{"entity_type":"fund","name":"PIMCO U.S. Government and Short-Term Investments Portfolio","identifiers":{"lei":"8NMWJD2XVDNZZAHXSJ80","cik":"810893","fund_id":"S000009847","fundkey":"pimco-u-s-government-and-short-term-investments-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":254,"total_value_usd":1259171063.22,"asset_categories":["ABS-CBDO","DIR","DBT","STIV","ABS-O","DCR","ABS-MBS"],"by_asset_category":{"ABS-MBS":{"positions":163,"total_value_usd":-11162974.23},"ABS-CBDO":{"positions":37,"total_value_usd":45226769.78},"DIR":{"positions":17,"total_value_usd":59311873.18},"DBT":{"positions":30,"total_value_usd":1107533739.66},"ABS-O":{"positions":1,"total_value_usd":121426.19},"DCR":{"positions":5,"total_value_usd":2675140.94},"STIV":{"positions":1,"total_value_usd":55465087.7}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/44 3","isin":"US912810RJ97","value_usd":164869477.63,"pct_val":13.5047,"balance":213100000,"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 11/50 1.625","isin":"US912810SS87","value_usd":112776207.57,"pct_val":9.23764,"balance":214700000,"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 02/38 4.375","isin":"US912810PW27","value_usd":79266218.75,"pct_val":6.49279,"balance":78530000,"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 1.875","isin":"US912810SW99","value_usd":77237773.99,"pct_val":6.32664,"balance":110500000,"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 08/50 1.375","isin":"US912810SP49","value_usd":74060601.97,"pct_val":6.0664,"balance":150550000,"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 2.75","isin":"US912810QY73","value_usd":64113750,"pct_val":5.25164,"balance":83400000,"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":55465087.7,"pct_val":4.54321,"balance":5693982.93,"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":"US TREASURY N/B 03/27 3.875","isin":"US91282CMV09","value_usd":46807515.39,"pct_val":3.83406,"balance":46600000,"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 08/43 3.625","isin":"US912810RC45","value_usd":45766327.86,"pct_val":3.74878,"balance":53000000,"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 05/27 3.875","isin":"US91282CNE74","value_usd":44329113.17,"pct_val":3.63105,"balance":44100000,"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 05/42 3","isin":"US912810QW18","value_usd":41056992.06,"pct_val":3.36303,"balance":51000000,"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 05/49 2.875","isin":"US912810SH23","value_usd":40891552.88,"pct_val":3.34948,"balance":56970000,"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":34933681.59,"pct_val":2.86146,"balance":38100000,"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 02/43 3.125","isin":"US912810QZ49","value_usd":33375439.35,"pct_val":2.73382,"balance":41250000,"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 05/38 4.5","isin":"US912810PX00","value_usd":32071366.68,"pct_val":2.62701,"balance":31463000,"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":31571869,"pct_val":2.58609,"balance":50320000,"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":28105902.25,"pct_val":2.30219,"balance":38140000,"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 02/44 3.625","isin":"US912810RE01","value_usd":27738886.64,"pct_val":2.27213,"balance":32300000,"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":24050695.8,"pct_val":1.97002,"balance":37030000,"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 08/43 4.375","isin":"US912810TU25","value_usd":22263331.97,"pct_val":1.82362,"balance":23300000,"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 07/25 0.25","isin":"US91282CAB72","value_usd":21680820.85,"pct_val":1.91267,"balance":21754000,"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/1.75000 12/21/22-30Y CME","isin":"EZ000VCFPMC7","value_usd":21094548.8,"pct_val":1.72788,"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":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":18589243.89,"pct_val":1.52267,"balance":17580000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.14947 12/02/24-9Y* CME","isin":"EZT9832SS278","value_usd":18448577.11,"pct_val":1.51115,"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":"RFRF USD SF+26.161/2.6* 12/21/17-30Y LCH","isin":"EZRJG9PGRHM8","value_usd":10788070.09,"pct_val":0.883664,"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":"US TREASURY N/B 05/28 2.875","isin":"US9128284N73","value_usd":9543496.9,"pct_val":0.78172,"balance":9680000,"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 05/43 2.875","isin":"US912810RB61","value_usd":8511553.1,"pct_val":0.697192,"balance":10960000,"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 08/41 1.75","isin":"US912810TA60","value_usd":8371210.98,"pct_val":0.685696,"balance":12400000,"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 CME","isin":"EZ4089K4KC85","value_usd":7358578.32,"pct_val":0.60275,"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":"US TREASURY N/B 08/44 4.125","isin":"US912810UD80","value_usd":6885644.55,"pct_val":0.564012,"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 08/48 3","isin":"US912810SD19","value_usd":6147835.9,"pct_val":0.503577,"balance":8300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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 2A","isin":"US93363DAB38","value_usd":5387839.86,"pct_val":0.441325,"balance":6127503.7,"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 ALT-A TRUST 2006-6","title":"BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1","isin":"US073868BE01","value_usd":5329008.76,"pct_val":0.436506,"balance":10609679.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1","isin":"US86360KAE82","value_usd":4913045.72,"pct_val":0.402434,"balance":5849447.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNRT-3A","title":"GENERATE CLO LTD. GNRT 3A A2R 144A","isin":"US98625UBC53","value_usd":3526854.52,"pct_val":0.290731,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XXXIV CLO LTD 2015-2A","title":"ARES CLO LTD ARES 2015 2A AR3 144A","isin":"US04015GAX79","value_usd":3390907.09,"pct_val":0.299143,"balance":3380000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XXVII LTD","title":"SOUND POINT CLO LTD SNDPT 2020 2A AR 144A","isin":"US83611VAS79","value_usd":3010101.93,"pct_val":0.246561,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-6","title":"BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1","isin":"US073868AV35","value_usd":2752838.1,"pct_val":0.225488,"balance":5005792.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAMETER CAPITAL CLO 4 LTD","title":"DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A","isin":"US25255NAQ16","value_usd":2717575.11,"pct_val":0.2226,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO 28 LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A","isin":"US03330RAA32","value_usd":2514430.1,"pct_val":0.20596,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAMETER CAPITAL CLO 2024-6A","title":"DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A","isin":"US25255UAA07","value_usd":2412339.96,"pct_val":0.197598,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR US CLO 2022-1A","title":"CAPITAL FOUR US CLO C4US 2022 1A AR 144A","isin":"US14016CAN65","value_usd":2216150.29,"pct_val":0.181528,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":2017472.02,"pct_val":0.165254,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.85700 09/01/23-7Y* LCH","isin":"EZTF9FP1D8D9","value_usd":1995967.85,"pct_val":0.163492,"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":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A","isin":"US14311AAS15","value_usd":1984893.6,"pct_val":0.175106,"balance":1980075.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006 AR7","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A","isin":"US93363CAC38","value_usd":1981327.79,"pct_val":0.162293,"balance":2134115.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYCAMORE TREE CLO 2023-2A LTD","title":"SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A","isin":"US87122CAJ27","value_usd":1809478.6,"pct_val":0.148217,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA","title":"BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A","isin":"US08180FBU49","value_usd":1802796.93,"pct_val":0.159041,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO XII LTD","title":"TRINITAS CLO LTD TRNTS 2020 12A A1R 144A","isin":"US89641GAN25","value_usd":1752384.53,"pct_val":0.154594,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 28 LTD 28A","title":"KKR FINANCIAL CLO LTD KKR 28A AR 144A","isin":"US48253WAL63","value_usd":1706449.73,"pct_val":0.140669,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1","isin":"US12668RAA68","value_usd":1666620.76,"pct_val":0.136515,"balance":2028998.46,"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/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":1653568.98,"pct_val":0.135446,"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/3.29000 03/31/26-4Y* LCH","isin":null,"value_usd":1450754.66,"pct_val":0.118833,"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 LOAN TR 2006-OA1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1","isin":"US126694A329","value_usd":1390821.4,"pct_val":0.113924,"balance":1465940.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-HYB5","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1","isin":"US170256AD31","value_usd":1326304.06,"pct_val":0.108639,"balance":1491341.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APEX CREDIT CLO 2024-1A LTD","title":"APEX CREDIT CLO LLC APEXC 2024 1A A1 144A","isin":"US03753AAA88","value_usd":1307057.58,"pct_val":0.107063,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAD CLO LTD 2019 4A","title":"RAD CLO LTD RAD 2019 4A AR 144A","isin":"US749984AA83","value_usd":1284771.32,"pct_val":0.113342,"balance":1283103.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MTGE LOAN TRUST 2004-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1","isin":"US542514HN71","value_usd":1272522.65,"pct_val":0.104234,"balance":1299748.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE CDO LTD 2018-35A","title":"VENTURE CDO LTD VENTR 2018 35A ALR 144A","isin":"US92331XAW48","value_usd":1225245.33,"pct_val":0.100361,"balance":1224098.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.30000 12/02/24-4Y* CME","isin":"EZ2F419XN3M4","value_usd":1193631.61,"pct_val":0.0977718,"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":"APIDOS CLO XX 2015-20A","title":"APIDOS CLO LTD APID 2015 20A A1RA 144A","isin":"US03765LAP76","value_usd":1190782.34,"pct_val":0.10505,"balance":1189100.01,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":1108078.13,"pct_val":0.0907641,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A","isin":"US126680AA57","value_usd":1068046.93,"pct_val":0.0874851,"balance":1146923.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW CLO 2024-1 LTD","title":"TCW GEM LTD TCW 2024 1A A1 144A","isin":"US87252MAC73","value_usd":1004922.87,"pct_val":0.0823145,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CATHEDRAL LAKE VIII LTD","title":"CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A","isin":"US14919GAA31","value_usd":1003757.67,"pct_val":0.0827433,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XXIII 2019-2A","title":"SOUND POINT CLO LTD SNDPT 2019 2A AR 144A","isin":"US83614BAQ23","value_usd":1003134.83,"pct_val":0.082168,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE CLO 2022-1 LTD","title":"PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A","isin":"US69689QAA31","value_usd":1001758.13,"pct_val":0.0883743,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":960831.35,"pct_val":0.0787029,"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-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A","isin":"US93362YAB83","value_usd":867180.93,"pct_val":0.0710319,"balance":914377.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2006-AR2","title":"GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1","isin":"US36297TAB89","value_usd":821250.68,"pct_val":0.0672697,"balance":1388532.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XXIII LTD 2017-23A","title":"MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A","isin":"US55820TAJ79","value_usd":814166.23,"pct_val":0.0671146,"balance":813706.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXIV LTD 2020-24A","title":"SYMPHONY CLO LTD SYMP 2020 24A AR 144A","isin":"US87167QAL23","value_usd":798485.68,"pct_val":0.0704418,"balance":797876.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR11","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A","isin":"US93363TAB89","value_usd":781258.87,"pct_val":0.0639939,"balance":821507.91,"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 2739","title":"FREDDIE MAC FHR 2739 PG","isin":"US31394NGR35","value_usd":772111.42,"pct_val":0.0632446,"balance":752596.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN MORTGAGE TRUST 2024-VIS1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A","isin":"US465970AA90","value_usd":766870.45,"pct_val":0.0628153,"balance":759427.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN SENIOR LOAN FUND 2015-37A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2015 37A AR 144A","isin":"US26249MAN74","value_usd":759991.8,"pct_val":0.0622519,"balance":759624.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BETONY CLO 2 LTD 2018-1A","title":"BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A","isin":"US08763QAA04","value_usd":732414.24,"pct_val":0.064613,"balance":731353.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE XIX CLO LTD 2014-19A","title":"VENTURE CDO LTD VENTR 2014 19A ARR 144A","isin":"US92330EAP25","value_usd":702140.39,"pct_val":0.0575132,"balance":701394.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A","isin":"US92925CDA71","value_usd":644528.85,"pct_val":0.0527942,"balance":694923.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":606000,"pct_val":0.0496382,"balance":600000,"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/3.30000 12/02/24-7Y* CME","isin":"EZKHRJGZF457","value_usd":574630.6,"pct_val":0.0470687,"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-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A","isin":"US92925DAB64","value_usd":568876.77,"pct_val":0.0465974,"balance":635459.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN CLO LTD 2018-3A","title":"BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A","isin":"US09630AAN63","value_usd":515650.84,"pct_val":0.0422376,"balance":515024.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2007-1","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A","isin":"US41164MAC10","value_usd":505232.11,"pct_val":0.0413842,"balance":537803.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TR 2005-AR2","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A","isin":"US45660LCL18","value_usd":490965.87,"pct_val":0.0402156,"balance":519747.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A","isin":"US14311DBN57","value_usd":467683.16,"pct_val":0.0383085,"balance":467098.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":454941.75,"pct_val":0.0372648,"balance":492792.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":448559.74,"pct_val":0.0367421,"balance":459653.99,"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/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":442413.44,"pct_val":0.0362386,"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":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC NOTES 01/32 0.00000","isin":"US3134A4NU46","value_usd":438908.62,"pct_val":0.0359516,"balance":563000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ4494 FN 12/41 FIXED 4","isin":"US3138AV7G44","value_usd":426962.35,"pct_val":0.034973,"balance":436321.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAGNETITE CLO LTD 2020-25A","title":"MAGNETITE CLO LTD MAGNE 2020 25A A 144A","isin":"US55955GAA13","value_usd":424889.49,"pct_val":0.0348032,"balance":424441.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A","isin":"US92925DAD21","value_usd":408180.25,"pct_val":0.0334346,"balance":442795.57,"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":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":395552.95,"pct_val":0.0324002,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MARBLE POINT CLO XIV LTD 2018-2","title":"MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A","isin":"US56608KAW36","value_usd":387935.18,"pct_val":0.0319789,"balance":388529.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEWOLF PARK CLO LTD 2017-1A","title":"DEWOLF PARK CLO, LTD DWOLF 2017 1A AR 144A","isin":"US25211AAE91","value_usd":368661.22,"pct_val":0.0301975,"balance":368661.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR15","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1","isin":"US92922F5T14","value_usd":368176.66,"pct_val":0.0301578,"balance":388729.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWARK BSL CLO 2 LTD 2017 1A","title":"NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A","isin":"US65023PAN06","value_usd":364381.37,"pct_val":0.0298469,"balance":364208.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":364242.19,"pct_val":0.0298355,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3","isin":"US12669GZQ71","value_usd":333137.16,"pct_val":0.0272877,"balance":374040.26,"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 ALT-A TRUST 2006-8","title":"BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1","isin":"US07387QAX88","value_usd":329667.58,"pct_val":0.0270035,"balance":346216.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14","isin":"US12668BLY73","value_usd":328109.26,"pct_val":0.0268758,"balance":804330.71,"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 847415 FH 06/35 FLOATING VAR","isin":"US3128JRGY60","value_usd":307196.1,"pct_val":0.0251628,"balance":295491.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-61","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1","isin":"US31395A3J20","value_usd":290197.99,"pct_val":0.0237705,"balance":298001,"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 2006-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A","isin":"US93363RAB24","value_usd":290059.28,"pct_val":0.0237591,"balance":302217.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1","title":"SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A","isin":"US81377JAB98","value_usd":289281.57,"pct_val":0.0236954,"balance":1378423.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRSLF-2017-54A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A","isin":"US26244RAF82","value_usd":276168.54,"pct_val":0.0226213,"balance":275908.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR19","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A","isin":"US933638AB41","value_usd":274325.86,"pct_val":0.0224704,"balance":282784.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI SERIES 2005-QO1 TRUST","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1","isin":"US761118EN47","value_usd":264310.31,"pct_val":0.02165,"balance":382660.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED SEC CORP HEQ LN 2001-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1","isin":"US04541GBN16","value_usd":263660.69,"pct_val":0.0215968,"balance":268266.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-59","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1","isin":"US31394PPQ09","value_usd":259096.19,"pct_val":0.0212229,"balance":250957.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2007-CB1","title":"CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A","isin":"US1248MGAJ39","value_usd":236644.88,"pct_val":0.0193839,"balance":800555.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2018-12A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A","isin":"US04942UAC09","value_usd":229593.14,"pct_val":0.0188063,"balance":229470.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG40 5Y ICE","isin":"EZY2QJ3Z39M5","value_usd":229438.04,"pct_val":0.0189134,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ROMARK WM-R LTD 2018-1A","title":"ROMARK CLO LTD RMRK 2018 1A A1 144A","isin":"US77587AAC09","value_usd":222273.73,"pct_val":0.0182067,"balance":222000.17,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 21","title":"KKR FINANCIAL CLO LTD KKR 21 A 144A","isin":"US48252KAA79","value_usd":220875.62,"pct_val":0.0180922,"balance":220760.31,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-25","title":"COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1","isin":"US12669GJY89","value_usd":220251.58,"pct_val":0.0180411,"balance":230333.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN ABS MTGE LN TR 2007-1","title":"LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A","isin":"US52521MAB81","value_usd":213749.15,"pct_val":0.0175085,"balance":318929.81,"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 2990","title":"FREDDIE MAC FHR 2990 EZ","isin":"US31395V2K40","value_usd":203570.24,"pct_val":0.0166747,"balance":202495.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 775852 FN 03/44 FLOATING VAR","isin":"US31404Q5M78","value_usd":197294.11,"pct_val":0.0161606,"balance":194901.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 806506 FN 10/44 FLOATING VAR","isin":"US31406DAF33","value_usd":187191.3,"pct_val":0.0153331,"balance":184900.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-FM1","title":"GSAMP TRUST GSAMP 2007 FM1 A2A","isin":"US3622MAAB76","value_usd":176555.34,"pct_val":0.0144619,"balance":355478.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-14","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1","isin":"US12667GCB77","value_usd":176533.29,"pct_val":0.0144601,"balance":181207.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALT LOAN TRUST 2006-OA22","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1","isin":"US23245PAA93","value_usd":168715.09,"pct_val":0.0138197,"balance":179067.52,"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 2006-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2","isin":"US466247E748","value_usd":164135.32,"pct_val":0.0134445,"balance":239064.45,"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/3.32826 09/03/24-7Y* CME","isin":"EZPDSL9DRNN3","value_usd":163691.48,"pct_val":0.0134082,"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-AR4","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A","isin":"US93934FPT39","value_usd":156893.13,"pct_val":0.0128513,"balance":187638.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SEC T-63","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1","isin":"US31395M2F53","value_usd":154661.2,"pct_val":0.0126685,"balance":158547.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 803338 FN 09/44 FLOATING VAR","isin":"US31405YPX30","value_usd":144365.48,"pct_val":0.0118252,"balance":142616.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-34","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V","isin":"US3133985T26","value_usd":138706.99,"pct_val":0.0113617,"balance":139878.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":137655.82,"pct_val":0.0112756,"balance":136982.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2005-AR4","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A","isin":"US23332UEM27","value_usd":132549.93,"pct_val":0.0108573,"balance":146318.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTG LN 2004-19","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1","isin":"US863579JG47","value_usd":131958.35,"pct_val":0.0108089,"balance":141818.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-25","title":"COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1","isin":"US12669GKF71","value_usd":128981.15,"pct_val":0.010565,"balance":136888.81,"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 2005-AR19","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1","isin":"US92925CBA99","value_usd":124474.44,"pct_val":0.0101959,"balance":123498.33,"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 CERT 2005-20I","title":"SMALL BUSINESS ADMINISTRATION SBAP 2005 20I 1","isin":"US83162CPU17","value_usd":121426.19,"pct_val":0.0107121,"balance":121755.7,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-61","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1","isin":"US12668AVP73","value_usd":120961.02,"pct_val":0.0099081,"balance":126901.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A","isin":"US81377XAB82","value_usd":118761.88,"pct_val":0.0097279,"balance":432293.37,"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 732218 FN 06/43 FLOATING VAR","isin":"US31402LPB26","value_usd":118122.01,"pct_val":0.0096755,"balance":116883.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR","isin":"US3128JM7F87","value_usd":115986.34,"pct_val":0.0095006,"balance":113061.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A","isin":"US83611DAA63","value_usd":114843.56,"pct_val":0.009407,"balance":427318.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1","isin":"US83612TAB89","value_usd":114822.82,"pct_val":0.0094053,"balance":170067.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-11","title":"COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1","isin":"US12669GUM13","value_usd":114811.05,"pct_val":0.0094043,"balance":162577.03,"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 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3","isin":"US46630GAJ40","value_usd":114728.37,"pct_val":0.0093975,"balance":119384.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-76","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1","isin":"US12668BDE02","value_usd":111081.4,"pct_val":0.0090988,"balance":119855.05,"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 ARM TR 2004-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2","isin":"US07384MZ961","value_usd":110236.09,"pct_val":0.0090296,"balance":115620.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE6","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1","isin":"US61755CAA09","value_usd":108007.44,"pct_val":0.008847,"balance":117671.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2005-QO2","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1","isin":"US761118HU52","value_usd":107943.55,"pct_val":0.0088418,"balance":124125.44,"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 AJ5116 FN 12/41 FIXED 4","isin":"US3138AWVJ94","value_usd":103107.31,"pct_val":0.0084456,"balance":105345.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE4948 FN 09/40 FIXED 4","isin":"US31419FQA74","value_usd":102934.14,"pct_val":0.0084315,"balance":105190.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2005-AR1","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2","isin":"US39538RAB50","value_usd":102485.85,"pct_val":0.0083947,"balance":113468.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MTGE PROD INC 2004-SL2","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4","isin":"US7609856D82","value_usd":100152.87,"pct_val":0.0082036,"balance":108946.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE GRANTOR TRUST 2001-T13","title":"FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1","isin":"US31392A5E46","value_usd":99792.48,"pct_val":0.0081741,"balance":103416.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735362 FN 03/35 FLOATING VAR","isin":"US31402Q5X53","value_usd":98336.3,"pct_val":0.0080548,"balance":96461.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TR 2006-1","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B","isin":"US64352VQR59","value_usd":93938.46,"pct_val":0.0076946,"balance":94002.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2003-4","title":"SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1","isin":"US81743PBX33","value_usd":93538.42,"pct_val":0.0076618,"balance":96999.67,"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 873877 G2 02/30 FLOATING VAR","isin":"US36208ALN99","value_usd":93193.95,"pct_val":0.0076336,"balance":92635.07,"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 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":77118.41,"pct_val":0.0063169,"balance":79494.07,"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 2006-118","title":"FANNIE MAE FNR 2006 118 A2","isin":"US31396L4T48","value_usd":74702.07,"pct_val":0.0061189,"balance":76015.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MTGE FUNDING CORP 2004-3A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A","isin":"US16678RBU05","value_usd":70412.24,"pct_val":0.0057676,"balance":71892.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INV 2007-HE2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A","isin":"US59024LAB71","value_usd":69528.31,"pct_val":0.0056952,"balance":245987.91,"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 ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1","isin":"US07384MZV70","value_usd":66133.93,"pct_val":0.0054171,"balance":66485.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XVIII LTD 2017-4A","title":"SOUND POINT CLO LTD SNDPT 2017 4A A1 144A","isin":"US83609TAA51","value_usd":64256.48,"pct_val":0.0052633,"balance":64177.51,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W-8","title":"FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2","isin":"US31393CX406","value_usd":53140.08,"pct_val":0.0043528,"balance":53302.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 5","title":"SEQUOIA MORTGAGE TRUST SEMT 5 A","isin":"US81743WAA99","value_usd":51615.94,"pct_val":0.0042279,"balance":52023.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2","isin":"US86359LAQ23","value_usd":47994.65,"pct_val":0.0039313,"balance":50041.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W9","title":"FANNIEMAE WHOLE LOAN FNW 2003 W9 A","isin":"US31393B6U41","value_usd":46897.74,"pct_val":0.0038415,"balance":48860.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AH6225 FN 03/41 FIXED 4","isin":"US3138A74K14","value_usd":45980.23,"pct_val":0.0037663,"balance":47213.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 844532 FN 11/35 FLOATING VAR","isin":"US31407YHH53","value_usd":45691.89,"pct_val":0.0037427,"balance":44930.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 844214 FN 11/35 FLOATING VAR","isin":"US31407X3X76","value_usd":44414.91,"pct_val":0.0036381,"balance":43736.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE8748 FN 12/40 FIXED 4","isin":"US31419KWJ05","value_usd":44301.1,"pct_val":0.0036288,"balance":44980.72,"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 3031","title":"FREDDIE MAC FHR 3031 LZ","isin":"US31396AAZ75","value_usd":41813.66,"pct_val":0.003425,"balance":41604.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RT MTGE TRUST 2004-4","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1","isin":"US576433ME30","value_usd":39604.21,"pct_val":0.003244,"balance":40658.4,"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 795297 FN 07/44 FLOATING VAR","isin":"US31405PRS10","value_usd":37761.58,"pct_val":0.0030931,"balance":37579.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2006-15","title":"FANNIE MAE FNR 2006 15 FC","isin":"US31395BVE00","value_usd":36923.77,"pct_val":0.0030245,"balance":37460.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 866888 FN 01/36 FLOATING VAR","isin":"US31409CCZ68","value_usd":36739.23,"pct_val":0.0030094,"balance":35842.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE GRANTOR TRUST 2002-T7","title":"FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1","isin":"US31392DQH88","value_usd":32545.32,"pct_val":0.0026658,"balance":32682.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-HE1","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1","isin":"US44328AAB61","value_usd":30835.5,"pct_val":0.0025258,"balance":86846.85,"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 MSC MTG CTFS 2003-AR2","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2","isin":"US939336D591","value_usd":29923.52,"pct_val":0.0024511,"balance":29363.4,"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":"CDX IG41 5Y ICE","isin":"EZG1MXP5KL27","value_usd":25752.47,"pct_val":0.0021229,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0232 FN 11/29 FIXED 4.5","isin":"US31417YHJ91","value_usd":22013.73,"pct_val":0.0018032,"balance":21914.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1","isin":"US12668BB444","value_usd":21251.75,"pct_val":0.0017408,"balance":24225.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2006-HE4","title":"MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1","isin":"US576449AA06","value_usd":20487.61,"pct_val":0.0016782,"balance":70263.7,"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 2004-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A","isin":"US92922FLD86","value_usd":20223.2,"pct_val":0.0016565,"balance":19898.09,"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 2004-11","title":"FANNIE MAE FNR 2004 11 A","isin":"US31393T7H31","value_usd":19642.89,"pct_val":0.001609,"balance":19672.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":17968.91,"pct_val":0.0014719,"balance":17695.69,"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 A89493 FG 10/39 FIXED 5.5","isin":"US312936RN93","value_usd":16949.1,"pct_val":0.0013883,"balance":16363.63,"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 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":16778.95,"pct_val":0.0013744,"balance":16885.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GE-WMC MORTGAGE SECURITIES LLC 2006-1","title":"GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A","isin":"US36829JAA97","value_usd":15861.6,"pct_val":0.0012992,"balance":37303,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2","isin":"US86359LBY48","value_usd":13448.33,"pct_val":0.0011016,"balance":13977.05,"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 080409 G2 05/30 FLOATING VAR","isin":"US36225CN364","value_usd":12685.81,"pct_val":0.0010391,"balance":12625.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTORS 2003-A1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A","isin":"US589929F377","value_usd":11696.26,"pct_val":0.0009581,"balance":11891.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED SEC HOME EQTY LN 2007-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2","isin":"US04544TAB70","value_usd":11676.61,"pct_val":0.0009564,"balance":16118.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO 36 LTD 2025-52A","title":"SYMPHONY CLO LTD SYMP 2025 52A A 144A","isin":"US87272HAA86","value_usd":11410.21,"pct_val":0.0009346,"balance":11404.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE ACQ CORP 2005-RM1","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2","isin":"US46629NAC74","value_usd":10913.92,"pct_val":0.000894,"balance":24542.83,"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 ARM 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1","isin":"US07384MTN29","value_usd":9778.97,"pct_val":0.000801,"balance":9708.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2006-S1","title":"GSAMP TRUST GSAMP 2006 S1 A2A","isin":"US3623413A52","value_usd":9489.06,"pct_val":0.0007773,"balance":129937.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY IXIS RE CAP TR 2006-2","title":"MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1","isin":"US617463AA25","value_usd":9418.44,"pct_val":0.0007715,"balance":28628.5,"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 A89085 FG 10/39 FIXED 5.5","isin":"US312936CW57","value_usd":8842.46,"pct_val":0.0007243,"balance":8519.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 930543 FN 02/29 FIXED 4.5","isin":"US31412NZG41","value_usd":8697.71,"pct_val":0.0007124,"balance":8667.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALOMON BROTHERS MTGE SEC VII 2002-WMC1","title":"SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1","isin":"US79549AKF56","value_usd":8344.75,"pct_val":0.0006835,"balance":8347.31,"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 2585","title":"FREDDIE MAC FHR 2585 FD","isin":"US31393MH614","value_usd":7424.67,"pct_val":0.0006082,"balance":7431.3,"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":"CDX IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":6925.46,"pct_val":0.0005709,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1","isin":"US12669GTV31","value_usd":6768.8,"pct_val":0.0005544,"balance":6898.47,"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 MA0427 FN 05/30 FIXED 4","isin":"US31417YPM39","value_usd":6490.98,"pct_val":0.0005317,"balance":6509.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5","isin":"US312929GY27","value_usd":6473.14,"pct_val":0.0005302,"balance":6233.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0200 FN 10/29 FIXED 4.5","isin":"US31417YGJ01","value_usd":5138.72,"pct_val":0.0004209,"balance":5115.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL FUNDING MTG SEC I 2003-S9","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1","isin":"US76111JZ721","value_usd":5006.79,"pct_val":0.0004101,"balance":4941.54,"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 2469","title":"FREDDIE MAC FHR 2469 FV","isin":"US31392RDQ11","value_usd":4980.27,"pct_val":0.0004079,"balance":4980.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ARM 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1","isin":"US07384MTK89","value_usd":4966.04,"pct_val":0.0004068,"balance":4912.87,"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 2477","title":"FREDDIE MAC FHR 2477 FZ","isin":"US31392PU943","value_usd":4506.11,"pct_val":0.0003691,"balance":4502.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 930770 FN 03/29 FIXED 4.5","isin":"US31412PCF62","value_usd":3992.69,"pct_val":0.000327,"balance":3976.4,"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":3562.36,"pct_val":0.0002918,"balance":3549.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR","isin":"US31295NPS17","value_usd":2922.83,"pct_val":0.0002394,"balance":2863.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 516801 FN 12/29 FLOATING VAR","isin":"US31383YDE41","value_usd":2689.12,"pct_val":0.0002203,"balance":2649.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 664885 FN 10/32 FLOATING VAR","isin":"US31391EUJ80","value_usd":2209.69,"pct_val":0.000181,"balance":2155.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080592 G2 04/32 FLOATING VAR","isin":"US36225CUS33","value_usd":1893.36,"pct_val":0.0001551,"balance":1893.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0096 FN 06/29 FIXED 4.5","isin":"US31417YDA29","value_usd":1856.8,"pct_val":0.0001521,"balance":1848.89,"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 LOAN TRUST 2002-2","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A","isin":"US759950AG37","value_usd":1797.38,"pct_val":0.0001472,"balance":1852.68,"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 847076 FH 01/32 FLOATING VAR","isin":"US3128HD2H18","value_usd":1396.12,"pct_val":0.0001144,"balance":1375.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR","isin":"US31295KQ723","value_usd":1252.58,"pct_val":0.0001026,"balance":1235.8,"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/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":1134.09,"pct_val":0.0000935,"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":"HOME EQUITY PASS-THRU CERTS 2002-3","title":"HOME EQUITY ASSET TRUST HEAT 2002 3 A4","isin":"US22541NHE22","value_usd":987.2,"pct_val":0.0000809,"balance":1009.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2002-AR21","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1","isin":"US22540V4R01","value_usd":821.66,"pct_val":0.0000673,"balance":971.74,"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 675632 FN 12/32 FLOATING VAR","isin":"US31391SSV33","value_usd":667.25,"pct_val":0.0000547,"balance":655.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080058 G2 04/27 FLOATING VAR","isin":"US36225CB476","value_usd":504.48,"pct_val":0.0000413,"balance":502.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008945 G2 08/26 FLOATING VAR","isin":"US36202K5E17","value_usd":467.97,"pct_val":0.0000383,"balance":467.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR","isin":"US31295NCV82","value_usd":385.08,"pct_val":0.0000315,"balance":377.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 535228 FN 12/29 FLOATING VAR","isin":"US31384VSR41","value_usd":363.76,"pct_val":0.0000298,"balance":358.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008651 G2 07/25 FLOATING VAR","isin":"US36202KTG03","value_usd":219.08,"pct_val":0.0000193,"balance":219.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080070 G2 05/27 FLOATING VAR","isin":"US36225CCG96","value_usd":196.24,"pct_val":0.0000161,"balance":195.72,"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 WHOLE LOAN 2002 W11","title":"FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1","isin":"US31392EW638","value_usd":140.57,"pct_val":0.0000115,"balance":143.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAIE WHOLE LOAN 2002-W2","title":"FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1","isin":"US31392CEQ33","value_usd":121.27,"pct_val":0.0000099,"balance":123.62,"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 1935","title":"FREDDIE MAC FHR 1935 FJ","isin":"US3133T8Z671","value_usd":96.88,"pct_val":0.0000079,"balance":96.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 635099 FN 06/32 FLOATING VAR","isin":"US31389TRU87","value_usd":88.23,"pct_val":0.0000072,"balance":86.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 563479 FN 11/30 FLOATING VAR","isin":"US31386G6Q16","value_usd":68.8,"pct_val":0.0000056,"balance":68.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 576836 FN 02/41 FLOATING VAR","isin":"US31386XY917","value_usd":68.3,"pct_val":0.0000056,"balance":68.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 257202 FN 04/28 FIXED 4.5","isin":"US31371NU371","value_usd":58.7,"pct_val":0.0000048,"balance":58.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008675 G2 08/25 FLOATING VAR","isin":"US36202KT884","value_usd":53.55,"pct_val":0.0000047,"balance":53.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 555847 FN 09/33 FLOATING VAR","isin":"US31385XP842","value_usd":43.94,"pct_val":0.0000036,"balance":43.25,"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":0.0000035,"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":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008682 G2 08/25 FLOATING VAR","isin":"US36202KUF01","value_usd":29.23,"pct_val":0.0000026,"balance":29.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008814 G2 02/26 FLOATING VAR","isin":"US36202KYK59","value_usd":23.31,"pct_val":0.0000019,"balance":23.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008684 G2 08/25 FLOATING VAR","isin":"US36202KUH66","value_usd":16.47,"pct_val":0.0000015,"balance":16.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-10Y CME","isin":"EZ7K2W20N534","value_usd":-32738.07,"pct_val":-0.0026816,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":-709437.26,"pct_val":-0.0581109,"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/4.13656 12/31/25-28Y* LCH","isin":"EZDGNPX3KWP7","value_usd":-2763267.91,"pct_val":-0.227786,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":-2868561.3,"pct_val":-0.253062,"balance":-3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":-2908753.23,"pct_val":-0.239779,"balance":-3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":-2929129.65,"pct_val":-0.239929,"balance":-3000000,"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/3.58672 09/02/25-4Y* LCH","isin":"EZNQ4Z4QT3L7","value_usd":-3309081.96,"pct_val":-0.291925,"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 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":-15806019.96,"pct_val":-1.39439,"balance":-17000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":-16020161.82,"pct_val":-1.3206,"balance":-17000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":-16116576.81,"pct_val":-1.32013,"balance":-17000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-u-s-government-and-short-term-investments-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-u-s-government-and-short-term-investments-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 U.S. Government and Short-Term Investments Portfolio | LEI: 8NMWJD2XVDNZZAHXSJ80 | 254 positions totaling $1,259,171,063 across ABS-CBDO, DIR, DBT, STIV, ABS-O, DCR, ABS-MBS | 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"}