{"entity_type":"fund","name":"PIMCO Long-Term U.S. Government Portfolio","identifiers":{"lei":"1HF6TMDVSLQTVB8TF611","cik":"1047304","fund_id":"S000009672","fundkey":"pimco-long-term-u-s-government-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":321,"total_value_usd":977623670.7,"asset_categories":["ABS-O","DIR","ABS-MBS","DBT","STIV"],"by_asset_category":{"ABS-MBS":{"positions":112,"total_value_usd":336949577.17},"DIR":{"positions":111,"total_value_usd":4043638.75},"DBT":{"positions":92,"total_value_usd":627154832.86},"ABS-O":{"positions":5,"total_value_usd":2406145.2},"STIV":{"positions":1,"total_value_usd":7069476.72}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/52 4","isin":"US912810TL26","value_usd":63372186.03,"pct_val":13.7316,"balance":73040000,"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":"US TREASURY N/B 08/40 1.125","isin":"US912810SQ22","value_usd":59507858.9,"pct_val":12.8943,"balance":94680000,"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":"US TREASURY N/B 02/49 3","isin":"US912810SF66","value_usd":47950997.88,"pct_val":10.3901,"balance":65070000,"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":"US TREASURY N/B 11/48 3.375","isin":"US912810SE91","value_usd":37912101.8,"pct_val":8.21485,"balance":47900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0606180","value_usd":36043618.57,"pct_val":7.80999,"balance":35100000,"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":36023052.08,"pct_val":7.80553,"balance":35100000,"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":33504983.16,"pct_val":7.75684,"balance":33000000,"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":"US01F0606B66","value_usd":31665585.19,"pct_val":6.83606,"balance":31000000,"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":"US TREASURY N/B 11/43 4.75","isin":"US912810TW80","value_usd":22719758.26,"pct_val":4.92295,"balance":22710000,"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":"US TREASURY N/B 02/50 2","isin":"US912810SL35","value_usd":21646082.79,"pct_val":4.69031,"balance":36908200,"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":"US TREASURY N/B 11/41 3.125","isin":"US912810QT88","value_usd":21187273.11,"pct_val":4.59089,"balance":25610000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0606677","value_usd":19869832.61,"pct_val":4.50142,"balance":19600000,"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":"US TREASURY N/B 05/53 3.625","isin":"US912810TR95","value_usd":17237607.34,"pct_val":3.73507,"balance":21300000,"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":"US TREASURY N/B 08/48 3","isin":"US912810SD19","value_usd":17169498.32,"pct_val":3.72031,"balance":23180000,"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":"STRIPS 08/35 0.00000","isin":"US9128335A44","value_usd":16686737.72,"pct_val":3.61571,"balance":25270000,"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":"US TREASURY N/B 09/29 3.875","isin":"US91282CFL00","value_usd":16039435.53,"pct_val":3.47545,"balance":15900000,"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":"US TREASURY N/B 11/42 4","isin":"US912810TM09","value_usd":15953964.82,"pct_val":3.45693,"balance":17400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":14143866.23,"pct_val":3.06471,"balance":14500000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":14066337.19,"pct_val":3.03668,"balance":14500000,"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":"US TREASURY N/B 05/43 3.875","isin":"US912810TS78","value_usd":13999171.84,"pct_val":3.03336,"balance":15600000,"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":"US TREASURY N/B 02/55 4.625","isin":"US912810UG12","value_usd":13874624.93,"pct_val":3.00637,"balance":14400000,"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":"US TREASURY N/B 11/40 1.375","isin":"US912810ST60","value_usd":13782224.27,"pct_val":2.98635,"balance":21220000,"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":"STRIPS 08/36 0.00000","isin":"US9128337E48","value_usd":11275340.94,"pct_val":2.44316,"balance":18000000,"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":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":10957942.15,"pct_val":2.37438,"balance":11016200,"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":"US TREASURY N/B 05/41 2.25","isin":"US912810SY55","value_usd":10448925.73,"pct_val":2.26409,"balance":14200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0506273","value_usd":10063308.52,"pct_val":2.18053,"balance":10100000,"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":"US TREASURY N/B 08/52 3","isin":"US912810TJ79","value_usd":9960490.22,"pct_val":2.15825,"balance":13900000,"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":"US TREASURY N/B 11/44 4.625","isin":"US912810UF39","value_usd":9900367.24,"pct_val":2.14523,"balance":10100000,"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":"US TREASURY N/B 05/41 4.375","isin":"US912810QQ40","value_usd":9668900,"pct_val":2.09507,"balance":9920000,"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":"US TREASURY N/B 08/42 3.375","isin":"US912810TK43","value_usd":9554679.74,"pct_val":2.07032,"balance":11300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0606594","value_usd":9436388.31,"pct_val":2.13777,"balance":9300000,"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":"US01F0506B75","value_usd":9019814.44,"pct_val":1.94723,"balance":9100000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":8605683.9,"pct_val":1.99233,"balance":9000000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426571","value_usd":8605042.65,"pct_val":1.94943,"balance":9000000,"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":"US TREASURY N/B 08/43 4.375","isin":"US912810TU25","value_usd":8408468.73,"pct_val":1.82196,"balance":8800000,"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":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":8162800.91,"pct_val":1.76873,"balance":8504240.2,"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":"US TREASURY N/B 05/40 1.125","isin":"US912810SR05","value_usd":8139197.62,"pct_val":1.76361,"balance":12820000,"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":"US TREASURY N/B 11/45 3","isin":"US912810RP57","value_usd":7720582.01,"pct_val":1.67291,"balance":10100000,"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":"US TREASURY N/B 05/44 4.625","isin":"US912810UB25","value_usd":7366113.3,"pct_val":1.5961,"balance":7500000,"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":"US TREASURY N/B 08/44 4.125","isin":"US912810UD80","value_usd":7344687.52,"pct_val":1.59146,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":7069476.72,"pct_val":1.53182,"balance":725744.45,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":7046477.57,"pct_val":1.52684,"balance":7508355,"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":"US TREASURY N/B 03/29 2.375","isin":"US91282CEE75","value_usd":7034519.51,"pct_val":1.52425,"balance":7300000,"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 TBA 30 YR 4 JUMBOS","isin":"US21H0406247","value_usd":6894507.85,"pct_val":1.49391,"balance":7300000,"units":"PA","currency":"USD","asset_cat":"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":6863577.6,"pct_val":1.48173,"balance":7300000,"units":"PA","currency":"USD","asset_cat":"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":"US21H0406734","value_usd":6788509.37,"pct_val":1.57163,"balance":7300000,"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":"US TREASURY N/B 06/29 3.25","isin":"US91282CEV90","value_usd":6229001.96,"pct_val":1.34971,"balance":6300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":6072959.15,"pct_val":1.40597,"balance":6200000,"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":"US TREASURY N/B 05/48 3.125","isin":"US912810SC36","value_usd":5569368.38,"pct_val":1.20678,"balance":7330000,"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":"US TREASURY N/B 11/41 2","isin":"US912810TC27","value_usd":5516421.88,"pct_val":1.19531,"balance":7900000,"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":"US TREASURY N/B 11/28 1.5","isin":"US91282CDL28","value_usd":5475109.4,"pct_val":1.18636,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":4842931.57,"pct_val":1.04937,"balance":4580000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/42 2.375","isin":"US912810TF57","value_usd":4786767.57,"pct_val":1.0372,"balance":6500000,"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 TBA 30 YR 4 JUMBOS","isin":"US21H0406577","value_usd":4680620.85,"pct_val":1.06037,"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":"UNITED STATES GOVT","title":"US TREASURY N/B 11/42 2.75","isin":"US912810QY73","value_usd":4305000,"pct_val":0.932814,"balance":5600000,"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":"US TREASURY N/B 02/45 4.75","isin":"US912810UJ50","value_usd":4279507.83,"pct_val":0.92729,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0626A48","value_usd":4237513.75,"pct_val":0.914807,"balance":4100000,"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":4189150.07,"pct_val":0.904366,"balance":4100000,"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":"US01F0626220","value_usd":4158056.04,"pct_val":0.900974,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306526","value_usd":3986190.44,"pct_val":0.903053,"balance":4600000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":3981083.98,"pct_val":0.921673,"balance":4600000,"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 4387","title":"FREDDIE MAC FHR 4387 AZ","isin":"US3137BDY343","value_usd":3692663.64,"pct_val":0.800132,"balance":3824769.26,"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":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":3494600,"pct_val":0.757215,"balance":3460000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0506430","value_usd":3234682.18,"pct_val":0.732803,"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":"UNITED STATES GOVT","title":"US TREASURY N/B 06/32 4","isin":"US91282CNJ61","value_usd":3217062.5,"pct_val":0.694509,"balance":3200000,"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":"TSY INFL IX N/B 01/32 0.125","isin":"US91282CDX65","value_usd":3042784.54,"pct_val":0.704444,"balance":3355706,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":3033708.58,"pct_val":0.657349,"balance":3200000,"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":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":2921296.88,"pct_val":0.632991,"balance":2900000,"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":"US TREASURY N/B 11/54 4.5","isin":"US912810UE63","value_usd":2830546.86,"pct_val":0.613327,"balance":3000000,"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":"US TREASURY N/B 02/41 4.75","isin":"US912810QN19","value_usd":2738861.32,"pct_val":0.593461,"balance":2690000,"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":"US TREASURY N/B 02/46 2.5","isin":"US912810RQ31","value_usd":2563781.26,"pct_val":0.555524,"balance":3680000,"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":"US TREASURY N/B 11/45 4.625","isin":"US912810UQ93","value_usd":2541093.75,"pct_val":0.550608,"balance":2600000,"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":"US TREASURY N/B 08/49 2.25","isin":"US912810SJ88","value_usd":2509687.52,"pct_val":0.543803,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENCHMARK MORTGAGE TRUST 2019-B9","title":"BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5","isin":"US08160JAE73","value_usd":2265721.95,"pct_val":0.49094,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":2261669.9,"pct_val":0.488256,"balance":2400000,"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 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":2231438.11,"pct_val":0.516607,"balance":2400000,"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":"US TREASURY N/B 08/41 1.75","isin":"US912810TA60","value_usd":2227822.28,"pct_val":0.482728,"balance":3300000,"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 TBA 30 YR 4 JUMBOS","isin":"US21H0406403","value_usd":2153265.29,"pct_val":0.487812,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HILTON USA TRUST 2016-HHV","title":"HILTON USA TRUST HILT 2016 HHV A 144A","isin":"US43300LAA89","value_usd":2086096.11,"pct_val":0.452018,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DBWF MORTGAGE TRUST 2016-85T","title":"DBWF MORTGAGE TRUST DBWF 2016 85T A 144A","isin":"US23307CAA36","value_usd":2076587.1,"pct_val":0.449958,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/43 3.625","isin":"US912810RC45","value_usd":2072437.49,"pct_val":0.449059,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESOLUTION FUNDING CORP","title":"RFC PRINCIPAL  STRIP BONDS 01/30 0.00000","isin":"US76116FAB31","value_usd":2047213.05,"pct_val":0.463787,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VNDO TRUST 2016-350P","title":"VNO MORTGAGE TRUST VNDO 2016 350P A 144A","isin":"US91831UAA51","value_usd":1886592.46,"pct_val":0.40879,"balance":1900000,"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":"OIS USD SOFR/1.75000 10/23/23-30Y CME","isin":"EZYB2MXL5F96","value_usd":1833565.75,"pct_val":0.3973,"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":"FANNIE MAE REMICS 2016-61","title":"FANNIE MAE FNR 2016 61 DL","isin":"US3136ATQP25","value_usd":1736392.81,"pct_val":0.376244,"balance":2263718,"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":"STRIPS 11/36 0.00000","isin":"US912833Y388","value_usd":1667716.51,"pct_val":0.361363,"balance":2700000,"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 TBA 30 YR 4.5 JUMBOS","isin":"US21H0426203","value_usd":1654910.15,"pct_val":0.358588,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AM9431 FN 08/30 FIXED 3.58","isin":"US3138LAPR46","value_usd":1652491.77,"pct_val":0.358064,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426B01","value_usd":1647924.39,"pct_val":0.355759,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426534","value_usd":1630605.47,"pct_val":0.369406,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426799","value_usd":1627529.82,"pct_val":0.376794,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M","title":"COMM MORTGAGE TRUST COMM 2016 667M A 144A","isin":"US12636GAA94","value_usd":1625454.83,"pct_val":0.352206,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/51 1.875","isin":"US912810SU34","value_usd":1481670.89,"pct_val":0.321051,"balance":2650000,"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":"US TREASURY N/B 05/54 4.625","isin":"US912810UA42","value_usd":1445039.07,"pct_val":0.313113,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.33000 10/25/23-30Y CME","isin":"EZF048P6G9L5","value_usd":1428544.02,"pct_val":0.309539,"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":"DELL EQUIPMENT FINANCE TRUST 2025-1","title":"DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A","isin":"US24703UAC71","value_usd":1304891.12,"pct_val":0.282746,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"STRIPS 02/33 0.00000","isin":"US9128334V99","value_usd":1271461.84,"pct_val":0.275502,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":1237657.41,"pct_val":0.268178,"balance":1271367.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)","title":"FANNIE MAE SR UNSECURED 11/30 0.00000","isin":"US31358DDS09","value_usd":1182521.99,"pct_val":0.267895,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC BONDS 07/32 0.00000","isin":"US3134A4KY94","value_usd":1165736.19,"pct_val":0.264092,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","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":"US01F0626899","value_usd":1134220.37,"pct_val":0.262587,"balance":1100000,"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":"US01F0626634","value_usd":1132426.77,"pct_val":0.256546,"balance":1100000,"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":"US TREASURY N/B 05/49 2.875","isin":"US912810SH23","value_usd":1112548.83,"pct_val":0.241069,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":1097111.16,"pct_val":0.236848,"balance":1096258.82,"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 AM7912 FN 02/40 FIXED 3.6","isin":"US3138L8YJ75","value_usd":1065644.36,"pct_val":0.230905,"balance":1128924.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/35 2.125","isin":"US91282CML27","value_usd":1050316.53,"pct_val":0.227584,"balance":1031740,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFO COMMERCIAL MORTGAGE TRUST 2021-555","title":"SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A","isin":"US78432WAA18","value_usd":998573.7,"pct_val":0.216373,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4380","title":"FREDDIE MAC FHR 4380 ZG","isin":"US3137BD4R42","value_usd":970624.68,"pct_val":0.210316,"balance":1243549.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BBCMS MORTGAGE TRUST 2025-5C37","title":"BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A3","isin":"US05494NAC56","value_usd":921421.98,"pct_val":0.199655,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"STRIPS 08/34 0.00000","isin":"US9128334Y39","value_usd":882137.48,"pct_val":0.191143,"balance":1270000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC NOTES 03/31 0.00000","isin":"US3134A4AB02","value_usd":851034.91,"pct_val":0.192798,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENCHMARK 2024-V6 MORTGAGE TRUST","title":"BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3","isin":"US081927AB15","value_usd":836324.16,"pct_val":0.181216,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/42 3.25","isin":"US912810TH14","value_usd":834296.88,"pct_val":0.180777,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)","title":"FANNIE MAE NOTES 05/30 0.00000","isin":"US31358DDR26","value_usd":808132.22,"pct_val":0.183079,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-ADV TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A","isin":"US12660WAA36","value_usd":774686.3,"pct_val":0.16786,"balance":865000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING LLC 2022-2A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A","isin":"US42806MAN92","value_usd":684134.5,"pct_val":0.148239,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TENNESSEE VALLEY AUTHORITY (TVA)","title":"TENN VALLEY AUTH BONDS 05/30 0.00000","isin":"US88059FBG54","value_usd":677560.68,"pct_val":0.146815,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 4790","title":"FREDDIE MAC FHR 4790 F","isin":"US3137F5BX63","value_usd":657376.78,"pct_val":0.142441,"balance":670705.44,"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":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":625321.04,"pct_val":0.135495,"balance":622602,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4745","title":"FREDDIE MAC FHR 4745 CZ","isin":"US3137FDBN18","value_usd":615081.25,"pct_val":0.133277,"balance":661295.35,"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":"RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH","isin":"EZZMCMLRYMY7","value_usd":609756.65,"pct_val":0.132123,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-2","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG","isin":"US38378YS263","value_usd":605857.88,"pct_val":0.131278,"balance":643000,"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 A2A 144A","isin":"US89178WBB37","value_usd":552888.72,"pct_val":0.119801,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESOLUTION FUNDING CORP","title":"RESOLUTION FUNDING STRIP BONDS 10/28 0.00000","isin":"US76116EHL74","value_usd":542790.97,"pct_val":0.117613,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/30 4.375","isin":"US91282CJM47","value_usd":514199.22,"pct_val":0.111007,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK-2018-BN11","title":"BANK BANK 2018 BN11 A3","isin":"US06540TAD28","value_usd":498609.1,"pct_val":0.108039,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH","title":"BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A","isin":"US05547HAC51","value_usd":488098.1,"pct_val":0.110576,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-LVL","title":"NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A","isin":"US63874TAA51","value_usd":487519.75,"pct_val":0.105636,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/44 3","isin":"US912810RJ97","value_usd":417782.82,"pct_val":0.0905258,"balance":540000,"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":"US TREASURY N/B 08/30 4.125","isin":"US91282CHW47","value_usd":407109.38,"pct_val":0.0882131,"balance":400000,"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":"US TREASURY N/B 06/30 3.75","isin":"US91282CHJ36","value_usd":401031.25,"pct_val":0.0868961,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US01F0506505","value_usd":391723.31,"pct_val":0.0887431,"balance":400000,"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":"US TREASURY N/B 05/45 3","isin":"US912810RM27","value_usd":361863.28,"pct_val":0.0784091,"balance":470000,"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":"STRIPS 05/34 0.00000","isin":"US9128337V62","value_usd":351848.54,"pct_val":0.0762391,"balance":500000,"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":"US TREASURY N/B 08/44 3.125","isin":"US912810RH32","value_usd":348390.63,"pct_val":0.0754898,"balance":440000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM","title":"ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A","isin":"US04965JAA16","value_usd":348303.21,"pct_val":0.0754709,"balance":352578.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/45 2.5","isin":"US912810RK60","value_usd":318832.03,"pct_val":0.069085,"balance":450000,"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":"US TREASURY N/B 10/30 4.875","isin":"US91282CJG78","value_usd":315199.22,"pct_val":0.0682978,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VESSEL MANAGEMENT SERVICES INC","title":"VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432","isin":"US228027AA61","value_usd":311987.79,"pct_val":0.067602,"balance":348000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 09/30 4.625","isin":"US91282CHZ77","value_usd":311800.78,"pct_val":0.0675615,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":305681.58,"pct_val":0.0662355,"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":"HERTZ VEHICLE FINANCING LLC 2022-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A","isin":"US42806MAJ80","value_usd":298730.03,"pct_val":0.0676759,"balance":300000.02,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2004-WMC3","title":"MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1","isin":"US57643LFN10","value_usd":288886.99,"pct_val":0.0625965,"balance":294548.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/52 2.875","isin":"US912810TG31","value_usd":279617.19,"pct_val":0.0605879,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INV INC 2004-WMC5","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1","isin":"US59020UMF92","value_usd":273040.56,"pct_val":0.0591628,"balance":272306.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/52 2.25","isin":"US912810TD00","value_usd":242828.12,"pct_val":0.0526164,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WORLDWIDE PLAZA TRUST 2017-WWP","title":"WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A","isin":"US98162JAA43","value_usd":241277.37,"pct_val":0.0522803,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A","isin":"US64828XAA19","value_usd":226623.34,"pct_val":0.0491051,"balance":234347.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A","isin":"US46651QAA58","value_usd":219994.99,"pct_val":0.0476688,"balance":220519.58,"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 4677","title":"FREDDIE MAC FHR 4677 KT","isin":"US3137BXHP02","value_usd":219447.25,"pct_val":0.0475502,"balance":247945.82,"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":"US TREASURY N/B 09/28 4.625","isin":"US91282CJA09","value_usd":205683.59,"pct_val":0.0445678,"balance":200000,"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":"US TREASURY N/B 10/31 4.125","isin":"US91282CLU35","value_usd":202957.03,"pct_val":0.043815,"balance":200000,"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":"US TREASURY N/B 05/30 4","isin":"US91282CNG23","value_usd":202375,"pct_val":0.0436893,"balance":200000,"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":"US TREASURY N/B 02/30 4","isin":"US91282CGQ87","value_usd":201992.19,"pct_val":0.0467638,"balance":200000,"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":"US TREASURY N/B 05/30 3.75","isin":"US91282CHF14","value_usd":200515.62,"pct_val":0.043448,"balance":200000,"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":"US TREASURY N/B 03/30 3.625","isin":"US91282CGS44","value_usd":199652.34,"pct_val":0.043261,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2003-65","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA","isin":"US38374BRG04","value_usd":197723.23,"pct_val":0.042843,"balance":198119.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":192086.52,"pct_val":0.0416216,"balance":208067.9,"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":"STRIPS 05/42 0.00000","isin":"US912834LK27","value_usd":142833.27,"pct_val":0.0309493,"balance":320000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-67","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 67 1A1C","isin":"US31396HZN24","value_usd":126829.37,"pct_val":0.0274816,"balance":130825.04,"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":"STRIPS 11/41 0.00000","isin":"US912834KV90","value_usd":119639.83,"pct_val":0.0259237,"balance":260000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2797","title":"FREDDIE MAC FHR 2797 ZA","isin":"US31394XVC72","value_usd":112777.16,"pct_val":0.0244367,"balance":114110.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ECMC GROUP STUDENT LOAN TRUST 2018-1A","title":"ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A","isin":"US26828HAA59","value_usd":110164.13,"pct_val":0.0238705,"balance":110699.91,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SECURITIES T-66","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1","isin":"US31396FQ224","value_usd":103559.74,"pct_val":0.0224395,"balance":106119.15,"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":"US TREASURY N/B 10/29 4.125","isin":"US91282CLR06","value_usd":101728.52,"pct_val":0.0220427,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-39","title":"FANNIE MAE FNR 2007 39 ZB","isin":"US31396VST60","value_usd":101459.49,"pct_val":0.0219844,"balance":110382.85,"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":"US TREASURY N/B 08/28 2.875","isin":"US9128284V99","value_usd":98410.16,"pct_val":0.0213237,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.8724* 03/20/25-30Y* LCH","isin":"EZGJ99MVMFL2","value_usd":96176.7,"pct_val":0.0208397,"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 SD8526 FR 04/55 FIXED 6.5","isin":"US3132DWPK35","value_usd":90437.75,"pct_val":0.0195962,"balance":87003.85,"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 AS8270 FN 11/46 FIXED 2.5","isin":"US3138WJFL75","value_usd":87366.34,"pct_val":0.0189307,"balance":100192,"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 2003-76","title":"FANNIE MAE FNR 2003 76 EZ","isin":"US31393D6J59","value_usd":77147.05,"pct_val":0.0167163,"balance":75610.23,"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/3.30000 12/02/24-29Y* CME","isin":"EZ4L37MKCDC8","value_usd":73658.65,"pct_val":0.0159605,"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":"FREDDIE MAC 2752","title":"FREDDIE MAC FHR 2752 EZ","isin":"US31394RLM96","value_usd":71479.22,"pct_val":0.0154882,"balance":69100.21,"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/3.23100 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":68420.51,"pct_val":0.0155004,"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":"ASHFORD HOSPITALITY TRUST 2018-ASHF","title":"ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A","isin":"US04410RAA41","value_usd":62673.27,"pct_val":0.0135801,"balance":62734.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPAC CMB TR 2004-4","title":"IMPAC CMB TRUST IMM 2004 4 2A2","isin":"US45254NJF50","value_usd":61527.8,"pct_val":0.0133319,"balance":53453.63,"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":"RFR USD SOFR/3.46382 09/03/24-25Y* CME","isin":"EZKW32HGZY54","value_usd":55973.76,"pct_val":0.0121285,"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":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A","isin":"US64830NAA90","value_usd":52629.37,"pct_val":0.0114038,"balance":54217.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A","isin":"US93363DAA54","value_usd":42623.54,"pct_val":0.0092357,"balance":45855.4,"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":"RFR USD SOFR/3.95561 02/11/25-30Y* LCH","isin":"EZNV8KC0QQ05","value_usd":36009.13,"pct_val":0.0078025,"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/3.30000 12/02/24-7Y* CME","isin":"EZKHRJGZF457","value_usd":35452.79,"pct_val":0.007682,"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":"STRIPS 08/42 0.00000","isin":"US912834LR79","value_usd":35173.27,"pct_val":0.0076214,"balance":80000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.40750 09/05/24-10Y LCH","isin":"EZQK0T1M7D98","value_usd":34297.87,"pct_val":0.00777,"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":"FANNIE MAE 2005-110","title":"FANNIE MAE FNR 2005 110 GL","isin":"US31394US604","value_usd":29447.83,"pct_val":0.0063808,"balance":28261.75,"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":"RFR USD SOFR/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":26932.36,"pct_val":0.0058357,"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":"STRUCTURED ADJUSTABLE RT MTGE LN 2007-4","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2","isin":"US86363LAB99","value_usd":25527.01,"pct_val":0.0055312,"balance":27189.29,"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":"RFR USD SOFR/3.55000 08/21/24-10Y LCH","isin":"EZHZRCBWPB39","value_usd":25339.72,"pct_val":0.0057406,"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/3.59500 08/19/24-10Y LCH","isin":"EZN7CQ0TS3K8","value_usd":25110.46,"pct_val":0.0056887,"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/3.56900 08/14/24-10Y LCH","isin":"EZBVMXZPZB61","value_usd":23960.24,"pct_val":0.0054281,"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":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1","isin":"US12669GPN50","value_usd":22050.83,"pct_val":0.004778,"balance":23725.12,"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":"RFR USD SOFR/3.27750 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":20932.25,"pct_val":0.0045356,"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/3.64500 08/07/24-10Y LCH","isin":"EZ2H268MSWS8","value_usd":19460.09,"pct_val":0.0044086,"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/3.88000 01/13/25-10Y LCH","isin":"EZB2C5X6RDC5","value_usd":16558.55,"pct_val":0.0037513,"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":"WASHINGTON MUTUAL 2006-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A","isin":"US93363RAB24","value_usd":16189.36,"pct_val":0.0035079,"balance":16867.94,"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":"RFR USD SOFR/4.08500 03/31/26-28Y* CME","isin":"EZJZKTHMMCJ7","value_usd":15215.51,"pct_val":0.0032969,"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":"FANNIE MAE 2003-18","title":"FANNIE MAE FNR 2003 18 TB","isin":"US31392JUW79","value_usd":14538.8,"pct_val":0.0031503,"balance":14380.88,"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/3.61300 08/22/24-10Y LCH","isin":"EZZBSDRSGXS6","value_usd":14102.94,"pct_val":0.003195,"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/4.10000 01/21/25-10Y LCH","isin":"EZ7J947QTC64","value_usd":13656.97,"pct_val":0.0030939,"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/4.01300 01/15/25-10Y LCH","isin":"EZZWCBP8MVY9","value_usd":11938.21,"pct_val":0.0027045,"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":"RESIDENTIAL ACCREDIT LOANS 2006-QS7","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1","isin":"US748940AA13","value_usd":11684.35,"pct_val":0.0025318,"balance":14228.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2019-6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A","isin":"US46651BAL45","value_usd":11388.62,"pct_val":0.0024677,"balance":11815.96,"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":"RFR USD SOFR/3.32826 09/03/24-7Y* CME","isin":"EZPDSL9DRNN3","value_usd":11387.23,"pct_val":0.0024674,"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":"COUNTRYWIDE ALTERNATIVE LN TR 2005-14","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1","isin":"US12667GCB77","value_usd":11033.33,"pct_val":0.0023907,"balance":11325.45,"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":"RFR USD SOFR/4.09000 01/22/25-10Y LCH","isin":"EZFR659WJHH9","value_usd":10594.59,"pct_val":0.0024002,"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":"JP MORGAN MORTGAGE TRUST 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5","isin":"US46630GAV77","value_usd":10529.05,"pct_val":0.0022815,"balance":10545.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-2","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A","isin":"US41161PLR28","value_usd":10311.72,"pct_val":0.0022344,"balance":10566.76,"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 2001-28","title":"FANNIE MAE FNR 2001 28 PZ","isin":"US313920DM96","value_usd":9727.16,"pct_val":0.0021077,"balance":9493.12,"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":"STRIPS 08/41 0.00000","isin":"US912834KP23","value_usd":9355.07,"pct_val":0.0020271,"balance":20000,"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":"STRIPS 11/42 0.00000","isin":"US912834LX48","value_usd":8678.93,"pct_val":0.0018806,"balance":20000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2003-4","title":"SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1","isin":"US81743PBW59","value_usd":8342.77,"pct_val":0.0018077,"balance":8301.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1","isin":"US07384YGX85","value_usd":8241.76,"pct_val":0.0017858,"balance":8132.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMALL BUSINESS ADMIN PART CERTS 2007-20L","title":"SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1","isin":"US83162CRL99","value_usd":8225.42,"pct_val":0.0017823,"balance":8172.39,"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":"RFR USD SOFR/3.47000 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":8017.73,"pct_val":0.0017373,"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/3.53200 08/20/24-10Y LCH","isin":"EZ4ZGS2N23W5","value_usd":7675.89,"pct_val":0.0016632,"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/3.85500 11/19/24-10Y LCH","isin":"EZVRNR667250","value_usd":7031.09,"pct_val":0.0015929,"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/3.93300 01/06/25-10Y LCH","isin":"EZK6LHB5L486","value_usd":6543.81,"pct_val":0.0014825,"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":"STRUCTURED ASSET MTG INV INC 2003-AR1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3","isin":"US86358HRX97","value_usd":6257.64,"pct_val":0.0013559,"balance":6693.62,"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":"RFR USD SOFR/3.92500 12/31/25-28Y* CME","isin":"EZDGNPX3KWP7","value_usd":5052.74,"pct_val":0.0010908,"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":"STRIPS 05/41 0.00000","isin":"US912834KH07","value_usd":4748.99,"pct_val":0.001029,"balance":10000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.60000 01/17/24-10Y LCH","isin":"EZ3PH80XK7T0","value_usd":4742.58,"pct_val":0.0010276,"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/3.86600 11/14/24-10Y LCH","isin":"EZCMSCQLNL34","value_usd":4703.06,"pct_val":0.0010655,"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":"BEAR STEARNS ARM 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1","isin":"US07384MTN29","value_usd":4332.46,"pct_val":0.0009388,"balance":4301.04,"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":"RFR USD SOFR/3.64750 01/08/24-10Y LCH","isin":"EZG7FCZ335H8","value_usd":4080.95,"pct_val":0.0008843,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL BK8819 FN 08/48 FIXED 4","isin":"US3140HNYR75","value_usd":4015.33,"pct_val":0.00087,"balance":4152.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2","isin":"US939336D591","value_usd":3740.44,"pct_val":0.0008105,"balance":3670.42,"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 2003-71","title":"FANNIE MAE FNR 2003 71 AC","isin":"US31393EJK64","value_usd":3309.29,"pct_val":0.0007171,"balance":3231.61,"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":2881.13,"pct_val":0.0006243,"balance":3026.23,"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":"RFR USD SOFR/3.64300 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":2652.21,"pct_val":0.0005747,"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/3.67900 08/13/24-10Y LCH","isin":"EZCBVMK12M33","value_usd":2373.71,"pct_val":0.0005143,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 677530 FN 01/33 FLOATING VAR","isin":"US31391UVX08","value_usd":2011.21,"pct_val":0.0004358,"balance":1972.8,"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 2007-73","title":"FANNIE MAE FNR 2007 73 A1","isin":"US31396V4Q81","value_usd":1983.15,"pct_val":0.0004297,"balance":2019.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LN TR 2003-2","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A","isin":"US759950AW86","value_usd":1507.24,"pct_val":0.0003266,"balance":1634.89,"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 C61507 FG 12/31 FIXED 7","isin":"US31287LU837","value_usd":1387.44,"pct_val":0.0003006,"balance":1319.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2551","title":"FREDDIE MAC FHR 2551 FD","isin":"US31393JAZ12","value_usd":1225.75,"pct_val":0.0002656,"balance":1229.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC. CORP 2002-AR28","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2","isin":"US22541NNN56","value_usd":1103.38,"pct_val":0.0002391,"balance":1125.58,"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 080444 G2 08/30 FLOATING VAR","isin":"US36225CP674","value_usd":340.04,"pct_val":0.0000737,"balance":337.12,"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 2002-21","title":"FANNIE MAE FNR 2002 21 FD","isin":"US31392CRD82","value_usd":78.72,"pct_val":0.0000171,"balance":78.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2","isin":"US939335N840","value_usd":74.98,"pct_val":0.0000162,"balance":75.27,"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 1935","title":"FREDDIE MAC FHR 1935 FJ","isin":"US3133T8Z671","value_usd":48.44,"pct_val":0.0000105,"balance":48.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A","isin":"US939336PL10","value_usd":42.95,"pct_val":0.0000093,"balance":42.64,"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":"317UB9JA9 PIMCO SWAPTION 3.551 CALL USD 202601","isin":"EZYJY66WQZQ5","value_usd":-0.04,"pct_val":0,"balance":-400000,"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":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.08,"pct_val":0,"balance":-800000,"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":"317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630","isin":"EZXJWB9HGZH3","value_usd":-0.12,"pct_val":0,"balance":-1200000,"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":"317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070","isin":"EZ78N9X8M3Y4","value_usd":-0.33,"pct_val":-1e-7,"balance":-300000,"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":"317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070","isin":"EZY1VWC6W1B5","value_usd":-8.12,"pct_val":-0.0000019,"balance":-400000,"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":"317UACKA1 PIMCO SWAPTION 3.398 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-25.48,"pct_val":-0.0000055,"balance":-700000,"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":"317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071","isin":"EZMLYZSNFH30","value_usd":-28,"pct_val":-0.0000065,"balance":-1000000,"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":"317UAEPA2 PIMCO SWAPTION 3.325 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-40.05,"pct_val":-0.0000086,"balance":-300000,"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":"317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601","isin":"EZCZL8PJPGL2","value_usd":-70.4,"pct_val":-0.0000153,"balance":-800000,"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":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-90.5,"pct_val":-0.0000196,"balance":-1000000,"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":"317UBBLA1 PIMCO SWAPTION 3.5775 CALL USD 20260","isin":"EZ32XN5503M5","value_usd":-98.64,"pct_val":-0.0000214,"balance":-900000,"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":"317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071","isin":"EZHBWHSTV570","value_usd":-130,"pct_val":-0.0000301,"balance":-800000,"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":"317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105","isin":"EZYP3D7S7MC6","value_usd":-189.6,"pct_val":-0.0000411,"balance":-1000000,"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":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-198.5,"pct_val":-0.000043,"balance":-1000000,"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":"317U8R4A9 PIMCO SWAPTION 4.045 PUT USD 2025041","isin":"EZY81C52G8B0","value_usd":-218.46,"pct_val":-0.0000495,"balance":-200000,"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":"317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071","isin":"EZ1JLHJ8JY10","value_usd":-258.24,"pct_val":-0.0000598,"balance":-600000,"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":"317U8TOA3 PIMCO SWAPTION 4.063 PUT USD 2025042","isin":"EZQKZ2ZXJGG3","value_usd":-340.52,"pct_val":-0.0000771,"balance":-200000,"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":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-345.6,"pct_val":-0.0000749,"balance":-500000,"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":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-400.55,"pct_val":-0.0000868,"balance":-500000,"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":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-403.48,"pct_val":-0.0000871,"balance":-1100000,"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":"317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510","isin":"EZNQTYB4ZTJ7","value_usd":-485.76,"pct_val":-0.0001049,"balance":-2300000,"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":"317U8O1A9 PIMCO SWAPTION 3.985 PUT USD 2025041","isin":"EZVLRSTGDCL1","value_usd":-537.1,"pct_val":-0.0001217,"balance":-500000,"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":"317U8O2A8 PIMCO SWAPTION 3.535 CALL USD 202504","isin":"EZ4MD8XXLPZ6","value_usd":-635.75,"pct_val":-0.000144,"balance":-500000,"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":"317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072","isin":"EZTRLD6PX319","value_usd":-699.7,"pct_val":-0.000162,"balance":-500000,"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":"317U8QSA5 PIMCO SWAPTION 4.06 PUT USD 20250414","isin":"EZGC50XJ1KH0","value_usd":-760.7,"pct_val":-0.0001723,"balance":-1000000,"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":"317U8ROA7 PIMCO SWAPTION 4.06 PUT USD 20250421","isin":"EZDB33W4GSZ3","value_usd":-830.34,"pct_val":-0.0001881,"balance":-700000,"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":"317U8SOA5 PIMCO SWAPTION 4.065 PUT USD 2025042","isin":"EZ3LK8CZMHP4","value_usd":-879.06,"pct_val":-0.0001991,"balance":-600000,"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":"317UBBKA2 PIMCO SWAPTION 3.8775 PUT USD 202601","isin":"EZRPXWTDZ7D5","value_usd":-893.25,"pct_val":-0.0001936,"balance":-900000,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-955.92,"pct_val":-0.0002071,"balance":-700000,"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/3.61000 12/12/22-10Y LCH","isin":"EZ9QNGWF95R1","value_usd":-964.51,"pct_val":-0.000209,"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":"317U8R5A8 PIMCO SWAPTION 3.695 CALL USD 202504","isin":"EZ6MMBS3P1Y1","value_usd":-1070.86,"pct_val":-0.0002426,"balance":-200000,"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":"317UACJA3 PIMCO SWAPTION 3.698 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-1250.48,"pct_val":-0.00027,"balance":-700000,"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":"317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-1325.84,"pct_val":-0.0003069,"balance":-400000,"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":"317U8TPA2 PIMCO SWAPTION 3.713 CALL USD 202504","isin":"EZRD2G11FN89","value_usd":-1504.06,"pct_val":-0.0003407,"balance":-200000,"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":"317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507","isin":"EZ78XR7L6YX2","value_usd":-1597.38,"pct_val":-0.0003698,"balance":-300000,"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":"317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-1662.39,"pct_val":-0.0003849,"balance":-900000,"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":"317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507","isin":"EZCLF3R2NG23","value_usd":-2051,"pct_val":-0.0004748,"balance":-500000,"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":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-2070.32,"pct_val":-0.0004486,"balance":-700000,"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/4.03000 12/15/23-10Y LCH","isin":"EZN4W4SQMWC7","value_usd":-2556.33,"pct_val":-0.0005539,"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/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-2804.71,"pct_val":-0.0006077,"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/3.81000 01/02/24-10Y LCH","isin":"EZ29NPCQVYW2","value_usd":-2843.3,"pct_val":-0.0006161,"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/3.88000 07/10/24-10Y LCH","isin":"EZG0BTDH1HZ1","value_usd":-2965.53,"pct_val":-0.0006718,"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":"317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507","isin":"EZ7SJVNDKPC9","value_usd":-3007.68,"pct_val":-0.0006963,"balance":-600000,"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":"317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-3246.3,"pct_val":-0.0007516,"balance":-900000,"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/3.87400 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-3331.91,"pct_val":-0.000722,"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/3.63761 03/01/24-4Y* LCH","isin":"EZ5FK37PXZM8","value_usd":-3664.81,"pct_val":-0.0007941,"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":"US 10YR FUT OPTN  FEB26P 112 EXP 01/23/2026","isin":null,"value_usd":-3802.7,"pct_val":-0.000824,"balance":-12,"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":"317UAFEA1 PIMCO SWAPTION 3.675 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-3930.2,"pct_val":-0.0008485,"balance":-1000000,"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":"317U8SPA4 PIMCO SWAPTION 3.715 CALL USD 202504","isin":"EZZ7278GM3T1","value_usd":-4296.42,"pct_val":-0.0009733,"balance":-600000,"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":"317U8RPA6 PIMCO SWAPTION 3.71 CALL USD 2025042","isin":"EZGBWVSPX6X5","value_usd":-4416.3,"pct_val":-0.0010005,"balance":-700000,"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/3.85000 08/05/24-10Y LCH","isin":"EZKZ3H4L0SC3","value_usd":-4654.45,"pct_val":-0.0010085,"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/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-4773.18,"pct_val":-0.0010343,"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/3.84200 12/26/23-10Y LCH","isin":"EZXF72WB6QT0","value_usd":-4929.82,"pct_val":-0.0010682,"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/3.85400 12/29/23-10Y LCH","isin":"EZ691JFCS359","value_usd":-5256.67,"pct_val":-0.001139,"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":"317U8QTA4 PIMCO SWAPTION 3.71 CALL USD 2025041","isin":"EZ6HLMW6TCW7","value_usd":-5294.2,"pct_val":-0.0011994,"balance":-1000000,"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/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-5310.13,"pct_val":-0.0011506,"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":"317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507","isin":"EZ1ZLHZPLNC3","value_usd":-5398.4,"pct_val":-0.0012498,"balance":-800000,"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/3.39500 10/17/24-10Y LCH","isin":"EZQ8GN13B6X9","value_usd":-6784.43,"pct_val":-0.001537,"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":"317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506","isin":"EZY1GXGHBZM5","value_usd":-7124.53,"pct_val":-0.0016494,"balance":-1700000,"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":"317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101","isin":"EZ1ZQQ6GKFS5","value_usd":-7677.17,"pct_val":-0.0016574,"balance":-2300000,"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/3.84200 03/04/25-5Y LCH","isin":"EZSYJ06JDLK1","value_usd":-7801.4,"pct_val":-0.0016904,"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":"317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507","isin":"EZTK0K9DDPF2","value_usd":-9523.9,"pct_val":-0.0022049,"balance":-1000000,"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/3.81358 03/10/25-30Y* LCH","isin":"EZD73F8JTWY7","value_usd":-9578.17,"pct_val":-0.0021699,"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/3.37500 10/15/24-10Y LCH","isin":"EZW0Y59ZCKK7","value_usd":-10703.57,"pct_val":-0.0024248,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-16463.93,"pct_val":-0.0037298,"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/3.49500 10/30/24-10Y LCH","isin":"EZ6NZKJMK5Y6","value_usd":-17597.13,"pct_val":-0.0039865,"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/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-17605.38,"pct_val":-0.0039884,"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/3.95000 12/19/23-10Y LCH","isin":"EZTT7ZS7J9T1","value_usd":-17652.5,"pct_val":-0.0039991,"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/3.48100 10/29/24-10Y LCH","isin":"EZL59N2WYF38","value_usd":-18469.26,"pct_val":-0.0041841,"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/3.45000 10/11/24-10Y LCH","isin":"EZSSZHJJP5K5","value_usd":-26474.53,"pct_val":-0.0059977,"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/4.00000 06/02/25-27Y* CME","isin":"EZ22DFVJXGH8","value_usd":-34318.09,"pct_val":-0.0077746,"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/3.80000 06/03/24-7Y* LCH","isin":"EZRYBJZD4558","value_usd":-41355.06,"pct_val":-0.0089609,"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 LCH","isin":"EZCCSW1V4GN3","value_usd":-45640.98,"pct_val":-0.0098896,"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 12/18/24-5Y LCH","isin":"EZ2V74HC3Q62","value_usd":-79274.2,"pct_val":-0.0171773,"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 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":-82943.94,"pct_val":-0.0192026,"balance":-100000,"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":"US01F0226427","value_usd":-83167.02,"pct_val":-0.0188411,"balance":-100000,"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":-84265.21,"pct_val":-0.0181914,"balance":-100000,"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":"US01F0226187","value_usd":-84554.69,"pct_val":-0.0183214,"balance":-100000,"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/3.82054 03/01/24-7Y* LCH","isin":"EZBKXTPHC9Q8","value_usd":-86391.37,"pct_val":-0.0187194,"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/3.43500 11/05/24-10Y LCH","isin":"EZQZ2X045HL2","value_usd":-99341.81,"pct_val":-0.0225054,"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/4.10000 06/02/25-7Y* LCH","isin":"EZ0HFRCKQXW0","value_usd":-162679.97,"pct_val":-0.0368544,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1047304&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-long-term-u-s-government-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-long-term-u-s-government-portfolio/"},"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 Long-Term U.S. Government Portfolio | LEI: 1HF6TMDVSLQTVB8TF611 | 321 positions totaling $977,623,671 across ABS-O, DIR, ABS-MBS, DBT, STIV | 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"}
