{"entity_type":"fund","name":"Western Asset Mortgage Total Return Fund","identifiers":{"lei":"549300GQXDFRVF4XT215","cik":"764624","fund_id":"S000016649","fundkey":"western-asset-mortgage-total-return-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-02-23"},"summary":{"total_positions":596,"total_value_usd":874120940.19,"asset_categories":["ABS-CBDO","STIV","ABS-O","EP","DIR","DBT","ABS-MBS"],"by_asset_category":{"ABS-MBS":{"positions":507,"total_value_usd":786984875.55},"ABS-O":{"positions":58,"total_value_usd":57304712.56},"DBT":{"positions":13,"total_value_usd":10104428.23},"ABS-CBDO":{"positions":13,"total_value_usd":11116975.38},"EP":{"positions":3,"total_value_usd":4385573.07},"STIV":{"positions":1,"total_value_usd":4223828.47},"DIR":{"positions":1,"total_value_usd":546.93}}},"holdings":[{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0226427","value_usd":28775788.57,"pct_val":7.739855722341,"balance":34600000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0226757","value_usd":22888214.39,"pct_val":6.29932809646,"balance":27600000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0526495","value_usd":22773254.46,"pct_val":6.125347474659,"balance":22800000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0606180","value_usd":20743051.14,"pct_val":5.893888505978,"balance":20200000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0606420","value_usd":20722283.89,"pct_val":5.57369564889,"balance":20400000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0306450","value_usd":20456421.47,"pct_val":5.502186339326,"balance":23600000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0526156","value_usd":20079949.03,"pct_val":5.705476016512,"balance":19800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XQQ919","value_usd":16430752.99,"pct_val":4.668600850411,"balance":18807780.97,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0306781","value_usd":16097426.54,"pct_val":4.430357456299,"balance":18600000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0606750","value_usd":16057209.62,"pct_val":4.419288896306,"balance":15800000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0206460","value_usd":15341379.12,"pct_val":4.126387733274,"balance":19300000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0526727","value_usd":14498948.32,"pct_val":3.990421924796,"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":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0206791","value_usd":13699114.86,"pct_val":3.770290581162,"balance":17300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0526457","value_usd":12627863.89,"pct_val":3.396530536503,"balance":12600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0506190","value_usd":11969062.56,"pct_val":3.400865175214,"balance":12000000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0306112","value_usd":11942753.94,"pct_val":3.393389897253,"balance":13500000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0426167","value_usd":11716518.6,"pct_val":3.329107846312,"balance":12000000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0406A02","value_usd":11311162.08,"pct_val":3.144816169043,"balance":12000000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0426738","value_usd":11288539.03,"pct_val":3.106848348586,"balance":11800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0606481","value_usd":10251978.34,"pct_val":2.757485968704,"balance":10100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0326A74","value_usd":10142686.72,"pct_val":2.819947673722,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0626485","value_usd":9590864.48,"pct_val":2.579665441562,"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":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0506491","value_usd":9443503.39,"pct_val":2.540029565974,"balance":9600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0226140","value_usd":9231257.87,"pct_val":2.622950899966,"balance":10700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0506430","value_usd":9115922.5,"pct_val":2.451919771178,"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":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0526788","value_usd":8613973.19,"pct_val":2.370750396397,"balance":8600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0426A65","value_usd":8245783.87,"pct_val":2.29255617216,"balance":8500000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0326417","value_usd":7666641.73,"pct_val":2.062105117318,"balance":8500000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0526A56","value_usd":7562956.65,"pct_val":2.102711303266,"balance":7500000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0206A20","value_usd":7256097.99,"pct_val":2.017396101454,"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":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0626717","value_usd":6918640.16,"pct_val":1.904158341343,"balance":6700000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0326250","value_usd":6910839.83,"pct_val":1.963632021431,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0606713","value_usd":6901454.44,"pct_val":1.899428462157,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132XCRW70","value_usd":6715263.44,"pct_val":1.908061342398,"balance":7281263.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0506723","value_usd":6582480.12,"pct_val":1.811639879711,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0506760","value_usd":6174847.6,"pct_val":1.699450656798,"balance":6300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0426468","value_usd":5757187.5,"pct_val":1.548517098256,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0426A28","value_usd":5722493.6,"pct_val":1.591011628446,"balance":5900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BMY692","value_usd":5279339.51,"pct_val":1.500060827461,"balance":6964223.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0426407","value_usd":5261430.19,"pct_val":1.415172705509,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XQFP77","value_usd":4970369.6,"pct_val":1.412270743498,"balance":5819668.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0426799","value_usd":4786852.4,"pct_val":1.317444572264,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0506A92","value_usd":4761079.34,"pct_val":1.323711850704,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0606226","value_usd":4684992.18,"pct_val":1.331184181822,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0306173","value_usd":4673296.89,"pct_val":1.327861105827,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0206183","value_usd":4556384.36,"pct_val":1.294641816528,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381HMU22","value_usd":4531291.7,"pct_val":1.287512038977,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0506A54","value_usd":4277870.31,"pct_val":1.189366364376,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Western Asset Premier Institutional Government Reserves","title":"Western Asset Premier Institutional Government Reserves","isin":"US52470G4947","value_usd":4223828.47,"pct_val":1.200150060014,"balance":4223828.47,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38383YKD30","value_usd":4130760.26,"pct_val":1.173705847469,"balance":5814580.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0306744","value_usd":4069490.23,"pct_val":1.120011098607,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0226488","value_usd":4009459.27,"pct_val":1.078428700534,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0226710","value_usd":3993833.84,"pct_val":1.099188835451,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380BB461","value_usd":3943520.55,"pct_val":1.120503935793,"balance":5417124,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0526A19","value_usd":3828874.41,"pct_val":1.064533075261,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0406441","value_usd":3541100.34,"pct_val":0.9524536804,"balance":3800000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0326748","value_usd":3511715.03,"pct_val":0.966499386029,"balance":3900000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0606A83","value_usd":3473929.33,"pct_val":0.965848517582,"balance":3400000,"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 - STACR","title":"Freddie Mac STACR Trust 2019-FTR1","isin":"US35564PAC23","value_usd":3335645.91,"pct_val":0.947783667709,"balance":2810000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H4HJ21","value_usd":3319113.68,"pct_val":0.943086233387,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0326130","value_usd":3185681.42,"pct_val":0.90517306149,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H53L95","value_usd":3097574.48,"pct_val":0.880138534146,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137B1W737","value_usd":3020936.21,"pct_val":0.858362691449,"balance":3575473.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Social Professional Loan Progr","title":"SoFi Professional Loan Program 2020-ATrust","isin":"US83406TAC62","value_usd":2824240,"pct_val":0.785216899416,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0306413","value_usd":2746166.06,"pct_val":0.738639326678,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXFC18","value_usd":2745287.79,"pct_val":0.780040508114,"balance":2669157.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FPWG67","value_usd":2657180.25,"pct_val":0.755005810287,"balance":3523991.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DN5A79","value_usd":2621690.19,"pct_val":0.744921736575,"balance":2597466.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0626778","value_usd":2567105.25,"pct_val":0.706522490236,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FXSE99","value_usd":2457057.9,"pct_val":0.698143451394,"balance":15237351.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"280 Park Avenue Mortgage Trust","title":"280 Park Avenue 2017-280P Mortgage Trust","isin":"US90205FAQ37","value_usd":2441949.75,"pct_val":0.693850652276,"balance":2500000,"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 - STACR","title":"STACR Trust 2018-HRP1","isin":"US3137G0VB27","value_usd":2419454.63,"pct_val":0.687458934476,"balance":2038243.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622ABP553","value_usd":2377325.52,"pct_val":0.675488454554,"balance":2663028.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617B9A636","value_usd":2358549.12,"pct_val":0.670153366316,"balance":2557300.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MULTIFAMILY CONNECTICUT AVENUE","title":"Multifamily Connecticut Avenue Securities Trust 2020-01","isin":"US62548QAF81","value_usd":2337864.75,"pct_val":0.664276151351,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FUNG53","value_usd":2311039.5,"pct_val":0.656654079189,"balance":3794997.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BHMS Mortgage Trust","title":"BHMS 2018-ATLS","isin":"US05549GAJ04","value_usd":2249106.98,"pct_val":0.619002537709,"balance":2250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SWCH Commercial Mortgage Trust","title":"SWCH Commercial Mortgage Trust 2025-DATA","isin":"US78489CAE93","value_usd":2241112.95,"pct_val":0.636785291009,"balance":2250000,"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 or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0504A11","value_usd":2223003.18,"pct_val":0.618056420273,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381H8H74","value_usd":2178131.82,"pct_val":0.61888996039,"balance":2856672.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380RTP54","value_usd":2165732.53,"pct_val":0.615366851262,"balance":2814964.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137BDBZ83","value_usd":2152982.45,"pct_val":0.611744069374,"balance":2618038.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H6V443","value_usd":2124430.28,"pct_val":0.603631313664,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Corp II","isin":"US36269JAL26","value_usd":2095179.27,"pct_val":0.595319990973,"balance":2015000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bayview Opportunity Master Fun","title":"Bayview Opportunity Master Fund VII 2025-EDU1 LLC","isin":"US07337GAD51","value_usd":2086993.89,"pct_val":0.592994213691,"balance":2083936.34,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0626147","value_usd":2078793.66,"pct_val":0.59066421696,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BXHPP Trust","title":"BXHPP Trust 2021-FILM","isin":"US05609JAL61","value_usd":2071252.51,"pct_val":0.588521489884,"balance":2207000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0626448","value_usd":2047608.24,"pct_val":0.550747456144,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31417EY217","value_usd":2007513.07,"pct_val":0.570410694599,"balance":2170620.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB Private Education Loan Tru","title":"SMB Private Education Loan Trust 2021-A","isin":"US78448YAE14","value_usd":2006168.79,"pct_val":0.570028733604,"balance":2263422.87,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortga","title":"MF1 2024-FL16","isin":"US55287EAA55","value_usd":1986054.05,"pct_val":0.552178003008,"balance":1980000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEB Funding LLC","title":"SEB Funding LLC","isin":"US78433DAC83","value_usd":1914803.52,"pct_val":0.544068390979,"balance":1870000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sunnova Hestia I Issuer, LLC","title":"Sunnova Hestia I Issuer LLC","isin":"US86746BAA17","value_usd":1906254.5,"pct_val":0.541639289764,"balance":1902511.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB Private Education Loan Tru","title":"SMB Private Education Loan Trust 2020-A","isin":"US78449UAD00","value_usd":1885647.6,"pct_val":0.535784086967,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AGNC INVESTMENT CORP","title":"AGNC Investment Corp","isin":"US00123Q8722","value_usd":1875763.98,"pct_val":0.532975775214,"balance":76437,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Capital I Trust","title":"Morgan Stanley Capital I Trust 2021-230P","isin":"US61772WAG24","value_usd":1870115,"pct_val":0.531370685487,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DTDT43","value_usd":1867601.12,"pct_val":0.530656396719,"balance":1883810.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hertz Vehicle Financing LLC","title":"Hertz Vehicle Financing III LLC","isin":"US42806MCG24","value_usd":1846218.15,"pct_val":0.524580682965,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BJK952","value_usd":1844275.14,"pct_val":0.524028600042,"balance":10586967.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hardee's Funding LLC and Carls","title":"Hardee's Funding LLC","isin":"US411707AH55","value_usd":1840601.63,"pct_val":0.522984816357,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418FBN69","value_usd":1831740.51,"pct_val":0.509274567245,"balance":1813883.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Multifamily Structured Credit","title":"Freddie Mac Mscr Trust Mn7","isin":"US35563QAC15","value_usd":1830466.24,"pct_val":0.520104967186,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138WTZS80","value_usd":1830323.7,"pct_val":0.520064466159,"balance":1869063.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132L6ZW49","value_usd":1823503.83,"pct_val":0.518126682121,"balance":1851492.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0206423","value_usd":1799633.24,"pct_val":0.484049345749,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0206753","value_usd":1792271.47,"pct_val":0.493271595375,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B45U84","value_usd":1791557.22,"pct_val":0.50904943711,"balance":2476551.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nelnet Student Loan Trust","title":"Nelnet Student Loan Trust 2025-D","isin":"US639931AE45","value_usd":1790045.82,"pct_val":0.508619990977,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H9F465","value_usd":1780501.64,"pct_val":0.478903498108,"balance":10527084.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mor","title":"JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7","isin":"US46644PAG46","value_usd":1779815.84,"pct_val":0.505713265195,"balance":2143234.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132D9F746","value_usd":1775814.91,"pct_val":0.504576449055,"balance":1966300.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONE Park Mortgage Trust","title":"ONE 2021-PARK Mortgage Trust","isin":"US682413AJ88","value_usd":1744837.85,"pct_val":0.495774690015,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381U8L97","value_usd":1702143.73,"pct_val":0.483643669297,"balance":15043170.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2024-1","isin":"US92540EAD58","value_usd":1666684.14,"pct_val":0.473568253269,"balance":1650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Aqua Finance Trust","title":"Aqua Finance Trust 2020-A","isin":"US038413AC49","value_usd":1597680.79,"pct_val":0.453961781265,"balance":1645597.63,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TWO HARBORS INV CORP","title":"Two Harbors Investment Corp","isin":"US90187BAB71","value_usd":1596000,"pct_val":0.453484205002,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Blue Stream Issuer, LLC","title":"Blue Stream Issuer LLC","isin":"US09606BAL80","value_usd":1572878.4,"pct_val":0.446914480444,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0326700","value_usd":1545755.4,"pct_val":0.425425079281,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Gold Pool","isin":"US3132HBZS77","value_usd":1532087.94,"pct_val":0.435324361819,"balance":1568658.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCC Trust","title":"ROCK Trust 2024-CNTR","isin":"US74970WAJ99","value_usd":1493581.04,"pct_val":0.424383089304,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mosaic Solar Loans LLC","title":"Mosaic Solar Loan Trust 2023-4","isin":"US618934AC71","value_usd":1455582.74,"pct_val":0.404692294545,"balance":2160000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2019-IMC","isin":"US05608BAS97","value_usd":1452048,"pct_val":0.412581975504,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FUXW93","value_usd":1446484.56,"pct_val":0.411001190939,"balance":9611122.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MSWF Commercial Mortgage Trust","title":"MSWF Commercial Mortgage Trust 2023-1","isin":"US55376CBN20","value_usd":1435921.99,"pct_val":0.407999963709,"balance":1939000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMP Trust","title":"BMP 2024-MF23","isin":"US05593JAJ97","value_usd":1425298.02,"pct_val":0.404981290407,"balance":1420000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sesac Finance","title":"Sesac Finance LLC","isin":"US78396YAD58","value_usd":1398689.28,"pct_val":0.397420736958,"balance":1375500,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.G. Wentworth XLI LLC","title":"J.G. Wentworth XLI LLC","isin":"US46651TAB70","value_usd":1397742.08,"pct_val":0.39715160147,"balance":1574035.47,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31410LVE90","value_usd":1395443.71,"pct_val":0.396498547277,"balance":1478670.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMRT","title":"SMRT 2022-MINI","isin":"US78457JAQ58","value_usd":1380624.98,"pct_val":0.392287983371,"balance":1400000,"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 - STACR","title":"Freddie Mac STACR REMIC Trust 2019-HQA4","isin":"US35565CBE57","value_usd":1376853.59,"pct_val":0.382803411498,"balance":1240000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bayview Opportunity Master Fun","title":"Bayview Opportunity Master Fund VII 2024-EDU1 LLC","isin":"US07336PAD69","value_usd":1369655.2,"pct_val":0.389171052317,"balance":1347662.43,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Renew Financial","title":"Renew 2023-1","isin":"US75973HAA59","value_usd":1321801.16,"pct_val":0.375573902389,"balance":1341862,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REMIC FUNDING TRUST 98-1","title":"Redwood Funding Trust 2025-3","isin":"US75806GAA04","value_usd":1318685.41,"pct_val":0.374688599499,"balance":1305938.41,"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 - STACR","title":"Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1","isin":"US3137G1CG08","value_usd":1308425.72,"pct_val":0.371773431979,"balance":1788500.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHIMERA INVESTMENT CORP","title":"Chimera Investment Corp","isin":"US16934Q5053","value_usd":1308062.25,"pct_val":0.371670156349,"balance":61325,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US3617MKMK27","value_usd":1307540.66,"pct_val":0.371521952824,"balance":1400375.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Non Gold Pool","isin":"US31288QFR65","value_usd":1300987.01,"pct_val":0.369659811997,"balance":1298669.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H74C42","value_usd":1300613.49,"pct_val":0.369553680781,"balance":66128405.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgag","title":"Wells Fargo Commercial Mortgage Trust 2019-C51","isin":"US95001VAU44","value_usd":1297739.35,"pct_val":0.360807462771,"balance":1370000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Goodgreen Trust","title":"Goodgreen 2020-1 Trust","isin":"US38217TAC99","value_usd":1291390.02,"pct_val":0.366932942711,"balance":1659545.82,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"College Ave Student Loans","title":"College Ave Student Loans 2021-C LLC","isin":"US19424WAE75","value_usd":1290174.17,"pct_val":0.366587473556,"balance":1359890.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGNQ05","value_usd":1282993.03,"pct_val":0.364547038993,"balance":9293333.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382VLQ04","value_usd":1276590.94,"pct_val":0.362727962117,"balance":9215639.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31418AS827","value_usd":1272939.82,"pct_val":0.36169054028,"balance":1304853.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BRH670","value_usd":1272590.56,"pct_val":0.361591302252,"balance":9452370.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Extended Stay America Trust","title":"Extended Stay America Trust 2021-ESH","isin":"US30227FAN06","value_usd":1267817.5,"pct_val":0.352488360187,"balance":1264914.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Avis Budget Rental Car Funding","title":"Avis Budget Rental Car Funding AESOP LLC","isin":"US05377RJU95","value_usd":1265177.75,"pct_val":0.359485041444,"balance":1230000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRES Commercial Mortgage Trust","title":"BRES Commercial Mortgage Trust 2025-ATCAP","isin":"US05619GAL05","value_usd":1259476.38,"pct_val":0.357865065728,"balance":1250000,"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","title":"New Residential Mortgage Loan Trust 2024-RTL1","isin":"US64831PAB13","value_usd":1256754.75,"pct_val":0.357091747297,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage-Backed Securities","title":"GS Mortgage-Backed Securities Trust 2022-NQM1","isin":"US36264EBG89","value_usd":1243275.05,"pct_val":0.353261652661,"balance":1424076.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONNI Commercial Mortgage Trust","title":"ONNI Commerical Mortgage Trust 2024-APT","isin":"US682939AG86","value_usd":1242313.2,"pct_val":0.352988354552,"balance":1200000,"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 - CAS","title":"Connecticut Avenue Securities Trust 2021-R01","isin":"US20754RAJ59","value_usd":1229276.07,"pct_val":0.349284010859,"balance":1190000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MetroNet Infrastructure Issuer","title":"MetroNet Infrastructure Issuer LLC","isin":"US59170JAG31","value_usd":1227412.2,"pct_val":0.337810194611,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXG897","value_usd":1226013.63,"pct_val":0.34086572713,"balance":1261651.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Commercial Mortgage","title":"Citigroup Commercial Mortgage Trust 2015-GC29","isin":"US17323VAA35","value_usd":1215381,"pct_val":0.337909561662,"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":"MFA FINANCIAL INC","title":"MFA Financial Inc","isin":"US55272X5086","value_usd":1201746.84,"pct_val":0.341461911247,"balance":52662,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Trust 2024-VLT4","isin":"US05612TAJ43","value_usd":1199689.08,"pct_val":0.340877223492,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Capital Automotive Reit","title":"CARS-DB7 LP","isin":"US12510HAS94","value_usd":1188638.76,"pct_val":0.337737407965,"balance":1179675,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Commercial Mortgage Trust 2025-SPOT","isin":"US12433FAJ75","value_usd":1188223.99,"pct_val":0.337619556058,"balance":1178634.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382MZ778","value_usd":1184279.18,"pct_val":0.318536882694,"balance":19153330.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA Trust","title":"MFA 2024-RTL3 Trust","isin":"US59319PAA49","value_usd":1182793.01,"pct_val":0.336076408409,"balance":1170000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382WKF31","value_usd":1178676.58,"pct_val":0.334906774333,"balance":6755151.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BFLD Trust","title":"BFLD Commercial Mortgage Trust 2024-UNIV","isin":"US08861RAJ05","value_usd":1175279.86,"pct_val":0.333941637197,"balance":1170000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tricon Residential","title":"Tricon Residential 2024-SFR4 Trust","isin":"US895975AD25","value_usd":1166300.69,"pct_val":0.331390314033,"balance":1170000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Renew Financial","title":"Renew 2024-1","isin":"US75973VAB27","value_usd":1160112.27,"pct_val":0.329631948918,"balance":1152076.08,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Apollo Aviation Securitization","title":"AASET 2025-1","isin":"US00258PAA12","value_usd":1149249.9,"pct_val":0.326545537124,"balance":1125349.72,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Trust 2019-GC39","isin":"US36260JAF49","value_usd":1143771.42,"pct_val":0.318000116156,"balance":34163540.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Colony American Finance Ltd","title":"CAFL 2023-RTL1 Issuer LLC","isin":"US124762AB11","value_usd":1140000,"pct_val":0.323917289287,"balance":1140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saluda Grade Alternative Mortg","title":"Saluda Grade Alternative Mortgage Trust 2024-RTL4","isin":"US79584CAB72","value_usd":1139767.67,"pct_val":0.323851275511,"balance":1140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sierra Receivables Funding Co","title":"Sierra Timeshare 2024-2 Receivables Funding LLC","isin":"US82650DAD49","value_usd":1127372.97,"pct_val":0.320329470577,"balance":1111648.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse Mortgage Trust","title":"CSMC 2017-RPL3 Trust","isin":"US12651YAS19","value_usd":1115769.05,"pct_val":0.317032356268,"balance":1136887.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FTYH45","value_usd":1104456.52,"pct_val":0.313818036924,"balance":4716952.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FL2N34","value_usd":1100128.49,"pct_val":0.312588279253,"balance":39568128.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortga","title":"MF1 2022-FL8 Ltd","isin":"US55284JAJ88","value_usd":1099478.93,"pct_val":0.312403714591,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38383M3M86","value_usd":1097915.4,"pct_val":0.311959456346,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXPAND ENERGY CORP","title":"Expand Energy Corp","isin":"US845467AT68","value_usd":1085440.3,"pct_val":0.308414806718,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Thrust Engine Leasing","title":"Thrust Engine Leasing 2021 DAC","isin":"US88603UAA79","value_usd":1070445.69,"pct_val":0.304154268626,"balance":1083807.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B3HQ69","value_usd":1066290.39,"pct_val":0.302973590106,"balance":1136354.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Mortgage Residential","title":"Starwood Mortgage Residential Trust 2021-4","isin":"US85573PAH55","value_usd":1066227.61,"pct_val":0.302955751924,"balance":1490000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX Trust","title":"BX Trust 2021-ARIA","isin":"US05608RAQ83","value_usd":1065603.05,"pct_val":0.296267145472,"balance":1070000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Corp Trust 2018-LUAU","isin":"US36256AAS15","value_usd":1059494.85,"pct_val":0.301042719145,"balance":1070000,"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 - CAS","title":"Connecticut Avenue Securities Trust 2024-R01","isin":"US20753UAJ97","value_usd":1058501,"pct_val":0.30076032862,"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 - STACR","title":"Freddie Mac STACR REMIC Trust 2021-HQA4","isin":"US35564KPP83","value_usd":1048455.3,"pct_val":0.297905963784,"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":"FULL HOUSE RESORTS INC","title":"Full House Resorts Inc","isin":"US359678AC31","value_usd":1047000,"pct_val":0.297492457792,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38384VTD90","value_usd":1033982.16,"pct_val":0.293793595121,"balance":11381665.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0606143","value_usd":1019179.69,"pct_val":0.289587651299,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ExteNet Systems","title":"ExteNet Issuer LLC","isin":"US30227XAJ00","value_usd":1013944.5,"pct_val":0.288100135024,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"The Huntington National Bank","title":"Huntington Bank Auto Credit-Linked Notes Series 2024-2","isin":"US44644NAK54","value_usd":1013109.25,"pct_val":0.287862808782,"balance":1000545.4,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TICP CLO Ltd","title":"TICP CLO VII Ltd","isin":"US87248TAS42","value_usd":1005746.1,"pct_val":0.285770658265,"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":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H24R20","value_usd":1004993.41,"pct_val":0.285556790455,"balance":6840203.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New York Mortgage Trust","title":"NYMT Loan Trust Series 2024-BPL1","isin":"US62956MAA36","value_usd":1003674.2,"pct_val":0.285181952799,"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":"NYC Commercial Mortgage Trust","title":"NYC Commercial Mortgage Trust 2025-28L","isin":"US67123JAN90","value_usd":998448.1,"pct_val":0.283697019338,"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":"BX Trust","title":"BX Commercial Mortgage Trust 2024-BIO2","isin":"US05613GAG73","value_usd":996837.02,"pct_val":0.283239250332,"balance":1020000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Greystone Commercial Real Esta","title":"Greystone CRE Notes 2025 HC-4 LLC","isin":"US39809NAJ90","value_usd":996398.9,"pct_val":0.283114763804,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617Q6VQ65","value_usd":994901.96,"pct_val":0.282689426306,"balance":1120672.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGCD11","value_usd":981047.96,"pct_val":0.278752978828,"balance":7114121.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CEDR Trust","title":"CEDR Commercial Mortgage Trust 2022-SNAI","isin":"US12524AAL35","value_usd":979771.7,"pct_val":0.278390344898,"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":"La Hipotecaria SA","title":"La Hipotecaria El Salvadorian Mortgage Trust 2019-1","isin":"US50346WAA53","value_usd":973060.39,"pct_val":0.276483406878,"balance":1013740.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"NUSS","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BHMS Mortgage Trust","title":"BHMS 2018-MZB","isin":"US05549GAS03","value_usd":967309.8,"pct_val":0.266224428751,"balance":970000,"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 - STACR","title":"Freddie Mac STACR Trust 2019-HQA3","isin":"US35564XBE04","value_usd":963317.82,"pct_val":0.273715172786,"balance":860000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LITHIA MOTORS INC","title":"Lithia Motors Inc","isin":"US536797AF03","value_usd":961772.6,"pct_val":0.273276117107,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Progress Residential Trust","title":"Progress Residential 2024-SFR1 Trust","isin":"US74331QAG29","value_usd":961717.1,"pct_val":0.27326034745,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Natixis Commercial Mortgage Se","title":"Natixis Commercial Mortgage Securities Trust 2019-FAME","isin":"US63873VAL71","value_usd":958691.14,"pct_val":0.272400557309,"balance":1450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HKRE69","value_usd":953909.88,"pct_val":0.271042019784,"balance":5332790.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382NZ834","value_usd":946395.1,"pct_val":0.268906785426,"balance":947121.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622A3CN84","value_usd":946387.56,"pct_val":0.268904643026,"balance":999673.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Boca Commercial Mortgage Trust","title":"BOCA Commercial Mortgage Trust 2024-BOCA","isin":"US096817AJ00","value_usd":933386.83,"pct_val":0.259507376359,"balance":920000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382X4G74","value_usd":927464,"pct_val":0.263527741045,"balance":6491441.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380PTL84","value_usd":926842.98,"pct_val":0.263351285681,"balance":11451766.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Stonepeak","title":"Stonepeak 2021-1 ABS","isin":"US78433XAC48","value_usd":924968.07,"pct_val":0.262818552554,"balance":943655.37,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Atrium Hotel Portfolio Trust","title":"Atrium Hotel Portfolio Trust 2017-ATRM","isin":"US04965JAJ25","value_usd":924500,"pct_val":0.262685556093,"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 - STACR","title":"Freddie Mac STACR REMIC Trust 2025-DNA1","isin":"US35564NGA54","value_usd":917724.2,"pct_val":0.255152731653,"balance":920000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0326478","value_usd":915082.85,"pct_val":0.246130847665,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140J9NP20","value_usd":914643.49,"pct_val":0.25988494732,"balance":958119.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Commercial Mortgage","title":"Citigroup Commercial Mortgage Trust 2015-GC29","isin":"US17323VBE48","value_usd":913687.2,"pct_val":0.259613229017,"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","title":"Freddie Mac REMICS","isin":"US3137H1X929","value_usd":912989.91,"pct_val":0.25941510245,"balance":6811283.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARNIVAL CORP","title":"Carnival Corp","isin":"US143658CB65","value_usd":910430.51,"pct_val":0.258687879722,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ocean Trails CLO","title":"Ocean Trails CLO XIV Ltd","isin":"US67515MAG33","value_usd":908842.5,"pct_val":0.258236665779,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REMIC FUNDING TRUST 98-1","title":"Redwood Funding Trust 2025-3","isin":"US75806GAB86","value_usd":908438.49,"pct_val":0.258121871197,"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":"Extended Stay America Trust","title":"Extended Stay America Trust 2025-ESH","isin":"US30227TAG58","value_usd":907885.8,"pct_val":0.257964830981,"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":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXKP65","value_usd":903777.72,"pct_val":0.256797569456,"balance":924101.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617Q0FZ78","value_usd":891823.2,"pct_val":0.253400836374,"balance":939355.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAAC Series","title":"RAAC Series 2007-SP1 Trust","isin":"US74978AAF75","value_usd":865745.46,"pct_val":0.245991160189,"balance":1029885.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXET51","value_usd":864272.49,"pct_val":0.245572633479,"balance":939221.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan","title":"New Residential Mortgage Loan Trust 2017-1","isin":"US64829JBP75","value_usd":856386.65,"pct_val":0.243331966885,"balance":908880.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US31424U8E91","value_usd":853407.69,"pct_val":0.242485531229,"balance":3844565.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H1RF59","value_usd":851491.24,"pct_val":0.241940995011,"balance":6281930.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MYQZ53","value_usd":850154.47,"pct_val":0.241561167892,"balance":898974.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOLRR Aircraft 2021-1 Limited","title":"Lunar 2021-1 Structured Aircraft Portfolio Notes","isin":"US83438LAB71","value_usd":848994.47,"pct_val":0.241231567844,"balance":887252.53,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL CARIBBEAN CRUISES","title":"Royal Caribbean Cruises Ltd","isin":"US780153BU54","value_usd":848793.21,"pct_val":0.241174382235,"balance":820000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US31395Q3F53","value_usd":847122.58,"pct_val":0.240699692813,"balance":4942694.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL CALCASIEU","title":"Venture Global Calcasieu Pass LLC","isin":"US92328MAB90","value_usd":846921.14,"pct_val":0.24064245606,"balance":930000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dividend Solar Loans LLC","title":"Dividend Solar Loans 2019-1 LLC","isin":"US255388AA83","value_usd":834635.53,"pct_val":0.237151647737,"balance":894125.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Trinitas CLO Ltd","title":"Trinitas CLO XIX Ltd","isin":"US89642FAU75","value_usd":833819,"pct_val":0.236919640558,"balance":830000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Renew Financial","title":"Renew 2024-2","isin":"US75975DAC83","value_usd":833322.39,"pct_val":0.236778534799,"balance":828637.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARNIVAL CORP","title":"Carnival Corp","isin":"US143658BR27","value_usd":832764.1,"pct_val":0.231531472023,"balance":820000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38385D3H79","value_usd":830624.25,"pct_val":0.236011890768,"balance":9462967.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136ABQH90","value_usd":827735.12,"pct_val":0.235190979226,"balance":798675.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mosaic Solar Loans LLC","title":"Mosaic Solar Loan Trust 2024-1","isin":"US618937AB20","value_usd":823991.58,"pct_val":0.234127297358,"balance":946325.22,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - SCRT","title":"Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1","isin":"US35563PAG46","value_usd":820816.76,"pct_val":0.233225210439,"balance":6997090.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"The Huntington National Bank","title":"Huntington Bank Auto Credit-Linked Notes Series 2025-1","isin":"US446438TA12","value_usd":819842.03,"pct_val":0.232948252632,"balance":813743.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382HYG90","value_usd":815793.94,"pct_val":0.231798036545,"balance":5376495.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380RRS12","value_usd":813521.05,"pct_val":0.231152222187,"balance":1102029.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BAS210","value_usd":813027.18,"pct_val":0.231011894967,"balance":1339411.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZ Excess Spread Collateraliz","title":"NRM FHT1 Excess Owner LLC","isin":"US64832EAA73","value_usd":807601.6,"pct_val":0.229470281663,"balance":798255.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGZ618","value_usd":806560.42,"pct_val":0.229174442888,"balance":5409058.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381E2F46","value_usd":806210.59,"pct_val":0.229075042901,"balance":1940070.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Natixis Commercial Mortgage Se","title":"Natixis Commercial Mortgage Securities Trust 2019-FAME","isin":"US63873VAN38","value_usd":801236.61,"pct_val":0.227661746306,"balance":2077000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Balboa Bay Loan Funding Ltd","title":"Balboa Bay Loan Funding 2024-2 Ltd","isin":"US05765BAA70","value_usd":797776.44,"pct_val":0.226678580615,"balance":790000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Magnetite CLO Ltd","title":"Magnetite XXXIX Ltd","isin":"US559923AE78","value_usd":797736.8,"pct_val":0.226667317386,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136BASJ47","value_usd":795425.7,"pct_val":0.226010646117,"balance":17015800.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FYCR59","value_usd":793811.8,"pct_val":0.225552075842,"balance":6577268.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hotwire Funding LLC","title":"Hotwire Funding LLC","isin":"US44148JAM18","value_usd":778993.5,"pct_val":0.221341634116,"balance":750000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380PX663","value_usd":772557.72,"pct_val":0.219512984631,"balance":12760058.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382KK444","value_usd":762144.03,"pct_val":0.216554059863,"balance":4416759.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"American Money Management Corp","title":"AMMC CLO 30 Ltd","isin":"US03165UAJ79","value_usd":755436.08,"pct_val":0.214648076546,"balance":750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZ Excess Spread Collateraliz","title":"NRM FNT1 Excess LLC","isin":"US62956YAA73","value_usd":755331.38,"pct_val":0.214618327301,"balance":741461.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3138WPG249","value_usd":752002.44,"pct_val":0.213672449037,"balance":813197.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622ABUF71","value_usd":737365.85,"pct_val":0.209513638021,"balance":829504.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382M5G01","value_usd":733122.88,"pct_val":0.208308049126,"balance":4203956.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381BDT89","value_usd":728246.15,"pct_val":0.206922384949,"balance":747511.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380QGQ91","value_usd":727752.77,"pct_val":0.206782196955,"balance":732654.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137HBP995","value_usd":725943.12,"pct_val":0.20183228261,"balance":25676923.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAVO Residential Funding Trus","title":"BRAVO Residential Funding Trust 2024-NQM5","isin":"US105925AC54","value_usd":715523.94,"pct_val":0.203307521986,"balance":709604.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENCHMARK Mortgage Trust","title":"Benchmark 2021-B25 Mortgage Trust","isin":"US08163DAG25","value_usd":710639.34,"pct_val":0.201919621643,"balance":16559345.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BDVZ80","value_usd":703911.08,"pct_val":0.200007867484,"balance":4814002.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382DV487","value_usd":685992.28,"pct_val":0.184512103323,"balance":5055290.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMPS Mortgage Loan Trust","title":"GSMPS Mortgage Loan Trust 2006-RP2","isin":"US36298XAA00","value_usd":682139.25,"pct_val":0.193821663838,"balance":786296.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgag","title":"Wells Fargo Commercial Mortgage Trust 2021-C59","isin":"US95003CBU36","value_usd":681988.93,"pct_val":0.193778952218,"balance":12149561.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38383D7E24","value_usd":680865.34,"pct_val":0.193459697633,"balance":3681167.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136B9NK95","value_usd":675890.17,"pct_val":0.192046062914,"balance":39453294.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BH3Z04","value_usd":670218.13,"pct_val":0.190434420965,"balance":4801880.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Avenue of Americas","title":"AOA 2021-1177 Mortgage Trust","isin":"US00192NAA54","value_usd":669999.26,"pct_val":0.186278340916,"balance":670000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust Series 2024-3","isin":"US46657QBB68","value_usd":669827.76,"pct_val":0.190323502025,"balance":33219403.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB Private Education Loan Tru","title":"SMB Private Education Loan Trust 2014-A","isin":"US7844561057","value_usd":665343.35,"pct_val":0.183116777352,"balance":22179,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - SCRT","title":"Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1","isin":"US35563PAE97","value_usd":664446.35,"pct_val":0.188794439095,"balance":718858.16,"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 - SCRT","title":"Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1","isin":"US35563PAF62","value_usd":662993.09,"pct_val":0.188381512744,"balance":4373380.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY SR INC","title":"Arbor Realty SR Inc","isin":"US03881NAJ63","value_usd":660194.5,"pct_val":0.187586327054,"balance":690000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Trust 2020-GC47","isin":"US36258RBC60","value_usd":658356.82,"pct_val":0.187064172384,"balance":16849664.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM Trust","title":"CIM Trust 2021-INV1","isin":"US12566PCU75","value_usd":651823.82,"pct_val":0.185207899006,"balance":74422705.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB Private Education Loan Tru","title":"SMB Private Education Loan Trust 2015-C","isin":"US78448R1068","value_usd":651333.64,"pct_val":0.185068620254,"balance":2751,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38383ASM70","value_usd":648999.27,"pct_val":0.184405337094,"balance":4163112.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B0UH74","value_usd":648993.94,"pct_val":0.184403822639,"balance":3259680.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382X6W07","value_usd":647526.24,"pct_val":0.183986793336,"balance":4365293.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BN3N48","value_usd":643307.67,"pct_val":0.182788137407,"balance":668636.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ZF NA CAPITAL","title":"ZF North America Capital Inc","isin":"US98877DAG07","value_usd":636142.2,"pct_val":0.180752155285,"balance":650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382MTZ22","value_usd":628447,"pct_val":0.178565656755,"balance":629833.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378TEW62","value_usd":625721.86,"pct_val":0.177791340999,"balance":5054042.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H3WN84","value_usd":621754.14,"pct_val":0.17666396108,"balance":4567912.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"J.P. Morgan Mortgage Trust 2021-14","isin":"US46653QBZ72","value_usd":608808.75,"pct_val":0.172985684205,"balance":20205260.55,"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 - CAS","title":"Connecticut Avenue Securities Trust 2025-R02","isin":"US20754TAH59","value_usd":603973.32,"pct_val":0.171611754926,"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":"Pear LLC","title":"Pear 2024-1 LLC","isin":"US704933AA80","value_usd":602366.52,"pct_val":0.171155202031,"balance":595321.96,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382MKC28","value_usd":601423.48,"pct_val":0.170887248557,"balance":3506879.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Guaranteed Funding (DK) Limite","title":"DK 2024-SPT1 Note Backed Trust","isin":"US23292KAA25","value_usd":601127.79,"pct_val":0.1708032318,"balance":587364.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNRUN VULCAN ISSUER LLC","title":"Sunrun Vulcan Issuer 2021-1 LLC","isin":"US86773QAA40","value_usd":597700.06,"pct_val":0.169829283545,"balance":648359.71,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38383FF400","value_usd":597035.29,"pct_val":0.169640397145,"balance":3227076.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bayview Opportunity Master Fun","title":"Bayview Opportunity Master Fund VII 2024-CAR1 LLC","isin":"US07336QAE26","value_usd":596967.51,"pct_val":0.169621138273,"balance":590190.47,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H6ZT58","value_usd":595641.45,"pct_val":0.169244354272,"balance":34136136.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXTS14","value_usd":593952.92,"pct_val":0.168764578781,"balance":720026.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F7PV18","value_usd":593846.64,"pct_val":0.168734380597,"balance":4882470.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617Q0FV64","value_usd":591860.04,"pct_val":0.1681699121,"balance":610092.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H4VF43","value_usd":591446.4,"pct_val":0.168052381269,"balance":2914380.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Hartwick Park CLO, Ltd.","title":"Hartwick Park CLO Ltd","isin":"US417402AE46","value_usd":584957.62,"pct_val":0.166208672472,"balance":590000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132ADGQ51","value_usd":574879.54,"pct_val":0.163345107248,"balance":604494.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622ABUA84","value_usd":571190,"pct_val":0.162296768831,"balance":639373.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sierra Receivables Funding Co","title":"Sierra Timeshare 2024-1 Receivables Funding LLC","isin":"US826935AD03","value_usd":569950.69,"pct_val":0.1619446338,"balance":556724.8,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F9Y211","value_usd":569690.23,"pct_val":0.161870627223,"balance":4044604.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380LU502","value_usd":563686.82,"pct_val":0.160164830474,"balance":563167.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Corp Trust 2018-SRP5","isin":"US36255TAN28","value_usd":546804.92,"pct_val":0.147074724947,"balance":4450677.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380CK510","value_usd":540829.96,"pct_val":0.153670328603,"balance":2659853.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380N4W61","value_usd":537098.89,"pct_val":0.152610189936,"balance":8650370.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179UZW51","value_usd":529789.95,"pct_val":0.15053344254,"balance":520803.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382HJ277","value_usd":528932.37,"pct_val":0.150289771497,"balance":3697891.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H62K04","value_usd":524778.46,"pct_val":0.149109487929,"balance":4005765.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3620E0DH64","value_usd":521529.95,"pct_val":0.148186462882,"balance":512415.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GoodLeap Sustainable Home Impr","title":"GoodLeap Sustainable Home Solutions Trust 2021-5","isin":"US38237HAC16","value_usd":519123.84,"pct_val":0.147502795664,"balance":1372661.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140FXLU42","value_usd":516833.4,"pct_val":0.146851994685,"balance":529965.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382XHX66","value_usd":515948.84,"pct_val":0.146600657599,"balance":2683427.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mor","title":"JPMCC Commercial Mortgage Securities Trust 2019-COR5","isin":"US46591EAY32","value_usd":504941.09,"pct_val":0.143472937826,"balance":14112738.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381B4T85","value_usd":502510.14,"pct_val":0.142782212621,"balance":550978.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FYTY28","value_usd":496176.79,"pct_val":0.140982667389,"balance":14823991.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FF2J57","value_usd":491399.48,"pct_val":0.139625252209,"balance":4702211.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US3142G6FR23","value_usd":487158.73,"pct_val":0.134076543632,"balance":3585185.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140QKQY78","value_usd":483357.16,"pct_val":0.137340123705,"balance":534525.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Peace Park CLO, Ltd.","title":"Peace Park CLO Ltd","isin":"US70470MAL90","value_usd":475620.59,"pct_val":0.130900999736,"balance":475000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382AYC34","value_usd":473148.13,"pct_val":0.134439350614,"balance":2399932.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0406163","value_usd":472402.35,"pct_val":0.134227446197,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortga","title":"MF1 2025-FL17 LLC","isin":"US55287HAJ95","value_usd":467926.5,"pct_val":0.13295568725,"balance":470000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Multifamily Trust","title":"Multifamily Trust 2016-1","isin":"US62547L1035","value_usd":458738.51,"pct_val":0.130345030395,"balance":468867.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FUZK38","value_usd":455754.38,"pct_val":0.129497125745,"balance":4283647.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396Q3B30","value_usd":449209.53,"pct_val":0.127637485332,"balance":437730.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622ABU835","value_usd":444456.1,"pct_val":0.126286855367,"balance":499056.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MKK998","value_usd":442835.11,"pct_val":0.125826270554,"balance":466361.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617JYLP63","value_usd":441968.94,"pct_val":0.125580158766,"balance":485060.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381HDN89","value_usd":433831.2,"pct_val":0.123267917817,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BHK402","value_usd":427355.18,"pct_val":0.121427834621,"balance":3100285.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H8UB51","value_usd":422800.68,"pct_val":0.120133728223,"balance":25441260.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XBYG98","value_usd":421464.86,"pct_val":0.119754171035,"balance":485257.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HCMV14","value_usd":419445.97,"pct_val":0.119180527723,"balance":2362006,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133KYVS52","value_usd":418706.34,"pct_val":0.118970370754,"balance":479623.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136ATLX04","value_usd":418354.47,"pct_val":0.118870391125,"balance":3434351.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382VNB17","value_usd":416823.91,"pct_val":0.118435500909,"balance":2494869.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2024-3","isin":"US92540MAC91","value_usd":408770.32,"pct_val":0.116147170171,"balance":403738.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H9ZX00","value_usd":407782.29,"pct_val":0.115866433329,"balance":21027726.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortga","title":"MF1 2025-FL17 LLC","isin":"US55287HAL42","value_usd":407181.87,"pct_val":0.115695831208,"balance":410000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140HBJB50","value_usd":399875.87,"pct_val":0.113619919177,"balance":400964.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMDB Commercial Mortgage Secu","title":"JPMDB Commercial Mortgage Securities Trust 2017-C7","isin":"US46648KAZ93","value_usd":399198.49,"pct_val":0.113427449796,"balance":420000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY SR INC","title":"Arbor Realty SR Inc","isin":"US03881NAL10","value_usd":398531.14,"pct_val":0.11323783032,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136B9J993","value_usd":396250.81,"pct_val":0.112589901976,"balance":4937920.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSAIL Commercial Mortgage Trus","title":"CSAIL 2015-C3 Commercial Mortgage Trust","isin":"US12635FAZ71","value_usd":395980.47,"pct_val":0.110093532023,"balance":460000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dividend Solar Loans LLC","title":"Dividend Solar Loans 2018-1 LLC","isin":"US255396AB90","value_usd":389222.14,"pct_val":0.110592789929,"balance":411701.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38384GXW58","value_usd":387288.74,"pct_val":0.110043437572,"balance":1836699.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179V6V79","value_usd":380473.71,"pct_val":0.108107028761,"balance":469118.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RIDE 2025-SHRE","title":"RIDE 2025-SHRE","isin":"US765692AG37","value_usd":379114.28,"pct_val":0.107720763076,"balance":370000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380PCQ54","value_usd":373814.35,"pct_val":0.106214851709,"balance":6353766.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B6LX95","value_usd":367919.83,"pct_val":0.104539994744,"balance":3038994.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H4C737","value_usd":367265.63,"pct_val":0.104354111682,"balance":14654750.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Goodgreen Trust","title":"Goodgreen 2021-1 Trust","isin":"US38217UAC62","value_usd":364755.78,"pct_val":0.10364096799,"balance":498850.96,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B5EN14","value_usd":359225.58,"pct_val":0.102069628172,"balance":2609295.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS Mortgage Securities Trust","title":"GS Mortgage Securities Corportation Trust 2021-IP","isin":"US36262MAA62","value_usd":358559.5,"pct_val":0.099689466492,"balance":360000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYC Commercial Mortgage Trust","title":"NYC Commercial Mortgage Trust 2025-28L","isin":"US67123JAL35","value_usd":353701.67,"pct_val":0.100500075581,"balance":350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US31395QC405","value_usd":353483.48,"pct_val":0.100438079517,"balance":2093240.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Non Gold Pool","isin":"US31288QFW50","value_usd":351628.11,"pct_val":0.099910898445,"balance":344631.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617B83A48","value_usd":346745.49,"pct_val":0.098523560695,"balance":375964.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F74L68","value_usd":345771.47,"pct_val":0.098246804627,"balance":2566957.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HHLW92","value_usd":344610.7,"pct_val":0.097916985792,"balance":342439.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MQCZ75","value_usd":343679.86,"pct_val":0.097652498801,"balance":401675.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381JZQ39","value_usd":339072.98,"pct_val":0.096343509256,"balance":7836141.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FPHB46","value_usd":338028.83,"pct_val":0.096046826591,"balance":2405387.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AW2C84","value_usd":337925.41,"pct_val":0.096017441042,"balance":2088885.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179WDG06","value_usd":334878.21,"pct_val":0.095151615811,"balance":410394.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HHNF42","value_usd":328723,"pct_val":0.093402686917,"balance":326679.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Verus Securitization Trust","title":"Verus Securitization Trust 2022-1","isin":"US92538WAE75","value_usd":319669.16,"pct_val":0.090830147171,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VR Funding LLC","title":"VR Funding LLC","isin":"US91835CAB90","value_usd":312126.79,"pct_val":0.085903995148,"balance":316044.29,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan","title":"New Residential Mortgage Loan Trust 2014-1","isin":"US64828AAA16","value_usd":305505.37,"pct_val":0.08680567659,"balance":312699.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DVML61","value_usd":304244.84,"pct_val":0.086447512151,"balance":307776.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MB5B17","value_usd":300922.97,"pct_val":0.085503642742,"balance":315320.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MB4M80","value_usd":299397.05,"pct_val":0.085070070926,"balance":319932.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US31424UBD72","value_usd":297045.55,"pct_val":0.084401920483,"balance":1618764.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Applebees/IHOP Funding LLC","title":"Applebee's Funding LLC / IHOP Funding LLC","isin":"US03789XAE85","value_usd":293557.76,"pct_val":0.078958555837,"balance":298980,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379FFB04","value_usd":292368.19,"pct_val":0.083072904893,"balance":1487060.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382HMZ00","value_usd":291234.41,"pct_val":0.082750754942,"balance":1957987.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wells Fargo Commercial Mortgag","title":"Wells Fargo Commercial Mortgage Trust 2024-C63","isin":"US94990FAE16","value_usd":290405.42,"pct_val":0.080740745639,"balance":280000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133AJ6U27","value_usd":288705.96,"pct_val":0.082032326284,"balance":349855.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H73R20","value_usd":285926.61,"pct_val":0.081242607409,"balance":17046939.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380L7G21","value_usd":284222.83,"pct_val":0.080758498813,"balance":6668938.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Wave USA","title":"WAVE 2019-1 LLC","isin":"US94354KAA88","value_usd":283581.54,"pct_val":0.080576283972,"balance":288556.46,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380R4W70","value_usd":282044.62,"pct_val":0.080139586638,"balance":4467821.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136B4C718","value_usd":281429.38,"pct_val":0.079964773592,"balance":10678101.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H3EX68","value_usd":276146.58,"pct_val":0.078463729508,"balance":11359382.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FUWV20","value_usd":275829.91,"pct_val":0.078373751536,"balance":1867303.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380R4L16","value_usd":272744.19,"pct_val":0.07749698131,"balance":4481052.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BDCD89","value_usd":267571.77,"pct_val":0.076027300375,"balance":1680389.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F8D597","value_usd":260778.54,"pct_val":0.074097085772,"balance":1836601.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BK3H34","value_usd":259027.48,"pct_val":0.073599543133,"balance":1746808.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140X92S39","value_usd":251234.96,"pct_val":0.071385392295,"balance":303880.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae-Aces","title":"Fannie Mae-Aces","isin":"US3136B86Y07","value_usd":247175.61,"pct_val":0.070231976815,"balance":5921778.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FGSM82","value_usd":245156.98,"pct_val":0.069658407378,"balance":275116.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380PWC49","value_usd":243137.26,"pct_val":0.069084528231,"balance":4338204.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XPZE28","value_usd":242570.79,"pct_val":0.068923572593,"balance":243970.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H0YV44","value_usd":241066.88,"pct_val":0.068496254654,"balance":1943642.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHS/COMMUNITY HEALTH SYS","title":"CHS/Community Health Systems Inc","isin":"US12543DBJ81","value_usd":240556.5,"pct_val":0.068351236316,"balance":270000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140QKDU93","value_usd":235168.94,"pct_val":0.066820425938,"balance":261762.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622AAZZ08","value_usd":234064.39,"pct_val":0.066506581339,"balance":286606.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Non Gold Pool","isin":"US31288QFS49","value_usd":231521.54,"pct_val":0.065784061095,"balance":223940.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BHUP22","value_usd":228805.09,"pct_val":0.065012214498,"balance":1715894.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622ACCK42","value_usd":225516.26,"pct_val":0.064077733008,"balance":224132.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379U5F92","value_usd":220368.01,"pct_val":0.062614919688,"balance":6984324.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179UH706","value_usd":217033.14,"pct_val":0.061667356486,"balance":210690.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Social Professional Loan Progr","title":"SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC","isin":"US83401B1061","value_usd":206263.18,"pct_val":0.05734687373,"balance":25000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FTLA39","value_usd":205769.58,"pct_val":0.058466951378,"balance":868518.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381ATU06","value_usd":203114.73,"pct_val":0.05771260768,"balance":1727877.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A22Z53","value_usd":202602.08,"pct_val":0.057566944348,"balance":161303.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HCN659","value_usd":199110.32,"pct_val":0.056574802739,"balance":1024330.67,"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 Rate Mortgage","title":"MASTR Adjustable Rate Mortgages Trust 2006-OA1","isin":"US576433G423","value_usd":197863.17,"pct_val":0.056220440066,"balance":210149.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US3620AMA440","value_usd":188554.5,"pct_val":0.053575493441,"balance":183613.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382FVN13","value_usd":183369.05,"pct_val":0.052102110188,"balance":1018033.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H63C78","value_usd":183099.51,"pct_val":0.052025523639,"balance":1452415.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179UPD80","value_usd":182496.52,"pct_val":0.051854191283,"balance":177402.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac - SCRT","title":"Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1","isin":"US35563PAH29","value_usd":178771.83,"pct_val":0.050795865416,"balance":44141192.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FG2G19","value_usd":175432.66,"pct_val":0.04984708042,"balance":1064760.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179UQ889","value_usd":175010.15,"pct_val":0.049727029285,"balance":170125.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F86B41","value_usd":174816.03,"pct_val":0.049671872422,"balance":1031747.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B5UN30","value_usd":171165.81,"pct_val":0.04863470631,"balance":1484817.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bank","title":"BANK 2021-BNK32","isin":"US06542BBN64","value_usd":170849.05,"pct_val":0.048544702766,"balance":6026442.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396QRA93","value_usd":169986.08,"pct_val":0.048299500219,"balance":167697.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B5PY59","value_usd":166417.73,"pct_val":0.047285596483,"balance":1549552.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382EG841","value_usd":165704.86,"pct_val":0.047083043046,"balance":887757.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BBYB20","value_usd":162502.67,"pct_val":0.04617317927,"balance":1411194.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mach I","title":"MACH 1 Cayman 2019-1 Ltd","isin":"US55446MAA53","value_usd":155445.37,"pct_val":0.044167932353,"balance":156749.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136B6HG19","value_usd":155277.59,"pct_val":0.044120259684,"balance":1431595.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381D6B14","value_usd":154331.65,"pct_val":0.043851482209,"balance":2226272.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BCD804","value_usd":154262.91,"pct_val":0.043831950565,"balance":947825.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Conseco Financial Corp","title":"Conseco Finance Corp","isin":"US393505UW07","value_usd":154063.25,"pct_val":0.042833848213,"balance":152175.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622AB4Z23","value_usd":150986.78,"pct_val":0.042901077627,"balance":150154.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FRK343","value_usd":149883.49,"pct_val":0.042587591043,"balance":1266871.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Pear LLC","title":"PEAR 2021-1 LLC","isin":"US70472TAA60","value_usd":147999.01,"pct_val":0.042052138716,"balance":148442.29,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379WWN81","value_usd":146395.83,"pct_val":0.0415966144,"balance":1299532.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38375BAM46","value_usd":146164.15,"pct_val":0.041530785314,"balance":145690.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378YJ593","value_usd":142728.96,"pct_val":0.040554717391,"balance":686498.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US3622A3CG34","value_usd":141056.58,"pct_val":0.040079530727,"balance":150798.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378KQR31","value_usd":140509.62,"pct_val":0.039924118622,"balance":6925408.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGVA60","value_usd":140488.64,"pct_val":0.039918157407,"balance":939116.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FLVX95","value_usd":138251.21,"pct_val":0.039282418582,"balance":1212746.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133A4XP68","value_usd":132942.94,"pct_val":0.037774137504,"balance":146256.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36179USX18","value_usd":127803.6,"pct_val":0.036313855853,"balance":124379.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A54N33","value_usd":125221.45,"pct_val":0.035580168986,"balance":114923.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137H2TB01","value_usd":122094.71,"pct_val":0.03469174342,"balance":835505.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137FGKF14","value_usd":119629.54,"pct_val":0.033991295013,"balance":892354.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136ABQF35","value_usd":117702.55,"pct_val":0.03344376398,"balance":110313.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140XB4K33","value_usd":117589.36,"pct_val":0.033411602403,"balance":135494.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140KYDF84","value_usd":117009.52,"pct_val":0.033246847841,"balance":135072.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36178WDN65","value_usd":116597.83,"pct_val":0.033129871079,"balance":126882.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382LXR76","value_usd":106840.26,"pct_val":0.030357374917,"balance":954285.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31397UUU14","value_usd":105289.92,"pct_val":0.029916864452,"balance":101186.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133KGFZ63","value_usd":105107.41,"pct_val":0.02986500643,"balance":106031.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Structured Asset Securities Co","title":"Structured Asset Securities Corp","isin":"US86359DMC82","value_usd":103919.69,"pct_val":0.027951394115,"balance":117923.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381H8D60","value_usd":103691.51,"pct_val":0.029462695474,"balance":1970119.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A6X744","value_usd":101287.37,"pct_val":0.028779588008,"balance":752801.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379JHX28","value_usd":100769.6,"pct_val":0.028632469889,"balance":600130.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382DWM72","value_usd":100691.9,"pct_val":0.02799513551,"balance":716567.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36178WGQ69","value_usd":99294.97,"pct_val":0.02821347151,"balance":109378.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit Suisse First Boston Mor","title":"Credit Suisse First Boston Mortgage Securities Corp","isin":"US22540VQ472","value_usd":99062.86,"pct_val":0.028147520245,"balance":97432.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DMT622","value_usd":94426.61,"pct_val":0.026830185568,"balance":114096.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGKD29","value_usd":94256.98,"pct_val":0.026781987243,"balance":681970.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BDQ846","value_usd":94123.4,"pct_val":0.026744032093,"balance":619089.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US3620AL7M02","value_usd":93844.14,"pct_val":0.026664683723,"balance":91284.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US31325UST42","value_usd":93057.88,"pct_val":0.025029881049,"balance":921588.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BGV575","value_usd":90452.55,"pct_val":0.025701004215,"balance":722790.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380RSG64","value_usd":89354.35,"pct_val":0.025388963893,"balance":1112871.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36178WDM82","value_usd":82811.58,"pct_val":0.023529914487,"balance":90058.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MB5S42","value_usd":80916.68,"pct_val":0.022991501441,"balance":84788.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BBA935","value_usd":80268.77,"pct_val":0.022807405607,"balance":1289905.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136BCAY61","value_usd":79123.8,"pct_val":0.022482076152,"balance":460759.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38381DZM54","value_usd":78526.56,"pct_val":0.022312377589,"balance":1225619.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36178DH209","value_usd":76940.19,"pct_val":0.021861629633,"balance":83560.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AURP61","value_usd":75584.41,"pct_val":0.021014558275,"balance":997603.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Starwood Retail Property Trust","title":"Starwood Retail Property Trust 2014-STAR","isin":"US85571XAN75","value_usd":75530,"pct_val":0.021460941105,"balance":2324000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Goodgreen Trust","title":"Goodgreen 2022-1","isin":"US38218JAC09","value_usd":74059.75,"pct_val":0.02104318725,"balance":75078.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AXDQ30","value_usd":73863.23,"pct_val":0.02053602259,"balance":1046600.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FTZS90","value_usd":72829.18,"pct_val":0.020248528066,"balance":1210520.92,"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 Multiclass Certifi","title":"Freddie Mac Multifamily PC REMIC Trust 2019-RR01","isin":"US3137FQ3M33","value_usd":72588.96,"pct_val":0.02062527996,"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":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382EDP97","value_usd":71990.34,"pct_val":0.020455189287,"balance":388985.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Castlelake Aircraft Securitiza","title":"Castlelake Aircraft Structured Trust 2021-1","isin":"US14856GAA85","value_usd":71330.6,"pct_val":0.020267732101,"balance":71917.5,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617GSZQ59","value_usd":68818.18,"pct_val":0.019553858174,"balance":71142.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FWG952","value_usd":66654.13,"pct_val":0.018531693231,"balance":1278422.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US3140QKDE51","value_usd":59942.81,"pct_val":0.016665760491,"balance":66504.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137FWHV50","value_usd":55291.58,"pct_val":0.015710437468,"balance":1069448.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133AGRE17","value_usd":54128.55,"pct_val":0.015379976481,"balance":65434.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Multifamily Structured P","title":"Freddie Mac Multifamily Structured Pass Through Certificates","isin":"US3137H0GP77","value_usd":53141.86,"pct_val":0.015099620384,"balance":6074952.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133D3X675","value_usd":52484.04,"pct_val":0.014912708743,"balance":58361.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AKTJ29","value_usd":52328.34,"pct_val":0.01454872705,"balance":793892.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3133AJ6W82","value_usd":51868.86,"pct_val":0.014737912745,"balance":63364.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617MKP781","value_usd":50953.34,"pct_val":0.014477778748,"balance":59571.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38376ETM74","value_usd":50926.73,"pct_val":0.014470217836,"balance":50456.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380JKP20","value_usd":50777.75,"pct_val":0.014427886961,"balance":1343475.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3617VKGV54","value_usd":50687.85,"pct_val":0.014402342957,"balance":59112.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379EHN58","value_usd":49523.37,"pct_val":0.013768867744,"balance":407751.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Structured Asset Mortgage Inve","title":"Structured Asset Mortgage Investments II Trust 2006-AR6","isin":"US86360UAA43","value_usd":49432.79,"pct_val":0.014045732753,"balance":56119.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US3617MB5P03","value_usd":48141.21,"pct_val":0.01367874583,"balance":50454.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38380QDH20","value_usd":47451.87,"pct_val":0.013482878159,"balance":47691.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Countrywide Alternative Loan T","title":"Alternative Loan Trust 2006-OA9","isin":"US02146YAD85","value_usd":47299.84,"pct_val":0.013439680663,"balance":53895.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AKWC39","value_usd":47104.2,"pct_val":0.01338409191,"balance":646856.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US3622AAKS20","value_usd":46399.11,"pct_val":0.013183749067,"balance":52368.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36178NF954","value_usd":46111.97,"pct_val":0.013102161689,"balance":50079.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FCVW31","value_usd":43508.37,"pct_val":0.01209653124,"balance":353563.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US91282CNZ04","value_usd":39882.03,"pct_val":0.011331999165,"balance":40000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398TUX70","value_usd":36879.56,"pct_val":0.010253538564,"balance":435649,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AWSU04","value_usd":33821.87,"pct_val":0.009403416102,"balance":608033.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382EDT10","value_usd":31912.92,"pct_val":0.009067672403,"balance":168942.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378TZT05","value_usd":31220.77,"pct_val":0.0086802383,"balance":1197524.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31392XUX47","value_usd":28905.33,"pct_val":0.008036481885,"balance":28746.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382KS876","value_usd":28701.33,"pct_val":0.00815513773,"balance":192827.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137AYYC97","value_usd":27238.36,"pct_val":0.00757301808,"balance":635713.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AKTB92","value_usd":26606.96,"pct_val":0.007397471402,"balance":447283.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378K2R94","value_usd":26179.54,"pct_val":0.007438601431,"balance":1589693.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31388DW380","value_usd":24810.37,"pct_val":0.00689796965,"balance":24546.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F6P926","value_usd":23748.48,"pct_val":0.00674784497,"balance":174422.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Structured Asset Securities Co","title":"Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1","isin":"US86358LAA89","value_usd":23621.54,"pct_val":0.006711776496,"balance":1347684.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378NF990","value_usd":21010.35,"pct_val":0.005969838262,"balance":910690.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31398G4Z95","value_usd":19541.74,"pct_val":0.005552550393,"balance":153209.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38382JZK59","value_usd":17932.09,"pct_val":0.005095187705,"balance":122938.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US31397PM493","value_usd":16920.02,"pct_val":0.004704233932,"balance":157806.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A35F45","value_usd":16228,"pct_val":0.004511833216,"balance":15816.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38375KW401","value_usd":16036.36,"pct_val":0.004458551991,"balance":260483.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36213QCY35","value_usd":14343.54,"pct_val":0.003987901171,"balance":14244.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU Mortgage Pass-Through Cer","title":"WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust","isin":"US929227R651","value_usd":12394.01,"pct_val":0.003521608879,"balance":12383.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38378CMW46","value_usd":10585.78,"pct_val":0.002943139871,"balance":139241,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38377FWL11","value_usd":9604.19,"pct_val":0.002670230679,"balance":172454.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US31352DC248","value_usd":8232.45,"pct_val":0.002288848987,"balance":155968.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38379RPH02","value_usd":7560.44,"pct_val":0.002148208097,"balance":322836.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FFNP03","value_usd":6439.53,"pct_val":0.001790367596,"balance":39425.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31389FXQ08","value_usd":6414.35,"pct_val":0.001783366859,"balance":6392.4,"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","title":"Fannie Mae Pool","isin":"US31388XKY93","value_usd":5773.17,"pct_val":0.00160510107,"balance":5716.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136AA3G87","value_usd":5353.6,"pct_val":0.001488448996,"balance":330980.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Mortgage Loan T","title":"Morgan Stanley Mortgage Loan Trust 2006-8AR","isin":"US61749LAB71","value_usd":5060.07,"pct_val":0.001437758033,"balance":28111.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FFNR68","value_usd":4571.02,"pct_val":0.001270870093,"balance":29496.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31393ANU78","value_usd":4421.14,"pct_val":0.001229199304,"balance":31548.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FCYW04","value_usd":3616.37,"pct_val":0.001005450966,"balance":28360.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36213S4X07","value_usd":3459.97,"pct_val":0.000961967437,"balance":3434.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36225BKN72","value_usd":2770.76,"pct_val":0.000770347979,"balance":2748.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31384SPY99","value_usd":2343.38,"pct_val":0.000651524508,"balance":2317.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fanniemae Strip","title":"Fannie Mae Interest Strip","isin":"US3136FG4Z71","value_usd":2250.35,"pct_val":0.000625659593,"balance":14679.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38374JQT69","value_usd":2130.13,"pct_val":0.00060525082,"balance":210903.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36212CKK61","value_usd":1884.97,"pct_val":0.000518784221,"balance":1879.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36210Y2E48","value_usd":1879.45,"pct_val":0.000522539126,"balance":1859.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385H7C03","value_usd":1848.64,"pct_val":0.000513973093,"balance":1842.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36212J4T04","value_usd":1823.11,"pct_val":0.000506875046,"balance":1810.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38376TX564","value_usd":1811.43,"pct_val":0.000503627683,"balance":432414.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371HVD78","value_usd":1284.48,"pct_val":0.000357120996,"balance":1258.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36212QR363","value_usd":1243.32,"pct_val":0.000345677377,"balance":1224.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31387VS911","value_usd":1207.99,"pct_val":0.000335854659,"balance":1196.72,"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","title":"Fannie Mae Pool","isin":"US31388NC530","value_usd":1126.72,"pct_val":0.000313259349,"balance":1109.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36213T5Z28","value_usd":1073.5,"pct_val":0.000298462716,"balance":1066.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31389QPB85","value_usd":1039.75,"pct_val":0.000289079281,"balance":1034.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36207LFG86","value_usd":984.31,"pct_val":0.000273665427,"balance":966.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371KA684","value_usd":963.76,"pct_val":0.000267951958,"balance":923.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371JXA77","value_usd":953.19,"pct_val":0.000265013205,"balance":917.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae II Pool","isin":"US36208AZY09","value_usd":793.39,"pct_val":0.000225432226,"balance":787.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371KNJ69","value_usd":767.19,"pct_val":0.000213300057,"balance":746.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371H6S22","value_usd":761.98,"pct_val":0.000211851532,"balance":735.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31368HKV41","value_usd":744.29,"pct_val":0.000206933223,"balance":719.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31387N3T28","value_usd":721.57,"pct_val":0.000200616434,"balance":710.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371KDN81","value_usd":651.75,"pct_val":0.000181204541,"balance":637.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31384VNK43","value_usd":631.41,"pct_val":0.000175549458,"balance":629.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385JBP21","value_usd":607.66,"pct_val":0.0001689463,"balance":590.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371JL360","value_usd":583.45,"pct_val":0.00016221525,"balance":567.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31386NCC02","value_usd":578.19,"pct_val":0.000160752825,"balance":577.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOARD OF TRADE OF THE CITY OF CHICAGO, INC.","title":"US 5YR NOTE (CBT)","isin":null,"value_usd":546.93,"pct_val":0.000155403581,"balance":9,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US3136A4XC82","value_usd":522.95,"pct_val":0.00014065844,"balance":102592.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385HU423","value_usd":509.46,"pct_val":0.000141643982,"balance":508.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385H2H45","value_usd":505.19,"pct_val":0.000139039136,"balance":505.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31371JDS06","value_usd":423.46,"pct_val":0.000117733602,"balance":409.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137ARUW47","value_usd":349.49,"pct_val":0.000097167894,"balance":54120.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31384VUX80","value_usd":336.89,"pct_val":0.000093664745,"balance":336.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36211FRS64","value_usd":324.94,"pct_val":0.000090342314,"balance":322.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36225BHH42","value_usd":179.07,"pct_val":0.000049786416,"balance":177.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31386HMR92","value_usd":154.68,"pct_val":0.000043005321,"balance":154.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36212EGD31","value_usd":141.34,"pct_val":0.000039296432,"balance":141.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mor","title":"JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST","isin":"US46652DAQ88","value_usd":101.3,"pct_val":0.000027879935,"balance":2106000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385H5H18","value_usd":89.75,"pct_val":0.000024952984,"balance":89.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31385JBM99","value_usd":66.25,"pct_val":0.000018419333,"balance":64.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Countrywide Asset-Backed Certi","title":"Countrywide Asset-Backed Certificates","isin":"US126671RX60","value_usd":27.01,"pct_val":0.000007264909,"balance":53.94,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38376G5V89","value_usd":22.87,"pct_val":0.000006358493,"balance":2286983.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae I Pool","isin":"US36225AFB17","value_usd":3.25,"pct_val":8.74156e-7,"balance":3.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Government National Mortgage Association","isin":"US38377UJK51","value_usd":0,"pct_val":0,"balance":21.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0426120","value_usd":-1461328.13,"pct_val":-0.41521881283,"balance":-1500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0506152","value_usd":-1496806.2,"pct_val":-0.42529947973,"balance":-1500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0626109","value_usd":-2067656.26,"pct_val":-0.58749965869,"balance":-2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0306A11","value_usd":-2108432.81,"pct_val":-0.58620268592,"balance":-2400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0226A83","value_usd":-2190895.46,"pct_val":-0.60912958532,"balance":-2600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Government National Mortgage A","title":"Ginnie Mae","isin":"US21H0526119","value_usd":-2827587.39,"pct_val":-0.80342494964,"balance":-2800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0206122","value_usd":-3638653.97,"pct_val":-1.03387976369,"balance":-4500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0406102","value_usd":-6640612.58,"pct_val":-1.88685019835,"balance":-7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0226187","value_usd":-7271703.17,"pct_val":-2.06616699941,"balance":-8600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"Fannie Mae or Freddie Mac","title":"Fannie Mae or Freddie Mac","isin":"US01F0326177","value_usd":-7859511.66,"pct_val":-2.2331857123,"balance":-8500000,"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=764624&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/western-asset-mortgage-total-return-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/western-asset-mortgage-total-return-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: Western Asset Mortgage Total Return Fund | LEI: 549300GQXDFRVF4XT215 | 596 positions totaling $874,120,940 across ABS-CBDO, STIV, ABS-O, EP, DIR, DBT, ABS-MBS | Filing: Sun Feb 22 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-23"}