711,"balance":821509.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4830 G2 11/47 FIXED 4.5","isin":"US36179TLK96","value_usd":852932.05,"pct_val":0.0641141,"balance":868624.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-INV1 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A","isin":"US12661XAC65","value_usd":850941.14,"pct_val":0.0639645,"balance":1014363.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0167 FN 02/57 FIXED 3","isin":"US3140FXFH05","value_usd":848289.06,"pct_val":0.0637651,"balance":965099.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02","title":"FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A","isin":"US3137G1AK38","value_usd":844890.55,"pct_val":0.0635097,"balance":958007.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BM8878 G2 07/49 FIXED 4.5","isin":"US3617K02K01","value_usd":834253.45,"pct_val":0.0627101,"balance":854680.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN1108 G2 06/62 FIXED 4.5","isin":"US3617YYGR10","value_usd":833295.28,"pct_val":0.0626381,"balance":860366.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC1350 FN 08/54 FIXED 6.5","isin":"US3140ANQC61","value_usd":828490.89,"pct_val":0.0622769,"balance":795860.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8176 FN 04/33 FIXED 4.385","isin":"US3140LKCN15","value_usd":825824.57,"pct_val":0.0620765,"balance":828000,"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":"RFR USD SOFR/3.25000 06/18/25-10Y CME","isin":"EZXZ4DC8KGZ4","value_usd":825254.59,"pct_val":0.0620337,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD2836 G2 01/48 FIXED 4","isin":"US3617BJEH36","value_usd":822831.33,"pct_val":0.0618515,"balance":863895.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BQ7066 G2 04/50 FIXED 3.5","isin":"US3617LRZ738","value_usd":819082.21,"pct_val":0.0615697,"balance":903221.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA1827 FN 05/33 FIXED 4","isin":"US3140Q9A528","value_usd":810551.82,"pct_val":0.0609285,"balance":808905.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AO6778 FN 06/42 FIXED 4","isin":"US3138LXQ856","value_usd":807280.59,"pct_val":0.0606826,"balance":825331.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3802 G2 07/46 FIXED 3","isin":"US36179SGK78","value_usd":804727.8,"pct_val":0.0604907,"balance":882591.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD0549 G2 08/48 FIXED 5","isin":"US3617BFTE28","value_usd":801482.8,"pct_val":0.0602468,"balance":808435.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB6965 G2 07/47 FIXED 3.5","isin":"US3617AXW264","value_usd":801455.14,"pct_val":0.0602447,"balance":871335.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AY5148 G2 09/38 FIXED 4","isin":"US36196UWH03","value_usd":794581.94,"pct_val":0.059728,"balance":808941.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD2806 G2 01/48 FIXED 4","isin":"US3617BJDK73","value_usd":793555.25,"pct_val":0.0596508,"balance":833700.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2002-W6","title":"FANNIEMAE WHOLE LOAN FNW 2002 W6 3A","isin":"US31392DG633","value_usd":793409.85,"pct_val":0.0596399,"balance":818848.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RE6160 FR 05/55 FIXED 6.5","isin":"US3133N3ZZ01","value_usd":792359.16,"pct_val":0.0595609,"balance":775411.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BC1290 G2 08/47 FIXED 3.5","isin":"US3617B4NF05","value_usd":790714.93,"pct_val":0.0594373,"balance":856189.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5126 FN 08/43 FIXED 4.5","isin":"US31418EVU18","value_usd":786500.68,"pct_val":0.0591206,"balance":782195.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA9528 G2 07/47 FIXED 3.5","isin":"US3617ANSR82","value_usd":785859.13,"pct_val":0.0590723,"balance":850950.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 4836","title":"FREDDIE MAC FHR 4836 PO","isin":"US3137FJE210","value_usd":785154.38,"pct_val":0.0590194,"balance":1268787.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3245 G2 12/62 FIXED 7","isin":"US3618AHTA53","value_usd":784036.09,"pct_val":0.0589353,"balance":754076.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8202 FN 04/28 FIXED 4.14","isin":"US3140LKDG54","value_usd":780867.16,"pct_val":0.0586971,"balance":776154.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BT1994 G2 03/50 FIXED 3.5","isin":"US3617MQGB61","value_usd":776007.91,"pct_val":0.0583318,"balance":845925.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD9140 G2 01/48 FIXED 3.5","isin":"US3617BREM47","value_usd":774716.09,"pct_val":0.0582347,"balance":838869.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2645 FR 09/55 FIXED 6.5","isin":"US31427P5F70","value_usd":768393.51,"pct_val":0.0577595,"balance":728609.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 635198 G2 05/47 FIXED 3","isin":"US36291QUX05","value_usd":765456.73,"pct_val":0.0575387,"balance":848554.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7650 G2 10/51 FIXED 3","isin":"US36179WQB71","value_usd":764447.13,"pct_val":0.0574628,"balance":849080.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CG8355 G2 08/51 FIXED 3","isin":"US3617WNH880","value_usd":763929.54,"pct_val":0.0574239,"balance":862841.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18663 FG 10/32 FIXED 3","isin":"US3128MMWZ28","value_usd":760295.58,"pct_val":0.0571507,"balance":777033.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH0034 G2 05/48 FIXED 4.5","isin":"US3617GWBB58","value_usd":759380.35,"pct_val":0.0570819,"balance":772832.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2644 FR 09/55 FIXED 6.5","isin":"US31427P5E06","value_usd":753913.35,"pct_val":0.056671,"balance":714060.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS0645 FN 10/43 FIXED 3.5","isin":"US3138W9WF36","value_usd":753578.03,"pct_val":0.0566458,"balance":790080.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 841056 FH 01/50 FLOATING VAR","isin":"US31288QE556","value_usd":751757.62,"pct_val":0.056509,"balance":760104.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BA0244 GN 04/47 FIXED 4","isin":"US3617ACHV58","value_usd":750159.19,"pct_val":0.0563888,"balance":783038.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426120","value_usd":750148.44,"pct_val":0.056388,"balance":770000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8097 FN 04/33 FIXED 4.7","isin":"US3140LJ7K61","value_usd":749792.2,"pct_val":0.0563612,"balance":740302.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2021-104","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 104 IH","isin":"US38382UJG76","value_usd":744007.7,"pct_val":0.0559264,"balance":4378411.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783352 G2 03/41 FIXED 4.5","isin":"US36241LWM44","value_usd":743355.54,"pct_val":0.0558774,"balance":749884.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM6188 FN 08/49 FLOATING VAR","isin":"US3140JA2W73","value_usd":742923.04,"pct_val":0.0558449,"balance":710322.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5694 FN 03/55 FIXED 6.5","isin":"US31418FKG18","value_usd":737516.1,"pct_val":0.0554384,"balance":720887.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL1272 FR 02/55 FIXED 6.5","isin":"US31427NMW64","value_usd":733306.23,"pct_val":0.055122,"balance":697319.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR-2021-155","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 155 ID","isin":"US38383AJX37","value_usd":732475.14,"pct_val":0.0550595,"balance":4336320.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE7131 FN 02/47 FIXED 3.5","isin":"US3140FS4R11","value_usd":732070.92,"pct_val":0.0550291,"balance":776097.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18652 FG 07/32 FIXED 3","isin":"US3128MMWN97","value_usd":730456.13,"pct_val":0.0549077,"balance":746315.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AK8789 G2 06/45 FIXED 3.75","isin":"US36183SXS57","value_usd":730219.72,"pct_val":0.05489,"balance":779775.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL1389 FN 01/29 FIXED 3.82","isin":"US3140HSRK92","value_usd":726162.18,"pct_val":0.054585,"balance":727772.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2151 G2 08/44 FIXED 5","isin":"US36179QL821","value_usd":725779.92,"pct_val":0.0545562,"balance":706470.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1373 FR 01/54 FIXED 5.5","isin":"US3142GRQ371","value_usd":720665.35,"pct_val":0.0541718,"balance":709760.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG8338 FR 08/53 FIXED 5","isin":"US3133C9HP10","value_usd":720015.3,"pct_val":0.0541229,"balance":714216.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 784041 GN 08/45 FIXED 4","isin":"US3622A2P229","value_usd":715919.82,"pct_val":0.0538151,"balance":744300,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY0131 FN 05/53 FIXED 5.5","isin":"US3140NGED84","value_usd":713176.51,"pct_val":0.0536088,"balance":696817.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QU8224 FR 09/54 FIXED 6.5","isin":"US3133JMD530","value_usd":712587.44,"pct_val":0.0535646,"balance":702334.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB0208 G2 06/47 FIXED 3.5","isin":"US3617AQGR42","value_usd":710955.15,"pct_val":0.0534419,"balance":769832.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BO4867 G2 04/49 FIXED 4.5","isin":"US3617KLMQ97","value_usd":710701.55,"pct_val":0.0534228,"balance":728103.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784346 G2 07/47 FIXED 3.5","isin":"US3622A2ZK16","value_usd":710700.95,"pct_val":0.0534228,"balance":769835.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1412 G2 11/50 FIXED 3.5","isin":"US3617U8R902","value_usd":710083.74,"pct_val":0.0533764,"balance":769918.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4267 G2 02/47 FIXED 6","isin":"US36179SW451","value_usd":709881.6,"pct_val":0.0533612,"balance":674075.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BQ7068 G2 04/50 FIXED 3","isin":"US3617LRZ993","value_usd":706432.21,"pct_val":0.0531019,"balance":771551.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5","isin":"US3142GSQX97","value_usd":706240.1,"pct_val":0.0530874,"balance":695623.08,"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":"317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD","isin":"EZFJ3FQX33T3","value_usd":704167.8,"pct_val":0.0529317,"balance":14000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA5561 FN 04/50 FIXED 3.5","isin":"US3140QDFB51","value_usd":704022.3,"pct_val":0.0529207,"balance":749313.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAGNETITE XII LTD 2015-12A","title":"MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A","isin":"US55953HBD44","value_usd":703258.51,"pct_val":0.0535031,"balance":702904.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q59983 FG 11/48 FIXED 4.5","isin":"US3132Y4CV26","value_usd":700711.15,"pct_val":0.0526718,"balance":704275.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BI8200 G2 09/48 FIXED 4.5","isin":"US3617HJDD76","value_usd":699990.68,"pct_val":0.0526177,"balance":716998.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY5374 FN 07/53 FIXED 6","isin":"US3140NM6L61","value_usd":698228.74,"pct_val":0.0524852,"balance":666826.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2436 G2 12/44 FIXED 4","isin":"US36179QV572","value_usd":695077.89,"pct_val":0.0522484,"balance":730625.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2019-2A LTD","title":"VOYA CLO LTD VOYA 2019 2A AR 144A","isin":"US92917RAL33","value_usd":692162.61,"pct_val":0.0520293,"balance":691708.57,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE5651 G2 07/48 FIXED 4.5","isin":"US3617G0H452","value_usd":690482.55,"pct_val":0.051903,"balance":698456.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS7386 FN 12/29 FIXED 4.77","isin":"US3140LJF433","value_usd":687471.64,"pct_val":0.0516766,"balance":674000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD9595 G2 11/47 FIXED 3.5","isin":"US3617BRUU88","value_usd":684347.94,"pct_val":0.0514418,"balance":741010.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA","isin":"US38376RUH73","value_usd":683741.92,"pct_val":0.0513963,"balance":680507.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY9525 FN 08/53 FIXED 5","isin":"US3140NSSP07","value_usd":682453.24,"pct_val":0.0512994,"balance":677395.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS1907 FN 07/47 FIXED VAR","isin":"US3140XHDM65","value_usd":677922.85,"pct_val":0.0509589,"balance":708335.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS5127 G2 01/62 FIXED 3.5","isin":"US3618AXVU30","value_usd":675491.03,"pct_val":0.0507761,"balance":748830.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY5041 FN 07/53 FIXED 4.5","isin":"US3140NMS733","value_usd":674955.07,"pct_val":0.0507358,"balance":686521.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2013-20","title":"FANNIE MAE FNR 2013 20 YZ","isin":"US3136ACVY42","value_usd":672140.76,"pct_val":0.0505242,"balance":790763.23,"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 GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SY45","value_usd":669646.49,"pct_val":0.0503367,"balance":674000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG6226 FR 06/53 FIXED 4.5","isin":"US3133C64K27","value_usd":662785.76,"pct_val":0.049821,"balance":673672.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY8301 FN 08/53 FIXED 5","isin":"US3140NRGK64","value_usd":662346.48,"pct_val":0.049788,"balance":657011.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CK7653 G2 02/52 FIXED 3","isin":"US3617Y3QE71","value_usd":661459.28,"pct_val":0.0497213,"balance":740402.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS0406 FN 02/47 FIXED VAR","isin":"US3140XFNY38","value_usd":658824.94,"pct_val":0.0495233,"balance":713424.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRSLF-2017-54A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A","isin":"US26244RAF82","value_usd":655900.29,"pct_val":0.0493034,"balance":655283.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BT1991 G2 03/50 FIXED 3.5","isin":"US3617MQF847","value_usd":653687.75,"pct_val":0.0491371,"balance":711148.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MTG ASSOC 2022-45","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ","isin":"US38383MP777","value_usd":648968.51,"pct_val":0.0487824,"balance":1000283.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA2871 FN 09/55 FIXED VAR","isin":"US3140W3FM63","value_usd":648484.11,"pct_val":0.048746,"balance":614908.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BR9416 GN 02/50 FIXED 3.5","isin":"US3617M8N935","value_usd":645854.59,"pct_val":0.0485483,"balance":705957.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BL2178 G2 02/49 FIXED 4.5","isin":"US3617JEM381","value_usd":644628.75,"pct_val":0.0484562,"balance":658242.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AS6888 G2 03/46 FIXED 3.5","isin":"US36193SUM96","value_usd":643828.05,"pct_val":0.048396,"balance":697119.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN-2002-W4","title":"FANNIEMAE WHOLE LOAN FNW 2002 W4 A6","isin":"US31392DUC46","value_usd":641295.02,"pct_val":0.0482056,"balance":643395,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BO0365 G2 08/49 FIXED 4.5","isin":"US3617KFMN98","value_usd":639602.91,"pct_val":0.0480784,"balance":655140.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5711 G2 01/49 FIXED 4.5","isin":"US36179UKY72","value_usd":638270.78,"pct_val":0.0479782,"balance":643629.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CF9202 G2 06/51 FIXED 3.5","isin":"US3617WBGK81","value_usd":638100.79,"pct_val":0.0479655,"balance":696680.25,"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":"RFR USD SOFR/3.50000 12/18/24-30Y LCH","isin":"EZ4089K4KC85","value_usd":636753.03,"pct_val":0.0484435,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA2134 FR 02/50 FIXED 3.5","isin":"US3133KHLP90","value_usd":630245.71,"pct_val":0.047375,"balance":668736.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BC1920 G2 09/47 FIXED 3.5","isin":"US3617B5DZ44","value_usd":629995.06,"pct_val":0.0473562,"balance":683082.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BC9026 FN 11/46 FIXED 3","isin":"US3140F5A453","value_usd":628820.48,"pct_val":0.0472679,"balance":688316.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-72","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 72 ID","isin":"US38380WH282","value_usd":624300,"pct_val":0.0469281,"balance":3313782.21,"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":"RFR USD SOFR/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":622470.04,"pct_val":0.0473568,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL WN2384 FR 06/30 FIXED 4.4","isin":"US3132XGUJ37","value_usd":617768.71,"pct_val":0.0464371,"balance":614903.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS3768 FR 06/43 FIXED 3.5","isin":"US3132A4FH62","value_usd":615395.95,"pct_val":0.0462588,"balance":645064.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM1631 FN 09/49 FIXED VAR","isin":"US3140X4Y595","value_usd":614015.91,"pct_val":0.046155,"balance":692051.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM3927 FN 03/38 FIXED VAR","isin":"US3140J8LH49","value_usd":611413.05,"pct_val":0.0459594,"balance":615723.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5351 FR 06/45 FIXED 6","isin":"US3133KY5L92","value_usd":611230.03,"pct_val":0.0459456,"balance":592169.68,"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 GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RM16","value_usd":610682.23,"pct_val":0.0457231,"balance":613000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM1497 FN 07/37 FIXED VAR","isin":"US3140J5UX58","value_usd":609707.63,"pct_val":0.0458312,"balance":616190.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL U63001 FG 07/43 FIXED 3","isin":"US3132JRKN79","value_usd":609445.42,"pct_val":0.0458115,"balance":662067.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AR0791 G2 05/46 FIXED 3.5","isin":"US36192S2Y53","value_usd":605810.67,"pct_val":0.0455383,"balance":664858.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7107 FN 09/53 FIXED 5.5","isin":"US3140QS3R01","value_usd":605562.7,"pct_val":0.0455196,"balance":581458.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5212 FR 02/43 FIXED 4.5","isin":"US3133KYYH60","value_usd":605065.71,"pct_val":0.0454823,"balance":601754.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AL5360 G2 03/45 FIXED 3.5","isin":"US36184B5V56","value_usd":586368.08,"pct_val":0.0440768,"balance":639148.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 798851 G2 01/43 FIXED 3.5","isin":"US36177TZR12","value_usd":586209.67,"pct_val":0.0440649,"balance":640503.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9990 FN 11/33 FIXED 5.96","isin":"US3140LMC491","value_usd":584305.14,"pct_val":0.0439217,"balance":536135.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CA1411 G2 11/50 FIXED 3.5","isin":"US3617U8R829","value_usd":584263.1,"pct_val":0.0439185,"balance":634329.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE  ASSOCIATION GNR-2019-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM","isin":"US38380LVB60","value_usd":575163.88,"pct_val":0.0432346,"balance":574493.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB8364 FR 02/40 FIXED 5.5","isin":"US3132D6JH45","value_usd":571163.51,"pct_val":0.0429339,"balance":556704.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 784283 GN 09/45 FIXED 3.5","isin":"US3622A2XL17","value_usd":566413.17,"pct_val":0.0425768,"balance":605967.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784674 G2 04/48 FIXED 3.5","isin":"US3622AACK85","value_usd":563676.38,"pct_val":0.0423711,"balance":609978.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 848812 FH 10/39 FLOATING VAR","isin":"US31300LYH22","value_usd":563493.31,"pct_val":0.0423573,"balance":540976.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 787954 G2 02/55 FIXED 6","isin":"US3622ADWP91","value_usd":562663.02,"pct_val":0.0422949,"balance":553587.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 840291 FH 11/41 FLOATING VAR","isin":"US31347AKC70","value_usd":558285.02,"pct_val":0.0419658,"balance":530149.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4643 FN 05/42 FIXED 3","isin":"US31418EER71","value_usd":553262.74,"pct_val":0.0415883,"balance":594919.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 706773 GN 11/39 FIXED 4.5","isin":"US36297BFN64","value_usd":552204.33,"pct_val":0.0415087,"balance":543923.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-121","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 121 CI","isin":"US38382VNB17","value_usd":550510.17,"pct_val":0.0413814,"balance":3295039.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2971 FN 08/45 FIXED VAR","isin":"US3140X6JR36","value_usd":547285.55,"pct_val":0.041139,"balance":560524.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AT7573 G2 06/46 FIXED 3.5","isin":"US36194GMW14","value_usd":547010.47,"pct_val":0.0411183,"balance":600329.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5166 FR 07/42 FIXED 3","isin":"US3133KYW392","value_usd":546556.05,"pct_val":0.0410841,"balance":585551.11,"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 GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797PG65","value_usd":542120.03,"pct_val":0.0412439,"balance":544000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA2997 FN 05/32 FIXED 3","isin":"US31418CKK98","value_usd":541319.03,"pct_val":0.0406905,"balance":554036.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AN5750 GN 07/45 FIXED 3","isin":"US36186NL724","value_usd":540807.32,"pct_val":0.040652,"balance":597809.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3803 G2 07/46 FIXED 3.5","isin":"US36179SGL51","value_usd":536384.63,"pct_val":0.0403196,"balance":579434.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2021-3","title":"FANNIE MAE FNR 2021 3 TI","isin":"US3136BDR422","value_usd":535109.96,"pct_val":0.0402237,"balance":3135993.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA1988 FN 07/48 FIXED 4.5","isin":"US3140Q9F659","value_usd":535059.18,"pct_val":0.0402199,"balance":538418.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4632 FN 06/42 FIXED 3","isin":"US31418EEE68","value_usd":531257.46,"pct_val":0.0399342,"balance":571742.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-96","title":"FANNIE MAE FNR 2007 96 BF","isin":"US31396XXB53","value_usd":528417.02,"pct_val":0.0397206,"balance":527403.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL5548 FN 05/38 FLOATING VAR","isin":"US3138ENEW53","value_usd":527278.6,"pct_val":0.0396351,"balance":505369.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AZ1638 GN 02/47 FIXED 4","isin":"US36197DZB71","value_usd":524563.15,"pct_val":0.0394309,"balance":547554.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0362 G2 05/55 FIXED 3.5","isin":"US3618N5ML00","value_usd":523776.55,"pct_val":0.0398483,"balance":574874.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CK0946 G2 01/52 FIXED 2.5","isin":"US3617XVBP78","value_usd":523350.99,"pct_val":0.0393398,"balance":614765.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP8745 G2 07/62 FIXED 4.5","isin":"US3617FYWE34","value_usd":516201.14,"pct_val":0.0388024,"balance":532969.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SC0706 FR 05/45 FIXED 6.5","isin":"US3132D9YB49","value_usd":506887.26,"pct_val":0.0381023,"balance":486821.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 759339 G2 02/41 FIXED 4.5","isin":"US36230ULU15","value_usd":506156.59,"pct_val":0.0380473,"balance":513857.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BT0861 GN 03/50 FIXED 3","isin":"US3617MN5W90","value_usd":504125.45,"pct_val":0.0378947,"balance":560373.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4068","title":"FREDDIE MAC FHR 4068 UF","isin":"US3137ARPN03","value_usd":502116.46,"pct_val":0.0377436,"balance":503942.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XXIII 2019-2A","title":"SOUND POINT CLO LTD SNDPT 2019 2A AR 144A","isin":"US83614BAQ23","value_usd":501567.42,"pct_val":0.0377024,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9731 FN 10/28 FIXED 5.61","isin":"US3140LLY547","value_usd":496600.64,"pct_val":0.037329,"balance":491000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ1665 FN 12/47 FIXED 4","isin":"US3140H2Z760","value_usd":494397.42,"pct_val":0.0371634,"balance":511283.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2019-6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A","isin":"US46651BAL45","value_usd":488287.03,"pct_val":0.0367041,"balance":506609.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6209 G2 10/49 FIXED 3","isin":"US36179U3S95","value_usd":481725.18,"pct_val":0.0362109,"balance":544116.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5663 FN 03/45 FIXED 6","isin":"US31418FJH10","value_usd":480972.18,"pct_val":0.0361543,"balance":466106.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD9048 G2 11/47 FIXED 3.5","isin":"US3617BRBR60","value_usd":480642.96,"pct_val":0.0361295,"balance":520450.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785657 G2 10/51 FIXED 2.5","isin":"US3622ABE656","value_usd":479715.24,"pct_val":0.0360598,"balance":558041.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2643 FR 09/55 FIXED 6.5","isin":"US31427P5D23","value_usd":478986.43,"pct_val":0.036005,"balance":453407.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QB7854 FR 01/51 FIXED 2.5","isin":"US3133AEWP50","value_usd":478648.52,"pct_val":0.0359796,"balance":560520.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3090 FN 08/32 FIXED 3","isin":"US31418CNG59","value_usd":475659.7,"pct_val":0.0357549,"balance":486681.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785667 G2 10/51 FIXED 2.5","isin":"US3622ABFG20","value_usd":472739.62,"pct_val":0.0355354,"balance":551324.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY9999 FN 09/53 FIXED 5","isin":"US3140NTDD15","value_usd":472493.14,"pct_val":0.0355169,"balance":467804.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE0715 FN 12/40 FIXED VAR","isin":"US31419AYM34","value_usd":470551.88,"pct_val":0.035371,"balance":479979.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CG8392 G2 09/51 FIXED 3","isin":"US3617WNKD31","value_usd":468177.69,"pct_val":0.0351925,"balance":528421.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS1548 FN 04/52 FIXED VAR","isin":"US3140XGWJ43","value_usd":467172.75,"pct_val":0.035117,"balance":544986.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 ZN","isin":"US38378HP595","value_usd":466203.5,"pct_val":0.0350441,"balance":557385.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7818 G2 01/52 FIXED 3.5","isin":"US36179WVK16","value_usd":462783.64,"pct_val":0.034787,"balance":515937.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5097 FN 07/43 FIXED 4.5","isin":"US31418EUX65","value_usd":460595.26,"pct_val":0.0346225,"balance":459474.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS8678 FR 12/32 FIXED 2.5","isin":"US3132A9UB15","value_usd":451661.87,"pct_val":0.033951,"balance":468140.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AN5764 GN 07/45 FIXED 4","isin":"US36186NMM82","value_usd":449002.1,"pct_val":0.0337511,"balance":466246.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM7616 FN 06/36 FIXED VAR","isin":"US3140XBPA20","value_usd":445910.02,"pct_val":0.0335187,"balance":481034.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO9464 G2 01/47 FIXED 3","isin":"US3617FMQR72","value_usd":443660.09,"pct_val":0.0333495,"balance":490912.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AU0736 GN 05/46 FIXED 3.5","isin":"US36194MY962","value_usd":443657.04,"pct_val":0.0333493,"balance":476432.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5536 FN 11/39 FIXED 5.5","isin":"US31418FEJ21","value_usd":443619.58,"pct_val":0.0333465,"balance":432392.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY0044 FN 05/53 FIXED 4.5","isin":"US3140NGBN93","value_usd":442665.44,"pct_val":0.0332748,"balance":450300.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AX3590 FN 06/41 FIXED 4.5","isin":"US3138Y47C77","value_usd":437956.77,"pct_val":0.0329208,"balance":445649.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6030 G2 07/49 FIXED 3.5","isin":"US36179UVX70","value_usd":436697.58,"pct_val":0.0328262,"balance":485056.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2003-7","title":"FANNIE MAE FNR 2003 7 A2","isin":"US31392H2L60","value_usd":436553.07,"pct_val":0.0328153,"balance":433818.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9683 FN 10/28 FIXED 5.57","isin":"US3140LLXM85","value_usd":434721.28,"pct_val":0.0326776,"balance":429884.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB0228 G2 06/47 FIXED 3.5","isin":"US3617AQHD47","value_usd":434690.43,"pct_val":0.0326753,"balance":470685.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5976 G2 06/49 FIXED 3.5","isin":"US36179UT933","value_usd":433288.44,"pct_val":0.0325699,"balance":478637.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5680 FN 04/45 FIXED 6","isin":"US31418FJ247","value_usd":432302.7,"pct_val":0.0324958,"balance":418940.66,"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":"317U9Z2A2 PIMCO FPPSWAPTION 4.46 CALL USD","isin":"EZHZDV7R1G67","value_usd":430747.2,"pct_val":0.0323789,"balance":9600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 4255","title":"FREDDIE MAC FHR 4255 SN","isin":"US3137B5HZ98","value_usd":429445.01,"pct_val":0.032281,"balance":419589.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4893 G2 12/47 FIXED 5","isin":"US36179TNJ06","value_usd":427494.89,"pct_val":0.0321344,"balance":430096.11,"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 GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":426318.98,"pct_val":0.032046,"balance":430000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BO7543 G2 09/49 FIXED 3.5","isin":"US3617KPLY45","value_usd":425595.04,"pct_val":0.0319916,"balance":472227.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005082 G2 06/41 FIXED 4.5","isin":"US36202FUF16","value_usd":422764.11,"pct_val":0.0317788,"balance":422012.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784673 G2 01/49 FIXED 5.5","isin":"US3622AACJ13","value_usd":422014.27,"pct_val":0.0317224,"balance":408713.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 704624 GN 07/39 FIXED 4.5","isin":"US36296XYV09","value_usd":420812.59,"pct_val":0.0316321,"balance":416041.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG8085 FR 07/53 FIXED 5.5","isin":"US3133C86W01","value_usd":420772.49,"pct_val":0.0316291,"balance":408546.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DM4041 G2 08/52 FIXED 7","isin":"US3618LTP295","value_usd":419466.6,"pct_val":0.0315309,"balance":413087.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5272 FN 02/54 FIXED 6","isin":"US31418E2E93","value_usd":418267.85,"pct_val":0.0314408,"balance":406657.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QH0398 FR 09/53 FIXED 5","isin":"US3133CCNP77","value_usd":416003.15,"pct_val":0.0312706,"balance":412652.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM1514 FN 09/49 FIXED VAR","isin":"US3140X4VG84","value_usd":415856.82,"pct_val":0.0312596,"balance":468711.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE2334 G2 11/47 FIXED 4.5","isin":"US3617BVSX67","value_usd":414227.01,"pct_val":0.0311371,"balance":421983.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5295 FN 03/54 FIXED 6","isin":"US31418E3D02","value_usd":412395.11,"pct_val":0.0309994,"balance":401299.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AX3421 G2 04/47 FIXED 3.5","isin":"US36196EYS08","value_usd":408120.09,"pct_val":0.030678,"balance":452934.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AQ7377 GN 12/45 FIXED 3","isin":"US36189YFS63","value_usd":405905.28,"pct_val":0.0305115,"balance":448679.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA7000 FR 03/52 FIXED 2.5","isin":"US3133KNX575","value_usd":402108.17,"pct_val":0.0302261,"balance":469082.97,"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":"317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD","isin":"EZX66NSLB8L7","value_usd":401198.82,"pct_val":0.0301578,"balance":6600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2006-22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2006 22 JO","isin":"US38374M2X67","value_usd":400304.67,"pct_val":0.0300905,"balance":472490.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5206 FR 01/43 FIXED 4.5","isin":"US3133KYYB90","value_usd":400026.08,"pct_val":0.0300696,"balance":397836.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SECURITIES T-48","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 48 2A","isin":"US31392UZ801","value_usd":398799.58,"pct_val":0.0299774,"balance":414977.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA7001 FR 03/52 FIXED 2.5","isin":"US3133KNX658","value_usd":396738.52,"pct_val":0.0298225,"balance":462537.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9746 FN 10/28 FIXED 5.61","isin":"US3140LLZL84","value_usd":396471.38,"pct_val":0.0298024,"balance":392000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 784010 GN 03/45 FIXED 4","isin":"US3622A2N323","value_usd":394108.26,"pct_val":0.0296248,"balance":402294.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG1480 FR 04/53 FIXED 5","isin":"US3133C1UD07","value_usd":391741.69,"pct_val":0.0294469,"balance":389281.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE4503 G2 12/47 FIXED 3.5","isin":"US3617BYAC51","value_usd":391131.82,"pct_val":0.029401,"balance":423701.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BS2690 G2 02/50 FIXED 3","isin":"US3617MC7B70","value_usd":391075.88,"pct_val":0.0293968,"balance":442964.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 763891 G2 10/43 FIXED 3.5","isin":"US36176ENG25","value_usd":389300.04,"pct_val":0.0292633,"balance":418432.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL8091 FN 06/44 FIXED VAR","isin":"US3138EQ7D80","value_usd":388290.84,"pct_val":0.0291875,"balance":396590.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARBLE POINT CLO XIV LTD 2018-2","title":"MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A","isin":"US56608KAW36","value_usd":387935.18,"pct_val":0.0290455,"balance":388529.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD","isin":"EZQQWLN2QZT9","value_usd":387630.6,"pct_val":0.0291378,"balance":7000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18632 FG 02/32 FIXED 3","isin":"US3128MMV262","value_usd":385128.65,"pct_val":0.0289498,"balance":393023.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2641 FR 08/55 FIXED 6.5","isin":"US31427P5B66","value_usd":383351.45,"pct_val":0.0288162,"balance":361327.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG7328 FR 07/53 FIXED 5.5","isin":"US3133C8D933","value_usd":383259.21,"pct_val":0.0288093,"balance":373495.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3937 G2 09/46 FIXED 3.5","isin":"US36179SLS40","value_usd":382997.14,"pct_val":0.0287896,"balance":411129.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA2903 FN 02/32 FIXED 3","isin":"US31418CGM01","value_usd":378845.45,"pct_val":0.0284775,"balance":386954.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF1988 FR 10/52 FIXED 5","isin":"US3133BPF527","value_usd":376984.1,"pct_val":0.0283376,"balance":373161.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0620 G2 09/55 FIXED 4","isin":"US3618N5VN64","value_usd":376172.94,"pct_val":0.0282766,"balance":397913.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q53756 FG 01/48 FIXED 4","isin":"US3132XWE647","value_usd":374666.87,"pct_val":0.0281634,"balance":386963.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8439 FR 06/54 FIXED 6","isin":"US3132DWLU52","value_usd":371583.89,"pct_val":0.0279316,"balance":361694.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3369 G2 01/46 FIXED 4","isin":"US36179RW628","value_usd":370679.85,"pct_val":0.0278637,"balance":389634.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 4839","title":"FREDDIE MAC FHR 4839 UO","isin":"US3137FJJY60","value_usd":370302.85,"pct_val":0.0278353,"balance":583071.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5742 FN 06/45 FIXED 6","isin":"US31418FLY15","value_usd":367729.77,"pct_val":0.0276419,"balance":357174.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD8130 G2 11/47 FIXED 3.5","isin":"US3617BQA734","value_usd":367583.15,"pct_val":0.0276309,"balance":398191.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2002-W8","title":"FANNIEMAE WHOLE LOAN FNW 2002 W8 A6","isin":"US31392DR382","value_usd":366712.32,"pct_val":0.0275654,"balance":370056.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN5124 G2 08/62 FIXED 4.5","isin":"US3617F4VR10","value_usd":366060.3,"pct_val":0.0275164,"balance":377951.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA2931 FN 03/32 FIXED 3","isin":"US31418CHH07","value_usd":364392.72,"pct_val":0.0273911,"balance":372728.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9690 FN 10/28 FIXED 4.9","isin":"US3140LLXU02","value_usd":362817.82,"pct_val":0.0272727,"balance":354349.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1","isin":"US07402FAA30","value_usd":361617.57,"pct_val":0.0271825,"balance":511886.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2018-64","title":"FANNIE MAE FNR 2018 64 ET","isin":"US3136B22X96","value_usd":358882.06,"pct_val":0.0269768,"balance":395344.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB9690 G2 09/47 FIXED 3.5","isin":"US3617B1XT59","value_usd":358489.68,"pct_val":0.0269474,"balance":388701.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2024-2","title":"ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A","isin":"US034942AA08","value_usd":356835.43,"pct_val":0.026823,"balance":353563.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZTD50RBFKL6","value_usd":355617.6,"pct_val":0.0267315,"balance":6000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2828 G2 05/45 FIXED 4.5","isin":"US36179RD974","value_usd":355412.32,"pct_val":0.026716,"balance":356600.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD5455 FR 04/54 FIXED 6.5","isin":"US3132DTBY55","value_usd":354647.07,"pct_val":0.0266585,"balance":336696.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8501 FR 01/55 FIXED 7","isin":"US3132DWNS88","value_usd":353602.48,"pct_val":0.02658,"balance":336026.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2002-14","title":"FANNIE MAE FNR 2002 14 A3","isin":"US31392CAZ77","value_usd":353213.99,"pct_val":0.0265508,"balance":349159.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AS5790 G2 04/46 FIXED 3.5","isin":"US36193QNF62","value_usd":350983.52,"pct_val":0.0263831,"balance":380035.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS5746 G2 02/63 FIXED 2.5","isin":"US3618AYL321","value_usd":350689.94,"pct_val":0.0263611,"balance":422645.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RD5261 FR 09/35 FIXED 5.5","isin":"US3133LPZ268","value_usd":350301.57,"pct_val":0.0263319,"balance":340470.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5465 G2 09/48 FIXED 3.5","isin":"US36179UCA88","value_usd":349281.26,"pct_val":0.0262552,"balance":376676.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5066 G2 03/48 FIXED 3","isin":"US36179TTX36","value_usd":348908.52,"pct_val":0.0262271,"balance":390811.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ3432 FN 02/48 FIXED 3.5","isin":"US3140H4Y652","value_usd":348693.94,"pct_val":0.026211,"balance":373622.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-214","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 214 HI","isin":"US38383FCZ45","value_usd":348667.14,"pct_val":0.026209,"balance":2685494.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ3862 FN 01/38 FIXED 3","isin":"US3140H5JG74","value_usd":348529.68,"pct_val":0.0261987,"balance":368597.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 126 GS","isin":"US38379QFL41","value_usd":348029.9,"pct_val":0.0261611,"balance":519190.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS4009 FN 12/39 FIXED 3.5","isin":"US3138WDN316","value_usd":346409.01,"pct_val":0.0260393,"balance":358227.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785568 G2 08/51 FIXED 2.5","isin":"US3622ABCD26","value_usd":345477.02,"pct_val":0.0259692,"balance":401884.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5653 G2 12/48 FIXED 5","isin":"US36179UH623","value_usd":345129.58,"pct_val":0.0259431,"balance":339990.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004978 G2 03/41 FIXED 4.5","isin":"US36202FQ740","value_usd":344899.68,"pct_val":0.0259258,"balance":342327.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2639 FR 07/55 FIXED 6.5","isin":"US31427P4Z44","value_usd":344730.37,"pct_val":0.0259131,"balance":324276.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3389 FN 06/38 FIXED 4","isin":"US31418CXT60","value_usd":344231.98,"pct_val":0.0258756,"balance":349188.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB3046 FN 03/52 FIXED 2.5","isin":"US3140QNL424","value_usd":342705.52,"pct_val":0.0257609,"balance":399049.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004193 G2 07/38 FIXED 5","isin":"US36202EUS61","value_usd":340653.7,"pct_val":0.0256066,"balance":332893.05,"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":"317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD","isin":"EZ731RMXTRL9","value_usd":338485.28,"pct_val":0.0254436,"balance":5600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6646 G2 05/50 FIXED 3","isin":"US36179VL326","value_usd":338476.66,"pct_val":0.025443,"balance":385132.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN1098 G2 06/62 FIXED 4.5","isin":"US3617YYGF71","value_usd":337592.84,"pct_val":0.0253766,"balance":348559.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AB6814 GN 09/42 FIXED 3.5","isin":"US36178TSB34","value_usd":337572.31,"pct_val":0.025375,"balance":361506.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE9367 G2 12/47 FIXED 3.5","isin":"US3617G4MQ28","value_usd":335336.57,"pct_val":0.025207,"balance":363249.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DC7008 G2 07/54 FIXED 6.5","isin":"US3618HMYD59","value_usd":330078.32,"pct_val":0.0248117,"balance":318018.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BO5356 FN 12/49 FIXED 3","isin":"US3140K05S30","value_usd":328766.35,"pct_val":0.0247131,"balance":365519.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CM1522 G2 01/63 FIXED 3.5","isin":"US3617YLVP67","value_usd":327764.26,"pct_val":0.0246377,"balance":363352.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784896 G2 11/34 FIXED 3.5","isin":"US3622AAKH64","value_usd":327332.62,"pct_val":0.0246053,"balance":331661.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5157 FN 08/43 FIXED 4.5","isin":"US31418EWT36","value_usd":325773.22,"pct_val":0.0244881,"balance":323989.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0025 G2 04/42 FIXED 5","isin":"US36179MA260","value_usd":324499.8,"pct_val":0.0243924,"balance":315210.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 698452 GN 08/39 FIXED 4.5","isin":"US36296Q5M73","value_usd":323749.62,"pct_val":0.024336,"balance":325069.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BT1993 G2 03/50 FIXED 3.5","isin":"US3617MQGA88","value_usd":323690.21,"pct_val":0.0243315,"balance":352693.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2024-CES1","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A","isin":"US749424AA57","value_usd":323287.4,"pct_val":0.0243012,"balance":320415.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5034","title":"FREDDIE MAC FHR 5034 MI","isin":"US3137F6K554","value_usd":322463.81,"pct_val":0.0242393,"balance":2397455.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BQ7283 GN 11/49 FIXED 3.5","isin":"US3617LSCU53","value_usd":319990.07,"pct_val":0.0240534,"balance":349793.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AV3233 G2 11/46 FIXED 3.5","isin":"US36195DSW10","value_usd":318711.9,"pct_val":0.0239573,"balance":345239.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CV9576 G2 07/61 FIXED 4","isin":"US3618F6T975","value_usd":316823.63,"pct_val":0.0238154,"balance":333846.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3465 FN 09/38 FIXED 4","isin":"US31418CZ729","value_usd":316644.27,"pct_val":0.0238019,"balance":321322.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AK7336 GN 04/45 FIXED 3.5","isin":"US36183REH21","value_usd":315716.61,"pct_val":0.0237321,"balance":338328.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QH8387 FR 01/54 FIXED 6.5","isin":"US3133CMJ888","value_usd":309962.94,"pct_val":0.0232996,"balance":293470.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004560 G2 10/39 FIXED 5.5","isin":"US36202FB544","value_usd":307548.25,"pct_val":0.0231181,"balance":296687.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2642 FR 09/55 FIXED 6.5","isin":"US31427P5C40","value_usd":307191.17,"pct_val":0.0230913,"balance":290246.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AX2488 FN 10/44 FIXED 4","isin":"US3138Y3XS57","value_usd":306340.98,"pct_val":0.0230274,"balance":311439.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL U61264 FG 07/42 FIXED 4","isin":"US3132GNQR43","value_usd":305706.32,"pct_val":0.0229797,"balance":311784.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BR8988 G2 12/49 FIXED 3","isin":"US3617M76Z60","value_usd":304401.08,"pct_val":0.0228816,"balance":337716.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BR6606 GN 02/50 FIXED 3","isin":"US3617M5KT81","value_usd":304358.46,"pct_val":0.0228784,"balance":338315.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5712 FN 05/40 FIXED 5.5","isin":"US31418FK229","value_usd":303810.25,"pct_val":0.0228371,"balance":296118.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AZ1959 G2 04/47 FIXED 4","isin":"US36197EE857","value_usd":303500.75,"pct_val":0.0228139,"balance":328041.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL4287 FN 11/40 FIXED VAR","isin":"US3138ELXR91","value_usd":301955.09,"pct_val":0.0226977,"balance":285350.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5703 G2 01/49 FIXED 5.5","isin":"US36179UKQ49","value_usd":301916,"pct_val":0.0226948,"balance":311302.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5198 FR 12/42 FIXED 4.5","isin":"US3133KYX382","value_usd":301733.47,"pct_val":0.022681,"balance":300082.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784018 G2 06/45 FIXED 4.5","isin":"US3622A2PB27","value_usd":300621.62,"pct_val":0.0225975,"balance":304636.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785821 G2 12/51 FIXED 2.5","isin":"US3622ABLA85","value_usd":299446.18,"pct_val":0.0225091,"balance":348339.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 783202 GN 12/40 FIXED 4.5","isin":"US36241LRX63","value_usd":296728.7,"pct_val":0.0223048,"balance":296984.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA5610 G2 05/47 FIXED 3.5","isin":"US3617AJGT64","value_usd":296052.85,"pct_val":0.022254,"balance":320700.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4274","title":"FREDDIE MAC FHR 4274 VS","isin":"US3137B5WB55","value_usd":295040.95,"pct_val":0.022178,"balance":309029.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784020 G2 05/45 FIXED 4.5","isin":"US3622A2PD82","value_usd":294411.8,"pct_val":0.0221307,"balance":298341,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2018-36","title":"FANNIE MAE FNR 2018 36 SA","isin":"US3136B2DF67","value_usd":294171.09,"pct_val":0.0221126,"balance":2378695.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA","isin":"US38382YYK36","value_usd":293911.49,"pct_val":0.0220931,"balance":292944.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AS3013 G2 04/46 FIXED 3.5","isin":"US36193MK278","value_usd":293430.66,"pct_val":0.0220569,"balance":319916.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BJ1539 G2 09/48 FIXED 4","isin":"US3617HNV890","value_usd":292713.27,"pct_val":0.022003,"balance":300023.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AW6985 FN 07/34 FIXED 4","isin":"US3138XWXP89","value_usd":291885.55,"pct_val":0.0219408,"balance":296073.9,"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":"317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD","isin":"EZZQVWDYT3J3","value_usd":290803.52,"pct_val":0.0218594,"balance":5600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H11 FJ","isin":"US38380LFQ14","value_usd":290290.59,"pct_val":0.0218209,"balance":289042.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AA5970 G2 01/43 FIXED 3","isin":"US36178DT352","value_usd":290254.73,"pct_val":0.0218182,"balance":313994.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA1636 GN 05/42 FIXED 3.5","isin":"US36177XY931","value_usd":286958.76,"pct_val":0.0215704,"balance":307507.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BC0640 G2 08/47 FIXED 3.5","isin":"US3617B3V973","value_usd":286288.41,"pct_val":0.02152,"balance":312132.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA1093 G2 06/47 FIXED 4.5","isin":"US3617ADGA04","value_usd":285131.12,"pct_val":0.0214331,"balance":290127.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785663 G2 10/51 FIXED 2.5","isin":"US3622ABFC16","value_usd":283941.17,"pct_val":0.0213436,"balance":330300.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL CL6201 GN 03/52 FIXED 4","isin":"US3617YD3J95","value_usd":282040.77,"pct_val":0.0212008,"balance":296975.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004469 G2 06/39 FIXED 5","isin":"US36202E6E43","value_usd":281716.36,"pct_val":0.0211764,"balance":273655.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ3955 G2 09/62 FIXED 5","isin":"US3618A6MC23","value_usd":281700.47,"pct_val":0.0211752,"balance":282645.83,"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 GOVT","title":"UNITED STATES TREASURY BILL 04/26 0","isin":"US912797TK32","value_usd":280785.42,"pct_val":0.0211064,"balance":284000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AS4938 GN 05/46 FIXED 3.5","isin":"US36193PPX77","value_usd":278311.82,"pct_val":0.0209205,"balance":303486.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY1782 FN 05/53 FIXED 6","isin":"US3140NH6U78","value_usd":278229.19,"pct_val":0.0209142,"balance":269353.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE6330 G2 01/48 FIXED 3.5","isin":"US3617G1A737","value_usd":277841.57,"pct_val":0.0208851,"balance":301253.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784017 G2 07/45 FIXED 4.5","isin":"US3622A2PA44","value_usd":277361.38,"pct_val":0.020849,"balance":279826.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL8376 FN 05/46 FIXED VAR","isin":"US3138ETJW78","value_usd":274249.58,"pct_val":0.0206151,"balance":288806.4,"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":"317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZBDT9GBBZ51","value_usd":273611.4,"pct_val":0.0205671,"balance":6000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 03/19/25-10Y CME","isin":"EZG5Z5S944W5","value_usd":271954.25,"pct_val":0.0204426,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TG20","value_usd":271463.02,"pct_val":0.0204056,"balance":274000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QH0440 FR 09/53 FIXED 5","isin":"US3133CCPZ32","value_usd":271139.52,"pct_val":0.0203813,"balance":268286.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5399 G2 08/48 FIXED 4.5","isin":"US36179T7L33","value_usd":271072.73,"pct_val":0.0203763,"balance":273086.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS0427 FN 02/37 FIXED VAR","isin":"US3140XFPM71","value_usd":271036.94,"pct_val":0.0203736,"balance":292397.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-146","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 146 SB","isin":"US38382KWK59","value_usd":270859.86,"pct_val":0.0203603,"balance":1903651.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO6478 G2 07/62 FIXED 4.5","isin":"US3617FJFT29","value_usd":270836.91,"pct_val":0.0203586,"balance":279635.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004923 G2 01/41 FIXED 4.5","isin":"US36202FPG53","value_usd":270627.13,"pct_val":0.0203428,"balance":268595.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA3618 G2 06/47 FIXED 3.5","isin":"US3617AGAT89","value_usd":270429.02,"pct_val":0.0203279,"balance":292944.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CX0089 G2 04/62 FIXED 4","isin":"US3618FLC276","value_usd":269158.33,"pct_val":0.0201525,"balance":289711.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3335 FN 04/38 FIXED 3","isin":"US31418CV504","value_usd":266397.26,"pct_val":0.0200248,"balance":281176.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BV9175 G2 09/49 FIXED 4","isin":"US3617NPFQ57","value_usd":264506.03,"pct_val":0.0198827,"balance":291309.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL8092 FN 07/42 FIXED VAR","isin":"US3138EQ7E63","value_usd":263710.75,"pct_val":0.0198229,"balance":269176.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX0428 FN 11/52 FIXED 6","isin":"US3140N4PN19","value_usd":261812.41,"pct_val":0.0196802,"balance":250540.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q51769 FG 11/47 FIXED 3.5","isin":"US3132XT6F03","value_usd":260571.95,"pct_val":0.019587,"balance":276895.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AU5890 G2 05/46 FIXED 3.5","isin":"US36194TRK42","value_usd":257902.29,"pct_val":0.0193863,"balance":286050.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785086 G2 06/50 FIXED 3.5","isin":"US3622AARF36","value_usd":254345.74,"pct_val":0.0191189,"balance":282977.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS1910 FN 01/44 FIXED VAR","isin":"US3140XHDQ79","value_usd":252499.64,"pct_val":0.0189802,"balance":262637.13,"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":"317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD","isin":"EZZ1W7HSWB61","value_usd":252446.61,"pct_val":0.0189762,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2021-N1","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N1 F 144A","isin":"US14687DAG79","value_usd":250718.72,"pct_val":0.0188463,"balance":251665.33,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD","isin":"EZVMHQXXYP04","value_usd":249670.59,"pct_val":0.0187675,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0321 G2 08/42 FIXED 5","isin":"US36179MLA61","value_usd":249217.57,"pct_val":0.0187335,"balance":242126.21,"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":"317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD","isin":"EZ5Z5JQ96961","value_usd":249065.62,"pct_val":0.018722,"balance":4600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD","isin":"EZZJTHD603Y4","value_usd":248171.84,"pct_val":0.0186549,"balance":5600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE5659 G2 04/48 FIXED 4","isin":"US3617G0JC56","value_usd":247352.5,"pct_val":0.0185933,"balance":260178.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN0932 FN 12/48 FIXED 4","isin":"US3140JHBA02","value_usd":247275.35,"pct_val":0.0185875,"balance":256146.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CT4217 G2 08/61 FIXED 3.5","isin":"US3618B9VJ04","value_usd":246605.66,"pct_val":0.0185371,"balance":273380.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AC4308 GN 01/46 FIXED 3","isin":"US36179DYD64","value_usd":246072.45,"pct_val":0.018497,"balance":272018.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BG5674 GN 07/48 FIXED 4","isin":"US3617GQJT17","value_usd":244996.43,"pct_val":0.0184162,"balance":250124.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1Q0184 FH 11/36 FLOATING VAR","isin":"US3128S4FZ52","value_usd":244940.75,"pct_val":0.018412,"balance":233930.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4250 G2 02/47 FIXED 3","isin":"US36179SWK94","value_usd":244203.5,"pct_val":0.0183566,"balance":273521.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DC7032 G2 07/54 FIXED 6.5","isin":"US3618HMY522","value_usd":242592.73,"pct_val":0.0182355,"balance":234695.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD0559 G2 09/48 FIXED 5","isin":"US3617BFTQ57","value_usd":240279.81,"pct_val":0.0180616,"balance":242364,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA6009 FN 05/50 FIXED 3.5","isin":"US3140QDVB77","value_usd":240249.13,"pct_val":0.0180593,"balance":258614.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3413 FN 07/38 FIXED 4","isin":"US31418CYK43","value_usd":239798.55,"pct_val":0.0180254,"balance":243295.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE0537 FN 11/46 FIXED 3","isin":"US3140FKS352","value_usd":239727.95,"pct_val":0.0180201,"balance":262411.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS8682 FR 01/33 FIXED 3","isin":"US3132A9UF29","value_usd":237247.67,"pct_val":0.0178337,"balance":242987.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 781923 FH 09/34 FLOATING VAR","isin":"US31349TD404","value_usd":237149.78,"pct_val":0.0178263,"balance":229248.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA0179 GN 05/42 FIXED 3.25","isin":"US36177WFU99","value_usd":236660.71,"pct_val":0.0177896,"balance":255351.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4718 G2 09/47 FIXED 3","isin":"US36179TG338","value_usd":236378.37,"pct_val":0.0177684,"balance":259730.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BD8980 FN 11/46 FIXED 3","isin":"US3140FG6S39","value_usd":236152.87,"pct_val":0.0177514,"balance":258499.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 751109 GN 09/40 FIXED 4.05","isin":"US36230KGS42","value_usd":233512.91,"pct_val":0.017553,"balance":242353.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE6527 G2 02/48 FIXED 3.5","isin":"US3617G1HC57","value_usd":232291.21,"pct_val":0.0174611,"balance":251866.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2333 FN 02/50 FIXED VAR","isin":"US3140X5SX20","value_usd":232226.33,"pct_val":0.0174562,"balance":246831.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BJ2604 G2 09/48 FIXED 4","isin":"US3617HP3M40","value_usd":231604.4,"pct_val":0.0174095,"balance":244131.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ3974 G2 09/62 FIXED 5","isin":"US3618A6MX69","value_usd":231408.41,"pct_val":0.0173948,"balance":232185.02,"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":"317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD","isin":"EZRSD7JTHH70","value_usd":230721.94,"pct_val":0.0173432,"balance":3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1073 FN 11/39 FIXED VAR","isin":"US3140W1FP39","value_usd":230658.36,"pct_val":0.0173384,"balance":224821.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AD8801 GN 03/43 FIXED 3.5","isin":"US36180MX690","value_usd":229885.55,"pct_val":0.0172803,"balance":245777.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q51096 FG 09/47 FIXED 3.5","isin":"US3132XTGE27","value_usd":229844.25,"pct_val":0.0172772,"balance":243953.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2002-W1","title":"FANNIEMAE WHOLE LOAN FNW 2002 W1 3A","isin":"US31392CMV36","value_usd":229534.83,"pct_val":0.0172539,"balance":236580.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AA6148 G2 03/43 FIXED 3","isin":"US36178DZM63","value_usd":228372.84,"pct_val":0.0171666,"balance":251589.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM9640 FN 11/36 FIXED VAR","isin":"US3140XDWA03","value_usd":228348.66,"pct_val":0.0171648,"balance":246342.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY1513 FN 06/53 FIXED 5","isin":"US3140NHVF23","value_usd":228193.07,"pct_val":0.0171531,"balance":225892.55,"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":"317U9EEA6 PIMCO FPPSWAPTION 4.52 PUT USD","isin":"EZM0N8LD8K20","value_usd":227554.86,"pct_val":0.0171051,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CW6576 G2 05/62 FIXED 4","isin":"US3618FFJV99","value_usd":227344.12,"pct_val":0.0170893,"balance":239560.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZK9295 FR 02/33 FIXED 3","isin":"US3131XDKG93","value_usd":227230.93,"pct_val":0.0170807,"balance":233438.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL T62071 FG 08/46 FIXED 3","isin":"US3128S3JQ35","value_usd":226626.08,"pct_val":0.0170353,"balance":253966.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 735692 GN 04/40 FIXED 4.5","isin":"US3620APKD63","value_usd":225671.41,"pct_val":0.0169635,"balance":224824.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5265 G2 06/48 FIXED 4.5","isin":"US36179TZ650","value_usd":223826.89,"pct_val":0.0168249,"balance":225618.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6685 FN 07/53 FIXED 4","isin":"US3140QSNB39","value_usd":223153.61,"pct_val":0.0167743,"balance":231711.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-71","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 71 WS","isin":"US38378TAV26","value_usd":221589.24,"pct_val":0.0166567,"balance":421432,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 738340 G2 09/38 FIXED 5.5","isin":"US3620ASHR36","value_usd":221461.92,"pct_val":0.0166471,"balance":215598.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BD8952 FN 11/46 FIXED 3","isin":"US3140FG5N50","value_usd":220992.13,"pct_val":0.0166118,"balance":243060.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 736771 G2 11/42 FIXED 3.15","isin":"US3620AQQY20","value_usd":220858.47,"pct_val":0.0166017,"balance":244533.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H05","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H05 FJ","isin":"US38380QF239","value_usd":220429.14,"pct_val":0.0165695,"balance":220249.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH4510 G2 11/48 FIXED 4.5","isin":"US3617H2AK10","value_usd":218774.61,"pct_val":0.0164451,"balance":222610.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 923823 FN 04/37 FIXED 6","isin":"US31412FLC58","value_usd":217111.18,"pct_val":0.0163201,"balance":207672.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX7955 FR 03/55 FIXED 6.5","isin":"US31426DZV71","value_usd":214529.27,"pct_val":0.016126,"balance":202532.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4616 FN 02/48 FIXED 4","isin":"US3140H6DW61","value_usd":214465.42,"pct_val":0.0161212,"balance":221814.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4071 FN 06/53 FIXED 5","isin":"US3140NLQZ53","value_usd":213573.28,"pct_val":0.0160541,"balance":212019.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004801 G2 09/40 FIXED 4.5","isin":"US36202FKN59","value_usd":212723.17,"pct_val":0.0159902,"balance":211222.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF4034 G2 02/48 FIXED 3.5","isin":"US3617GAPT90","value_usd":212102.79,"pct_val":0.0159436,"balance":235339.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2833 FN 12/38 FIXED 4.5","isin":"US3140QAEF36","value_usd":212092.84,"pct_val":0.0159428,"balance":210193.05,"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":"317U9CVA1 PIMCO FPPSWAPTION 4.63 PUT USD","isin":"EZZ1HLX7M2B1","value_usd":211202.48,"pct_val":0.0158759,"balance":3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH9315 FN 09/47 FIXED 3.5","isin":"US3140GYK572","value_usd":210588.51,"pct_val":0.0158298,"balance":222041.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BM9938 G2 04/49 FIXED 4.5","isin":"US3617K2BF77","value_usd":209235.65,"pct_val":0.0157281,"balance":214357.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004316 G2 12/38 FIXED 6","isin":"US36202EYM55","value_usd":208705.22,"pct_val":0.0156882,"balance":198171.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5183 G2 05/48 FIXED 4.5","isin":"US36179TXL42","value_usd":207259.53,"pct_val":0.0155795,"balance":211074.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AX7752 G2 11/46 FIXED 3.5","isin":"US36196KTH67","value_usd":206509.44,"pct_val":0.0155231,"balance":223608.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4070 FN 06/53 FIXED 5","isin":"US3140NLQY88","value_usd":206050.77,"pct_val":0.0154887,"balance":202972.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003808 G2 01/36 FIXED 6","isin":"US36202EGR45","value_usd":205338.02,"pct_val":0.0154351,"balance":195562.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G08789 FG 11/47 FIXED 4","isin":"US3128MJ2X72","value_usd":204159.88,"pct_val":0.0153465,"balance":210276.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5861 FN 10/40 FIXED 5.5","isin":"US31418FQP52","value_usd":203860.56,"pct_val":0.015324,"balance":198735.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB8650 G2 08/47 FIXED 3.5","isin":"US3617B0TF29","value_usd":203829.82,"pct_val":0.0153217,"balance":220706.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY0125 FN 05/53 FIXED 5.5","isin":"US3140NGD729","value_usd":201314.3,"pct_val":0.0151326,"balance":196021.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 675733 G2 07/47 FIXED 3.5","isin":"US36295NV201","value_usd":201157.6,"pct_val":0.0151208,"balance":218103.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AI0258 GN 06/44 FIXED 3.5","isin":"US36198KJB89","value_usd":201088,"pct_val":0.0151156,"balance":215357.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-114","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2011 114 HO","isin":"US38377XJG88","value_usd":200767.02,"pct_val":0.0150915,"balance":268955.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AN8477 GN 08/45 FIXED 3.5","isin":"US36186SM218","value_usd":199532.41,"pct_val":0.0149987,"balance":213695.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 626938 GN 04/45 FIXED 4","isin":"US36291FPX05","value_usd":198844.56,"pct_val":0.014947,"balance":203002.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AN6663 GN 06/45 FIXED 3.5","isin":"US36186PML57","value_usd":197556.85,"pct_val":0.0148502,"balance":211572.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AP0113 G2 10/45 FIXED 3.5","isin":"US36188KDS96","value_usd":196034.29,"pct_val":0.0147357,"balance":214435.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB7673 FN 01/33 FIXED 2.5","isin":"US31417EQ387","value_usd":195262.09,"pct_val":0.0146777,"balance":204090.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AM4671 FN 10/43 FIXED 5.32","isin":"US3138L5FM76","value_usd":194599.56,"pct_val":0.0146279,"balance":188906.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2638 FR 06/55 FIXED 6.5","isin":"US31427P4Y78","value_usd":193958.73,"pct_val":0.0145797,"balance":182243.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY2122 FN 06/53 FIXED 5","isin":"US3140NJLC67","value_usd":193926.71,"pct_val":0.0145773,"balance":191658.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BQ7172 GN 10/49 FIXED 3.5","isin":"US3617LR6H34","value_usd":193311.89,"pct_val":0.0145311,"balance":211309.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AT0681 FN 03/43 FIXED 3","isin":"US3138WMXK20","value_usd":192761.09,"pct_val":0.0144897,"balance":208327.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE9337 G2 12/47 FIXED 3.5","isin":"US3617G4LS92","value_usd":191642.87,"pct_val":0.0144056,"balance":207500.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO7526 G2 05/62 FIXED 4.5","isin":"US3617FKLF24","value_usd":191545.77,"pct_val":0.0143983,"balance":197768.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ3933 G2 09/62 FIXED 5","isin":"US3618A6LN96","value_usd":191399.2,"pct_val":0.0143873,"balance":192041.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 742276 G2 01/39 FIXED 5.5","isin":"US3620AWT910","value_usd":191254.87,"pct_val":0.0143765,"balance":187385.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM4583 FN 09/42 FIXED VAR","isin":"US3140J9CV17","value_usd":191231.18,"pct_val":0.0143747,"balance":199932.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 330","title":"FREDDIEMAC STRIP FHS 330 F4","isin":"US31351DDT54","value_usd":190719.7,"pct_val":0.0143362,"balance":192955.57,"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":"317U9CWA0 PIMCO FPPSWAPTION 4.63 CALL USD","isin":"EZX1SPPZ69G4","value_usd":190307.04,"pct_val":0.0143052,"balance":3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-110","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS","isin":"US38381YWG50","value_usd":189549.58,"pct_val":0.0142483,"balance":1562630.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-73","title":"FANNIE MAE FNR 2015 73 ES","isin":"US3136AP7M83","value_usd":189360.87,"pct_val":0.0142341,"balance":282532.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3343 FN 02/30 FIXED VAR","isin":"US3140X6WD92","value_usd":189284.09,"pct_val":0.0142283,"balance":191981.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA9862 FR 09/53 FIXED 6.5","isin":"US3133KR5X84","value_usd":188851.23,"pct_val":0.0141958,"balance":179583.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2640 FR 06/55 FIXED 6.5","isin":"US31427P5A83","value_usd":188684.79,"pct_val":0.0141833,"balance":177641.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5173 FR 08/42 FIXED 3","isin":"US3133KYXA27","value_usd":187072.52,"pct_val":0.0140621,"balance":200591.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2009-56","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2009 56 NO","isin":"US38374VLL17","value_usd":184823.46,"pct_val":0.013893,"balance":216126.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G61254 FG 01/48 FIXED 4","isin":"US31335BMB98","value_usd":184223.18,"pct_val":0.0138479,"balance":190289.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4240","title":"FREDDIE MAC FHR 4240 DI","isin":"US3137B3UJ51","value_usd":183652.04,"pct_val":0.013805,"balance":1151866.16,"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":"317UABBA3 PIMCO SWAPTION 3.9055 PUT USD 202603","isin":"EZTKPHD70TQ5","value_usd":183378.72,"pct_val":0.0137844,"balance":33600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5089 FR 06/53 FIXED 5","isin":"US3133C5UN92","value_usd":182310.12,"pct_val":0.0137041,"balance":180108.16,"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":"317U9EFA5 PIMCO FPPSWAPTION 4.52 CALL USD","isin":"EZK5GGZQ2595","value_usd":182102.7,"pct_val":0.0136885,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BR9001 G2 03/50 FIXED 3","isin":"US3617M8AA40","value_usd":182096.89,"pct_val":0.0136881,"balance":202082.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS4975 FN 06/37 FIXED VAR","isin":"US3140XLQ506","value_usd":180927.65,"pct_val":0.0136002,"balance":195185.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q60520 FG 12/48 FIXED 4","isin":"US3132VLSJ77","value_usd":178907.79,"pct_val":0.0134483,"balance":184730.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1015 G2 05/43 FIXED 5","isin":"US36179NDU90","value_usd":178595.43,"pct_val":0.0134249,"balance":173485.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN8190 FN 05/49 FIXED 4","isin":"US3140JRC411","value_usd":178162.59,"pct_val":0.0133923,"balance":185808.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785565 G2 06/51 FIXED 2.5","isin":"US3622ABCA86","value_usd":178009.21,"pct_val":0.0133808,"balance":207444.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-167","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2011 167 PO","isin":"US38378ATQ49","value_usd":174620.41,"pct_val":0.0131261,"balance":196418.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2004-35","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2004 35 BO","isin":"US38374GPK21","value_usd":174351.76,"pct_val":0.0131059,"balance":200257.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 720075 GN 06/39 FIXED 4.5","isin":"US3620A56L85","value_usd":174063.72,"pct_val":0.0130842,"balance":173357.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB0571 FR 10/36 FIXED 2","isin":"US3132CWT466","value_usd":173939.49,"pct_val":0.0130749,"balance":187646.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS7939 FR 01/33 FIXED 2.5","isin":"US3132A8ZC69","value_usd":173901.05,"pct_val":0.013072,"balance":179862.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 786795 G2 07/53 FIXED 6","isin":"US3622ACNL06","value_usd":172952.71,"pct_val":0.0130007,"balance":165922.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BJ9833 G2 10/47 FIXED 3.5","isin":"US3617HX4S39","value_usd":172495.85,"pct_val":0.0129664,"balance":186780.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AY3790 G2 03/47 FIXED 4.5","isin":"US36196TF748","value_usd":170655.44,"pct_val":0.012828,"balance":173686.85,"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":"317UAFAA5 PIMCO SWAPTION 3.635 PUT USD 2026091","isin":"EZWVV29FB6J5","value_usd":170099.28,"pct_val":0.0127862,"balance":10400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY9433 FN 09/53 FIXED 5","isin":"US3140NSPT55","value_usd":169357.66,"pct_val":0.0127305,"balance":167575.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP6892 G2 09/62 FIXED 5","isin":"US3617FWUR09","value_usd":169248.66,"pct_val":0.0127223,"balance":169816.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BB8813 G2 04/48 FIXED 4","isin":"US3617B0YJ85","value_usd":169213.45,"pct_val":0.0127196,"balance":178934.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-46","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 46 OC","isin":"US38376YAM30","value_usd":168423.69,"pct_val":0.0126603,"balance":177566.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 626967 GN 08/45 FIXED 3","isin":"US36291FQU56","value_usd":168170.06,"pct_val":0.0126412,"balance":185896.17,"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":"317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD","isin":"EZTW6STWGYB4","value_usd":167437.5,"pct_val":0.0125861,"balance":3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4549 FN 09/53 FIXED 6.5","isin":"US3140NMBT32","value_usd":166300.47,"pct_val":0.0125007,"balance":157928.27,"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":"317UAYTA4 PIMCO FPPSWAPTION 4.242 PUT USD","isin":"EZ11P8ZXX7F7","value_usd":165994.02,"pct_val":0.0124776,"balance":119300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CY2257 G2 12/61 FIXED 4","isin":"US3618G1QJ81","value_usd":165904.09,"pct_val":0.0124709,"balance":174818.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY2125 FN 06/53 FIXED 5","isin":"US3140NJLF98","value_usd":163670.6,"pct_val":0.012303,"balance":161621.11,"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 GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":163598.62,"pct_val":0.0122976,"balance":164000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 737973 G2 01/40 FIXED 5.5","isin":"US3620AR2E04","value_usd":162831.37,"pct_val":0.0122399,"balance":158645.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AO6444 G2 08/45 FIXED 4.5","isin":"US3617A7ER84","value_usd":162594.03,"pct_val":0.012222,"balance":164770.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004680 G2 04/40 FIXED 5.5","isin":"US36202FFV31","value_usd":162471.19,"pct_val":0.0122128,"balance":156732.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AD0240 GN 04/43 FIXED 4","isin":"US36180BHR50","value_usd":161463.8,"pct_val":0.0121371,"balance":168798.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS4556 FN 03/40 FIXED 3.5","isin":"US3138WEB244","value_usd":159742.97,"pct_val":0.0120077,"balance":165457.56,"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":"317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD","isin":"EZ0FC4D3KKG3","value_usd":158628.6,"pct_val":0.011924,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL U91148 FG 03/43 FIXED 4","isin":"US3132HBEV36","value_usd":158392.25,"pct_val":0.0119062,"balance":162173.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF4747 G2 03/48 FIXED 4","isin":"US3617GBHY50","value_usd":157448.14,"pct_val":0.0118352,"balance":165659.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS6270 G2 08/62 FIXED 4","isin":"US3618AY6F25","value_usd":156672.1,"pct_val":0.0117769,"balance":164661.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA5366 FN 02/47 FIXED 4","isin":"US3140QC6C58","value_usd":156289.55,"pct_val":0.0117481,"balance":159782.49,"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":"317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD","isin":"EZ8KRVXQV334","value_usd":155935.65,"pct_val":0.0117215,"balance":3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL7183 FN 01/36 FLOATING VAR","isin":"US3138EP6V16","value_usd":155558.1,"pct_val":0.0116932,"balance":149020.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H20 FA","isin":"US38380QSX15","value_usd":155145.23,"pct_val":0.0116621,"balance":156753.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CZ8792 G2 05/62 FIXED 4","isin":"US3618GLXV92","value_usd":154365.33,"pct_val":0.0116035,"balance":162658.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA0178 GN 05/42 FIXED 3.25","isin":"US36177WFT27","value_usd":154160.13,"pct_val":0.0115881,"balance":165574.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG8417 G2 05/48 FIXED 4","isin":"US3617GTK637","value_usd":153112.78,"pct_val":0.0115094,"balance":160961.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004649 G2 03/40 FIXED 4.5","isin":"US36202FEW23","value_usd":152785.5,"pct_val":0.0114848,"balance":155637.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH5368 FN 08/47 FIXED 3.5","isin":"US3140GT6E51","value_usd":152487.26,"pct_val":0.0114623,"balance":161132.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM4521 FN 08/38 FIXED VAR","isin":"US3140J9AX90","value_usd":151322.43,"pct_val":0.0113748,"balance":153125.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2019-1","title":"FANNIE MAE FNR 2019 1 HF","isin":"US3136B3ZE38","value_usd":151111.43,"pct_val":0.0113589,"balance":153732.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 891588 G2 03/58 FLOATING VAR","isin":"US36208AZN44","value_usd":150919.43,"pct_val":0.0113445,"balance":150048.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BC7705 G2 10/47 FIXED 4.5","isin":"US3617BBR292","value_usd":150807.42,"pct_val":0.0113361,"balance":153051.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL E03003 FG 01/27 FIXED 3","isin":"US31294MKQ32","value_usd":150415.16,"pct_val":0.0113066,"balance":151220.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN1152 FN 11/48 FIXED 4.5","isin":"US3140JHH635","value_usd":149976.06,"pct_val":0.0112736,"balance":151819.97,"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":"RFR USD SOFR/3.75000 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":148449.99,"pct_val":0.0111589,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BK4763 G2 11/48 FIXED 4.5","isin":"US3617J5JG28","value_usd":147467.9,"pct_val":0.011085,"balance":150114.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AA6149 G2 03/43 FIXED 3","isin":"US36178DZN47","value_usd":147027.65,"pct_val":0.0110519,"balance":158524.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5019 G2 02/48 FIXED 3.5","isin":"US36179TSG12","value_usd":146445.93,"pct_val":0.0110082,"balance":157782.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-10","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 10 LI","isin":"US38379TXR57","value_usd":145746.39,"pct_val":0.0109556,"balance":855884.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP6913 G2 08/61 FIXED 3.5","isin":"US3617FWVE86","value_usd":145207.8,"pct_val":0.0109151,"balance":160966.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ3981 G2 09/62 FIXED 5","isin":"US3618A6M652","value_usd":144696.98,"pct_val":0.0108767,"balance":145182.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0223 G2 07/42 FIXED 5","isin":"US36179MG879","value_usd":144050.57,"pct_val":0.0108282,"balance":140430.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-73","title":"FANNIE MAE FNR 2014 73 MS","isin":"US3136ALMD05","value_usd":143842.38,"pct_val":0.0108125,"balance":1349921.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM3638 FN 08/44 FIXED VAR","isin":"US3140J8BG75","value_usd":143677.35,"pct_val":0.0108001,"balance":146764.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003624 G2 10/34 FIXED 5.5","isin":"US36202EAZ25","value_usd":138088.91,"pct_val":0.01038,"balance":132944.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA","isin":"US38376RVV58","value_usd":137258.09,"pct_val":0.0103176,"balance":136724.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 604481 GN 07/33 FIXED 6","isin":"US36200MRA35","value_usd":136972.45,"pct_val":0.0102961,"balance":133555.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6682 FN 07/53 FIXED 4","isin":"US3140QSM819","value_usd":136777.21,"pct_val":0.0102814,"balance":142252.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA7020 FR 03/52 FIXED 2.5","isin":"US3133KNYR87","value_usd":136708.17,"pct_val":0.0102762,"balance":159478.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3073 G2 09/30 FIXED 3","isin":"US36179RMW69","value_usd":134991.21,"pct_val":0.0101472,"balance":139698.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-65","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 65 YI","isin":"US38382E5Y97","value_usd":134897.71,"pct_val":0.0101401,"balance":888107.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB9461 FN 05/43 FIXED 3","isin":"US31417GQP45","value_usd":134428.24,"pct_val":0.0101049,"balance":145400.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AX5929 GN 02/47 FIXED 4.5","isin":"US36196HSS03","value_usd":133927.55,"pct_val":0.0100672,"balance":135445.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 743298 GN 05/40 FIXED 4.05","isin":"US3620AXX373","value_usd":131291.15,"pct_val":0.009869,"balance":136421.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3346 G2 11/62 FIXED 7","isin":"US3618AHWF04","value_usd":131227.14,"pct_val":0.0098642,"balance":126212.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE1642 G2 01/48 FIXED 4","isin":"US3617BUZF95","value_usd":130869.49,"pct_val":0.0098373,"balance":134010.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4940","title":"FREDDIE MAC FHR 4940 FE","isin":"US3137FQLW10","value_usd":130004.64,"pct_val":0.0097723,"balance":132005.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM1963 FN 02/45 FIXED VAR","isin":"US3140J6FD43","value_usd":129956.88,"pct_val":0.0097687,"balance":136046.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6399 G2 01/50 FIXED 3","isin":"US36179VDC19","value_usd":128392.78,"pct_val":0.0096512,"balance":144666.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4695 FN 07/42 FIXED 3","isin":"US31418EGD67","value_usd":127338.2,"pct_val":0.0095719,"balance":137018.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 786107 G2 03/52 FIXED 3","isin":"US3622ABU835","value_usd":126987.46,"pct_val":0.0095455,"balance":142587.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 753768 GN 10/40 FIXED 3.5","isin":"US36230NFH35","value_usd":126549.44,"pct_val":0.0095126,"balance":135084.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AY2645 GN 02/47 FIXED 4.5","isin":"US36196R5E40","value_usd":126337.76,"pct_val":0.0094967,"balance":128274.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA1314 FN 01/48 FIXED 4","isin":"US3140Q8N846","value_usd":126179.35,"pct_val":0.0094848,"balance":130327.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AI3212 GN 05/44 FIXED 4","isin":"US36198PR937","value_usd":126138.83,"pct_val":0.0094817,"balance":131057.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783934 G2 05/44 FIXED 4.5","isin":"US3622A2LP58","value_usd":125924.32,"pct_val":0.0094656,"balance":126295.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM3392 FN 01/48 FIXED VAR","isin":"US3140J7XW05","value_usd":125430.67,"pct_val":0.0094285,"balance":129294.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2010-126","title":"FANNIE MAE FNR 2010 126 LS","isin":"US31398SAS23","value_usd":124317.96,"pct_val":0.0093449,"balance":2302346.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BC4732 G2 10/47 FIXED 3.5","isin":"US3617B8HH49","value_usd":124010.99,"pct_val":0.0093218,"balance":134914.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4276 FN 01/27 FIXED 3","isin":"US31417AXE45","value_usd":123675.94,"pct_val":0.0092966,"balance":124457.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA4756 FN 01/54 FIXED 6.5","isin":"US3140A5JA75","value_usd":122727.45,"pct_val":0.0092253,"balance":116405.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1152 G2 07/43 FIXED 4.5","isin":"US36179NH503","value_usd":122299.29,"pct_val":0.0091931,"balance":123771.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA2579 G2 05/47 FIXED 4.5","isin":"US3617AE2L90","value_usd":122200.48,"pct_val":0.0091857,"balance":124694.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004342 G2 01/39 FIXED 5","isin":"US36202EZF95","value_usd":121531.26,"pct_val":0.0091354,"balance":118336.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB0810 FN 06/51 FIXED 1.5","isin":"US3140QK3U03","value_usd":120856.8,"pct_val":0.0090847,"balance":155974.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005115 G2 07/41 FIXED 4.5","isin":"US36202FVG89","value_usd":120620.02,"pct_val":0.0090669,"balance":119750.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4058 FN 06/53 FIXED 5","isin":"US3140NLQL67","value_usd":120527.6,"pct_val":0.00906,"balance":119250.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BM1222 G2 05/49 FIXED 3.5","isin":"US3617JRLB27","value_usd":120355.22,"pct_val":0.009047,"balance":132092.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785789 G2 12/51 FIXED 2.5","isin":"US3622ABKA94","value_usd":119625.09,"pct_val":0.0089921,"balance":139398.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN5170 G2 08/62 FIXED 4.5","isin":"US3617F4W744","value_usd":119525.45,"pct_val":0.0089846,"balance":123408.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G06500 FG 04/41 FIXED 4","isin":"US3128M8RV85","value_usd":118851.99,"pct_val":0.008934,"balance":121212.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BT1990 G2 03/50 FIXED 3.5","isin":"US3617MQF763","value_usd":118516.47,"pct_val":0.0089088,"balance":128847.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785762 G2 11/51 FIXED 2.5","isin":"US3622ABJF01","value_usd":118375.45,"pct_val":0.0088982,"balance":137704.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AD0270 GN 05/43 FIXED 4","isin":"US36180BJP76","value_usd":117763.07,"pct_val":0.0088521,"balance":121607.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CT7585 G2 08/62 FIXED 3.5","isin":"US3618BDNA94","value_usd":116383.3,"pct_val":0.0087484,"balance":128315.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 736782 G2 12/42 FIXED 3.15","isin":"US3620AQRB18","value_usd":116170.45,"pct_val":0.0087324,"balance":128408.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 741977 G2 05/39 FIXED 5.5","isin":"US3620AWJW15","value_usd":115954.75,"pct_val":0.0087162,"balance":113317.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AJ6287 G2 09/44 FIXED 4","isin":"US36183B6Y96","value_usd":115827.39,"pct_val":0.0087066,"balance":119819.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS9266 G2 01/62 FIXED 3.5","isin":"US3618B3JK45","value_usd":115405.54,"pct_val":0.0086749,"balance":127936.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4771 G2 10/47 FIXED 4.5","isin":"US36179TJQ94","value_usd":114258.8,"pct_val":0.0085887,"balance":116360.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 750991 GN 09/40 FIXED 4.875","isin":"US36230KC410","value_usd":114192.98,"pct_val":0.0085838,"balance":114405.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 23 IP","isin":"US38378MAC91","value_usd":114097.22,"pct_val":0.0085766,"balance":1094710.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA4844 GN 06/42 FIXED 3.5","isin":"US36178CLZ40","value_usd":113950.54,"pct_val":0.0085656,"balance":122031.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 785558 G2 07/51 FIXED 2.5","isin":"US3622ABB355","value_usd":113795.64,"pct_val":0.0085539,"balance":131793.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB3899 FN 11/26 FIXED 3","isin":"US31417AKM08","value_usd":113565.83,"pct_val":0.0085366,"balance":114243.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784707 G2 02/49 FIXED 5","isin":"US3622AADL59","value_usd":113344.36,"pct_val":0.00852,"balance":115924.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546625 GN 12/34 FIXED 5.68","isin":"US36212XHA63","value_usd":113226.39,"pct_val":0.0085111,"balance":108454.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546572 GN 10/33 FIXED 5.25","isin":"US36212XFM20","value_usd":111167.98,"pct_val":0.0083564,"balance":110584.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO2929 FR 01/40 FIXED 5.5","isin":"US3133WMHE56","value_usd":111126.58,"pct_val":0.0083533,"balance":107947.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AF0311 GN 08/43 FIXED 2.5","isin":"US36181FKY69","value_usd":110843.65,"pct_val":0.008332,"balance":127224.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CN1124 G2 06/62 FIXED 4.5","isin":"US3617YYG919","value_usd":110753.21,"pct_val":0.0083252,"balance":114351.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4280 FN 01/27 FIXED 3","isin":"US31417AXJ32","value_usd":110494.07,"pct_val":0.0083057,"balance":111192.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV","isin":"US38380LPB35","value_usd":109750.28,"pct_val":0.0082498,"balance":109352.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG3366 FR 05/53 FIXED 5.5","isin":"US3133C3W363","value_usd":109740.68,"pct_val":0.0082491,"balance":106397.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CW6607 G2 05/62 FIXED 4","isin":"US3618FFKU97","value_usd":109617.34,"pct_val":0.0082398,"balance":115507.7,"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 GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PQ48","value_usd":109234.4,"pct_val":0.0083104,"balance":110000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AS4344 G2 07/46 FIXED 3.5","isin":"US36193NZH69","value_usd":108898.37,"pct_val":0.0081858,"balance":119540.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5084 FR 06/53 FIXED 5","isin":"US3133C5UH25","value_usd":108719.16,"pct_val":0.0081723,"balance":107247.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783576 G2 12/41 FIXED 4.5","isin":"US36241L6M38","value_usd":108631.06,"pct_val":0.0081657,"balance":107859.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AU5741 FN 08/28 FIXED 2","isin":"US3138X5LX39","value_usd":107653.48,"pct_val":0.0080922,"balance":110397.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638425 GN 06/35 FIXED 5.475","isin":"US36291UHA60","value_usd":107441.34,"pct_val":0.0080763,"balance":103391.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CM7559 G2 12/61 FIXED 4.5","isin":"US3617YTMG95","value_usd":107372.56,"pct_val":0.0080711,"balance":110860.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY1512 FN 06/53 FIXED 5","isin":"US3140NHVE57","value_usd":107097.36,"pct_val":0.0080504,"balance":105789.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3345 G2 10/62 FIXED 7","isin":"US3618AHWE39","value_usd":106784.4,"pct_val":0.0080269,"balance":103587.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4275 FN 01/27 FIXED 3","isin":"US31417AXD61","value_usd":106393.61,"pct_val":0.0079975,"balance":107065.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 755820 GN 11/40 FIXED 4.05","isin":"US36230QPD42","value_usd":106265.01,"pct_val":0.0079878,"balance":110479.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG3358 FR 05/53 FIXED 5","isin":"US3133C3WT96","value_usd":105350.16,"pct_val":0.0079191,"balance":104429.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004710 G2 06/40 FIXED 5","isin":"US36202FGT75","value_usd":104575.2,"pct_val":0.0078608,"balance":103989.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003415 G2 07/33 FIXED 5.5","isin":"US36202DYL99","value_usd":104028.57,"pct_val":0.0078197,"balance":101091.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BA2565 G2 05/47 FIXED 4.5","isin":"US3617AEZ663","value_usd":103520.59,"pct_val":0.0077816,"balance":105334.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3056 G2 08/45 FLOATING VAR","isin":"US36179RMD88","value_usd":102398.8,"pct_val":0.0076972,"balance":100008.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD1970 G2 10/47 FIXED 3.5","isin":"US3617BHFK99","value_usd":102244.56,"pct_val":0.0076553,"balance":110966.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QB6642 FR 12/50 FIXED 1.5","isin":"US3133ADLX21","value_usd":102138.64,"pct_val":0.0076777,"balance":131713.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AY8218 GN 01/47 FIXED 4","isin":"US36196YDX85","value_usd":101768.6,"pct_val":0.0076499,"balance":106228.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CW6584 G2 02/62 FIXED 4","isin":"US3618FFJ562","value_usd":101639.96,"pct_val":0.0076402,"balance":107101.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8229 FN 06/30 FIXED 4.5","isin":"US3140LKEB58","value_usd":101578.02,"pct_val":0.0076355,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS8211 FN 05/28 FIXED 4.55","isin":"US3140LKDR10","value_usd":101575.83,"pct_val":0.0076354,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546623 GN 12/34 FIXED 5.82","isin":"US36212XG826","value_usd":99931.84,"pct_val":0.0075118,"balance":95930.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5279 FR 06/53 FIXED 5","isin":"US3133C52L46","value_usd":99874.87,"pct_val":0.0075075,"balance":99075.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ1871 G2 08/62 FIXED 5","isin":"US3618A4CG98","value_usd":99784.89,"pct_val":0.0075007,"balance":100119.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AO4573 GN 08/45 FIXED 3.5","isin":"US3617A5CJ21","value_usd":99144.69,"pct_val":0.0074526,"balance":106248.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2533 FN 06/48 FIXED VAR","isin":"US3140X5Y725","value_usd":98099.27,"pct_val":0.007374,"balance":101448.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5141 G2 04/48 FIXED 6","isin":"US36179TWA95","value_usd":97865.37,"pct_val":0.0073565,"balance":92925.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3590 FN 02/39 FIXED 4","isin":"US31418C7C29","value_usd":97453.17,"pct_val":0.0073255,"balance":98969.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BI6321 G2 11/48 FIXED 4.5","isin":"US3617HGAW46","value_usd":96676.45,"pct_val":0.0072671,"balance":99336.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AP4977 G2 09/45 FIXED 3.5","isin":"US36188SQ660","value_usd":96416.87,"pct_val":0.0072476,"balance":104987.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AF0310 GN 08/43 FIXED 2.5","isin":"US36181FKX86","value_usd":95939.54,"pct_val":0.0072117,"balance":110353.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5085 FR 06/53 FIXED 5","isin":"US3133C5UJ80","value_usd":95580.73,"pct_val":0.0071847,"balance":94220.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BD0384 G2 10/47 FIXED 3.5","isin":"US3617BFM906","value_usd":93622.83,"pct_val":0.0070375,"balance":101854,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 786973 G2 09/53 FIXED 6","isin":"US3622ACT678","value_usd":93409.74,"pct_val":0.0070215,"balance":89612.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17826 FG 01/27 FIXED 3","isin":"US3128PXVT05","value_usd":91837.36,"pct_val":0.0069033,"balance":92329.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6210 G2 10/49 FIXED 3.5","isin":"US36179U3T78","value_usd":91756.68,"pct_val":0.0068973,"balance":101918.04,"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":"317UAS2A6 PIMCO SWAPTION 4.104 PUT USD 2027101","isin":"EZMD808BGWS5","value_usd":91712.5,"pct_val":0.0068939,"balance":57500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AD8811 G2 03/43 FIXED 3","isin":"US36180MYG67","value_usd":91681.92,"pct_val":0.0068916,"balance":99113.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4487 FN 02/27 FIXED 3","isin":"US31417A6Z78","value_usd":91367.66,"pct_val":0.006868,"balance":91976.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1199 G2 08/28 FIXED 3","isin":"US36179NKL19","value_usd":91199.27,"pct_val":0.0068554,"balance":92122.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5009 G2 02/48 FIXED 3","isin":"US36179TR640","value_usd":90964.19,"pct_val":0.0068377,"balance":101888.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5193 G2 05/48 FIXED 4.5","isin":"US36179TXW07","value_usd":90895.63,"pct_val":0.0068325,"balance":91770.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB3898 FN 11/26 FIXED 3","isin":"US31417AKL25","value_usd":90621.34,"pct_val":0.0068119,"balance":91161.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL7271 FN 09/41 FLOATING VAR","isin":"US3138EQCH36","value_usd":90616.61,"pct_val":0.0068116,"balance":87964.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4892 G2 12/47 FIXED 4.5","isin":"US36179TNH40","value_usd":90431.01,"pct_val":0.0067976,"balance":92094.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4889 G2 12/47 FIXED 3","isin":"US36179TNE19","value_usd":90335.2,"pct_val":0.0067904,"balance":101183.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CY2462 G2 05/62 FIXED 4","isin":"US3618G1WX02","value_usd":89797.29,"pct_val":0.00675,"balance":94621.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BQ1266 GN 11/49 FIXED 3.5","isin":"US3617LKMP23","value_usd":89421.94,"pct_val":0.0067218,"balance":97747.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q56464 FG 06/48 FIXED 4","isin":"US3132Y0FE51","value_usd":89043.03,"pct_val":0.0066933,"balance":91950.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 636773 GN 10/34 FIXED 6","isin":"US36291SMW79","value_usd":88775.43,"pct_val":0.0066732,"balance":85093.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004113 G2 04/38 FIXED 5","isin":"US36202ESA81","value_usd":88554.38,"pct_val":0.0066566,"balance":86253.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BO9185 G2 08/49 FIXED 4.5","isin":"US3617KRF278","value_usd":87732.22,"pct_val":0.0065948,"balance":89417.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5280 FR 06/53 FIXED 5","isin":"US3133C52M29","value_usd":87527.68,"pct_val":0.0065794,"balance":86885.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY9287 FN 10/53 FIXED 6.5","isin":"US3140NSJ960","value_usd":87068.03,"pct_val":0.0065448,"balance":82542.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 659217 GN 09/36 FIXED 7","isin":"US36294TK618","value_usd":87035.86,"pct_val":0.0065424,"balance":83574.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 711175 GN 02/40 FIXED 4.5","isin":"US36297GCL23","value_usd":86897.38,"pct_val":0.006532,"balance":86757.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2859 G2 06/30 FIXED 3","isin":"US36179RE881","value_usd":85939.56,"pct_val":0.00646,"balance":87593.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AJ3033 GN 06/45 FIXED 3.5","isin":"US36182XLN92","value_usd":85505.04,"pct_val":0.0064273,"balance":91629.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784792 G2 08/49 FIXED 4.5","isin":"US3622AAF903","value_usd":85452.65,"pct_val":0.0064234,"balance":90256.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3341 G2 11/62 FIXED 7","isin":"US3618AHWA17","value_usd":84932.26,"pct_val":0.0063843,"balance":81903.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 770741 G2 06/41 FIXED 4.5","isin":"US36176NBJ90","value_usd":84761.55,"pct_val":0.0063715,"balance":86051.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL2815 FN 05/35 FLOATING VAR","isin":"US3138EKDV41","value_usd":84403.24,"pct_val":0.0063445,"balance":81755.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BS5536 G2 06/62 FIXED 4.5","isin":"US3617MGEH77","value_usd":84253.96,"pct_val":0.0063333,"balance":86991.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CW6992 G2 09/53 FIXED 6","isin":"US3618FFXV34","value_usd":83994.84,"pct_val":0.0063138,"balance":81033.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM4434 FN 06/48 FIXED VAR","isin":"US3140J84U41","value_usd":83670.77,"pct_val":0.0062895,"balance":82188.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP1937 G2 09/62 FIXED 5","isin":"US3617FREJ71","value_usd":83199.78,"pct_val":0.0062541,"balance":83479.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 23 KA","isin":"US38379VRN63","value_usd":83197.07,"pct_val":0.0062539,"balance":83486.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA7152 FN 02/54 FIXED 6.5","isin":"US3140A75N08","value_usd":83149.32,"pct_val":0.0062503,"balance":78834.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC-2614","title":"FREDDIE MAC FHR 2614 WO","isin":"US31393QQ541","value_usd":82192.65,"pct_val":0.0061783,"balance":92808.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 737004 G2 04/36 FIXED 5.5","isin":"US3620AQX997","value_usd":81589.18,"pct_val":0.006133,"balance":80979.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AU5542 FN 08/33 FIXED 4","isin":"US3138X5EQ60","value_usd":81239.99,"pct_val":0.0061067,"balance":81742.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 616352 GN 04/34 FIXED 6","isin":"US36290SWM96","value_usd":80665.84,"pct_val":0.0060636,"balance":78613.69,"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":"317UAUKA1 PIMCO SWAPTION 4.146 PUT USD 2027102","isin":"EZJXDVTPVJY6","value_usd":80431.98,"pct_val":0.006046,"balance":52100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 930917 FN 04/39 FIXED 4","isin":"US31412PG211","value_usd":80427.9,"pct_val":0.0060457,"balance":81673.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 747382 GN 07/40 FIXED 4.05","isin":"US3620C3J378","value_usd":80249.99,"pct_val":0.0060323,"balance":83431.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3400 FN 06/48 FIXED 4.5","isin":"US31418CX666","value_usd":80117.82,"pct_val":0.0060224,"balance":83309.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP7525 G2 09/62 FIXED 5","isin":"US3617FXLE79","value_usd":80092.04,"pct_val":0.0060204,"balance":80360.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 636507 GN 04/35 FIXED 6","isin":"US36291SDL16","value_usd":80038.83,"pct_val":0.0060164,"balance":75976.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2018-28","title":"FANNIE MAE FNR 2018 28 CA","isin":"US3136B1P328","value_usd":79918.23,"pct_val":0.0060074,"balance":88963.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 633715 GN 09/34 FIXED 6","isin":"US36291PAQ90","value_usd":79732.36,"pct_val":0.0059934,"balance":77702.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4309 G2 03/47 FIXED 3","isin":"US36179SYE17","value_usd":79269.46,"pct_val":0.0059586,"balance":88787.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AE8345 G2 05/44 FIXED 4","isin":"US36181CHW10","value_usd":79235.3,"pct_val":0.005956,"balance":81910.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 724675 GN 04/30 FIXED 4.5","isin":"US3620ABCL85","value_usd":79198.4,"pct_val":0.0059533,"balance":78929.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA2234 FN 08/38 FIXED 4","isin":"US3140Q9PU18","value_usd":78131.69,"pct_val":0.0058731,"balance":78741.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4015 FN 06/53 FIXED 5","isin":"US3140NLN967","value_usd":77556.71,"pct_val":0.0058299,"balance":76826.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AN9707 G2 08/45 FIXED 3.5","isin":"US36187SYC50","value_usd":77145.95,"pct_val":0.005799,"balance":86626.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5258 FR 06/53 FIXED 5","isin":"US3133C5ZX20","value_usd":76517.8,"pct_val":0.0057518,"balance":75837.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 778943 GN 03/42 FIXED 3.5","isin":"US36176XEQ88","value_usd":76161.13,"pct_val":0.005725,"balance":81234.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4837 G2 11/47 FIXED 3.5","isin":"US36179TLS23","value_usd":75492.5,"pct_val":0.0056747,"balance":81025.53,"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 GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TA59","value_usd":75399.57,"pct_val":0.0056677,"balance":76000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH8675 FN 10/47 FIXED 4","isin":"US3140GXT922","value_usd":74932.66,"pct_val":0.0056326,"balance":77534.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546602 GN 06/34 FIXED 5.52","isin":"US36212XGK54","value_usd":74774.99,"pct_val":0.0056208,"balance":72346.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0091 G2 05/42 FIXED 5","isin":"US36179MC407","value_usd":74618.14,"pct_val":0.005609,"balance":72483.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546582 GN 01/34 FIXED 6.075","isin":"US36212XFX84","value_usd":74439.4,"pct_val":0.0055955,"balance":73542.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-77","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 77 GI","isin":"US38378PAG37","value_usd":74048.55,"pct_val":0.0055662,"balance":865354.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK8736 FN 01/49 FIXED 4.5","isin":"US3140HNV661","value_usd":74025.92,"pct_val":0.0055645,"balance":74606.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5702 G2 01/49 FIXED 5","isin":"US36179UKP65","value_usd":73746.51,"pct_val":0.0055435,"balance":74195.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6029 G2 07/49 FIXED 3","isin":"US36179UVW97","value_usd":73536.09,"pct_val":0.0055276,"balance":82713.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AD0497 FN 11/39 FIXED VAR","isin":"US31418MRT17","value_usd":73500.61,"pct_val":0.005525,"balance":70486.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 763417 GN 05/31 FIXED 4.5","isin":"US36176D4A88","value_usd":73307.94,"pct_val":0.0055105,"balance":72910.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17743 FG 01/27 FIXED 3","isin":"US3128PXS805","value_usd":73022.95,"pct_val":0.0054891,"balance":73438.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS3285 FN 09/39 FIXED 3.5","isin":"US3138WCUK74","value_usd":73008.33,"pct_val":0.005488,"balance":75438.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546577 GN 10/33 FIXED 5.875","isin":"US36212XFS99","value_usd":72892.71,"pct_val":0.0054793,"balance":72180.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17232 FG 11/26 FIXED 3","isin":"US3128PXA977","value_usd":72582.73,"pct_val":0.005456,"balance":72945.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1922 G2 05/44 FIXED 5","isin":"US36179QD323","value_usd":71560.37,"pct_val":0.0053791,"balance":69552.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 303","title":"FREDDIEMAC STRIP FHS 303 C19","isin":"US31325UEH59","value_usd":71463.46,"pct_val":0.0053718,"balance":441752.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 658915 GN 08/36 FIXED 6.5","isin":"US36294TAQ85","value_usd":70916.27,"pct_val":0.0053307,"balance":67420.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003850 G2 05/36 FIXED 5","isin":"US36202EH361","value_usd":70625,"pct_val":0.0053088,"balance":68853.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK1962 FN 03/48 FIXED 4","isin":"US3140HFFC83","value_usd":70577.05,"pct_val":0.0053052,"balance":73196.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004746 G2 07/40 FIXED 4.5","isin":"US36202FHX78","value_usd":70488.79,"pct_val":0.0052986,"balance":69945.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CX4953 G2 06/56 FIXED 4","isin":"US3618FRQE30","value_usd":70281.14,"pct_val":0.005283,"balance":74056.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 737419 GN 09/40 FIXED 3.5","isin":"US3620ARG479","value_usd":70130.76,"pct_val":0.0052717,"balance":74801.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 617223 GN 09/36 FIXED 7","isin":"US36290TVQ92","value_usd":69227.87,"pct_val":0.0052038,"balance":65438.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG6222 FR 06/53 FIXED 5","isin":"US3133C64F32","value_usd":68661.68,"pct_val":0.0051612,"balance":67973.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17813 FG 01/27 FIXED 3","isin":"US3128PXVE36","value_usd":68347.87,"pct_val":0.0051376,"balance":68757.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638426 GN 05/35 FIXED 5.53","isin":"US36291UHB44","value_usd":68169.86,"pct_val":0.0051243,"balance":65936.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 618688 GN 10/36 FIXED 7","isin":"US36290VJ960","value_usd":67869.76,"pct_val":0.0051017,"balance":64379.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF4832 G2 04/48 FIXED 4","isin":"US3617GBLM66","value_usd":67811.26,"pct_val":0.0050973,"balance":71347.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 552699 GN 08/32 FIXED 6.5","isin":"US36213E7L40","value_usd":67795.67,"pct_val":0.0050961,"balance":65338.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003443 G2 09/33 FIXED 5.5","isin":"US36202DZG95","value_usd":67674.41,"pct_val":0.005087,"balance":65872.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ0009 G2 11/62 FIXED 7","isin":"US3618A2AJ99","value_usd":67627.85,"pct_val":0.0050835,"balance":65043.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN4325 FN 01/49 FIXED 4.5","isin":"US3140JLYX69","value_usd":67419.91,"pct_val":0.0050679,"balance":67857.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5806 G2 03/49 FIXED 3.5","isin":"US36179UNX62","value_usd":67312.76,"pct_val":0.0050598,"balance":74766.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AP6055 FN 07/28 FIXED 2","isin":"US3138M9WR82","value_usd":67200.42,"pct_val":0.0050514,"balance":68645,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AA5482 G2 07/42 FIXED 3.5","isin":"US36178DCT63","value_usd":67185.68,"pct_val":0.0050503,"balance":73366.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004240 G2 09/38 FIXED 6.5","isin":"US36202EV974","value_usd":67034.9,"pct_val":0.005039,"balance":65088.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004946 G2 02/41 FIXED 4.5","isin":"US36202FP759","value_usd":66871.96,"pct_val":0.0050267,"balance":66373.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4777 G2 10/47 FIXED 3","isin":"US36179TJW62","value_usd":66264.42,"pct_val":0.004981,"balance":72747.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2012-111","title":"FANNIE MAE FNR 2012 111 HS","isin":"US3136A9HB70","value_usd":65560.98,"pct_val":0.0049282,"balance":94228.59,"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 GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RR03","value_usd":65557.84,"pct_val":0.0049085,"balance":66000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6465 G2 02/50 FIXED 3.5","isin":"US36179VFE56","value_usd":65391.7,"pct_val":0.0049154,"balance":72201.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY2537 FN 06/53 FIXED 5","isin":"US3140NJZB39","value_usd":64461.55,"pct_val":0.0048455,"balance":63744.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3359 FN 04/38 FIXED 3","isin":"US31418CWV26","value_usd":64389.42,"pct_val":0.0048401,"balance":68018.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BC2612 FN 10/46 FIXED 3","isin":"US3140EW3W36","value_usd":63681.02,"pct_val":0.0047868,"balance":69610.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q62642 FG 03/49 FIXED 3.5","isin":"US3132VN5C38","value_usd":63224.07,"pct_val":0.0047525,"balance":67443.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AE7249 GN 05/43 FIXED 4","isin":"US36181BBS88","value_usd":62603.53,"pct_val":0.0047059,"balance":64646.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE8365 FN 06/48 FIXED 4.5","isin":"US3140FUJK58","value_usd":62025.46,"pct_val":0.0046624,"balance":62473.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4277 FN 01/27 FIXED 3","isin":"US31417AXF10","value_usd":61527.16,"pct_val":0.0046249,"balance":61915.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BC7289 FN 10/46 FIXED 3","isin":"US3140F3C306","value_usd":61481.43,"pct_val":0.0046215,"balance":67298.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 345","title":"FREDDIEMAC STRIP FHS 345 C13","isin":"US31325VRC09","value_usd":61014.17,"pct_val":0.0045864,"balance":408407.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080821 G2 01/34 FLOATING VAR","isin":"US36225C4F07","value_usd":60856.33,"pct_val":0.0045745,"balance":60381.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR3156 G2 12/62 FIXED 7","isin":"US3618AHQH34","value_usd":60547.71,"pct_val":0.0045513,"balance":58388.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB7517 FN 01/33 FIXED 2.5","isin":"US31417EK752","value_usd":60275.52,"pct_val":0.0045309,"balance":62967.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB3865 FN 11/41 FIXED 3.5","isin":"US31417AJK60","value_usd":60215.58,"pct_val":0.0045264,"balance":62536.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q56894 FG 06/48 FIXED 4","isin":"US3132Y0UU29","value_usd":59765.48,"pct_val":0.0044925,"balance":61746.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5356 FR 06/53 FIXED 5","isin":"US3133C55R88","value_usd":59346.94,"pct_val":0.0044611,"balance":58911.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH6393 G2 07/48 FIXED 4.5","isin":"US3617H4C660","value_usd":58945.83,"pct_val":0.0044309,"balance":60389.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783294 G2 03/41 FIXED 4.5","isin":"US36241LUT15","value_usd":58893.58,"pct_val":0.004427,"balance":59529.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AN5728 GN 06/45 FIXED 3","isin":"US36186NLH07","value_usd":58789.54,"pct_val":0.0044192,"balance":63975.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CS6229 G2 07/62 FIXED 4","isin":"US3618AY4N76","value_usd":58658.52,"pct_val":0.0044093,"balance":61649.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO9393 G2 05/62 FIXED 4.5","isin":"US3617FMNJ83","value_usd":58510.08,"pct_val":0.0043982,"balance":60410.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH0299 FN 04/47 FIXED 4","isin":"US3140GNKM44","value_usd":58074.96,"pct_val":0.0043654,"balance":59954.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 713677 GN 08/39 FIXED 4.875","isin":"US36297J2J25","value_usd":57978.95,"pct_val":0.0043582,"balance":57372.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH2718 FN 05/47 FIXED 4","isin":"US3140GRAU83","value_usd":57798.83,"pct_val":0.0043447,"balance":59750.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003899 G2 09/36 FIXED 6","isin":"US36202EKL29","value_usd":57622.51,"pct_val":0.0043314,"balance":54864.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004834 G2 10/40 FIXED 4.5","isin":"US36202FLP98","value_usd":57342.43,"pct_val":0.0043104,"balance":56903.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 737865 G2 07/33 FIXED 5.5","isin":"US3620ARW237","value_usd":57113.53,"pct_val":0.0042932,"balance":56855,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO5772 G2 07/62 FIXED 4.5","isin":"US3617FHMV36","value_usd":57080.3,"pct_val":0.0042907,"balance":58934.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 723526 GN 12/39 FIXED 4.5","isin":"US3620A9YX35","value_usd":57033.16,"pct_val":0.0042871,"balance":57303,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CP4316 G2 08/62 FIXED 5","isin":"US3617FTYM47","value_usd":56723.73,"pct_val":0.0043155,"balance":57183.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5467 G2 09/48 FIXED 4.5","isin":"US36179UCC45","value_usd":56523.98,"pct_val":0.0042489,"balance":56969.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CR4587 G2 08/60 FIXED 3.5","isin":"US3618AKCY42","value_usd":56189.48,"pct_val":0.0042237,"balance":62290.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AK0730 FN 02/42 FLOATING VAR","isin":"US3138E4Y477","value_usd":55882.1,"pct_val":0.0042006,"balance":53884.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 784657 G2 01/49 FIXED 5","isin":"US3622AAB290","value_usd":55476.55,"pct_val":0.0041701,"balance":55946.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 647594 GN 08/36 FIXED 6.5","isin":"US36292FNK92","value_usd":55302.94,"pct_val":0.0041571,"balance":51659.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QC2713 FR 04/51 FIXED 1.5","isin":"US3133AMAN66","value_usd":55061.03,"pct_val":0.0041389,"balance":70715.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 724182 GN 08/39 FIXED 5.5","isin":"US3620AARB65","value_usd":54811.38,"pct_val":0.0041201,"balance":52603.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H23 FA","isin":"US38375B8G05","value_usd":54811.01,"pct_val":0.0041201,"balance":54307.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0250 FR 06/48 FIXED 4","isin":"US3132DMH320","value_usd":54413.54,"pct_val":0.0040902,"balance":56250.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 673066 GN 09/38 FIXED 6","isin":"US36295KW338","value_usd":54284.11,"pct_val":0.0040805,"balance":51390.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CQ0031 G2 12/62 FIXED 7","isin":"US3618A2A839","value_usd":53879.47,"pct_val":0.0040501,"balance":51820.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4203","title":"FREDDIE MAC FHR 4203 DI","isin":"US3137B2CJ70","value_usd":53705.27,"pct_val":0.004037,"balance":1486807.58,"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":"317UAFBA4 PIMCO SWAPTION 3.135 CALL USD 202609","isin":"EZ378QL63YY0","value_usd":53599.52,"pct_val":0.004029,"balance":10400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638415 GN 03/35 FIXED 5.57","isin":"US36291UGY55","value_usd":53142.15,"pct_val":0.0039946,"balance":52827.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AB6744 GN 02/43 FIXED 3.5","isin":"US36178TP596","value_usd":52732.43,"pct_val":0.0039639,"balance":56508.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4712 G2 09/47 FIXED 4.5","isin":"US36179TGV17","value_usd":52575.83,"pct_val":0.0039521,"balance":53542.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 779579 GN 10/41 FIXED 3.5","isin":"US36176X2L28","value_usd":52224.65,"pct_val":0.0039257,"balance":55855.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 737255 G2 11/35 FIXED 5.5","isin":"US3620ARBY67","value_usd":52203.67,"pct_val":0.0039241,"balance":50737.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 607533 GN 06/34 FIXED 6.5","isin":"US36201Y4S23","value_usd":52116.12,"pct_val":0.0039175,"balance":48685.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BI1270 GN 08/48 FIXED 4","isin":"US3617HAMT19","value_usd":51987.29,"pct_val":0.0039078,"balance":53075.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 739341 GN 10/41 FIXED 3.5","isin":"US3620ATLW57","value_usd":51837.61,"pct_val":0.0038966,"balance":55624.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ9921 FN 03/48 FIXED 4","isin":"US3140HCAX45","value_usd":51743.21,"pct_val":0.0038895,"balance":53653.97,"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 GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797ST59","value_usd":51693.52,"pct_val":0.0038858,"balance":52000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 734362 GN 03/42 FIXED 3.5","isin":"US3620AMZ397","value_usd":51676.51,"pct_val":0.0038845,"balance":55116.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG6635 G2 04/48 FIXED 4","isin":"US3617GRLQ23","value_usd":51675.46,"pct_val":0.0038844,"balance":54644.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004447 G2 05/39 FIXED 5","isin":"US36202E5G00","value_usd":51663.99,"pct_val":0.0038835,"balance":50334.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 619466 GN 03/35 FIXED 6","isin":"US36290WFF41","value_usd":51633.73,"pct_val":0.0038813,"balance":49526.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546621 GN 10/34 FIXED 5.87","isin":"US36212XG669","value_usd":50866.39,"pct_val":0.0038236,"balance":48766.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE1638 G2 12/47 FIXED 4","isin":"US3617BUZB81","value_usd":50814.64,"pct_val":0.0038197,"balance":52033.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2018-85","title":"FANNIE MAE FNR 2018 85 IO","isin":"US3136B3QF04","value_usd":50798.06,"pct_val":0.0038184,"balance":394571.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH2087 FN 05/47 FIXED 4","isin":"US3140GQJ984","value_usd":50777.93,"pct_val":0.0038169,"balance":52972.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QO3854 FR 07/40 FIXED 5.5","isin":"US3133WNH789","value_usd":50699.76,"pct_val":0.0038111,"balance":49413.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004771 G2 08/40 FIXED 4.5","isin":"US36202FJQ00","value_usd":50517.45,"pct_val":0.0037974,"balance":50221.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 764981 GN 02/42 FIXED 3.5","isin":"US36176FUE68","value_usd":50504.49,"pct_val":0.0037964,"balance":54049.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BI6217 G2 10/48 FIXED 5","isin":"US3617HF4A10","value_usd":50217.92,"pct_val":0.0037748,"balance":50155.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL CO9471 G2 06/62 FIXED 4.5","isin":"US3617FMQY24","value_usd":50044.52,"pct_val":0.0037618,"balance":51670.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5390 G2 08/48 FIXED 5","isin":"US36179T7B50","value_usd":49503.22,"pct_val":0.0037211,"balance":49804.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 676842 GN 05/38 FIXED 5.5","isin":"US36295P5B47","value_usd":49338.67,"pct_val":0.0037087,"balance":46972.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004461 G2 06/39 FIXED 4.5","isin":"US36202E5W59","value_usd":49214.35,"pct_val":0.0036994,"balance":49427.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 743552 GN 07/40 FIXED 4.05","isin":"US3620AYBV79","value_usd":48547.41,"pct_val":0.0036493,"balance":50465.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638685 GN 09/36 FIXED 6.5","isin":"US36291URE72","value_usd":48483.53,"pct_val":0.0036445,"balance":45611.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 755473 GN 09/40 FIXED 4.05","isin":"US36230QCJ58","value_usd":48296.75,"pct_val":0.0036304,"balance":50176.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BS5195 GN 01/50 FIXED 3.5","isin":"US3617MFXY17","value_usd":48262.57,"pct_val":0.0036279,"balance":52778.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5021 FN 05/43 FIXED 4.5","isin":"US31418ESK72","value_usd":47964,"pct_val":0.0036054,"balance":47701.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AL2252 GN 03/45 FIXED 4","isin":"US36183XQD56","value_usd":47564.08,"pct_val":0.0035753,"balance":49145.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 982008 FN 05/38 FIXED 5.5","isin":"US31415BNZ84","value_usd":47529.79,"pct_val":0.0035728,"balance":47297.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 737532 GN 10/40 FIXED 4","isin":"US3620ARLM10","value_usd":47435.84,"pct_val":0.0035657,"balance":49195.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF2858 G2 05/48 FIXED 4","isin":"US3617G9E724","value_usd":46992.37,"pct_val":0.0035324,"balance":49369.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AJ9940 GN 12/44 FIXED 3.5","isin":"US36183GBH92","value_usd":46978.26,"pct_val":0.0035313,"balance":50312.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 655652 GN 05/36 FIXED 6.5","isin":"US36294PL929","value_usd":46677.47,"pct_val":0.0035087,"balance":43912.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4843 FN 02/48 FIXED 4","isin":"US3140H6LZ01","value_usd":46571.25,"pct_val":0.0035007,"balance":48195.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4116 G2 12/46 FIXED 3","isin":"US36179SSD08","value_usd":46505.49,"pct_val":0.0034958,"balance":52089.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1130 G2 07/28 FIXED 3","isin":"US36179NHF87","value_usd":46120.73,"pct_val":0.0034669,"balance":46611.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 782156 G2 05/37 FIXED 5","isin":"US36241KMD71","value_usd":46018.22,"pct_val":0.0034591,"balance":44816.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546624 GN 12/34 FIXED 5.72","isin":"US36212XG909","value_usd":45980.24,"pct_val":0.0034563,"balance":44253.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 751206 GN 10/40 FIXED 4.875","isin":"US36230KKT78","value_usd":45894.94,"pct_val":0.0034499,"balance":45096.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5128 G2 04/48 FIXED 4.5","isin":"US36179TVV42","value_usd":45850.94,"pct_val":0.0034466,"balance":46694.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004849 G2 11/40 FIXED 4","isin":"US36202FL618","value_usd":45750.65,"pct_val":0.003439,"balance":48086.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC","title":"PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR","isin":"US74040YAB83","value_usd":45742.82,"pct_val":0.0034384,"balance":45742.82,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1680 G2 02/44 FIXED 5","isin":"US36179N2M97","value_usd":45671.2,"pct_val":0.0034331,"balance":44522.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3474 FN 09/48 FIXED 4.5","isin":"US31418C2G87","value_usd":45547.67,"pct_val":0.0034238,"balance":47362.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783590 G2 06/41 FIXED 4.5","isin":"US36241L7B63","value_usd":45257.33,"pct_val":0.003402,"balance":44928.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546615 GN 08/34 FIXED 5.97","isin":"US36212XGY58","value_usd":44972.36,"pct_val":0.0033805,"balance":44443.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF1310 G2 03/48 FIXED 4","isin":"US3617G7N356","value_usd":44216.62,"pct_val":0.0033237,"balance":46207.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AE9991 GN 06/43 FIXED 2.5","isin":"US36181EC442","value_usd":44158.29,"pct_val":0.0033193,"balance":50756.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 783292 GN 12/40 FIXED 6","isin":"US36241LUR58","value_usd":43771.36,"pct_val":0.0032903,"balance":41460.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 745526 G2 08/30 FIXED 4.5","isin":"US3620C1HB51","value_usd":43700.38,"pct_val":0.0032849,"balance":43543.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638414 GN 02/35 FIXED 5.52","isin":"US36291UGX72","value_usd":43333.44,"pct_val":0.0032445,"balance":41804.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 713471 GN 06/39 FIXED 4.5","isin":"US36297JT464","value_usd":43046.77,"pct_val":0.0032358,"balance":42872.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AD7460 FN 11/40 FIXED 4","isin":"US31418VJE39","value_usd":42932.31,"pct_val":0.0032272,"balance":43621.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A97631 FG 03/41 FIXED 5.5","isin":"US312946PQ33","value_usd":42504.06,"pct_val":0.003195,"balance":40832.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 653765 GN 03/36 FIXED 7","isin":"US36292NJJ00","value_usd":42323.95,"pct_val":0.0031815,"balance":41628.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003994 G2 06/37 FIXED 5","isin":"US36202ENK19","value_usd":41881.48,"pct_val":0.0031482,"balance":40744.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 655661 GN 07/36 FIXED 6.5","isin":"US36294PMJ92","value_usd":41462.81,"pct_val":0.0031167,"balance":39006.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AU6648 FN 08/28 FIXED 2","isin":"US3138X6L609","value_usd":41347.48,"pct_val":0.0031081,"balance":42352.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q55189 FG 04/48 FIXED 4","isin":"US3132XXXT15","value_usd":41281.07,"pct_val":0.0031031,"balance":42640.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH4379 FN 05/47 FIXED 4","isin":"US3140GS2M32","value_usd":41268.37,"pct_val":0.0031021,"balance":42671.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1282 G2 09/43 FIXED 5","isin":"US36179NM701","value_usd":40976.91,"pct_val":0.0030802,"balance":40796.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE7840 FN 02/47 FIXED 4","isin":"US3140FTWA56","value_usd":40833.21,"pct_val":0.0030694,"balance":42209.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AI9884 GN 08/44 FIXED 4","isin":"US36198W6V28","value_usd":40803.19,"pct_val":0.0030671,"balance":42449.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG5667 G2 06/48 FIXED 4","isin":"US3617GQJL80","value_usd":40581.32,"pct_val":0.0030505,"balance":41555.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 681612 GN 11/38 FIXED 6","isin":"US36295VGV53","value_usd":40312.09,"pct_val":0.0030302,"balance":38663.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL V83307 FG 07/47 FIXED 3.5","isin":"US3132L8U887","value_usd":40303.21,"pct_val":0.0030296,"balance":42828,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ4574 FN 11/26 FIXED 3","isin":"US3138AWCL51","value_usd":40149.9,"pct_val":0.003018,"balance":40412.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 607534 GN 06/34 FIXED 6.5","isin":"US36201Y4T06","value_usd":39983.41,"pct_val":0.0030055,"balance":39278.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AT5929 FN 06/33 FIXED 4","isin":"US3138WTST47","value_usd":39815.8,"pct_val":0.0029929,"balance":40145.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ3287 FN 11/47 FIXED 4","isin":"US3140H4UM49","value_usd":39748.73,"pct_val":0.0029879,"balance":41110.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BH8543 G2 07/48 FIXED 4.5","isin":"US3617H6P428","value_usd":38598.17,"pct_val":0.0029014,"balance":39535.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3001 G2 08/30 FIXED 3","isin":"US36179RKN88","value_usd":38571.08,"pct_val":0.0028994,"balance":39649.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 655648 GN 04/36 FIXED 6.5","isin":"US36294PL507","value_usd":38555.7,"pct_val":0.0028982,"balance":36272.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH6574 FN 08/47 FIXED 4","isin":"US3140GVJU05","value_usd":38401.91,"pct_val":0.0028866,"balance":39683.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2020-28","title":"FANNIE MAE FNR 2020 28 KS","isin":"US3136B9RE99","value_usd":38302.73,"pct_val":0.0028792,"balance":1037160,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003840 G2 04/36 FIXED 5","isin":"US36202EHR36","value_usd":38283.49,"pct_val":0.0028777,"balance":37412.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG8358 G2 06/48 FIXED 4","isin":"US3617GTJB48","value_usd":38103.14,"pct_val":0.0028642,"balance":40030.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2013-30","title":"FANNIE MAE FNR 2013 30 JI","isin":"US3136ADNA31","value_usd":38096.03,"pct_val":0.0028636,"balance":340833.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SB8509 FR 01/36 FIXED 2","isin":"US3132D6N225","value_usd":37774.98,"pct_val":0.0028395,"balance":40775.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003931 G2 12/36 FIXED 6","isin":"US36202ELL10","value_usd":37135.09,"pct_val":0.0027914,"balance":35314.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AW5244 GN 10/46 FIXED 4.5","isin":"US36195TZH12","value_usd":37085.58,"pct_val":0.0027877,"balance":37733.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546616 GN 10/34 FIXED 5.93","isin":"US36212XGZ24","value_usd":36835.66,"pct_val":0.0027689,"balance":35454.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 670160 GN 01/39 FIXED 6","isin":"US36295GQM77","value_usd":36754.84,"pct_val":0.0027628,"balance":35545.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-34","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2008 34 OC","isin":"US383742P645","value_usd":36197.49,"pct_val":0.0027209,"balance":47109.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546606 GN 08/34 FIXED 5.38","isin":"US36212XGP42","value_usd":36161.09,"pct_val":0.0027182,"balance":35117.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004638 G2 02/40 FIXED 5.5","isin":"US36202FEK84","value_usd":36143.62,"pct_val":0.0027169,"balance":34867.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004285 G2 11/38 FIXED 6","isin":"US36202EXN48","value_usd":35901.48,"pct_val":0.0026987,"balance":35608.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2019-62","title":"FANNIE MAE FNR 2019 62 SN","isin":"US3136B62S11","value_usd":35697.73,"pct_val":0.0026834,"balance":274700.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BI6475 G2 01/49 FIXED 4.5","isin":"US3617HGFQ23","value_usd":35672.91,"pct_val":0.0026815,"balance":36401.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0822 G2 03/28 FIXED 3","isin":"US36179M4F47","value_usd":35458.34,"pct_val":0.0026654,"balance":35817.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AM7303 GN 01/46 FIXED 3","isin":"US36184YDG98","value_usd":35405,"pct_val":0.0026614,"balance":39159.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL2527 FN 08/32 FIXED VAR","isin":"US3138EJYZ52","value_usd":35281.26,"pct_val":0.0026521,"balance":36115.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 618687 GN 10/36 FIXED 7","isin":"US36290VJ887","value_usd":34947.34,"pct_val":0.002627,"balance":34270.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BC1138 GN 08/47 FIXED 4","isin":"US3617B4HP50","value_usd":34919.19,"pct_val":0.0026248,"balance":36431.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995650 FN 10/38 FIXED VAR","isin":"US31416CBT27","value_usd":34701.28,"pct_val":0.0026085,"balance":34467.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ6054 FN 12/26 FIXED 3","isin":"US3138AXWQ02","value_usd":34689.99,"pct_val":0.0026076,"balance":34931.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6400 G2 01/50 FIXED 3.5","isin":"US36179VDD91","value_usd":34260.45,"pct_val":0.0025753,"balance":38140.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1841 G2 04/44 FIXED 5","isin":"US36179QBJ94","value_usd":34253.25,"pct_val":0.0025748,"balance":33391.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE1670 G2 06/48 FIXED 4","isin":"US3617BU2B47","value_usd":34061.37,"pct_val":0.0025604,"balance":34878.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-50","title":"FANNIE MAE FNR 2015 50 SB","isin":"US3136APNG31","value_usd":34037.63,"pct_val":0.0025586,"balance":590992.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603592 GN 04/33 FIXED 6.5","isin":"US36200KRM17","value_usd":33871.53,"pct_val":0.0025461,"balance":33383.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 743209 GN 04/40 FIXED 4.05","isin":"US3620AXVA30","value_usd":33783.45,"pct_val":0.0025395,"balance":34049.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004410 G2 04/39 FIXED 4","isin":"US36202E3T49","value_usd":33628.89,"pct_val":0.0025279,"balance":34780.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AZ8592 GN 04/47 FIXED 4","isin":"US36197MRM28","value_usd":33594.62,"pct_val":0.0025253,"balance":35049.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF2407 G2 04/48 FIXED 4","isin":"US3617G8U847","value_usd":33377.46,"pct_val":0.002509,"balance":35111.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5684 FN 04/40 FIXED 5.5","isin":"US31418FJ650","value_usd":33111.07,"pct_val":0.0024889,"balance":32272.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2010-14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 14 CO","isin":"US38376WBS35","value_usd":33095.17,"pct_val":0.0024877,"balance":38868.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG2455 G2 05/48 FIXED 4","isin":"US3617GLWQ34","value_usd":33079.63,"pct_val":0.0024866,"balance":34798.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 678014 G2 04/48 FIXED 4","isin":"US36295RGX08","value_usd":32971.45,"pct_val":0.0024784,"balance":34761.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 610179 GN 08/34 FIXED 6.5","isin":"US36202U2L69","value_usd":32865.49,"pct_val":0.0024705,"balance":31234.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG5675 G2 07/48 FIXED 4","isin":"US3617GQJU89","value_usd":32371.17,"pct_val":0.0024333,"balance":33147.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 666411 GN 09/43 FIXED 4","isin":"US36295CKY65","value_usd":32045.52,"pct_val":0.0024088,"balance":33234.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5138 G2 04/48 FIXED 4.5","isin":"US36179TV774","value_usd":31990.85,"pct_val":0.0024047,"balance":32196.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17848 FG 01/27 FIXED 3","isin":"US3128PXWH57","value_usd":31874.5,"pct_val":0.002396,"balance":32078.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF2570 G2 05/48 FIXED 4","isin":"US3617G82B84","value_usd":31240.42,"pct_val":0.0023483,"balance":32863.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ7040 FN 08/38 FIXED 4","isin":"US3140H8ZE81","value_usd":30916.55,"pct_val":0.002324,"balance":31194.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q54427 FG 02/48 FIXED 4","isin":"US3132XW4M00","value_usd":30763.9,"pct_val":0.0023125,"balance":31782.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 774484 GN 09/41 FIXED 5","isin":"US36176SFZ83","value_usd":30107.89,"pct_val":0.0022632,"balance":29661.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004039 G2 10/37 FIXED 6","isin":"US36202EPY94","value_usd":29562.8,"pct_val":0.0022222,"balance":28071.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE-ACES 2020-M33","title":"FANNIEMAE ACES FNA 2020 M33 X2","isin":"US3136BBAR38","value_usd":29483.63,"pct_val":0.0022163,"balance":581362.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004337 G2 01/39 FIXED 6","isin":"US36202EZA09","value_usd":29033.65,"pct_val":0.0021824,"balance":28535.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0937 G2 04/43 FIXED 5","isin":"US36179NBE76","value_usd":28936.99,"pct_val":0.0021752,"balance":28109.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 742275 G2 08/39 FIXED 5.5","isin":"US3620AWT837","value_usd":28852.6,"pct_val":0.0021688,"balance":28123.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QB9007 FR 02/51 FIXED 1.5","isin":"US3133AGAG48","value_usd":28840.25,"pct_val":0.0021679,"balance":37145.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0537 G2 11/42 FIXED 5","isin":"US36179MS270","value_usd":28665.71,"pct_val":0.0021548,"balance":27962.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 760018 G2 01/39 FIXED 5.5","isin":"US36176ADX46","value_usd":28485.08,"pct_val":0.0021412,"balance":27366.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AR2989 G2 04/46 FIXED 4.5","isin":"US36192XKA62","value_usd":28131.86,"pct_val":0.0021146,"balance":28642.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4165","title":"FREDDIE MAC FHR 4165 TI","isin":"US3137AYSK87","value_usd":27948.71,"pct_val":0.0021009,"balance":584784.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1060 G2 06/28 FIXED 3","isin":"US36179NE955","value_usd":27829.63,"pct_val":0.0020919,"balance":28163.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG2414 G2 04/48 FIXED 4","isin":"US3617GLVF87","value_usd":27267.1,"pct_val":0.0020496,"balance":28683.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 942980 FN 09/37 FIXED 6","isin":"US31413ECR45","value_usd":27144.88,"pct_val":0.0020405,"balance":25651.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546583 GN 01/34 FIXED 6.02","isin":"US36212XFY67","value_usd":27131.63,"pct_val":0.0020395,"balance":26881.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MTGE 2004-46","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2004 46 AO","isin":"US38374G5Z15","value_usd":27119.16,"pct_val":0.0020385,"balance":32115.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA6967 GN 08/42 FIXED 3.5","isin":"US36178EW479","value_usd":27043.92,"pct_val":0.0020329,"balance":28980.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 738348 G2 11/34 FIXED 5.5","isin":"US3620ASHZ51","value_usd":26499.29,"pct_val":0.0019919,"balance":26413.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 585052 GN 12/32 FIXED 5.5","isin":"US36201J5M78","value_usd":26367.78,"pct_val":0.001982,"balance":25774.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31417 FG 07/37 FIXED 5.5","isin":"US31281BSE10","value_usd":26216.53,"pct_val":0.0019707,"balance":25145.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BG9709 GN 07/48 FIXED 4","isin":"US3617GUYE84","value_usd":26197.71,"pct_val":0.0019693,"balance":26746.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BJ1891 G2 09/48 FIXED 5.5","isin":"US3617HPC440","value_usd":26067.43,"pct_val":0.0019595,"balance":26053.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 783177 GN 09/40 FIXED 4.5","isin":"US36241LQ662","value_usd":25974.28,"pct_val":0.0019525,"balance":25901.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AL2144 GN 02/45 FIXED 4","isin":"US36183XLZ14","value_usd":25832.41,"pct_val":0.0019418,"balance":26674.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 732484 GN 02/40 FIXED 6","isin":"US3620AKXM39","value_usd":25560.47,"pct_val":0.0019214,"balance":24789.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 894154 G2 04/61 FLOATING VAR","isin":"US3620E0KQ80","value_usd":25306.37,"pct_val":0.0019023,"balance":25365.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW3079 FN 06/42 FIXED 3","isin":"US3140MUM566","value_usd":25107.33,"pct_val":0.0018873,"balance":27036.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AB5640 GN 11/42 FIXED 3.5","isin":"US36178SHR22","value_usd":24891.67,"pct_val":0.0018711,"balance":26721.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1014 G2 05/43 FIXED 4.5","isin":"US36179NDT28","value_usd":24652.55,"pct_val":0.0018531,"balance":24467.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA5787 FN 01/54 FIXED 6","isin":"US3140A6ND42","value_usd":24455.88,"pct_val":0.0018383,"balance":23722.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 671333 GN 07/37 FIXED 6","isin":"US36295HY611","value_usd":24289.88,"pct_val":0.0018258,"balance":23427.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AU8471 FN 09/28 FIXED 2","isin":"US3138X8MV03","value_usd":24231.39,"pct_val":0.0018215,"balance":24856.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782448 GN 10/38 FIXED 6","isin":"US36241KWH75","value_usd":24163.75,"pct_val":0.0018164,"balance":22874.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 699523 GN 11/38 FIXED 6.5","isin":"US36296SD446","value_usd":24160.93,"pct_val":0.0018162,"balance":22641.87,"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":"317UAD5A6 PIMCO SWAPTION 3.077 CALL USD 202511","isin":"EZ3NQQFDFMJ2","value_usd":24105.6,"pct_val":0.0018048,"balance":31000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 726253 GN 10/42 FIXED 3.5","isin":"US3620ACZS64","value_usd":24074.5,"pct_val":0.0018097,"balance":25798.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AL8208 GN 03/45 FIXED 3.5","isin":"US36184FDM77","value_usd":24007.23,"pct_val":0.0018046,"balance":25710.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2009-79","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2009 79 OK","isin":"US38376CXX28","value_usd":23984.42,"pct_val":0.0018029,"balance":28615.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MTG ASSOC 2006-26","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2006 26 PO","isin":"US38374NDU81","value_usd":23946.62,"pct_val":0.0018,"balance":28641.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL7589 FN 10/45 FIXED VAR","isin":"US3138EQNF50","value_usd":23809.91,"pct_val":0.0017898,"balance":25061.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ4535 FN 11/26 FIXED 3","isin":"US3138AWBD45","value_usd":23788.36,"pct_val":0.0017881,"balance":23943.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 711504 GN 04/40 FIXED 4.5","isin":"US36297GNV85","value_usd":23749.01,"pct_val":0.0017852,"balance":23365.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BA7886 GN 05/47 FIXED 4","isin":"US3617ALXP06","value_usd":23693.16,"pct_val":0.001781,"balance":24718.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603708 GN 05/33 FIXED 6","isin":"US36200KU969","value_usd":23593.74,"pct_val":0.0017735,"balance":23013.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080376 G2 02/30 FLOATING VAR","isin":"US36225CM291","value_usd":23463.33,"pct_val":0.0017637,"balance":23332.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 082088 G2 06/38 FLOATING VAR","isin":"US36225EKA90","value_usd":23360.13,"pct_val":0.001756,"balance":22852.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AB7792 GN 11/42 FIXED 3.5","isin":"US36178UUR21","value_usd":22882.52,"pct_val":0.0017201,"balance":24505.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4418 FN 09/36 FIXED 2","isin":"US31418D4C38","value_usd":22828.67,"pct_val":0.001716,"balance":24627.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 546587 GN 04/34 FIXED 5.82","isin":"US36212XF422","value_usd":22573.14,"pct_val":0.0016968,"balance":22159.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN5883 FN 03/49 FIXED 5","isin":"US3140JNRD45","value_usd":22438.55,"pct_val":0.0016867,"balance":22207.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 550151 GN 07/31 FIXED 8","isin":"US36213CEY21","value_usd":22279.16,"pct_val":0.0016747,"balance":21897.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2013-34","title":"FANNIE MAE FNR 2013 34 PS","isin":"US3136ADQR39","value_usd":22238.7,"pct_val":0.0016717,"balance":337633.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603517 GN 02/33 FIXED 6.5","isin":"US36200KPA96","value_usd":22032.34,"pct_val":0.0016562,"balance":21717.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AU7598 FN 09/43 FIXED 3","isin":"US3138X7NQ26","value_usd":21836.91,"pct_val":0.0016415,"balance":23693.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4744 FN 01/48 FIXED 4","isin":"US3140H6HW26","value_usd":21787.12,"pct_val":0.0016377,"balance":22533.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0898 FN 10/41 FIXED 4.5","isin":"US31417Y7L57","value_usd":21761.43,"pct_val":0.0016358,"balance":22368.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4783 G2 10/47 FIXED 6","isin":"US36179TJ480","value_usd":21645.24,"pct_val":0.0016271,"balance":20551.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2513 G2 01/45 FIXED 4.5","isin":"US36179QYJ48","value_usd":21416.54,"pct_val":0.0016099,"balance":21627.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BG2154 G2 03/48 FIXED 4","isin":"US3617GLMB74","value_usd":20992.81,"pct_val":0.001578,"balance":21496.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA2860 FR 01/28 FIXED 2.5","isin":"US31329LE997","value_usd":20659.14,"pct_val":0.0015529,"balance":20928.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 764517 GN 06/41 FIXED 5","isin":"US36176FDW59","value_usd":20133.56,"pct_val":0.0015134,"balance":19794.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 698330 GN 05/39 FIXED 5","isin":"US36296QY370","value_usd":19723.3,"pct_val":0.0014826,"balance":19162.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF8197 G2 04/48 FIXED 4","isin":"US3617GFDA25","value_usd":19691.26,"pct_val":0.0014802,"balance":20822.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31276 FG 01/36 FIXED 4.5","isin":"US31281BMZ03","value_usd":19603.75,"pct_val":0.0014736,"balance":19452.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782336 GN 05/38 FIXED 6","isin":"US36241KSZ20","value_usd":19392.65,"pct_val":0.0014577,"balance":18580.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 775616 G2 11/41 FIXED 4.5","isin":"US36176TN959","value_usd":19355.04,"pct_val":0.0014549,"balance":19565.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 722759 GN 08/39 FIXED 6","isin":"US3620A85U30","value_usd":19346.33,"pct_val":0.0014542,"balance":18723.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782405 GN 09/38 FIXED 5.5","isin":"US36241KU633","value_usd":19270.69,"pct_val":0.0014486,"balance":18360.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVT NATL MORTGAGE ASSOC SERIES 2007-18","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2007 18 CO","isin":"US38375JD692","value_usd":18891.39,"pct_val":0.00142,"balance":19621.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 516767 GN 10/29 FIXED 7.5","isin":"US36211MCC29","value_usd":18574.78,"pct_val":0.0013962,"balance":18253.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BC1102 GN 07/47 FIXED 4","isin":"US3617B4GK72","value_usd":18536.89,"pct_val":0.0013934,"balance":19339.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ4522 FN 10/26 FIXED 3","isin":"US3138AWAY90","value_usd":18477.85,"pct_val":0.001389,"balance":18590.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE2689 FN 05/47 FIXED 4","isin":"US3140FM7B68","value_usd":18441.1,"pct_val":0.0013862,"balance":19062.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF2893 G2 06/48 FIXED 4","isin":"US3617G9GA37","value_usd":18365.6,"pct_val":0.0013805,"balance":19322.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4825","title":"FREDDIE MAC FHR 4825 NI","isin":"US3137FH6Z18","value_usd":18340.5,"pct_val":0.0013786,"balance":112278.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AD1625 GN 01/43 FIXED 3.5","isin":"US36180CYW36","value_usd":18274.21,"pct_val":0.0013737,"balance":19674.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-10","title":"FANNIE MAE FNR 2015 10 SA","isin":"US3136AMZT92","value_usd":17960.27,"pct_val":0.0013501,"balance":315071.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA3450 GN 07/42 FIXED 3","isin":"US36178AZP55","value_usd":17955.12,"pct_val":0.0013497,"balance":19508.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 435073 GN 03/31 FIXED 8","isin":"US36207LJS88","value_usd":17951.15,"pct_val":0.0013494,"balance":17560.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 659146 GN 08/36 FIXED 7","isin":"US36294THX63","value_usd":17539.17,"pct_val":0.0013184,"balance":17211.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 799211 GN 04/42 FIXED 3.5","isin":"US36177UGV08","value_usd":17274.56,"pct_val":0.0012985,"balance":18439.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 576441 GN 03/32 FIXED 6.5","isin":"US36200YLW56","value_usd":17227.32,"pct_val":0.001295,"balance":16799.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 668388 FN 12/32 FIXED 5.5","isin":"US31391JRH58","value_usd":17088.17,"pct_val":0.0012845,"balance":17026.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 682899 GN 09/40 FIXED 6","isin":"US36295WUY10","value_usd":17030.51,"pct_val":0.0012802,"balance":16387.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA1159 G2 07/43 FIXED 4.5","isin":"US36179NJC39","value_usd":16964.18,"pct_val":0.0012752,"balance":16838.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 749776 GN 09/41 FIXED 3.5","isin":"US3620C56M41","value_usd":16495.28,"pct_val":0.0012399,"balance":17607.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 630117 GN 06/34 FIXED 5","isin":"US36291KAS69","value_usd":16374.66,"pct_val":0.0012309,"balance":16077.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603589 GN 04/33 FIXED 6","isin":"US36200KRJ87","value_usd":16362.67,"pct_val":0.00123,"balance":16012.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 688085 GN 11/38 FIXED 6","isin":"US36296DNA27","value_usd":16292.27,"pct_val":0.0012247,"balance":15423.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31271 FG 01/36 FIXED 4.5","isin":"US31281BMU16","value_usd":15970.43,"pct_val":0.0012005,"balance":15893.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004310 G2 12/38 FIXED 6","isin":"US36202EYF05","value_usd":15622.52,"pct_val":0.0011743,"balance":15503.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5921 G2 05/49 FIXED 3.5","isin":"US36179USJ24","value_usd":15381.21,"pct_val":0.0011562,"balance":16990.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q54654 FG 03/48 FIXED 4","isin":"US3132XXE470","value_usd":15252.82,"pct_val":0.0011465,"balance":15754.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 638221 GN 12/34 FIXED 6","isin":"US36291UAW53","value_usd":15117.11,"pct_val":0.0011363,"balance":14615.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 702082 GN 06/39 FIXED 4.5","isin":"US36296U6T28","value_usd":14867.99,"pct_val":0.0011176,"balance":14957.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 118 IE","isin":"US38380AUU95","value_usd":14804.12,"pct_val":0.0011128,"balance":100713.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AV6718 FN 03/44 FIXED 3","isin":"US3138XJPC57","value_usd":14767.29,"pct_val":0.00111,"balance":16046.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 689942 GN 09/38 FIXED 6","isin":"US36296FP314","value_usd":14270.38,"pct_val":0.0010727,"balance":13723.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0002 G2 04/27 FIXED 3","isin":"US36179MAB63","value_usd":14115.8,"pct_val":0.0010611,"balance":14221.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 743440 GN 06/40 FIXED 4.05","isin":"US3620AX4Z88","value_usd":14060.65,"pct_val":0.0010697,"balance":14175.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE8055 FN 04/47 FIXED 4","isin":"US3140FT5R83","value_usd":13819.68,"pct_val":0.0010388,"balance":14338.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 488727 GN 03/29 FIXED 6.25","isin":"US36210C4L43","value_usd":13649.25,"pct_val":0.001026,"balance":13310.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004164 G2 06/38 FIXED 6","isin":"US36202ETV10","value_usd":13594.16,"pct_val":0.0010219,"balance":13411.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL E02997 FG 10/26 FIXED 3","isin":"US31294MKJ98","value_usd":13541.41,"pct_val":0.0010179,"balance":13611.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782928 GN 04/40 FIXED 5.5","isin":"US36241LHD10","value_usd":13004.17,"pct_val":0.0009775,"balance":12559.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 502730 GN 07/29 FIXED 6.5","isin":"US36210UPP20","value_usd":12807.52,"pct_val":0.0009627,"balance":12695.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE INTEREST STRIP 418","title":"FANNIEMAE STRIP FNS 418 C15","isin":"US31395Q3F53","value_usd":12757.87,"pct_val":0.000959,"balance":74438.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 751958 G2 06/36 FIXED 5.5","isin":"US36230LE703","value_usd":12592.18,"pct_val":0.0009465,"balance":12389.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA5073 GN 07/42 FIXED 3.5","isin":"US36178CT602","value_usd":12579.86,"pct_val":0.0009456,"balance":13472.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 564818 GN 09/31 FIXED 7.5","isin":"US36213UPB07","value_usd":12485.25,"pct_val":0.0009385,"balance":11795.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004182 G2 07/38 FIXED 5.5","isin":"US36202EUF41","value_usd":12470.62,"pct_val":0.0009374,"balance":12448.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004286 G2 11/38 FIXED 6.5","isin":"US36202EXP95","value_usd":12464.38,"pct_val":0.0009369,"balance":12167.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 180 WI","isin":"US38376T6N73","value_usd":12270.91,"pct_val":0.0009224,"balance":272417.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-43","title":"FANNIE MAE FNR 2014 43 BS","isin":"US3136AKKU64","value_usd":12069.87,"pct_val":0.0009073,"balance":188234.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005175 G2 09/41 FIXED 4.5","isin":"US36202FXC57","value_usd":12049.83,"pct_val":0.0009058,"balance":11963.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 634510 GN 09/38 FIXED 5.5","isin":"US36291P3T14","value_usd":11901.17,"pct_val":0.0008946,"balance":11549.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 791069 GN 02/42 FIXED 3.5","isin":"US36177KFK79","value_usd":11740.88,"pct_val":0.0008826,"balance":12573.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782288 GN 12/37 FIXED 6.5","isin":"US36241KRH31","value_usd":11462.9,"pct_val":0.0008617,"balance":10708.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31480 FG 04/37 FIXED 5","isin":"US31281BUD09","value_usd":11440.04,"pct_val":0.0008599,"balance":11118.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-19","title":"FANNIE MAE FNR 2015 19 AI","isin":"US3136ANJM07","value_usd":11394.64,"pct_val":0.0008565,"balance":230626.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 593228 GN 09/32 FIXED 7","isin":"US36201UA539","value_usd":11386.65,"pct_val":0.0008559,"balance":11181.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-47","title":"FANNIE MAE FNR 2014 47 BI","isin":"US3136AKTL74","value_usd":11272.55,"pct_val":0.0008473,"balance":210417.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-1","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2008 1 PO","isin":"US38375PCK57","value_usd":11109.47,"pct_val":0.0008351,"balance":13610.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 757039 GN 12/40 FIXED 4","isin":"US36230RZC32","value_usd":10990.01,"pct_val":0.0008261,"balance":11397.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AL4893 GN 02/45 FIXED 3","isin":"US36184BNJ25","value_usd":10989.48,"pct_val":0.0008261,"balance":12149.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004369 G2 02/39 FIXED 5","isin":"US36202E2A66","value_usd":10886.34,"pct_val":0.0008183,"balance":10606.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 448340 GN 04/31 FIXED 8","isin":"US36208EBH53","value_usd":10731.05,"pct_val":0.0008066,"balance":10625.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE0615 FN 11/38 FIXED VAR","isin":"US31419AVH75","value_usd":10706.81,"pct_val":0.0008048,"balance":10117.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 533517 GN 11/30 FIXED 8","isin":"US36212GVJ83","value_usd":10693.41,"pct_val":0.0008038,"balance":10563.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31313 FG 09/36 FIXED 5.5","isin":"US31281BN638","value_usd":10492.5,"pct_val":0.0007887,"balance":10072.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4061 G2 11/46 FIXED 4.5","isin":"US36179SQN08","value_usd":10372.11,"pct_val":0.0007797,"balance":10562.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4479","title":"FREDDIE MAC FHR 4479 TI","isin":"US3137BJVZ34","value_usd":10359.85,"pct_val":0.0007787,"balance":240936.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004047 G2 11/37 FIXED 5","isin":"US36202EP869","value_usd":10168.18,"pct_val":0.0007643,"balance":9934.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17834 FG 01/27 FIXED 3","isin":"US3128PXV379","value_usd":9997.13,"pct_val":0.0007515,"balance":10061.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 723336 FN 09/33 FIXED 4.5","isin":"US31402ASZ02","value_usd":9973.72,"pct_val":0.0007497,"balance":10121.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004839 G2 12/38 FIXED 7","isin":"US36202FLU83","value_usd":9936.2,"pct_val":0.0007469,"balance":9660.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL AQ0081 G2 11/45 FIXED 3.5","isin":"US36189MCS52","value_usd":9823.13,"pct_val":0.0007384,"balance":10707.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004245 G2 09/38 FIXED 6","isin":"US36202EWE57","value_usd":9794.09,"pct_val":0.0007362,"balance":9164.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 SA","isin":"US38379TGM53","value_usd":9635.27,"pct_val":0.0007243,"balance":174010.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004670 G2 04/40 FIXED 4","isin":"US36202FFK75","value_usd":9574.06,"pct_val":0.0007197,"balance":10168.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 582176 GN 06/32 FIXED 7.5","isin":"US36201FXD40","value_usd":9551.44,"pct_val":0.000718,"balance":9337.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782382 GN 08/38 FIXED 5.5","isin":"US36241KUF38","value_usd":9532.31,"pct_val":0.0007165,"balance":9179.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5534 G2 12/38 FIXED 7","isin":"US36179UEF57","value_usd":9520.33,"pct_val":0.0007156,"balance":9253.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BE9832 G2 06/48 FIXED 4.5","isin":"US3617G44R00","value_usd":9308.33,"pct_val":0.0006997,"balance":9538.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AA5067 GN 07/42 FIXED 3.5","isin":"US36178CTY92","value_usd":9302.81,"pct_val":0.0006993,"balance":9962.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BA7937 GN 06/47 FIXED 4","isin":"US3617ALZA19","value_usd":9221.16,"pct_val":0.0006931,"balance":9623.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782314 GN 04/38 FIXED 5.5","isin":"US36241KSB51","value_usd":9165.72,"pct_val":0.000689,"balance":8719.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 616069 GN 11/33 FIXED 6","isin":"US36290SMS76","value_usd":9007.5,"pct_val":0.0006771,"balance":8731.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 AS","isin":"US38379MX902","value_usd":8988.43,"pct_val":0.0006757,"balance":169406.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 793047 GN 02/42 FIXED 4","isin":"US36177ML592","value_usd":8981.65,"pct_val":0.0006751,"balance":9274.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603710 GN 05/33 FIXED 6.5","isin":"US36200KVB06","value_usd":8905.9,"pct_val":0.0006694,"balance":8628.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003897 G2 09/36 FIXED 5","isin":"US36202EKJ72","value_usd":8847.78,"pct_val":0.0006651,"balance":8616.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781402 GN 02/32 FIXED 7.5","isin":"US36225BRX81","value_usd":8828.13,"pct_val":0.0006636,"balance":8395.75,"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":"317U7OYA4 PIMCO SWAPTION 4.25 PUT USD 20251128","isin":"EZ5HGFSDTG18","value_usd":8800.9,"pct_val":0.0006589,"balance":16700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE INTEREST STRIP 386","title":"FANNIEMAE STRIP FNS 386 14","isin":"US3136FFSR14","value_usd":8731,"pct_val":0.0006563,"balance":39087.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 456866 GN 05/28 FIXED 7.5","isin":"US36208PQT83","value_usd":8616.51,"pct_val":0.0006477,"balance":8514.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 558746 GN 07/31 FIXED 7","isin":"US36213MWF12","value_usd":8559.94,"pct_val":0.0006434,"balance":8288.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH2185 FN 06/47 FIXED 4","isin":"US3140GQNB82","value_usd":8557.66,"pct_val":0.0006433,"balance":8879.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 724247 GN 08/39 FIXED 5","isin":"US3620AATC21","value_usd":8547.72,"pct_val":0.0006425,"balance":8376.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 942320 FN 08/37 FIXED 6","isin":"US31413DK977","value_usd":8457.37,"pct_val":0.0006357,"balance":8015.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004216 G2 08/38 FIXED 6","isin":"US36202EVH97","value_usd":8450.13,"pct_val":0.0006352,"balance":8377.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA3742 G2 09/39 FIXED 6.5","isin":"US36179SEP83","value_usd":8339.27,"pct_val":0.0006269,"balance":7952.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3306 FN 03/48 FIXED 4","isin":"US31418CU852","value_usd":8325.23,"pct_val":0.0006258,"balance":8593.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 774325 GN 06/42 FIXED 3.5","isin":"US36176SA263","value_usd":8189.15,"pct_val":0.0006156,"balance":8770.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-58","title":"FANNIE MAE FNR 2015 58 AI","isin":"US3136APU752","value_usd":8128.19,"pct_val":0.000611,"balance":141575.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 605066 G2 03/34 FIXED 6","isin":"US36200NFF33","value_usd":8124.12,"pct_val":0.0006107,"balance":7867.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-45","title":"FANNIE MAE FNR 2014 45 SA","isin":"US3136AKUC56","value_usd":8000.07,"pct_val":0.0006014,"balance":109338.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AK6887 GN 02/45 FIXED 3","isin":"US36183QUL75","value_usd":7972.03,"pct_val":0.0005993,"balance":8812.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 757044 GN 12/40 FIXED 4","isin":"US36230RZH29","value_usd":7923.49,"pct_val":0.0005956,"balance":8160.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 910155 FN 03/37 FIXED 6","isin":"US31411KE417","value_usd":7777.46,"pct_val":0.0005846,"balance":7371.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5","isin":"US3128LXAV26","value_usd":7743.96,"pct_val":0.0005821,"balance":7403.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 15 WI","isin":"US38380CSQ77","value_usd":7714.85,"pct_val":0.0005799,"balance":175925.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0141 FN 08/39 FIXED 4.5","isin":"US31417YEP88","value_usd":7620.13,"pct_val":0.0005728,"balance":7753.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 745101 FN 04/32 FIXED VAR","isin":"US31403CX635","value_usd":7605.33,"pct_val":0.0005717,"balance":7452.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 667682 GN 10/38 FIXED 6","isin":"US36295DXK08","value_usd":7519.92,"pct_val":0.0005653,"balance":7193.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2012-77","title":"FANNIE MAE FNR 2012 77 IO","isin":"US3136A6H986","value_usd":7331.01,"pct_val":0.0005511,"balance":146266.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 742244 GN 01/41 FIXED 4","isin":"US3620AWS920","value_usd":7318.45,"pct_val":0.0005501,"balance":7546.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4438","title":"FREDDIE MAC FHR 4438 WI","isin":"US3137BGLL19","value_usd":7095.71,"pct_val":0.0005334,"balance":126529.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 166 SA","isin":"US38379FDK21","value_usd":7077.77,"pct_val":0.000532,"balance":160003.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 644856 GN 06/35 FIXED 5","isin":"US36292CMD38","value_usd":7072.89,"pct_val":0.0005317,"balance":7031.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA0395 G2 09/42 FIXED 5","isin":"US36179MNL09","value_usd":6856.14,"pct_val":0.0005154,"balance":6661.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 677194 GN 06/38 FIXED 5.5","isin":"US36295QKF62","value_usd":6845.16,"pct_val":0.0005145,"balance":6559.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 776852 GN 08/42 FIXED 3.5","isin":"US36176UZR93","value_usd":6817.86,"pct_val":0.0005125,"balance":7309.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 3684","title":"FREDDIE MAC FHR 3684 JI","isin":"US3137A06E08","value_usd":6814.21,"pct_val":0.0005122,"balance":118549.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 682907 GN 11/40 FIXED 6","isin":"US36295WU881","value_usd":6748.16,"pct_val":0.0005073,"balance":6528.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4457 G2 02/39 FIXED 6.5","isin":"US36179S5S22","value_usd":6680.7,"pct_val":0.0005022,"balance":6229.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 463079 GN 01/28 FIXED 7.5","isin":"US36208WM428","value_usd":6632.53,"pct_val":0.0004986,"balance":6521.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 647070 G2 07/35 FIXED 5.5","isin":"US36292E2B58","value_usd":6619,"pct_val":0.0004975,"balance":6484.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BE6179 GN 12/47 FIXED 4","isin":"US3617G02L30","value_usd":6585.12,"pct_val":0.000495,"balance":6882.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004796 G2 09/40 FIXED 4.5","isin":"US36202FKH81","value_usd":6516.7,"pct_val":0.0004899,"balance":6595.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE2157 FN 03/41 FIXED 4","isin":"US31419CMF76","value_usd":6366.17,"pct_val":0.0004785,"balance":6505.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5180 FR 08/42 FIXED 3","isin":"US3133KYXH79","value_usd":6228.88,"pct_val":0.0004682,"balance":6669.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 636501 GN 04/27 FIXED 6","isin":"US36291SDE72","value_usd":6213.01,"pct_val":0.000467,"balance":6180.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781389 GN 01/32 FIXED 7.5","isin":"US36225BRJ97","value_usd":6135.99,"pct_val":0.0004612,"balance":5838.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-92","title":"FANNIE MAE FNR 2014 92 SB","isin":"US3136AMEE52","value_usd":6125.89,"pct_val":0.0004605,"balance":109383.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2016-64","title":"FANNIE MAE FNR 2016 64 IA","isin":"US3136ATUB82","value_usd":6105.83,"pct_val":0.000459,"balance":54404.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004211 G2 08/38 FIXED 6.5","isin":"US36202EVC01","value_usd":6103.32,"pct_val":0.0004588,"balance":5977.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 618781 GN 01/37 FIXED 5.5","isin":"US36290VM683","value_usd":6063.14,"pct_val":0.0004558,"balance":5828.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 693467 GN 06/38 FIXED 5.5","isin":"US36296KMQ21","value_usd":6062.58,"pct_val":0.0004557,"balance":5821.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 3962","title":"FREDDIE MAC FHR 3962 KS","isin":"US3137AJKA11","value_usd":6017.75,"pct_val":0.0004523,"balance":99474.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-6","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 6 YI","isin":"US38378PS667","value_usd":5960,"pct_val":0.000448,"balance":198951.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4914 FN 02/48 FIXED 4","isin":"US3140H6N882","value_usd":5897.65,"pct_val":0.0004433,"balance":6100.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 726380 GN 10/39 FIXED 4.5","isin":"US3620AC6R07","value_usd":5880.21,"pct_val":0.000442,"balance":5884.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 617254 GN 10/36 FIXED 6.5","isin":"US36290TWP01","value_usd":5876.28,"pct_val":0.0004417,"balance":5574.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-42","title":"FANNIE MAE FNR 2014 42 SA","isin":"US3136AKPR80","value_usd":5875.09,"pct_val":0.0004416,"balance":142879.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 594845 GN 08/32 FIXED 7","isin":"US36201VZJ42","value_usd":5798.58,"pct_val":0.0004359,"balance":5685.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB9465 FN 05/43 FIXED 3.5","isin":"US31417GQT66","value_usd":5797.82,"pct_val":0.0004358,"balance":6076.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 459501 GN 01/28 FIXED 7","isin":"US36208SNS76","value_usd":5781.19,"pct_val":0.0004346,"balance":5726.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 701529 GN 02/38 FIXED 6.5","isin":"US36296ULJ78","value_usd":5767.43,"pct_val":0.0004335,"balance":5669.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005095 G2 06/41 FIXED 4.5","isin":"US36202FUU82","value_usd":5598.11,"pct_val":0.0004208,"balance":5665.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 942283 FN 08/37 FIXED 6","isin":"US31413DJ409","value_usd":5550.83,"pct_val":0.0004173,"balance":5245.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 618517 GN 09/33 FIXED 5.75","isin":"US36290VDW19","value_usd":5529.36,"pct_val":0.0004156,"balance":5480.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2016-63","title":"FANNIE MAE FNR 2016 63 YI","isin":"US3136ATXU37","value_usd":5419.46,"pct_val":0.0004074,"balance":66197.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 697857 GN 02/39 FIXED 6","isin":"US36296QJA85","value_usd":5354.72,"pct_val":0.0004025,"balance":5175.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005246 G2 11/26 FIXED 3","isin":"US36202FZK55","value_usd":5337.2,"pct_val":0.0004012,"balance":5368.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 550750 GN 12/35 FIXED 5.5","isin":"US36213CZP84","value_usd":5332.82,"pct_val":0.0004009,"balance":5143.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 736582 FN 09/28 FIXED 4.5","isin":"US31402SJ327","value_usd":5284.27,"pct_val":0.0003972,"balance":5285.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004215 G2 08/38 FIXED 5.5","isin":"US36202EVG15","value_usd":5228.32,"pct_val":0.000393,"balance":5168.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 496465 GN 01/29 FIXED 6.5","isin":"US36210MQS34","value_usd":5203.98,"pct_val":0.0003912,"balance":5010.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 478967 GN 12/29 FIXED 8","isin":"US36209RCC51","value_usd":5125.69,"pct_val":0.0003853,"balance":5062.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004652 G2 03/40 FIXED 4.5","isin":"US36202FEZ53","value_usd":5116.16,"pct_val":0.0003846,"balance":5137.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4338","title":"FREDDIE MAC FHR 4338 SB","isin":"US3137BB7D64","value_usd":5098.94,"pct_val":0.0003833,"balance":87498.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA","isin":"US38376RKZ81","value_usd":5040.01,"pct_val":0.0003789,"balance":5029.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA4201 G2 10/39 FIXED 6","isin":"US36179SU216","value_usd":5036.1,"pct_val":0.0003786,"balance":4782.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2016-17","title":"FANNIE MAE FNR 2016 17 CS","isin":"US3136ARWA26","value_usd":4980.04,"pct_val":0.0003743,"balance":100600,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 942867 FN 08/37 FIXED 6","isin":"US31413D6C60","value_usd":4907.68,"pct_val":0.0003689,"balance":4651.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL BF3074 G2 07/48 FIXED 4","isin":"US3617G9MX65","value_usd":4890.98,"pct_val":0.0003677,"balance":5145.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 473539 GN 04/28 FIXED 6.5","isin":"US36209KBG22","value_usd":4851.69,"pct_val":0.0003647,"balance":4759.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BC1180 GN 08/47 FIXED 4","isin":"US3617B4JZ15","value_usd":4815.77,"pct_val":0.000362,"balance":5025.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004364 G2 02/39 FIXED 6","isin":"US36202EZ512","value_usd":4756.49,"pct_val":0.0003575,"balance":4722.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003261 G2 07/32 FIXED 6.5","isin":"US36202DTS08","value_usd":4734.88,"pct_val":0.0003559,"balance":4527.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 745269 GN 06/40 FIXED 5","isin":"US3620C06E34","value_usd":4734.51,"pct_val":0.0003559,"balance":4655.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782106 GN 07/36 FIXED 6.5","isin":"US36241KKT42","value_usd":4663.4,"pct_val":0.0003505,"balance":4356.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-160","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 160 IO","isin":"US38378USQ12","value_usd":4625.48,"pct_val":0.0003477,"balance":42095.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004284 G2 11/38 FIXED 5.5","isin":"US36202EXM64","value_usd":4625.45,"pct_val":0.0003477,"balance":4579.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 515777 GN 06/30 FIXED 8","isin":"US36211K6N99","value_usd":4577.87,"pct_val":0.0003483,"balance":4571.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 595071 GN 10/32 FIXED 5.5","isin":"US36200ACG22","value_usd":4505.94,"pct_val":0.0003387,"balance":4481.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002741 G2 04/29 FIXED 6.5","isin":"US36202DBJ90","value_usd":4470.52,"pct_val":0.000336,"balance":4322.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004880 G2 12/40 FIXED 4.5","isin":"US36202FM525","value_usd":4465.49,"pct_val":0.0003357,"balance":4519.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782373 GN 07/38 FIXED 6.5","isin":"US36241KT650","value_usd":4465.14,"pct_val":0.0003356,"balance":4190.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 691752 GN 07/38 FIXED 5.5","isin":"US36296HQD43","value_usd":4393.84,"pct_val":0.0003303,"balance":4243.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 608956 GN 06/36 FIXED 6.5","isin":"US36202TQH22","value_usd":4377.67,"pct_val":0.0003291,"balance":4135.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 433706 GN 04/28 FIXED 7","isin":"US36207JYB33","value_usd":4377.26,"pct_val":0.000329,"balance":4335.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 57 WI","isin":"US38380B7Q20","value_usd":4370.69,"pct_val":0.0003285,"balance":88721.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004673 G2 04/40 FIXED 4.5","isin":"US36202FFN15","value_usd":4346.87,"pct_val":0.0003268,"balance":4399.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781481 GN 01/32 FIXED 7.5","isin":"US36225BUE63","value_usd":4281.37,"pct_val":0.0003218,"balance":4095.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 676015 GN 08/38 FIXED 6.5","isin":"US36295PAQ54","value_usd":4278.58,"pct_val":0.0003216,"balance":4067.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5","isin":"US31281BHP85","value_usd":4212.46,"pct_val":0.0003166,"balance":4037.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4463","title":"FREDDIE MAC FHR 4463 IO","isin":"US3137BHGF88","value_usd":4208.34,"pct_val":0.0003163,"balance":77096.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-28","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2007 28 BO","isin":"US38375J8N82","value_usd":4171.4,"pct_val":0.0003136,"balance":5061.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE8409 FN 03/47 FIXED 4","isin":"US3140FUKX50","value_usd":4131.4,"pct_val":0.0003106,"balance":4312.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 673821 GN 09/38 FIXED 6","isin":"US36295LSJ16","value_usd":4101.45,"pct_val":0.0003083,"balance":3910.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 688021 GN 10/38 FIXED 6","isin":"US36296DLA45","value_usd":4087.29,"pct_val":0.0003072,"balance":3870.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 600008 GN 05/33 FIXED 5.25","isin":"US36200FR593","value_usd":4071.89,"pct_val":0.0003061,"balance":4061.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004483 G2 07/39 FIXED 4","isin":"US36202E6U84","value_usd":4059.08,"pct_val":0.0003051,"balance":4311.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ6392 FN 11/26 FIXED 3","isin":"US3138AYC642","value_usd":4019.61,"pct_val":0.0003022,"balance":4049.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003106 G2 07/31 FIXED 6","isin":"US36202DNX56","value_usd":3987.4,"pct_val":0.0002997,"balance":3813.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-138","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 138 WI","isin":"US38376MCQ87","value_usd":3980.75,"pct_val":0.0002992,"balance":92023.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31476 FG 12/37 FIXED 5","isin":"US31281BT916","value_usd":3976.42,"pct_val":0.0002989,"balance":3873.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 698329 GN 05/39 FIXED 4.5","isin":"US36296QY297","value_usd":3946.39,"pct_val":0.0002966,"balance":3930.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 701840 G2 11/35 FIXED 5.5","isin":"US36296UV980","value_usd":3942.53,"pct_val":0.0002964,"balance":3990.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 778753 GN 01/42 FIXED 3.5","isin":"US36176W5N74","value_usd":3941.46,"pct_val":0.0002963,"balance":4203.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004260 G2 10/38 FIXED 6","isin":"US36202EWV72","value_usd":3855.69,"pct_val":0.0002898,"balance":3791.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-64","title":"FANNIE MAE FNR 2015 64 KS","isin":"US3136AP3C48","value_usd":3854.52,"pct_val":0.0002897,"balance":94687.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003132 G2 09/31 FIXED 6","isin":"US36202DPR60","value_usd":3830.09,"pct_val":0.0002879,"balance":3699.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 531197 GN 06/30 FIXED 8.5","isin":"US36212EDA29","value_usd":3823.77,"pct_val":0.0002874,"balance":3777.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 708139 GN 01/39 FIXED 6","isin":"US36297CV895","value_usd":3812.2,"pct_val":0.0002866,"balance":3632.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4324","title":"FREDDIE MAC FHR 4324 IO","isin":"US3137BAGM86","value_usd":3778.66,"pct_val":0.000284,"balance":53608.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004239 G2 09/38 FIXED 6","isin":"US36202EV891","value_usd":3760.73,"pct_val":0.0002827,"balance":3703.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 617189 GN 08/36 FIXED 6.5","isin":"US36290TUN70","value_usd":3674.77,"pct_val":0.0002762,"balance":3478.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004767 G2 08/40 FIXED 4.5","isin":"US36202FJL13","value_usd":3631.47,"pct_val":0.000273,"balance":3661.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 468615 GN 09/31 FIXED 7.5","isin":"US36209DSC91","value_usd":3621.24,"pct_val":0.0002722,"balance":3551.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 450609 GN 11/27 FIXED 7","isin":"US36208GR677","value_usd":3618.31,"pct_val":0.000272,"balance":3592.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N31490 FG 01/38 FIXED 5","isin":"US31281BUP39","value_usd":3592.94,"pct_val":0.0002701,"balance":3492.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENTEX HOME EQUITY 2002-A","title":"CENTEX HOME EQUITY CXHE 2002 A AV","isin":"US152314EQ97","value_usd":3576.82,"pct_val":0.0002689,"balance":3588.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A","isin":"US22540VK434","value_usd":3565.35,"pct_val":0.000268,"balance":3671.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004261 G2 10/38 FIXED 6.5","isin":"US36202EWW55","value_usd":3519.76,"pct_val":0.0002646,"balance":3517.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781328 GN 09/31 FIXED 7","isin":"US36225BPM45","value_usd":3506.03,"pct_val":0.0002635,"balance":3351.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004648 G2 03/40 FIXED 4","isin":"US36202FEV40","value_usd":3492.98,"pct_val":0.0002626,"balance":3709.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AD2437 GN 05/43 FIXED 3.5","isin":"US36180DV610","value_usd":3466.85,"pct_val":0.0002606,"balance":3712.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004049 G2 11/37 FIXED 6","isin":"US36202EQA00","value_usd":3465.24,"pct_val":0.0002605,"balance":3290.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 574762 GN 09/34 FIXED 5.5","isin":"US36200WQP94","value_usd":3429.53,"pct_val":0.0002578,"balance":3399.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 680606 GN 12/37 FIXED 5.5","isin":"US36295UDK43","value_usd":3375.38,"pct_val":0.0002537,"balance":3361.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004459 G2 06/39 FIXED 5","isin":"US36202E5U93","value_usd":3282.24,"pct_val":0.0002467,"balance":3199.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781842 GN 12/30 FIXED 8","isin":"US36241KBK34","value_usd":3255.74,"pct_val":0.0002447,"balance":3126.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AO9345 GN 12/45 FIXED 4.5","isin":"US3617AAL281","value_usd":3247.82,"pct_val":0.0002441,"balance":3326.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 612936 GN 07/33 FIXED 5.5","isin":"US36202X4V69","value_usd":3230.77,"pct_val":0.0002429,"balance":3195.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 564919 GN 10/31 FIXED 7.5","isin":"US36213USG66","value_usd":3173.12,"pct_val":0.0002385,"balance":3115.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 607129 GN 04/34 FIXED 5.5","isin":"US36201YPN03","value_usd":3165.51,"pct_val":0.0002379,"balance":3098.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004949 G2 02/41 FIXED 4","isin":"US36202FQA74","value_usd":3158.03,"pct_val":0.0002374,"balance":3319.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 764423 GN 04/41 FIXED 5","isin":"US36176FAY43","value_usd":3126.18,"pct_val":0.000235,"balance":3073.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 755137 GN 01/41 FIXED 3.5","isin":"US36230PV641","value_usd":3101.54,"pct_val":0.0002331,"balance":3308.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 530983 GN 06/31 FIXED 6.5","isin":"US36212D2Q10","value_usd":3099.11,"pct_val":0.000233,"balance":2996.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782973 GN 11/35 FIXED 5.5","isin":"US36241LJS60","value_usd":3083.31,"pct_val":0.0002318,"balance":2970.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 726341 GN 09/39 FIXED 5.5","isin":"US3620AC5A80","value_usd":3051.44,"pct_val":0.0002294,"balance":2953.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 709364 GN 08/39 FIXED 5.5","isin":"US36297EB950","value_usd":3045.58,"pct_val":0.0002289,"balance":2981.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RX70","value_usd":2975.84,"pct_val":0.0002228,"balance":3000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AI6874 GN 12/44 FIXED 3.5","isin":"US36198TT778","value_usd":2944.59,"pct_val":0.0002213,"balance":3153.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004085 G2 02/38 FIXED 6","isin":"US36202ERE13","value_usd":2929.1,"pct_val":0.0002202,"balance":2781.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 663852 GN 02/37 FIXED 5.5","isin":"US36294YQD93","value_usd":2900.1,"pct_val":0.000218,"balance":2807.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-116","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 116 DI","isin":"US38375C5W63","value_usd":2884.82,"pct_val":0.0002168,"balance":196409.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AV3789 FN 11/43 FIXED 5","isin":"US3138XFF752","value_usd":2872.68,"pct_val":0.0002159,"balance":2814.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4136","title":"FREDDIE MAC FHR 4136 IN","isin":"US3137AWHF55","value_usd":2870.17,"pct_val":0.0002157,"balance":165970.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003863 G2 06/36 FIXED 5","isin":"US36202EJG52","value_usd":2869.73,"pct_val":0.0002157,"balance":2797.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003876 G2 07/36 FIXED 5","isin":"US36202EJV20","value_usd":2867.38,"pct_val":0.0002155,"balance":2797.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 473458 GN 04/28 FIXED 6.5","isin":"US36209J5T41","value_usd":2835.8,"pct_val":0.0002132,"balance":2752.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603586 GN 03/33 FIXED 6.5","isin":"US36200KRF65","value_usd":2776.85,"pct_val":0.0002087,"balance":2769.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 675612 GN 10/38 FIXED 6","isin":"US36295NR902","value_usd":2772.03,"pct_val":0.0002084,"balance":2664.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 896002 FN 07/36 FIXED 6","isin":"US31410SNT05","value_usd":2725.21,"pct_val":0.0002049,"balance":2606.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 788799 FH 05/31 FLOATING VAR","isin":"US31295MX477","value_usd":2720.79,"pct_val":0.0002045,"balance":2663.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 566503 GN 11/33 FIXED 5.5","isin":"US36213WKQ86","value_usd":2707.54,"pct_val":0.0002035,"balance":2644.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 629278 GN 04/34 FIXED 6","isin":"US36291JCP30","value_usd":2706.67,"pct_val":0.0002035,"balance":2676.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 723339 GN 09/39 FIXED 5","isin":"US3620A9S444","value_usd":2694.69,"pct_val":0.0002026,"balance":2625.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AO9088 GN 11/45 FIXED 4.5","isin":"US3617AACZ51","value_usd":2649.81,"pct_val":0.0001992,"balance":2673.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 605695 GN 09/34 FIXED 6.5","isin":"US36200N3C35","value_usd":2638.22,"pct_val":0.0001983,"balance":2499.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 436760 GN 02/27 FIXED 7.5","isin":"US36207NE913","value_usd":2622.76,"pct_val":0.0001972,"balance":2614.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005132 G2 07/41 FIXED 5.5","isin":"US36202FVZ60","value_usd":2587.64,"pct_val":0.0001945,"balance":2583.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781929 GN 06/35 FIXED 6","isin":"US36241KEA25","value_usd":2584.9,"pct_val":0.0001943,"balance":2479.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 771611 GN 10/41 FIXED 4.5","isin":"US36176PAL04","value_usd":2463.02,"pct_val":0.0001851,"balance":2495.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782522 GN 12/38 FIXED 7","isin":"US36241KYT95","value_usd":2449.5,"pct_val":0.0001841,"balance":2337.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 602555 GN 03/36 FIXED 6","isin":"US36200JMC17","value_usd":2435.33,"pct_val":0.0001831,"balance":2313.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N30139 FG 10/37 FIXED 5.5","isin":"US31281AEL26","value_usd":2430.75,"pct_val":0.0001827,"balance":2422.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY PASS-THRU CERTS 2002-1","title":"HOME EQUITY ASSET TRUST HEAT 2002 1 A4","isin":"US22541NAD12","value_usd":2419.24,"pct_val":0.0001819,"balance":2565.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 719229 GN 07/40 FIXED 4.5","isin":"US3620A5A663","value_usd":2414.43,"pct_val":0.0001815,"balance":2414.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4367","title":"FREDDIE MAC FHR 4367 GS","isin":"US3137BCL557","value_usd":2407.53,"pct_val":0.000181,"balance":44252.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 692118 GN 10/38 FIXED 6.5","isin":"US36296H4B27","value_usd":2400.83,"pct_val":0.0001805,"balance":2295.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781997 GN 11/30 FIXED 8","isin":"US36241KGE29","value_usd":2393.11,"pct_val":0.0001799,"balance":2284.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4182","title":"FREDDIE MAC FHR 4182 QI","isin":"US3137B0ZL14","value_usd":2372.8,"pct_val":0.0001784,"balance":51373.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL N30991 FG 07/33 FIXED 5","isin":"US31281BC409","value_usd":2364.12,"pct_val":0.0001777,"balance":2355.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004019 G2 08/37 FIXED 7","isin":"US36202EPC74","value_usd":2349.36,"pct_val":0.0001766,"balance":2224.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 436019 GN 12/27 FIXED 7","isin":"US36207MK888","value_usd":2330.44,"pct_val":0.0001752,"balance":2312.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 528149 GN 05/33 FIXED 5.5","isin":"US36212AWJ05","value_usd":2326.8,"pct_val":0.0001749,"balance":2314.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 657482 GN 12/36 FIXED 5.5","isin":"US36294RM717","value_usd":2305.08,"pct_val":0.0001733,"balance":2216.04,"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":"317U75LA9 PIMCO SWAPTION 5.0 PUT USD 20250916","isin":"EZ7Y1WSYTZR9","value_usd":2127.15,"pct_val":0.0001618,"balance":26100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 755958 GN 01/41 FIXED 4","isin":"US36230QTP36","value_usd":2117.7,"pct_val":0.0001592,"balance":2181.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4394","title":"FREDDIE MAC FHR 4394 WI","isin":"US3137BEV438","value_usd":2114.63,"pct_val":0.000159,"balance":38259.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 783286 G2 12/40 FIXED 6","isin":"US36241LUK06","value_usd":2089.39,"pct_val":0.0001571,"balance":1968.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL K00034 FG 05/37 FIXED 5.5","isin":"US31301ABB35","value_usd":2076.51,"pct_val":0.0001561,"balance":2001.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2016-76","title":"FANNIE MAE FNR 2016 76 CS","isin":"US3136ATY814","value_usd":2047.99,"pct_val":0.0001539,"balance":47042.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 659692 GN 10/36 FIXED 5.5","isin":"US36294T2Z70","value_usd":2039.79,"pct_val":0.0001533,"balance":1986.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 439486 GN 01/27 FIXED 7.5","isin":"US36207RF341","value_usd":2034.87,"pct_val":0.000153,"balance":2025.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5","isin":"US3132A4FG89","value_usd":2011.99,"pct_val":0.0001512,"balance":2100.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 673207 GN 10/38 FIXED 6","isin":"US36295K3Q43","value_usd":2003.35,"pct_val":0.0001506,"balance":1902.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 773221 GN 03/42 FIXED 3.5","isin":"US36176QYS73","value_usd":1984.83,"pct_val":0.0001492,"balance":2108.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZL2783 FR 03/42 FIXED 3.5","isin":"US3131XJCU40","value_usd":1979.42,"pct_val":0.0001488,"balance":2058.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 671443 GN 07/37 FIXED 5.5","isin":"US36295H5C01","value_usd":1947.31,"pct_val":0.0001464,"balance":1884.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004243 G2 09/38 FIXED 5","isin":"US36202EWC91","value_usd":1947.01,"pct_val":0.0001464,"balance":1892.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 433705 GN 04/28 FIXED 6.5","isin":"US36207JYA59","value_usd":1922.73,"pct_val":0.0001445,"balance":1896.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004691 G2 05/40 FIXED 4.5","isin":"US36202FF842","value_usd":1920.85,"pct_val":0.0001444,"balance":1929.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2014-84","title":"FANNIE MAE FNR 2014 84 AI","isin":"US3136AL2X84","value_usd":1919.25,"pct_val":0.0001443,"balance":302424.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 3635","title":"FREDDIE MAC FHR 3635 IB","isin":"US31398WJ212","value_usd":1909.35,"pct_val":0.0001435,"balance":38126.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 3621","title":"FREDDIE MAC FHR 3621 WI","isin":"US31398W2S28","value_usd":1894.74,"pct_val":0.0001424,"balance":33884.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 462605 GN 03/28 FIXED 7","isin":"US36208V3N38","value_usd":1879.09,"pct_val":0.0001412,"balance":1860.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 631113 GN 06/34 FIXED 6.5","isin":"US36291LDS16","value_usd":1878.98,"pct_val":0.0001412,"balance":1748.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5924 G2 05/49 FIXED 5","isin":"US36179USM52","value_usd":1847.86,"pct_val":0.0001389,"balance":1859.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 517282 GN 03/30 FIXED 7.5","isin":"US36211MUF57","value_usd":1840.04,"pct_val":0.0001383,"balance":1806.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 520485 GN 12/35 FIXED 5.5","isin":"US36211RF202","value_usd":1830.27,"pct_val":0.0001376,"balance":1825.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 595940 GN 10/32 FIXED 5.5","isin":"US36200BBH96","value_usd":1807.73,"pct_val":0.0001359,"balance":1780.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 551116 GN 08/31 FIXED 7","isin":"US36213DGZ50","value_usd":1790.18,"pct_val":0.0001346,"balance":1719.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 845233 FN 12/35 FIXED 5","isin":"US31408ABA79","value_usd":1751.54,"pct_val":0.0001317,"balance":1750.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSEET MTGE INV INC 2002-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1","isin":"US86358HNX34","value_usd":1728.68,"pct_val":0.0001299,"balance":1815.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 769429 G2 03/36 FIXED 5.5","isin":"US36176LSS50","value_usd":1718.08,"pct_val":0.0001291,"balance":1681.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL AJ5449 GN 09/44 FIXED 3.5","isin":"US36183BBS60","value_usd":1650.26,"pct_val":0.000124,"balance":1767.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005240 G2 11/41 FIXED 6","isin":"US36202FZD13","value_usd":1642.82,"pct_val":0.0001235,"balance":1559.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003986 G2 05/37 FIXED 6","isin":"US36202ENB10","value_usd":1642.45,"pct_val":0.0001235,"balance":1544.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004498 G2 07/39 FIXED 6","isin":"US36202E7K93","value_usd":1641.62,"pct_val":0.0001234,"balance":1563.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 615672 GN 10/33 FIXED 6.5","isin":"US36290R6H13","value_usd":1619.62,"pct_val":0.0001217,"balance":1594.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 640156 GN 02/35 FIXED 5.5","isin":"US36291WE561","value_usd":1592.4,"pct_val":0.0001197,"balance":1583.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 704660 GN 08/39 FIXED 4.5","isin":"US36296XZZ04","value_usd":1559.09,"pct_val":0.0001172,"balance":1552.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 497343 GN 12/28 FIXED 6","isin":"US36210NP459","value_usd":1550.59,"pct_val":0.0001166,"balance":1525.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 706201 G2 04/39 FIXED 5.5","isin":"US36297ARW52","value_usd":1528.6,"pct_val":0.0001149,"balance":1482.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003557 G2 05/34 FIXED 6","isin":"US36202D5S65","value_usd":1503.56,"pct_val":0.000113,"balance":1437.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA5403 G2 08/48 FIXED 6.5","isin":"US36179UAC62","value_usd":1480.19,"pct_val":0.0001113,"balance":1398.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004534 G2 09/39 FIXED 5.5","isin":"US36202FBB13","value_usd":1462.11,"pct_val":0.0001099,"balance":1447.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 583287 GN 06/32 FIXED 6.5","isin":"US36201G6Y61","value_usd":1461.59,"pct_val":0.0001099,"balance":1382.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 724033 GN 11/39 FIXED 6","isin":"US3620AALN67","value_usd":1458.36,"pct_val":0.0001096,"balance":1417.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 471863 GN 04/28 FIXED 6.5","isin":"US36209HFC43","value_usd":1454.54,"pct_val":0.0001093,"balance":1444.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 687728 GN 05/38 FIXED 6","isin":"US36296DA576","value_usd":1448.69,"pct_val":0.0001089,"balance":1388.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AP0335 FN 07/42 FIXED 3","isin":"US3138M3LR32","value_usd":1429.97,"pct_val":0.0001075,"balance":1531.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 605621 G2 08/34 FIXED 6","isin":"US36200NYS43","value_usd":1419.98,"pct_val":0.0001067,"balance":1411.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004541 G2 09/39 FIXED 5","isin":"US36202FBJ49","value_usd":1397.67,"pct_val":0.0001051,"balance":1340.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 450142 GN 12/27 FIXED 7","isin":"US36208GBK31","value_usd":1394.16,"pct_val":0.0001048,"balance":1392.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 618681 GN 10/36 FIXED 6.5","isin":"US36290VJ218","value_usd":1358.71,"pct_val":0.0001021,"balance":1297.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 752020 GN 06/41 FIXED 4.5","isin":"US36230LG526","value_usd":1316.8,"pct_val":0.000099,"balance":1322.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 704098 GN 12/38 FIXED 6","isin":"US36296XGF50","value_usd":1310.02,"pct_val":0.0000985,"balance":1244.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 473492 GN 04/28 FIXED 6.5","isin":"US36209J7D70","value_usd":1304.93,"pct_val":0.0000981,"balance":1270.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 928169 FN 05/35 FIXED 5.5","isin":"US31412LFJ44","value_usd":1301.11,"pct_val":0.0000978,"balance":1286.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 680512 GN 01/40 FIXED 6","isin":"US36295UAM36","value_usd":1300.91,"pct_val":0.0000978,"balance":1259.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 943996 FN 08/37 FIXED 6","isin":"US31413FGD87","value_usd":1299.57,"pct_val":0.0000977,"balance":1256.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002433 G2 05/27 FIXED 8","isin":"US36202CV267","value_usd":1276.67,"pct_val":0.000096,"balance":1266.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003831 G2 03/36 FIXED 6","isin":"US36202EHG70","value_usd":1260.34,"pct_val":0.0000947,"balance":1200.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 600399 GN 05/34 FIXED 5.5","isin":"US36200F7L69","value_usd":1249.11,"pct_val":0.0000939,"balance":1219.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004194 G2 07/38 FIXED 5.5","isin":"US36202EUT45","value_usd":1244.52,"pct_val":0.0000935,"balance":1205.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 565091 GN 06/32 FIXED 6.5","isin":"US36213UXU95","value_usd":1236.87,"pct_val":0.000093,"balance":1193.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4096","title":"FREDDIE MAC FHR 4096 PI","isin":"US3137ATCE07","value_usd":1215.89,"pct_val":0.0000914,"balance":80089.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 708331 GN 02/39 FIXED 6","isin":"US36297C4Q94","value_usd":1214.88,"pct_val":0.0000913,"balance":1172.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 561599 GN 09/31 FIXED 7","isin":"US36213Q3G29","value_usd":1190.97,"pct_val":0.0000895,"balance":1174.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 389719 GN 09/32 FIXED 6","isin":"US36205F4C47","value_usd":1184.19,"pct_val":0.000089,"balance":1171.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 647458 GN 10/35 FIXED 6","isin":"US36292FJB40","value_usd":1136.84,"pct_val":0.0000855,"balance":1088.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005230 G2 11/41 FIXED 4","isin":"US36202FY348","value_usd":1128.86,"pct_val":0.0000849,"balance":1186.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 596696 GN 11/32 FIXED 6.5","isin":"US36200B3D70","value_usd":1124.3,"pct_val":0.0000845,"balance":1076.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 705724 GN 12/38 FIXED 6","isin":"US36297AAZ66","value_usd":1123.31,"pct_val":0.0000844,"balance":1078.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 572126 GN 08/34 FIXED 5.5","isin":"US36200TSP48","value_usd":1115.1,"pct_val":0.0000838,"balance":1066.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 514855 GN 06/30 FIXED 8","isin":"US36211J5Q65","value_usd":1115.07,"pct_val":0.0000838,"balance":1086.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 680575 GN 06/40 FIXED 6","isin":"US36295UCL35","value_usd":1103.79,"pct_val":0.000083,"balance":1067.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H28","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H28 FA","isin":"US38375BYE63","value_usd":1089.35,"pct_val":0.0000819,"balance":1087.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004918 G2 01/41 FIXED 4","isin":"US36202FPB66","value_usd":1084.92,"pct_val":0.0000816,"balance":1140.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 403384 G2 08/33 FIXED 6","isin":"US36205XCV47","value_usd":1072.62,"pct_val":0.0000806,"balance":1055.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 711380 GN 06/33 FIXED 5.5","isin":"US36297GJZ46","value_usd":1051.59,"pct_val":0.000079,"balance":1046.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 607768 GN 03/33 FIXED 5.5","isin":"US36202SFH67","value_usd":1035.77,"pct_val":0.0000779,"balance":1023,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 714117 GN 08/39 FIXED 6","isin":"US36297KK677","value_usd":1032.92,"pct_val":0.0000776,"balance":1001.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003429 G2 08/33 FIXED 5.5","isin":"US36202DY210","value_usd":1032.09,"pct_val":0.0000776,"balance":1004.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004268 G2 10/38 FIXED 6","isin":"US36202EW543","value_usd":1028.06,"pct_val":0.0000773,"balance":976.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003473 G2 11/33 FIXED 5.5","isin":"US36202D2E07","value_usd":1025.36,"pct_val":0.0000771,"balance":998.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003795 G2 12/35 FIXED 5","isin":"US36202EGC75","value_usd":1014.46,"pct_val":0.0000763,"balance":989.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 462690 GN 04/28 FIXED 7","isin":"US36208V7B53","value_usd":996.56,"pct_val":0.0000749,"balance":981,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 700829 GN 10/38 FIXED 5.5","isin":"US36296TSS32","value_usd":981.07,"pct_val":0.0000737,"balance":955.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 628130 GN 05/34 FIXED 5.5","isin":"US36291GY349","value_usd":974.43,"pct_val":0.0000732,"balance":968.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005201 G2 10/41 FIXED 4","isin":"US36202FX688","value_usd":973.94,"pct_val":0.0000732,"balance":1023.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 561564 GN 08/31 FIXED 7","isin":"US36213QZ513","value_usd":962.48,"pct_val":0.0000723,"balance":928.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 615272 GN 07/33 FIXED 4.5","isin":"US36290RQZ90","value_usd":949.45,"pct_val":0.0000714,"balance":939.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS-3598","title":"FREDDIE MAC FHR 3598 JI","isin":"US31398KZ940","value_usd":933.17,"pct_val":0.0000701,"balance":19853.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003819 G2 02/36 FIXED 5.5","isin":"US36202EG454","value_usd":929.19,"pct_val":0.0000698,"balance":896.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2015-47","title":"FANNIE MAE FNR 2015 47 GI","isin":"US3136APDE92","value_usd":928.62,"pct_val":0.0000698,"balance":18874.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 685946 GN 08/38 FIXED 6","isin":"US36296BBP67","value_usd":922.79,"pct_val":0.0000694,"balance":885.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 738060 G2 10/33 FIXED 6.5","isin":"US3620AR5V91","value_usd":920.63,"pct_val":0.0000692,"balance":898.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 256675 FN 04/27 FIXED 5","isin":"US31371NCL73","value_usd":915.12,"pct_val":0.0000688,"balance":914.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 477043 GN 06/30 FIXED 8","isin":"US36209N5C26","value_usd":911.33,"pct_val":0.0000685,"balance":887.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AO9700 FN 07/42 FIXED 3.5","isin":"US3138M1X608","value_usd":902.08,"pct_val":0.0000678,"balance":943.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 612228 GN 07/33 FIXED 5.5","isin":"US36202XD956","value_usd":893.52,"pct_val":0.0000672,"balance":885.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 542852 GN 06/31 FIXED 6.5","isin":"US36212TBV52","value_usd":891.37,"pct_val":0.000067,"balance":861.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781516 GN 09/32 FIXED 6.5","isin":"US36225BVH85","value_usd":885.99,"pct_val":0.0000666,"balance":839.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 680594 GN 12/37 FIXED 6","isin":"US36295UC743","value_usd":879.05,"pct_val":0.0000661,"balance":834.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 464761 GN 08/28 FIXED 7","isin":"US36208YJE05","value_usd":871.76,"pct_val":0.0000655,"balance":850.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 646486 GN 04/36 FIXED 5.5","isin":"US36292EF390","value_usd":868.54,"pct_val":0.0000653,"balance":848.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 939477 FN 06/37 FIXED 5","isin":"US31413AFS78","value_usd":862.95,"pct_val":0.0000649,"balance":844.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782029 GN 01/36 FIXED 6","isin":"US36241KHE10","value_usd":859.17,"pct_val":0.0000646,"balance":813.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 552557 GN 05/32 FIXED 6","isin":"US36213EZW91","value_usd":847.86,"pct_val":0.0000637,"balance":835.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 553080 GN 02/33 FIXED 5.5","isin":"US36213FM597","value_usd":844.11,"pct_val":0.0000635,"balance":834.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 422327 G2 07/26 FIXED 6.7","isin":"US36206VD878","value_usd":823.1,"pct_val":0.0000619,"balance":823.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 596796 GN 12/32 FIXED 7","isin":"US36200B7H49","value_usd":813.32,"pct_val":0.0000611,"balance":799.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 562384 GN 08/34 FIXED 6","isin":"US36213RXM41","value_usd":804.21,"pct_val":0.0000605,"balance":788.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004336 G2 01/39 FIXED 5.5","isin":"US36202EY945","value_usd":799.09,"pct_val":0.0000601,"balance":792.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781607 GN 03/33 FIXED 6","isin":"US36225BYC61","value_usd":793.03,"pct_val":0.0000596,"balance":758.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003025 G2 01/31 FIXED 6.5","isin":"US36202DLE93","value_usd":780.61,"pct_val":0.0000587,"balance":754.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 703193 GN 01/43 FIXED 3.5","isin":"US36296WGA80","value_usd":777.17,"pct_val":0.0000591,"balance":779.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 754138 GN 07/41 FIXED 4.5","isin":"US36230NS303","value_usd":774.9,"pct_val":0.0000582,"balance":781,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 612430 GN 01/34 FIXED 5.5","isin":"US36202XLK18","value_usd":768.46,"pct_val":0.0000578,"balance":743.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004222 G2 08/38 FIXED 6","isin":"US36202EVP14","value_usd":767,"pct_val":0.0000577,"balance":728.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 640960 GN 05/35 FIXED 5.5","isin":"US36291XB573","value_usd":765.97,"pct_val":0.0000576,"balance":760.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781459 GN 06/32 FIXED 6","isin":"US36225BTQ13","value_usd":761.11,"pct_val":0.0000572,"balance":729.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780650 GN 10/27 FIXED 6.5","isin":"US36225AWK23","value_usd":761.01,"pct_val":0.0000572,"balance":755.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004372 G2 02/39 FIXED 6.5","isin":"US36202E2D06","value_usd":760.21,"pct_val":0.0000571,"balance":704.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 429667 GN 11/33 FIXED 6","isin":"US36207EJL92","value_usd":754.47,"pct_val":0.0000567,"balance":742.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 458068 GN 03/29 FIXED 6","isin":"US36208QZ901","value_usd":752.33,"pct_val":0.0000566,"balance":728.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002689 G2 12/28 FIXED 6.5","isin":"US36202C7A57","value_usd":747.51,"pct_val":0.0000562,"balance":722.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004220 G2 08/38 FIXED 5","isin":"US36202EVM82","value_usd":743.01,"pct_val":0.0000559,"balance":721.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003489 G2 12/33 FIXED 6","isin":"US36202D2W05","value_usd":731.83,"pct_val":0.000055,"balance":700.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 604142 GN 03/33 FIXED 5.5","isin":"US36200MEP41","value_usd":716.63,"pct_val":0.0000539,"balance":696.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 548203 GN 02/32 FIXED 6.5","isin":"US36213AAC80","value_usd":712.74,"pct_val":0.0000536,"balance":690.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 257438 FN 10/48 FIXED 6","isin":"US31371N4X09","value_usd":709.48,"pct_val":0.0000533,"balance":695.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004071 G2 01/38 FIXED 5","isin":"US36202EQY85","value_usd":709.33,"pct_val":0.0000533,"balance":689.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 664500 GN 12/37 FIXED 6","isin":"US36295AGH23","value_usd":702.96,"pct_val":0.0000528,"balance":676.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 528391 GN 05/30 FIXED 7","isin":"US36212A7C33","value_usd":696.68,"pct_val":0.0000524,"balance":683.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 497372 GN 12/28 FIXED 8","isin":"US36210NQZ59","value_usd":696.41,"pct_val":0.0000523,"balance":685.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 602097 GN 01/33 FIXED 6","isin":"US36200H3E27","value_usd":694.66,"pct_val":0.0000522,"balance":688.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004449 G2 05/39 FIXED 6","isin":"US36202E5J49","value_usd":691.25,"pct_val":0.000052,"balance":656.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 391690 GN 12/37 FIXED 5.5","isin":"US36205JC372","value_usd":680.62,"pct_val":0.0000512,"balance":659.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 686944 GN 06/38 FIXED 5.5","isin":"US36296CER79","value_usd":673.99,"pct_val":0.0000507,"balance":650.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 595180 GN 11/32 FIXED 6","isin":"US36200AFV61","value_usd":672.65,"pct_val":0.0000506,"balance":648.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 591849 GN 01/33 FIXED 5.5","isin":"US36201SQA05","value_usd":671.71,"pct_val":0.0000505,"balance":664.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 520979 GN 09/30 FIXED 8.5","isin":"US36211RXG90","value_usd":667.72,"pct_val":0.0000502,"balance":645.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 476985 GN 03/29 FIXED 6","isin":"US36209N2S05","value_usd":664.31,"pct_val":0.0000499,"balance":649.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004224 G2 08/38 FIXED 7","isin":"US36202EVR79","value_usd":661.86,"pct_val":0.0000498,"balance":628.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 575443 GN 12/31 FIXED 6","isin":"US36200XHU63","value_usd":657.16,"pct_val":0.0000494,"balance":644.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 570142 GN 12/31 FIXED 6","isin":"US36200RLX88","value_usd":656.26,"pct_val":0.0000493,"balance":628.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 673009 GN 08/38 FIXED 6","isin":"US36295KVA86","value_usd":650.18,"pct_val":0.0000489,"balance":615.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004417 G2 04/39 FIXED 5","isin":"US36202E4A49","value_usd":635.36,"pct_val":0.0000478,"balance":631.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 608205 GN 06/33 FIXED 5.5","isin":"US36202SU638","value_usd":625.33,"pct_val":0.000047,"balance":611.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 005092 G2 06/41 FIXED 4","isin":"US36202FUR53","value_usd":623.43,"pct_val":0.0000469,"balance":655.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 614518 GN 06/33 FIXED 5.5","isin":"US36290QVK83","value_usd":616.38,"pct_val":0.0000463,"balance":607.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 580936 GN 01/32 FIXED 7","isin":"US36201ELR98","value_usd":610.53,"pct_val":0.0000459,"balance":595.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 542027 GN 05/32 FIXED 6.5","isin":"US36212SD864","value_usd":605.14,"pct_val":0.0000455,"balance":605.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 672391 GN 12/37 FIXED 6","isin":"US36295J7C47","value_usd":604.7,"pct_val":0.0000455,"balance":572.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 670076 GN 06/37 FIXED 6","isin":"US36295GMZ27","value_usd":604.44,"pct_val":0.0000454,"balance":582.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 570662 GN 10/31 FIXED 7","isin":"US36200R5X62","value_usd":598.87,"pct_val":0.000045,"balance":588.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 597944 GN 11/32 FIXED 6","isin":"US36200DHV82","value_usd":591.91,"pct_val":0.0000445,"balance":572.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002728 G2 03/29 FIXED 6","isin":"US36202DA509","value_usd":586.44,"pct_val":0.0000441,"balance":570.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004028 G2 09/37 FIXED 6","isin":"US36202EPM56","value_usd":582.82,"pct_val":0.0000438,"balance":553.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 548626 GN 11/32 FIXED 6","isin":"US36213APK42","value_usd":577.37,"pct_val":0.0000434,"balance":572.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 586780 GN 05/33 FIXED 6","isin":"US36201L2M51","value_usd":576.55,"pct_val":0.0000433,"balance":563.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 603840 GN 12/32 FIXED 6","isin":"US36200KZD26","value_usd":573.69,"pct_val":0.0000431,"balance":559.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781995 GN 10/35 FIXED 7.5","isin":"US36241KGC62","value_usd":570.63,"pct_val":0.0000429,"balance":538.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003571 G2 06/34 FIXED 6.5","isin":"US36202D6G19","value_usd":570.07,"pct_val":0.0000429,"balance":541.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 535337 GN 09/30 FIXED 7.5","isin":"US36212JV600","value_usd":569.02,"pct_val":0.0000428,"balance":555.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 484383 GN 09/28 FIXED 6","isin":"US36209XCU28","value_usd":566.66,"pct_val":0.0000426,"balance":550.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 579672 GN 03/32 FIXED 6.5","isin":"US36201C6H20","value_usd":561.29,"pct_val":0.0000422,"balance":551.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 600124 GN 02/33 FIXED 6","isin":"US36200FVR62","value_usd":530.82,"pct_val":0.0000399,"balance":516.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 697489 GN 09/38 FIXED 6","isin":"US36296P2W01","value_usd":524.8,"pct_val":0.0000394,"balance":501.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004311 G2 12/38 FIXED 6.5","isin":"US36202EYG87","value_usd":523.99,"pct_val":0.0000394,"balance":524.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 635459 GN 03/36 FIXED 6","isin":"US36291Q5U41","value_usd":514.02,"pct_val":0.0000386,"balance":497.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 500075 GN 12/29 FIXED 8","isin":"US36210RQ458","value_usd":510.63,"pct_val":0.0000384,"balance":501.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS0209 FN 08/43 FIXED 3.5","isin":"US3138W9GT14","value_usd":507.32,"pct_val":0.0000381,"balance":531.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004398 G2 03/39 FIXED 5","isin":"US36202E3F45","value_usd":506.21,"pct_val":0.0000381,"balance":491.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 648643 GN 12/35 FIXED 6","isin":"US36292GS893","value_usd":502.71,"pct_val":0.0000378,"balance":487.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004426 G2 04/39 FIXED 6","isin":"US36202E4K21","value_usd":499.53,"pct_val":0.0000375,"balance":474.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 711363 GN 04/34 FIXED 5.5","isin":"US36297GJG64","value_usd":496.67,"pct_val":0.0000373,"balance":485.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 544524 GN 05/31 FIXED 6.5","isin":"US36212U4H13","value_usd":495.66,"pct_val":0.0000373,"balance":487.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 617705 GN 09/37 FIXED 6","isin":"US36290UGN00","value_usd":490.5,"pct_val":0.0000369,"balance":464.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 587223 GN 08/32 FIXED 6","isin":"US36201MLC46","value_usd":490.39,"pct_val":0.0000369,"balance":465.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003238 G2 05/32 FIXED 6","isin":"US36202DS360","value_usd":486.26,"pct_val":0.0000366,"balance":465.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 562352 GN 01/34 FIXED 5.5","isin":"US36213RWM59","value_usd":483.53,"pct_val":0.0000363,"balance":476.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003638 G2 11/34 FIXED 6","isin":"US36202EBF51","value_usd":470.49,"pct_val":0.0000354,"balance":444.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003932 G2 12/36 FIXED 6.5","isin":"US36202ELM92","value_usd":467.94,"pct_val":0.0000352,"balance":439.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 439811 GN 01/27 FIXED 7.25","isin":"US36207RR809","value_usd":467.3,"pct_val":0.0000351,"balance":466.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781719 GN 02/34 FIXED 6","isin":"US36225B4C93","value_usd":463.21,"pct_val":0.0000348,"balance":445.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 555835 GN 07/31 FIXED 6","isin":"US36213JPU33","value_usd":460.55,"pct_val":0.0000346,"balance":441.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 434985 GN 12/30 FIXED 8.5","isin":"US36207LF294","value_usd":459.72,"pct_val":0.0000346,"balance":454.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 650455 GN 12/35 FIXED 5.5","isin":"US36292JTL34","value_usd":454.64,"pct_val":0.0000342,"balance":443.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 472957 GN 05/29 FIXED 6.5","isin":"US36209JME81","value_usd":449.22,"pct_val":0.0000338,"balance":438.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 628389 G2 03/35 FIXED 5.5","isin":"US36291HC285","value_usd":440.88,"pct_val":0.0000331,"balance":438.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 464451 GN 01/29 FIXED 6","isin":"US36208X5L18","value_usd":439.62,"pct_val":0.000033,"balance":430.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780992 GN 12/28 FIXED 8","isin":"US36225BC559","value_usd":436,"pct_val":0.0000328,"balance":430.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 588160 GN 01/33 FIXED 6","isin":"US36201NMH07","value_usd":435.74,"pct_val":0.0000328,"balance":425.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004015 G2 08/37 FIXED 5","isin":"US36202EN880","value_usd":434.68,"pct_val":0.0000327,"balance":423.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 677221 GN 08/38 FIXED 5.5","isin":"US36295QLA66","value_usd":434.58,"pct_val":0.0000327,"balance":414.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA","isin":"US38376RMB95","value_usd":434.33,"pct_val":0.0000326,"balance":433.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 665193 GN 02/37 FIXED 5.5","isin":"US36295A7E93","value_usd":422,"pct_val":0.0000317,"balance":405.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 579868 GN 12/31 FIXED 6","isin":"US36201DFH08","value_usd":413.4,"pct_val":0.0000311,"balance":409.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003444 G2 09/33 FIXED 6","isin":"US36202DZH78","value_usd":413.34,"pct_val":0.0000311,"balance":395.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781683 GN 12/33 FIXED 6","isin":"US36225B2Q08","value_usd":411.25,"pct_val":0.0000309,"balance":397.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 467451 GN 01/29 FIXED 6.5","isin":"US36209CH410","value_usd":408.07,"pct_val":0.0000307,"balance":394.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 465584 GN 04/28 FIXED 7","isin":"US36209AFZ84","value_usd":406.57,"pct_val":0.0000306,"balance":405.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 576520 GN 02/32 FIXED 6","isin":"US36200YPD30","value_usd":401.25,"pct_val":0.0000302,"balance":383.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781448 GN 05/32 FIXED 7","isin":"US36225BTD00","value_usd":398.41,"pct_val":0.0000299,"balance":377.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 672629 GN 03/38 FIXED 6","isin":"US36295KHE64","value_usd":392.94,"pct_val":0.0000295,"balance":370.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780622 GN 08/27 FIXED 8","isin":"US36225AVP29","value_usd":391.88,"pct_val":0.0000295,"balance":388.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 590382 GN 08/32 FIXED 6.5","isin":"US36201Q2P73","value_usd":391.36,"pct_val":0.0000294,"balance":385.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 559326 GN 11/31 FIXED 6","isin":"US36213NLF14","value_usd":391.2,"pct_val":0.0000294,"balance":375.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 651815 GN 05/36 FIXED 6","isin":"US36292LDU52","value_usd":387.66,"pct_val":0.0000291,"balance":368.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782167 GN 06/37 FIXED 6","isin":"US36241KMQ84","value_usd":380.61,"pct_val":0.0000286,"balance":360.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 675215 GN 03/38 FIXED 7","isin":"US36295NDU81","value_usd":380.17,"pct_val":0.0000286,"balance":373.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 671330 GN 07/37 FIXED 6","isin":"US36295HY389","value_usd":378.92,"pct_val":0.0000285,"balance":366.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 569687 GN 02/32 FIXED 7.5","isin":"US36200Q2U78","value_usd":378.76,"pct_val":0.0000285,"balance":373.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 464766 GN 08/28 FIXED 7.5","isin":"US36208YJK64","value_usd":371.87,"pct_val":0.000028,"balance":367.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003080 G2 05/31 FIXED 6.5","isin":"US36202DM579","value_usd":370.39,"pct_val":0.0000278,"balance":355.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002563 G2 03/28 FIXED 6.5","isin":"US36202CZ482","value_usd":370.37,"pct_val":0.0000278,"balance":358.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 485602 GN 07/31 FIXED 6.5","isin":"US36209YNT19","value_usd":368.85,"pct_val":0.0000277,"balance":357.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 699307 GN 10/38 FIXED 6","isin":"US36296R3Q87","value_usd":363.23,"pct_val":0.0000273,"balance":349.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 698516 GN 10/38 FIXED 5.5","isin":"US36296RAR84","value_usd":361.26,"pct_val":0.0000272,"balance":348.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003582 G2 07/34 FIXED 5","isin":"US36202D6T30","value_usd":360.48,"pct_val":0.0000271,"balance":357.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003306 G2 11/32 FIXED 5.5","isin":"US36202DU747","value_usd":358.76,"pct_val":0.000027,"balance":343.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 466186 GN 04/31 FIXED 6.5","isin":"US36209A2T68","value_usd":351.86,"pct_val":0.0000264,"balance":343.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 604723 GN 10/33 FIXED 6","isin":"US36200MYU16","value_usd":349.35,"pct_val":0.0000263,"balance":338.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H06 FB","isin":"US38375BPW62","value_usd":348.36,"pct_val":0.0000262,"balance":349,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 611895 GN 06/33 FIXED 5.5","isin":"US36202WXY01","value_usd":346.35,"pct_val":0.000026,"balance":338.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003569 G2 06/34 FIXED 5.5","isin":"US36202D6E60","value_usd":345.87,"pct_val":0.000026,"balance":333.38,"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":"317U8VYA7 PIMCO SWAPTION 5.0 PUT USD 20260403","isin":"EZR51Y0517R8","value_usd":339.76,"pct_val":0.0000255,"balance":27400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC-2616","title":"FREDDIE MAC FHR 2616 JS","isin":"US31393QTG72","value_usd":335.79,"pct_val":0.0000252,"balance":24914.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 513701 GN 06/29 FIXED 7.5","isin":"US36211HU251","value_usd":334.85,"pct_val":0.0000252,"balance":326.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 647978 GN 08/35 FIXED 5.5","isin":"US36292F2K21","value_usd":333.26,"pct_val":0.0000251,"balance":324.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AC4497 FN 09/39 FIXED 4","isin":"US31417N7K10","value_usd":329.44,"pct_val":0.0000248,"balance":332.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004145 G2 05/38 FIXED 6","isin":"US36202ETA72","value_usd":329.08,"pct_val":0.0000247,"balance":312.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL4010 FN 07/43 FIXED VAR","isin":"US3138ELN416","value_usd":329,"pct_val":0.0000247,"balance":344.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 705752 GN 01/39 FIXED 6","isin":"US36297ABV44","value_usd":324.9,"pct_val":0.0000244,"balance":312.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781574 GN 03/33 FIXED 6","isin":"US36225BXB97","value_usd":323.72,"pct_val":0.0000243,"balance":311.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 552317 GN 01/32 FIXED 6","isin":"US36213ESE76","value_usd":315.79,"pct_val":0.0000237,"balance":308.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 571228 GN 10/31 FIXED 7","isin":"US36200SSR21","value_usd":314.68,"pct_val":0.0000237,"balance":306.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 602211 GN 03/33 FIXED 5.5","isin":"US36200JAL44","value_usd":306.89,"pct_val":0.0000231,"balance":298.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003273 G2 08/32 FIXED 6","isin":"US36202DT681","value_usd":304.21,"pct_val":0.0000229,"balance":292.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 487108 GN 04/29 FIXED 6","isin":"US36210BDM46","value_usd":300.84,"pct_val":0.0000226,"balance":297.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 604471 GN 07/33 FIXED 5.5","isin":"US36200MQY20","value_usd":296.82,"pct_val":0.0000223,"balance":288.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003515 G2 02/34 FIXED 5.5","isin":"US36202D3Y51","value_usd":296.63,"pct_val":0.0000223,"balance":286.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 486881 GN 02/29 FIXED 7","isin":"US36210A2N62","value_usd":290.47,"pct_val":0.0000218,"balance":287.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 411378 GN 02/26 FIXED 6.5","isin":"US36206G6P04","value_usd":289.11,"pct_val":0.0000216,"balance":288.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003347 G2 02/33 FIXED 6","isin":"US36202DWG23","value_usd":288.88,"pct_val":0.0000217,"balance":277.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 586313 GN 12/34 FIXED 5.5","isin":"US36201LK297","value_usd":288.29,"pct_val":0.0000217,"balance":285.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 683868 GN 02/38 FIXED 6","isin":"US36295XW505","value_usd":288.18,"pct_val":0.0000217,"balance":276.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 644549 GN 07/35 FIXED 5.5","isin":"US36292CBS26","value_usd":284.22,"pct_val":0.0000214,"balance":276.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003610 G2 09/34 FIXED 5.5","isin":"US36202EAK55","value_usd":281.12,"pct_val":0.0000211,"balance":270.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 580971 GN 02/32 FIXED 6","isin":"US36201EMU19","value_usd":280.32,"pct_val":0.0000211,"balance":269.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780717 GN 02/28 FIXED 7","isin":"US36225AYN44","value_usd":262.13,"pct_val":0.0000197,"balance":258.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 464672 GN 01/28 FIXED 7","isin":"US36208YFM66","value_usd":261.99,"pct_val":0.0000197,"balance":261.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 548264 GN 01/32 FIXED 6","isin":"US36213AB948","value_usd":253.08,"pct_val":0.000019,"balance":250.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 493532 GN 09/29 FIXED 6","isin":"US36210JHH41","value_usd":252.54,"pct_val":0.000019,"balance":248.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003910 G2 10/36 FIXED 6","isin":"US36202EKX66","value_usd":252.07,"pct_val":0.0000189,"balance":239.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 565165 GN 10/33 FIXED 6","isin":"US36213UZ606","value_usd":240.18,"pct_val":0.0000181,"balance":237.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002699 G2 01/29 FIXED 6","isin":"US36202C7L13","value_usd":238.44,"pct_val":0.0000179,"balance":231.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 490925 GN 11/28 FIXED 6","isin":"US36210FLE42","value_usd":227.72,"pct_val":0.0000171,"balance":223.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 575824 GN 03/32 FIXED 6.5","isin":"US36200XVR78","value_usd":227.67,"pct_val":0.0000171,"balance":222.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 559461 GN 01/32 FIXED 6","isin":"US36213NQN92","value_usd":226.65,"pct_val":0.000017,"balance":223.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 511172 GN 01/30 FIXED 8.5","isin":"US36211E2D98","value_usd":223.11,"pct_val":0.0000168,"balance":220.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 563677 GN 11/32 FIXED 6","isin":"US36213TFS78","value_usd":222.77,"pct_val":0.0000167,"balance":213.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 569552 GN 01/32 FIXED 6","isin":"US36200QWM22","value_usd":221.53,"pct_val":0.0000167,"balance":214.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003187 G2 01/32 FIXED 6","isin":"US36202DRG87","value_usd":220.6,"pct_val":0.0000166,"balance":210.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003067 G2 04/31 FIXED 6","isin":"US36202DMQ15","value_usd":219.72,"pct_val":0.0000165,"balance":211.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003248 G2 06/32 FIXED 5.5","isin":"US36202DTD39","value_usd":217.07,"pct_val":0.0000163,"balance":214.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 473513 GN 04/28 FIXED 6.5","isin":"US36209KAN81","value_usd":213.6,"pct_val":0.0000163,"balance":211.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 431306 GN 09/26 FIXED 7.75","isin":"US36207GDK22","value_usd":210.94,"pct_val":0.000016,"balance":209.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 463750 GN 04/28 FIXED 6.5","isin":"US36208XEX57","value_usd":190,"pct_val":0.0000142,"balance":189.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003319 G2 12/32 FIXED 5","isin":"US36202DVL27","value_usd":188.7,"pct_val":0.0000142,"balance":183.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 595082 GN 10/32 FIXED 6","isin":"US36200ACT43","value_usd":188.08,"pct_val":0.0000141,"balance":178.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003039 G2 02/31 FIXED 6.5","isin":"US36202DLU36","value_usd":187.52,"pct_val":0.0000141,"balance":181.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 451999 GN 11/27 FIXED 8","isin":"US36208JDC36","value_usd":182.78,"pct_val":0.0000137,"balance":180.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 754479 G2 04/37 FIXED 5.5","isin":"US36230N6Q33","value_usd":171.71,"pct_val":0.0000131,"balance":172.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 433717 GN 04/28 FIXED 7","isin":"US36207JYN70","value_usd":170.46,"pct_val":0.0000128,"balance":169.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 704105 GN 12/38 FIXED 7","isin":"US36296XGN84","value_usd":168.02,"pct_val":0.0000126,"balance":160.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003038 G2 02/31 FIXED 6","isin":"US36202DLT62","value_usd":166.57,"pct_val":0.0000125,"balance":163.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 543812 GN 02/31 FIXED 6","isin":"US36212UDR95","value_usd":163.1,"pct_val":0.0000123,"balance":155.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002675 G2 11/28 FIXED 7","isin":"US36202C6L22","value_usd":162.47,"pct_val":0.0000122,"balance":157.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004515 G2 08/39 FIXED 6","isin":"US36202FAQ90","value_usd":158.07,"pct_val":0.0000119,"balance":154.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 552313 GN 01/32 FIXED 6","isin":"US36213ESA54","value_usd":156.98,"pct_val":0.0000118,"balance":153.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 635320 GN 12/34 FIXED 5.5","isin":"US36291QYR90","value_usd":154.62,"pct_val":0.0000116,"balance":154.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 565069 GN 01/32 FIXED 6","isin":"US36213UW637","value_usd":152.77,"pct_val":0.0000115,"balance":149.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003121 G2 08/31 FIXED 7","isin":"US36202DPE57","value_usd":144.45,"pct_val":0.0000109,"balance":136.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 488894 GN 09/28 FIXED 7","isin":"US36210DC748","value_usd":142.84,"pct_val":0.0000107,"balance":141.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002549 G2 02/28 FIXED 7.5","isin":"US36202CZN63","value_usd":141.04,"pct_val":0.0000106,"balance":139.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 607650 GN 02/33 FIXED 6","isin":"US36202SBT42","value_usd":140.98,"pct_val":0.0000106,"balance":135.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 608671 GN 08/26 FIXED 6.5","isin":"US36202TFL52","value_usd":137,"pct_val":0.0000103,"balance":136.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780618 GN 08/27 FIXED 8","isin":"US36225AVK32","value_usd":136.41,"pct_val":0.0000103,"balance":134.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 579538 GN 03/32 FIXED 6","isin":"US36201CZB35","value_usd":135.8,"pct_val":0.0000102,"balance":134.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 470154 GN 03/29 FIXED 7","isin":"US36209FH777","value_usd":133.79,"pct_val":0.0000101,"balance":133.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 471865 GN 04/28 FIXED 7","isin":"US36209HFE09","value_usd":130.03,"pct_val":0.0000098,"balance":129.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 489575 GN 12/28 FIXED 6","isin":"US36210D2G57","value_usd":128.79,"pct_val":0.0000097,"balance":127.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004259 G2 10/38 FIXED 5.5","isin":"US36202EWU99","value_usd":127.64,"pct_val":0.0000096,"balance":127.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002496 G2 10/27 FIXED 7","isin":"US36202CXZ12","value_usd":126.35,"pct_val":0.0000095,"balance":122.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 552566 GN 05/32 FIXED 6.5","isin":"US36213EZ741","value_usd":120.22,"pct_val":0.000009,"balance":116.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 458930 GN 10/28 FIXED 6","isin":"US36208RY324","value_usd":119.03,"pct_val":0.0000089,"balance":115.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 466542 GN 02/29 FIXED 6.5","isin":"US36209BHT89","value_usd":117.9,"pct_val":0.0000089,"balance":115.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 683960 GN 02/38 FIXED 6","isin":"US36295XZZ13","value_usd":116.5,"pct_val":0.0000088,"balance":113.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 574388 GN 01/32 FIXED 6","isin":"US36200WCZ23","value_usd":107.43,"pct_val":0.0000081,"balance":105.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 004471 G2 06/39 FIXED 6","isin":"US36202E6G90","value_usd":100.89,"pct_val":0.0000076,"balance":95.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781070 GN 07/29 FIXED 8","isin":"US36225BFK98","value_usd":99.54,"pct_val":0.0000075,"balance":97.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 462737 GN 05/28 FIXED 6.5","isin":"US36208WBE21","value_usd":97.31,"pct_val":0.0000073,"balance":96.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002590 G2 05/28 FIXED 6.5","isin":"US36202C2X06","value_usd":95.87,"pct_val":0.0000072,"balance":92.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 676291 GN 12/37 FIXED 6","isin":"US36295PKC58","value_usd":95.74,"pct_val":0.0000072,"balance":93.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 447213 GN 06/27 FIXED 7.5","isin":"US36208CYJ07","value_usd":87.71,"pct_val":0.0000066,"balance":87.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL6447 FN 01/26 FIXED VAR","isin":"US3138EPEV29","value_usd":78.96,"pct_val":0.0000059,"balance":79.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 652605 GN 06/36 FIXED 6","isin":"US36292MAE21","value_usd":78.8,"pct_val":0.0000059,"balance":76.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 439558 GN 05/27 FIXED 7.5","isin":"US36207RJB24","value_usd":77.87,"pct_val":0.0000059,"balance":77.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 486597 GN 10/28 FIXED 6","isin":"US36210ARS86","value_usd":77.67,"pct_val":0.0000058,"balance":77.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781345 GN 10/31 FIXED 6","isin":"US36225BP692","value_usd":71.11,"pct_val":0.0000053,"balance":69.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 493792 GN 01/29 FIXED 6.25","isin":"US36210JRM26","value_usd":70.12,"pct_val":0.0000053,"balance":70.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 506886 GN 05/29 FIXED 7","isin":"US36211ACX28","value_usd":66.63,"pct_val":0.000005,"balance":66.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 447202 GN 06/27 FIXED 8","isin":"US36208CX773","value_usd":64.61,"pct_val":0.0000049,"balance":63.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 561562 GN 08/31 FIXED 7","isin":"US36213QZ364","value_usd":61.01,"pct_val":0.0000046,"balance":58.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 568860 GN 12/31 FIXED 6","isin":"US36213Y5V06","value_usd":46.73,"pct_val":0.0000035,"balance":45.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 466949 GN 04/28 FIXED 6.5","isin":"US36209BWJ33","value_usd":45.94,"pct_val":0.0000035,"balance":45.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 486516 GN 09/28 FIXED 6.5","isin":"US36210AN949","value_usd":45.6,"pct_val":0.0000034,"balance":44.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 433571 GN 02/28 FIXED 7","isin":"US36207JT455","value_usd":44.34,"pct_val":0.0000033,"balance":44.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 538299 GN 01/32 FIXED 6","isin":"US36212M7L78","value_usd":43.06,"pct_val":0.0000032,"balance":42.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 469689 GN 11/28 FIXED 6","isin":"US36209EXS61","value_usd":42.97,"pct_val":0.0000032,"balance":41.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780864 GN 09/28 FIXED 6","isin":"US36225A5Z97","value_usd":39.96,"pct_val":0.000003,"balance":39.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002740 G2 04/29 FIXED 6","isin":"US36202DBH35","value_usd":38.28,"pct_val":0.0000029,"balance":37.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2178","title":"FREDDIE MAC FHR 2178 PI","isin":"US3133TLUJ50","value_usd":32.55,"pct_val":0.0000024,"balance":370.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780570 GN 05/27 FIXED 7","isin":"US36225AT340","value_usd":24.7,"pct_val":0.0000019,"balance":24.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 498147 GN 12/29 FIXED 8.5","isin":"US36210PL446","value_usd":24.27,"pct_val":0.0000018,"balance":24.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-19","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 19 IO","isin":"US38378BDL09","value_usd":24.25,"pct_val":0.0000018,"balance":2425167.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 486960 GN 02/29 FIXED 6","isin":"US36210A5V51","value_usd":23.33,"pct_val":0.0000018,"balance":22.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781356 GN 12/29 FIXED 6.5","isin":"US36225BQH41","value_usd":23.07,"pct_val":0.0000017,"balance":22.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2010-36","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 36 IO","isin":"US38376GGH74","value_usd":22.16,"pct_val":0.0000017,"balance":2215685.28,"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":"317U9FXA2 PIMCO SWAPTION 5.0 PUT USD 20250930","isin":"EZ7BJ3VHRC01","value_usd":17.42,"pct_val":0.0000013,"balance":174200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 421784 GN 03/26 FIXED 7","isin":"US36206URD36","value_usd":16.77,"pct_val":0.0000013,"balance":16.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780583 GN 06/27 FIXED 9","isin":"US36225AUG39","value_usd":13.45,"pct_val":0.000001,"balance":13.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780588 GN 06/27 FIXED 7","isin":"US36225AUM07","value_usd":11.88,"pct_val":9e-7,"balance":11.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 417333 GN 03/26 FIXED 7","isin":"US36206PSW13","value_usd":9.2,"pct_val":7e-7,"balance":9.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 462422 GN 12/27 FIXED 7.5","isin":"US36208VVP74","value_usd":8.65,"pct_val":7e-7,"balance":8.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 353917 GN 10/27 FIXED 7","isin":"US36203NDW56","value_usd":7.89,"pct_val":6e-7,"balance":7.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 780478 GN 12/26 FIXED 7","isin":"US36225AQ783","value_usd":7.89,"pct_val":6e-7,"balance":7.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 434079 GN 01/29 FIXED 6","isin":"US36207KFU97","value_usd":6.79,"pct_val":5e-7,"balance":6.79,"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":"317U8K4A4 PIMCO SWAPTION 5.25 PUT USD 20260303","isin":"EZHVRD6WVSK5","value_usd":5.1,"pct_val":4e-7,"balance":51000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7GIA9 PIMCO SWAPTION 5.0 PUT USD 20251024","isin":"EZCWK1FQY221","value_usd":4.7,"pct_val":4e-7,"balance":47000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 002116 G2 11/25 FIXED 7","isin":"US36202CK518","value_usd":1.42,"pct_val":1e-7,"balance":1.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2002-83","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2002 83 IO","isin":"US38373VT912","value_usd":0.24,"pct_val":0,"balance":35652.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2009-115","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2009 115 IO","isin":"US38376GCX60","value_usd":0.14,"pct_val":0,"balance":13557.29,"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":"317U9S5A5 PIMCO SWAPTION 4.27375 PUT USD 20251","isin":"EZ7Z3KC03R33","value_usd":-0.78,"pct_val":-1e-7,"balance":-7800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9FWA3 PIMCO SWAPTION 3.4525 CALL USD 20250","isin":"EZ0T11W8ZX53","value_usd":-1.27,"pct_val":-1e-7,"balance":-12700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7SBA0 PIMCO SWAPTION 5.5 PUT USD 20251216","isin":"EZWFFQBFTSP3","value_usd":-4.34,"pct_val":-3e-7,"balance":-43400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U92CA4 PIMCO SWAPTION 3.395 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-474.66,"pct_val":-0.0000361,"balance":-8100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U92BA5 PIMCO SWAPTION 3.245 CALL USD 202507","isin":"EZGV6FQ1N4N4","value_usd":-736.02,"pct_val":-0.000056,"balance":-8700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA9YA3 PIMCO SWAPTION 4.084 PUT USD 2025110","isin":"EZ7P4V2TTY91","value_usd":-2401.55,"pct_val":-0.0001798,"balance":-21500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020","isin":"EZ47NJVG0FD6","value_usd":-4659.05,"pct_val":-0.0003502,"balance":-5500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750S2O2 PIMCO CDSOPT PUT USD 102.29687500 20","isin":null,"value_usd":-4995.6,"pct_val":-0.0003755,"balance":-12000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9KGA0 PIMCO SWAPTION 4.3165 PUT USD 202509","isin":"EZ7XDDFMXLR7","value_usd":-13906.62,"pct_val":-0.001058,"balance":-12600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAF0A6 PIMCO SWAPTION 4.036 PUT USD 2025120","isin":"EZZXTB25QBD2","value_usd":-25022.34,"pct_val":-0.0018735,"balance":-12600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-10Y CME","isin":"EZ7K2W20N534","value_usd":-27035.31,"pct_val":-0.0020322,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-10Y CME","isin":"EZ52H44WTW83","value_usd":-41030.12,"pct_val":-0.0030842,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAD4A7 PIMCO SWAPTION 3.577 PUT USD 2025111","isin":"EZFGV7YD3SC4","value_usd":-61694.65,"pct_val":-0.0046192,"balance":-15500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9EMA7 PIMCO SWAPTION 3.67 CALL USD 2025082","isin":"EZY3ZXNW3FW3","value_usd":-149361.25,"pct_val":-0.0113632,"balance":-12500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/20/23-7Y CME","isin":"EZPR4RDSDSJ6","value_usd":-225949.84,"pct_val":-0.0169844,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-7Y CME","isin":"EZSQ10V59MH1","value_usd":-232286.1,"pct_val":-0.0174607,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-7Y CME","isin":"EZ0PNQMB0G91","value_usd":-233281.89,"pct_val":-0.0175356,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/20/23-5Y CME","isin":"EZQ1LP9YKNN9","value_usd":-329072.4,"pct_val":-0.0247361,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-2Y CME","isin":"EZPWHZ0KPVN8","value_usd":-393846.72,"pct_val":-0.0296051,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-7Y CME","isin":"EZNM897HLTQ3","value_usd":-547978.8,"pct_val":-0.0411911,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-7Y CME","isin":"EZCCSW1V4GN3","value_usd":-698310.4,"pct_val":-0.0524914,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.25000 03/20/24-5Y CME","isin":"EZFWJFM3X2Y3","value_usd":-822230.91,"pct_val":-0.0618064,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE","isin":"US01F0124788","value_usd":-888907.33,"pct_val":-0.0676271,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE","isin":"US01F0124A11","value_usd":-894941.49,"pct_val":-0.0670062,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE","isin":"US01F0124119","value_usd":-905078.13,"pct_val":-0.0680339,"balance":-1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0224778","value_usd":-1517639.22,"pct_val":-0.11546,"balance":-1625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0224A02","value_usd":-1528806.61,"pct_val":-0.114465,"balance":-1625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0224109","value_usd":-1537719.72,"pct_val":-0.115589,"balance":-1625000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":-1669175.97,"pct_val":-0.124975,"balance":-1900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206874","value_usd":-3960844.25,"pct_val":-0.301337,"balance":-5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204895","value_usd":-4754552.5,"pct_val":-0.361721,"balance":-5200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":-5031654.26,"pct_val":-0.378225,"balance":-5050000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-5Y LCH","isin":"EZ9JNZJCQVZ3","value_usd":-7279151.26,"pct_val":-0.547167,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306330","value_usd":-8975781.3,"pct_val":-0.674701,"balance":-10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0304703","value_usd":-10299426.7,"pct_val":-0.783569,"balance":-10800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0304A39","value_usd":-10346745.49,"pct_val":-0.774683,"balance":-10800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0304133","value_usd":-10391203.04,"pct_val":-0.781098,"balance":-10800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":-13551881.3,"pct_val":-1.01466,"balance":-13977000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204713","value_usd":-14532989.87,"pct_val":-1.10565,"balance":-15900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":-14894526.46,"pct_val":-1.13316,"balance":-15577000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306256","value_usd":-16155703.26,"pct_val":-1.21441,"balance":-18000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-16769648.69,"pct_val":-1.25558,"balance":-20800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204A48","value_usd":-18845988.05,"pct_val":-1.41104,"balance":-20500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204143","value_usd":-18984921.88,"pct_val":-1.42708,"balance":-20500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206791","value_usd":-19638037.48,"pct_val":-1.49404,"balance":-24800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206122","value_usd":-20053026.3,"pct_val":-1.50737,"balance":-24800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226B66","value_usd":-21070209,"pct_val":-1.57757,"balance":-25000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626899","value_usd":-34129722.13,"pct_val":-2.59655,"balance":-33100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":-35285517.43,"pct_val":-2.68448,"balance":-37943000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":-40497170.16,"pct_val":-3.04414,"balance":-41477000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":-48759034.77,"pct_val":-3.65069,"balance":-47150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226A83","value_usd":-55572906,"pct_val":-4.16086,"balance":-65950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":-59097555.83,"pct_val":-4.49608,"balance":-71250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":-63870434.35,"pct_val":-4.85919,"balance":-73800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226260","value_usd":-70125152.76,"pct_val":-5.27125,"balance":-82950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626717","value_usd":-78996413.79,"pct_val":-6.00996,"balance":-76500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0524177","value_usd":-88177861.42,"pct_val":-6.62825,"balance":-86000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":-130614935.36,"pct_val":-9.81821,"balance":-125650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":-147268345.65,"pct_val":-11.0263,"balance":-146150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-159689505.17,"pct_val":-12.149,"balance":-177400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":-174278105.84,"pct_val":-13.2589,"balance":-187443000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-174292390.4,"pct_val":-13.0496,"balance":-190800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-175811765.15,"pct_val":-13.2156,"balance":-190800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306864","value_usd":-182388093.53,"pct_val":-13.8759,"balance":-210800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":-190619133.84,"pct_val":-14.3287,"balance":-188150000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":-190963155.98,"pct_val":-14.2978,"balance":-202643000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":-215813287.93,"pct_val":-16.2225,"balance":-227643000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306B93","value_usd":-242480556.24,"pct_val":-18.155,"balance":-276000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":-249184185.71,"pct_val":-18.731,"balance":-281900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":-276053308.31,"pct_val":-21.0018,"balance":-276300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-gnma-and-government-securities-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-gnma-and-government-securities-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: PIMCO GNMA and Government Securities Fund | LEI: PTIGJRRB7TMWG0E5XU42 | 2097 positions totaling $2,985,730,411 across ABS-CBDO, STIV, DBT, ABS-MBS, ABS-O, DIR | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}
