{"latestEffectiveDate":"2026-09-30","2026-09-30":{"equity":[],"fixedIncome":[{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":2.4386,"marketValue":1023022.93,"faceAmount":1081000,"couponRate":1.25,"cusip":"91282CBZ3","sedol":"BLPKDT1","finalMaturityDate":"2028-04-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":2.15666,"marketValue":904747.5,"faceAmount":948000,"couponRate":4.375,"cusip":"91282CRC7","sedol":"BXW2BQ7","finalMaturityDate":"2033-07-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":2.04909,"marketValue":859619.74,"faceAmount":894600,"couponRate":3.875,"cusip":"91282CNK3","sedol":"BVDCZR1","finalMaturityDate":"2030-06-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":2.00676,"marketValue":841860.94,"faceAmount":870000,"couponRate":4,"cusip":"91282CMU2","sedol":"BSZCCR7","finalMaturityDate":"2030-03-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.9761,"marketValue":828997.69,"faceAmount":833000,"couponRate":4.625,"cusip":"91282CJA0","sedol":"BMX7M72","finalMaturityDate":"2028-09-30"},{"holdingName":"EFMT 2026-AE5","ticker":"EFMT","percentOfFunds":1.62275,"marketValue":680764.16,"faceAmount":690960.95,"couponRate":4.81029,"cusip":"26847JBA7","sedol":"","finalMaturityDate":"2061-08-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.57702,"marketValue":661578.24,"faceAmount":697000,"couponRate":3.625,"cusip":"91282CPA3","sedol":"BRJK3M2","finalMaturityDate":"2030-09-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.41079,"marketValue":591842.97,"faceAmount":610000,"couponRate":4.375,"cusip":"91282CRA1","sedol":"BXW2BS9","finalMaturityDate":"2031-07-31"},{"holdingName":"Fannie Mae or Freddie Mac","ticker":"FNCL","percentOfFunds":1.40118,"marketValue":587813.04,"faceAmount":600000,"couponRate":6,"cusip":"01F0606A8","sedol":"","finalMaturityDate":"2026-10-13"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.33335,"marketValue":559357.03,"faceAmount":570000,"couponRate":4.625,"cusip":"91282CKU4","sedol":"BS3FRW8","finalMaturityDate":"2031-05-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.29952,"marketValue":545167.15,"faceAmount":551000,"couponRate":4.25,"cusip":"91282CRB9","sedol":"BXW2BT0","finalMaturityDate":"2028-07-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.25287,"marketValue":525592.97,"faceAmount":540000,"couponRate":3.5,"cusip":"91282CPC9","sedol":"BSNMM57","finalMaturityDate":"2028-10-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.20156,"marketValue":504070.93,"faceAmount":508000,"couponRate":4.625,"cusip":"91282CKP5","sedol":"BLDCKH6","finalMaturityDate":"2029-04-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.18982,"marketValue":499143.21,"faceAmount":511000,"couponRate":4.25,"cusip":"91282CMG3","sedol":"BSPRXW4","finalMaturityDate":"2030-01-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":1.1132,"marketValue":467001.99,"faceAmount":486500,"couponRate":3.875,"cusip":"91282CNN7","sedol":"BTY0D09","finalMaturityDate":"2030-07-31"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":1.10104,"marketValue":461900.29,"faceAmount":485994.95,"couponRate":2.5,"cusip":"3140W7NE6","sedol":"","finalMaturityDate":"2031-08-01"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":1.09616,"marketValue":459852.37,"faceAmount":480598.055,"couponRate":4.5,"cusip":"3136G5ZX1","sedol":"","finalMaturityDate":"2032-08-25"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":1.08847,"marketValue":456629.04,"faceAmount":467613.132,"couponRate":4.34783,"cusip":"38383LFS4","sedol":"","finalMaturityDate":"2052-11-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.93937,"marketValue":394078.93,"faceAmount":442300,"couponRate":2.875,"cusip":"91282CEP2","sedol":"BPSLLY0","finalMaturityDate":"2032-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.93411,"marketValue":391869.14,"faceAmount":405000,"couponRate":4.125,"cusip":"91282CHW4","sedol":"BMGC3L5","finalMaturityDate":"2030-08-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.88543,"marketValue":371448.97,"faceAmount":462100,"couponRate":4.25,"cusip":"912810TX6","sedol":"BS2G1C0","finalMaturityDate":"2054-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.83094,"marketValue":348591.96,"faceAmount":564700,"couponRate":1.75,"cusip":"912810TA6","sedol":"BLDBLR0","finalMaturityDate":"2041-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.7926,"marketValue":332506,"faceAmount":396800,"couponRate":4.5,"cusip":"912810UE6","sedol":"BRK14H6","finalMaturityDate":"2054-11-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.78112,"marketValue":327689.42,"faceAmount":383000,"couponRate":4.625,"cusip":"912810UG1","sedol":"BRXZ4T7","finalMaturityDate":"2055-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.7569,"marketValue":317530.27,"faceAmount":335000,"couponRate":4.375,"cusip":"91282CKQ3","sedol":"BQSB5K1","finalMaturityDate":"2034-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.73493,"marketValue":308312.5,"faceAmount":320000,"couponRate":3.625,"cusip":"91282CLK5","sedol":"BRBKHZ1","finalMaturityDate":"2029-08-31"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.69836,"marketValue":292970.64,"faceAmount":299170.1325,"couponRate":6,"cusip":"38384EKB0","sedol":"","finalMaturityDate":"2053-09-20"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.69836,"marketValue":292970.64,"faceAmount":299170.1325,"couponRate":6,"cusip":"38384EKC8","sedol":"","finalMaturityDate":"2053-09-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.67469,"marketValue":283042.38,"faceAmount":305000,"couponRate":3.75,"cusip":"91282CPF2","sedol":"BV3PBN8","finalMaturityDate":"2032-10-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.66792,"marketValue":280200.2,"faceAmount":499000,"couponRate":2.375,"cusip":"912810SX7","sedol":"BMHV4V8","finalMaturityDate":"2051-05-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.66656,"marketValue":279629.22,"faceAmount":300000,"couponRate":2.53,"cusip":"3140LF3A0","sedol":"","finalMaturityDate":"2029-05-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.66304,"marketValue":278153.32,"faceAmount":475000,"couponRate":1.125,"cusip":"912810SR0","sedol":"BMFKWB3","finalMaturityDate":"2040-05-15"},{"holdingName":"PMT Loan Trust 2025-INV12","ticker":"PMTLT","percentOfFunds":0.63303,"marketValue":265562.34,"faceAmount":267637.06,"couponRate":4.99029,"cusip":"73015KBM6","sedol":"","finalMaturityDate":"2056-12-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.63073,"marketValue":264598.65,"faceAmount":295100,"couponRate":4.75,"cusip":"912810UJ5","sedol":"BNZD2R5","finalMaturityDate":"2045-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.60906,"marketValue":255507.62,"faceAmount":265000,"couponRate":4,"cusip":"91282CHR5","sedol":"BNTDWX7","finalMaturityDate":"2030-07-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.60081,"marketValue":252047.66,"faceAmount":260000,"couponRate":3.875,"cusip":"91282CFL0","sedol":"BN6ML52","finalMaturityDate":"2029-09-30"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.5938,"marketValue":249105.01,"faceAmount":255380.0334,"couponRate":2.91,"cusip":"3138LLAU9","sedol":"","finalMaturityDate":"2027-12-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.58661,"marketValue":246090.47,"faceAmount":259000,"couponRate":3.125,"cusip":"91282CFJ5","sedol":"BQ0LV12","finalMaturityDate":"2029-08-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.58129,"marketValue":243857.42,"faceAmount":250000,"couponRate":4.125,"cusip":"91282CLR0","sedol":"BSZ7PN9","finalMaturityDate":"2029-10-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.57153,"marketValue":239765.63,"faceAmount":250000,"couponRate":4,"cusip":"91282CJX0","sedol":"BPJM959","finalMaturityDate":"2031-01-31"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.56652,"marketValue":237661.88,"faceAmount":249770.22,"couponRate":4.492,"cusip":"3142BGYM5","sedol":"","finalMaturityDate":"2056-09-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.56612,"marketValue":237495.44,"faceAmount":243367.0575,"couponRate":3.18,"cusip":"3138LMDG5","sedol":"","finalMaturityDate":"2028-01-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.5653,"marketValue":237152.05,"faceAmount":268300,"couponRate":4.625,"cusip":"912810UF3","sedol":"BTPH0B9","finalMaturityDate":"2044-11-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.56366,"marketValue":236461.67,"faceAmount":293897.68,"couponRate":2,"cusip":"38383AZA5","sedol":"","finalMaturityDate":"2051-09-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.56062,"marketValue":235188.16,"faceAmount":473000,"couponRate":1.875,"cusip":"912810SU3","sedol":"BM9WFN8","finalMaturityDate":"2051-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.55637,"marketValue":233403.37,"faceAmount":267200,"couponRate":4.75,"cusip":"912810UK2","sedol":"BPJK9V9","finalMaturityDate":"2055-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.53886,"marketValue":226057.5,"faceAmount":394000,"couponRate":2.375,"cusip":"912810SK5","sedol":"BKVKB94","finalMaturityDate":"2049-11-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.5383,"marketValue":225822.1,"faceAmount":286673.725,"couponRate":3.5,"cusip":"38383UV49","sedol":"","finalMaturityDate":"2051-05-20"},{"holdingName":"PMT Loan Trust 2026-CNF1","ticker":"PMTLT","percentOfFunds":0.53163,"marketValue":223023.88,"faceAmount":229141.8518,"couponRate":4.89029,"cusip":"729920BE7","sedol":"","finalMaturityDate":"2057-01-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.52447,"marketValue":220022.24,"faceAmount":251600,"couponRate":4.5,"cusip":"912810TZ1","sedol":"BPG5RX5","finalMaturityDate":"2044-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.49225,"marketValue":206505.47,"faceAmount":210000,"couponRate":3.875,"cusip":"91282CNM9","sedol":"BVMNBG6","finalMaturityDate":"2028-07-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.47808,"marketValue":200560.36,"faceAmount":210200,"couponRate":3.5,"cusip":"91282CGJ4","sedol":"BL6BVY4","finalMaturityDate":"2030-01-31"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.46863,"marketValue":196596,"faceAmount":200000,"couponRate":4.5,"cusip":"3136G73G9","sedol":"","finalMaturityDate":"2056-10-25"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.46369,"marketValue":194524.42,"faceAmount":198300.28,"couponRate":4.59029,"cusip":"3137GCNT6","sedol":"","finalMaturityDate":"2056-09-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.4585,"marketValue":192348,"faceAmount":235421.866,"couponRate":4,"cusip":"3136BN5K8","sedol":"","finalMaturityDate":"2052-09-25"},{"holdingName":"Freddie Mac Strips","ticker":"FHS","percentOfFunds":0.4564,"marketValue":191465.39,"faceAmount":196018.94,"couponRate":4.9,"cusip":"3133QBBZ5","sedol":"","finalMaturityDate":"2031-08-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.45586,"marketValue":191240.16,"faceAmount":198000,"couponRate":4,"cusip":"91282CNG2","sedol":"BVF9JS9","finalMaturityDate":"2030-05-31"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.44612,"marketValue":187153.92,"faceAmount":197609.954,"couponRate":2.54,"cusip":"3138LFER5","sedol":"","finalMaturityDate":"2028-11-01"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.43909,"marketValue":184205.61,"faceAmount":220783.1542,"couponRate":3.75,"cusip":"38379CU38","sedol":"","finalMaturityDate":"2044-07-20"},{"holdingName":"PMT Loan Trust 2026-INV4","ticker":"PMTLT","percentOfFunds":0.43864,"marketValue":184017.06,"faceAmount":188546.51,"couponRate":6,"cusip":"69383UAA3","sedol":"","finalMaturityDate":"2057-03-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.43713,"marketValue":183381.95,"faceAmount":203000,"couponRate":4.375,"cusip":"912810QD3","sedol":"B59RHH2","finalMaturityDate":"2039-11-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.43468,"marketValue":182355.12,"faceAmount":186847.65,"couponRate":3.03,"cusip":"3138LLQP3","sedol":"","finalMaturityDate":"2027-12-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.42972,"marketValue":180273.83,"faceAmount":185000,"couponRate":3.875,"cusip":"91282CQJ3","sedol":"BS2DX47","finalMaturityDate":"2029-04-15"},{"holdingName":"PMT Loan Trust 2026-INV1","ticker":"PMTLT","percentOfFunds":0.42802,"marketValue":179558.01,"faceAmount":183729.78,"couponRate":4.99029,"cusip":"73015LBP7","sedol":"","finalMaturityDate":"2057-01-25"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.4253,"marketValue":178419.89,"faceAmount":231492.815,"couponRate":1.75,"cusip":"38382UDH1","sedol":"","finalMaturityDate":"2051-04-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.41996,"marketValue":176180.1,"faceAmount":275500,"couponRate":2.75,"cusip":"912810RZ3","sedol":"BF92XY6","finalMaturityDate":"2047-11-15"},{"holdingName":"PMT Loan Trust 2026-INV1","ticker":"PMTLT","percentOfFunds":0.41649,"marketValue":174722.79,"faceAmount":183729.78,"couponRate":5.5,"cusip":"73015LAB9","sedol":"","finalMaturityDate":"2057-01-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.40695,"marketValue":170721.53,"faceAmount":216800,"couponRate":4.125,"cusip":"912810TT5","sedol":"BRT3QH7","finalMaturityDate":"2053-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.40616,"marketValue":170388.28,"faceAmount":180000,"couponRate":4,"cusip":"91282CNA5","sedol":"BN2RK87","finalMaturityDate":"2032-04-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.39592,"marketValue":166093.13,"faceAmount":176000,"couponRate":4,"cusip":"91282CNR8","sedol":"BTY0CZ7","finalMaturityDate":"2032-07-31"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.39366,"marketValue":165144.26,"faceAmount":169303.144,"couponRate":3.17,"cusip":"3138LDAU7","sedol":"","finalMaturityDate":"2028-02-01"},{"holdingName":"Ginnie Mae II Pool","ticker":"G2","percentOfFunds":0.39283,"marketValue":164796.3,"faceAmount":167959.877,"couponRate":5,"cusip":"3618N6JB4","sedol":"","finalMaturityDate":"2056-05-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.39027,"marketValue":163724.17,"faceAmount":321200,"couponRate":2,"cusip":"912810SZ2","sedol":"BMWVP21","finalMaturityDate":"2051-08-15"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.38004,"marketValue":159430.38,"faceAmount":188663.71,"couponRate":2,"cusip":"3137H4FG0","sedol":"","finalMaturityDate":"2050-07-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.37851,"marketValue":158790.76,"faceAmount":243134.6568,"couponRate":2.17,"cusip":"3140LBNF6","sedol":"","finalMaturityDate":"2051-03-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.37636,"marketValue":157889.05,"faceAmount":160951.757,"couponRate":3.12,"cusip":"3138LA3B3","sedol":"","finalMaturityDate":"2027-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.37471,"marketValue":157196.88,"faceAmount":170000,"couponRate":4.625,"cusip":"912810QE1","sedol":"B3M3870","finalMaturityDate":"2040-02-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.36132,"marketValue":151577.04,"faceAmount":200000,"couponRate":3,"cusip":"3136B6A94","sedol":"","finalMaturityDate":"2049-11-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.35937,"marketValue":150760.55,"faceAmount":185000,"couponRate":3.875,"cusip":"912810TQ1","sedol":"BMXHQM5","finalMaturityDate":"2043-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.35671,"marketValue":149643.84,"faceAmount":193900,"couponRate":4,"cusip":"912810TL2","sedol":"BQXS7C3","finalMaturityDate":"2052-11-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.35223,"marketValue":147765.98,"faceAmount":150000,"couponRate":5.329,"cusip":"3140Y92K9","sedol":"","finalMaturityDate":"2056-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.34971,"marketValue":146707.03,"faceAmount":150000,"couponRate":3.625,"cusip":"91282CNU1","sedol":"BQT2LQ1","finalMaturityDate":"2028-08-15"},{"holdingName":"Fannie Mae or Freddie Mac","ticker":"FNCL","percentOfFunds":0.34962,"marketValue":146672.01,"faceAmount":150000,"couponRate":6,"cusip":"01F0606B6","sedol":"","finalMaturityDate":"2026-11-12"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.3494,"marketValue":146577.27,"faceAmount":149844.63,"couponRate":5.104,"cusip":"3140UWWH6","sedol":"","finalMaturityDate":"2056-08-01"},{"holdingName":"Ginnie Mae II Pool","ticker":"G2","percentOfFunds":0.34785,"marketValue":145929.07,"faceAmount":148602.745,"couponRate":5,"cusip":"3618N6LM7","sedol":"","finalMaturityDate":"2056-06-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.34603,"marketValue":145163.05,"faceAmount":154000,"couponRate":3.75,"cusip":"91282CLJ8","sedol":"BRBKJ00","finalMaturityDate":"2031-08-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.34426,"marketValue":144422.93,"faceAmount":159000,"couponRate":4.875,"cusip":"912810UN6","sedol":"BVYLB35","finalMaturityDate":"2045-08-15"},{"holdingName":"Asian Development Bank","ticker":"ASIA","percentOfFunds":0.34321,"marketValue":143982.6,"faceAmount":146000,"couponRate":5,"cusip":"045167GW7","sedol":"BPK87T6","finalMaturityDate":"2033-09-30"},{"holdingName":"Ginnie Mae II Pool","ticker":"G2","percentOfFunds":0.33908,"marketValue":142247,"faceAmount":147367.5935,"couponRate":4.5,"cusip":"3618N6BR7","sedol":"","finalMaturityDate":"2056-02-20"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.33806,"marketValue":141819.07,"faceAmount":156738.764,"couponRate":3,"cusip":"3136ASZB5","sedol":"","finalMaturityDate":"2045-09-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.334,"marketValue":140115.94,"faceAmount":200000,"couponRate":2,"cusip":"3136BBCM2","sedol":"","finalMaturityDate":"2050-08-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.3315,"marketValue":139066.41,"faceAmount":150000,"couponRate":3.75,"cusip":"91282CPM7","sedol":"BVPJDT8","finalMaturityDate":"2032-11-30"},{"holdingName":"Wells Fargo Mortgage Backed Securities 2021-INV2 Trust","ticker":"WFMBS","percentOfFunds":0.33086,"marketValue":138800.53,"faceAmount":180599.3506,"couponRate":2.5,"cusip":"95003FBR3","sedol":"","finalMaturityDate":"2051-09-25"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.33078,"marketValue":138764.46,"faceAmount":140000,"couponRate":5.589,"cusip":"3142BBY95","sedol":"","finalMaturityDate":"2056-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.33038,"marketValue":138598.59,"faceAmount":162000,"couponRate":4.625,"cusip":"912810UP1","sedol":"BMJ0P76","finalMaturityDate":"2055-11-15"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.32832,"marketValue":137735.92,"faceAmount":142293.4655,"couponRate":4.885,"cusip":"31288RK98","sedol":"","finalMaturityDate":"2056-03-01"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.32635,"marketValue":136907.81,"faceAmount":140000,"couponRate":5.198,"cusip":"3142BBY61","sedol":"","finalMaturityDate":"2056-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.31461,"marketValue":131983.76,"faceAmount":139700,"couponRate":4,"cusip":"91282CNJ6","sedol":"BVDCZS2","finalMaturityDate":"2032-06-30"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.31033,"marketValue":130188.75,"faceAmount":149000,"couponRate":4.75,"cusip":"912810UR7","sedol":"BWBZNN1","finalMaturityDate":"2056-02-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.30508,"marketValue":127985.3,"faceAmount":149675.005,"couponRate":2.5,"cusip":"3136BKYQ9","sedol":"","finalMaturityDate":"2048-09-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.29961,"marketValue":125690.63,"faceAmount":240000,"couponRate":2,"cusip":"912810SL3","sedol":"BK8ZZ34","finalMaturityDate":"2050-02-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.29835,"marketValue":125160.08,"faceAmount":129556.72,"couponRate":5,"cusip":"38385XXT4","sedol":"","finalMaturityDate":"2049-12-20"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.29402,"marketValue":123345.82,"faceAmount":160000,"couponRate":3,"cusip":"3137FQEX7","sedol":"","finalMaturityDate":"2049-12-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.29178,"marketValue":122406.47,"faceAmount":123445.988,"couponRate":5.04029,"cusip":"3136BVGS1","sedol":"","finalMaturityDate":"2055-03-25"},{"holdingName":"Sequoia Mortgage Trust 2026-HYB3","ticker":"SEMT","percentOfFunds":0.28947,"marketValue":121434.61,"faceAmount":125000,"couponRate":5.47762,"cusip":"81751KAA4","sedol":"","finalMaturityDate":"2056-10-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.28151,"marketValue":118097.25,"faceAmount":176404.52,"couponRate":2.07,"cusip":"3140J1RZ3","sedol":"","finalMaturityDate":"2050-10-01"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.27743,"marketValue":116387.13,"faceAmount":138068.615,"couponRate":2.5,"cusip":"38378UMF1","sedol":"","finalMaturityDate":"2043-10-20"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.27591,"marketValue":115749.53,"faceAmount":134654.574,"couponRate":2.5,"cusip":"3137H3UJ9","sedol":"","finalMaturityDate":"2048-12-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.27227,"marketValue":114220.16,"faceAmount":170200,"couponRate":2.375,"cusip":"912810TF5","sedol":"BNYF3R9","finalMaturityDate":"2042-02-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.26208,"marketValue":109944.14,"faceAmount":116134.384,"couponRate":3,"cusip":"3136AEU21","sedol":"","finalMaturityDate":"2033-06-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.25837,"marketValue":108387.5,"faceAmount":130000,"couponRate":1.375,"cusip":"91282CDJ7","sedol":"BMCNFW7","finalMaturityDate":"2031-11-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.24482,"marketValue":102704.57,"faceAmount":129945.484,"couponRate":2,"cusip":"3136BJE68","sedol":"","finalMaturityDate":"2050-08-25"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.2434,"marketValue":102111.16,"faceAmount":104009.1215,"couponRate":2.9717,"cusip":"3136A9MS4","sedol":"","finalMaturityDate":"2027-09-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.23953,"marketValue":100486.72,"faceAmount":110000,"couponRate":3.875,"cusip":"91282CLF6","sedol":"BR2NN62","finalMaturityDate":"2034-08-15"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.23582,"marketValue":98930.56,"faceAmount":99601.2487,"couponRate":2.961,"cusip":"3136AV7G8","sedol":"","finalMaturityDate":"2027-02-25"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.23468,"marketValue":98452,"faceAmount":100000,"couponRate":5.5,"cusip":"3137GCS87","sedol":"","finalMaturityDate":"2053-12-25"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.23462,"marketValue":98427,"faceAmount":100000,"couponRate":5.5,"cusip":"3137GCS61","sedol":"","finalMaturityDate":"2053-12-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.23446,"marketValue":98358,"faceAmount":100000,"couponRate":5.5,"cusip":"3136G74D5","sedol":"","finalMaturityDate":"2056-06-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.23403,"marketValue":98180,"faceAmount":100000,"couponRate":5.5,"cusip":"3136G7Z66","sedol":"","finalMaturityDate":"2052-02-25"},{"holdingName":"PMT Loan Trust 2026-INV9","ticker":"PMTLT","percentOfFunds":0.23172,"marketValue":97210.94,"faceAmount":100000,"couponRate":6,"cusip":"69385CAA1","sedol":"","finalMaturityDate":"2057-09-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.23015,"marketValue":96548.97,"faceAmount":100000,"couponRate":4.72,"cusip":"3140Q2YR3","sedol":"","finalMaturityDate":"2031-06-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.22889,"marketValue":96021.05,"faceAmount":101400,"couponRate":4.125,"cusip":"91282CFV8","sedol":"BQXS7B2","finalMaturityDate":"2032-11-15"},{"holdingName":"OBX 2026-AHC4 Trust","ticker":"OBX","percentOfFunds":0.2264,"marketValue":94976.2,"faceAmount":100000,"couponRate":6,"cusip":"67125HAN1","sedol":"","finalMaturityDate":"2056-09-25"},{"holdingName":"JP Morgan Mortgage Trust Series 2026-HYB2","ticker":"JPMMT","percentOfFunds":0.22426,"marketValue":94080,"faceAmount":96038.75,"couponRate":5.5,"cusip":"46595AAE1","sedol":"","finalMaturityDate":"2056-11-25"},{"holdingName":"Freddie Mac Pool","ticker":"FR","percentOfFunds":0.22425,"marketValue":94077.47,"faceAmount":98750.374,"couponRate":3.66,"cusip":"3132XGRM0","sedol":"","finalMaturityDate":"2029-11-01"},{"holdingName":"Freddie Mac Pool","ticker":"FR","percentOfFunds":0.22111,"marketValue":92759.4,"faceAmount":97494.755,"couponRate":2.5,"cusip":"3132CYGF1","sedol":"","finalMaturityDate":"2031-05-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.22072,"marketValue":92592.91,"faceAmount":95000,"couponRate":3.485,"cusip":"3138LMRD7","sedol":"","finalMaturityDate":"2028-04-01"},{"holdingName":"EFMT 2026-AE4","ticker":"EFMT","percentOfFunds":0.22027,"marketValue":92406.35,"faceAmount":97277.8306,"couponRate":5.5,"cusip":"26847AAA7","sedol":"","finalMaturityDate":"2061-06-25"},{"holdingName":"Sequoia Mortgage Trust 2026-HYB2","ticker":"SEMT","percentOfFunds":0.22,"marketValue":92293.14,"faceAmount":97808.98,"couponRate":4.628788,"cusip":"81751JAB5","sedol":"","finalMaturityDate":"2056-07-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.21797,"marketValue":91440.73,"faceAmount":104700,"couponRate":4.75,"cusip":"912810UM8","sedol":"BQT2LR2","finalMaturityDate":"2055-08-15"},{"holdingName":"PMT Loan Trust 2026-INV5","ticker":"PMTLT","percentOfFunds":0.21669,"marketValue":90904.24,"faceAmount":95759.54,"couponRate":5.5,"cusip":"69393MAB7","sedol":"","finalMaturityDate":"2057-05-25"},{"holdingName":"PMT Loan Trust 2026-CNF8","ticker":"PMTLT","percentOfFunds":0.2156,"marketValue":90449,"faceAmount":100000,"couponRate":5.5,"cusip":"73016CAG7","sedol":"","finalMaturityDate":"2057-08-25"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.21132,"marketValue":88652.93,"faceAmount":100000,"couponRate":5,"cusip":"38385G5S4","sedol":"","finalMaturityDate":"2055-06-20"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.20913,"marketValue":87731.01,"faceAmount":100000,"couponRate":5,"cusip":"38381UZT2","sedol":"","finalMaturityDate":"2055-05-20"},{"holdingName":"Sequoia Mortgage Trust 2026-HYB1","ticker":"SEMT","percentOfFunds":0.20724,"marketValue":86938.09,"faceAmount":89351.3906,"couponRate":4.662922,"cusip":"81750GAB2","sedol":"","finalMaturityDate":"2056-04-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.20684,"marketValue":86773,"faceAmount":100000,"couponRate":2.63,"cusip":"3140LFQD9","sedol":"","finalMaturityDate":"2032-04-01"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.20684,"marketValue":86771.96,"faceAmount":104261.689,"couponRate":2.5,"cusip":"3136AFGA6","sedol":"","finalMaturityDate":"2043-04-25"},{"holdingName":"Chase Home Lending Mortgage Trust 2026-AGY2","ticker":"CHASE","percentOfFunds":0.20586,"marketValue":86360.32,"faceAmount":100000,"couponRate":5,"cusip":"16160GAQ9","sedol":"","finalMaturityDate":"2057-08-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.20115,"marketValue":84384.24,"faceAmount":98416.607,"couponRate":1.375,"cusip":"3140J2LU8","sedol":"","finalMaturityDate":"2030-12-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.19803,"marketValue":83077.09,"faceAmount":96329.62,"couponRate":1.49,"cusip":"3140J2GN0","sedol":"","finalMaturityDate":"2030-12-01"},{"holdingName":"PMT Loan Trust 2025-CNF2","ticker":"PMTLT","percentOfFunds":0.19676,"marketValue":82543.36,"faceAmount":87179.39,"couponRate":5.5,"cusip":"729911AA5","sedol":"","finalMaturityDate":"2057-01-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.19651,"marketValue":82436.71,"faceAmount":116300,"couponRate":3.375,"cusip":"912810SE9","sedol":"BGRW851","finalMaturityDate":"2048-11-15"},{"holdingName":"GS Mortgage-Backed Securities Trust 2025-PJ11","ticker":"GSMBS","percentOfFunds":0.19374,"marketValue":81275.64,"faceAmount":81740.497,"couponRate":5.04029,"cusip":"36273RBA1","sedol":"","finalMaturityDate":"2056-05-25"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.19126,"marketValue":80236.28,"faceAmount":106983.809,"couponRate":1.5,"cusip":"3136BDKT4","sedol":"","finalMaturityDate":"2051-01-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.19028,"marketValue":79825.29,"faceAmount":133800,"couponRate":1.375,"cusip":"912810ST6","sedol":"BNG0BM3","finalMaturityDate":"2040-11-15"},{"holdingName":"Sequoia Mortgage Trust 2025-S2","ticker":"SEMT","percentOfFunds":0.18837,"marketValue":79024.74,"faceAmount":92308.49,"couponRate":4,"cusip":"81748UAA8","sedol":"","finalMaturityDate":"2055-11-25"},{"holdingName":"JP Morgan Mortgage Trust 2021-INV6","ticker":"JPMMT","percentOfFunds":0.18663,"marketValue":78293.32,"faceAmount":101788.0326,"couponRate":2.5,"cusip":"46654FAE8","sedol":"","finalMaturityDate":"2052-04-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.18508,"marketValue":77643.91,"faceAmount":83000,"couponRate":4.25,"cusip":"91282CLW9","sedol":"BRK14Z4","finalMaturityDate":"2034-11-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.18407,"marketValue":77220.45,"faceAmount":77018.335,"couponRate":6,"cusip":"38384BA68","sedol":"","finalMaturityDate":"2034-05-20"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.18359,"marketValue":77020.13,"faceAmount":77892.077,"couponRate":4.99783,"cusip":"38381PZT3","sedol":"","finalMaturityDate":"2055-07-20"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.18089,"marketValue":75886.8,"faceAmount":97428.548,"couponRate":3.5,"cusip":"38380BQJ7","sedol":"","finalMaturityDate":"2046-01-20"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.17762,"marketValue":74513.96,"faceAmount":84404.8935,"couponRate":2.5,"cusip":"3137H6EQ4","sedol":"","finalMaturityDate":"2048-08-25"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.17635,"marketValue":73980.48,"faceAmount":74457.776,"couponRate":4.54783,"cusip":"38385CDK1","sedol":"","finalMaturityDate":"2055-01-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.17621,"marketValue":73921.88,"faceAmount":80000,"couponRate":5,"cusip":"912810UL0","sedol":"BMGHNZ4","finalMaturityDate":"2045-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.17598,"marketValue":73825.2,"faceAmount":75000,"couponRate":3.875,"cusip":"91282CNH0","sedol":"BTPGTQ4","finalMaturityDate":"2028-06-15"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.17189,"marketValue":72110.92,"faceAmount":81986.6445,"couponRate":2.5,"cusip":"3137H64V4","sedol":"","finalMaturityDate":"2048-07-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.15954,"marketValue":66930.19,"faceAmount":104400,"couponRate":1.875,"cusip":"912810SW9","sedol":"BMT9GQ9","finalMaturityDate":"2041-02-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.15852,"marketValue":66499.74,"faceAmount":123952.927,"couponRate":3,"cusip":"38381XFR2","sedol":"","finalMaturityDate":"2049-07-20"},{"holdingName":"Mello Mortgage Capital Acceptance 2022-INV2","ticker":"MELLO","percentOfFunds":0.15681,"marketValue":65782.19,"faceAmount":100000,"couponRate":3,"cusip":"58549JAP9","sedol":"","finalMaturityDate":"2052-04-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.15538,"marketValue":65185.16,"faceAmount":66542.464,"couponRate":3.788,"cusip":"3140J8Y98","sedol":"","finalMaturityDate":"2028-07-01"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.15209,"marketValue":63802.94,"faceAmount":72293.84,"couponRate":2.5,"cusip":"3137H5S81","sedol":"","finalMaturityDate":"2047-10-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.14451,"marketValue":60622.66,"faceAmount":65000,"couponRate":4.375,"cusip":"91282CQQ7","sedol":"BSHW963","finalMaturityDate":"2036-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.13475,"marketValue":56531.38,"faceAmount":62900,"couponRate":4.25,"cusip":"912810QB7","sedol":"B41K8R9","finalMaturityDate":"2039-05-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.13261,"marketValue":55629.87,"faceAmount":66744.19,"couponRate":2.5,"cusip":"3136BKVR0","sedol":"","finalMaturityDate":"2050-04-25"},{"holdingName":"GCAT 2022-INV1 Trust","ticker":"GCAT","percentOfFunds":0.13136,"marketValue":55109.11,"faceAmount":68896.4596,"couponRate":3,"cusip":"36168YAA5","sedol":"","finalMaturityDate":"2051-12-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.13038,"marketValue":54695.57,"faceAmount":94500,"couponRate":1.125,"cusip":"912810SQ2","sedol":"BKVKF47","finalMaturityDate":"2040-08-15"},{"holdingName":"Fannie Mae REMICS","ticker":"FNR","percentOfFunds":0.12879,"marketValue":54027.17,"faceAmount":60598.403,"couponRate":3,"cusip":"3136BMBL1","sedol":"","finalMaturityDate":"2048-06-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.12429,"marketValue":52140.43,"faceAmount":55000,"couponRate":3.625,"cusip":"91282CPD7","sedol":"BV3PBM7","finalMaturityDate":"2030-10-31"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.11656,"marketValue":48896.34,"faceAmount":57100,"couponRate":4.625,"cusip":"912810UA4","sedol":"BQSB5H8","finalMaturityDate":"2054-05-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.11575,"marketValue":48557.86,"faceAmount":49265.1324,"couponRate":3.04,"cusip":"3138LJJZ4","sedol":"","finalMaturityDate":"2027-07-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.11558,"marketValue":48487,"faceAmount":76100,"couponRate":3,"cusip":"912810TJ7","sedol":"BQHM4F3","finalMaturityDate":"2052-08-15"},{"holdingName":"Freddie Mac REMICS","ticker":"FHR","percentOfFunds":0.11553,"marketValue":48466.22,"faceAmount":54684.438,"couponRate":3,"cusip":"3137H6AQ8","sedol":"","finalMaturityDate":"2048-06-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.11036,"marketValue":46298.84,"faceAmount":48155.746,"couponRate":4.52,"cusip":"3140Y7FT0","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.10952,"marketValue":45945.65,"faceAmount":47748.513,"couponRate":4.555,"cusip":"3140Y7H27","sedol":"","finalMaturityDate":"2055-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.10934,"marketValue":45870.66,"faceAmount":71800,"couponRate":2.5,"cusip":"912810RK6","sedol":"BYNJ6S1","finalMaturityDate":"2045-02-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.10909,"marketValue":45766.6,"faceAmount":50637.558,"couponRate":3,"cusip":"38383MEK0","sedol":"","finalMaturityDate":"2052-02-20"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.10717,"marketValue":44957.65,"faceAmount":45927.25,"couponRate":5.162,"cusip":"3142BBH94","sedol":"","finalMaturityDate":"2055-10-01"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.10659,"marketValue":44716.44,"faceAmount":46665.76,"couponRate":4.591,"cusip":"3142BBPG9","sedol":"","finalMaturityDate":"2056-01-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.10643,"marketValue":44647.95,"faceAmount":45950.186,"couponRate":4.858,"cusip":"3140Y7YM4","sedol":"","finalMaturityDate":"2055-12-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.10486,"marketValue":43988.78,"faceAmount":44972.499,"couponRate":5.042,"cusip":"3140JCYD0","sedol":"","finalMaturityDate":"2055-12-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.1044,"marketValue":43798.06,"faceAmount":66400,"couponRate":3,"cusip":"912810SF6","sedol":"BJ7G9G2","finalMaturityDate":"2049-02-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.10099,"marketValue":42365.2,"faceAmount":50000,"couponRate":1.94,"cusip":"3140LDY45","sedol":"","finalMaturityDate":"2031-11-01"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.10074,"marketValue":42260.13,"faceAmount":43324.11,"couponRate":5.039,"cusip":"3142BBH60","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09949,"marketValue":41737.11,"faceAmount":65000,"couponRate":2.875,"cusip":"912810SH2","sedol":"BK1WFY3","finalMaturityDate":"2049-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09884,"marketValue":41464.84,"faceAmount":62500,"couponRate":3,"cusip":"912810SD1","sedol":"BFZLQN7","finalMaturityDate":"2048-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09798,"marketValue":41103.36,"faceAmount":66100,"couponRate":2.875,"cusip":"912810TG3","sedol":"BPSLLZ1","finalMaturityDate":"2052-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09687,"marketValue":40638.48,"faceAmount":47000,"couponRate":4.375,"cusip":"912810TU2","sedol":"BQC4SL8","finalMaturityDate":"2043-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09649,"marketValue":40477.17,"faceAmount":56200,"couponRate":3.625,"cusip":"912810TN8","sedol":"BQXLPR3","finalMaturityDate":"2053-02-15"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.09617,"marketValue":40344.35,"faceAmount":43937.4686,"couponRate":2.065,"cusip":"3136BARB2","sedol":"","finalMaturityDate":"2029-09-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09372,"marketValue":39314.89,"faceAmount":57700,"couponRate":3.125,"cusip":"912810SC3","sedol":"BG5NQ30","finalMaturityDate":"2048-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09309,"marketValue":39052.52,"faceAmount":47100,"couponRate":4.125,"cusip":"912810UD8","sedol":"BSLSLK5","finalMaturityDate":"2044-08-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.09252,"marketValue":38813.92,"faceAmount":40000,"couponRate":4.72,"cusip":"3140Q2YQ5","sedol":"","finalMaturityDate":"2031-06-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09179,"marketValue":38508.59,"faceAmount":71400,"couponRate":2.25,"cusip":"912810TD0","sedol":"BM96PW9","finalMaturityDate":"2052-02-15"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.09144,"marketValue":38360.22,"faceAmount":46360.1643,"couponRate":3.78978,"cusip":"3136ATY24","sedol":"","finalMaturityDate":"2045-11-25"},{"holdingName":"Freddie Mac Non Gold Pool","ticker":"FH","percentOfFunds":0.09113,"marketValue":38231.37,"faceAmount":38870.7,"couponRate":5.297,"cusip":"3142BBHR4","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09097,"marketValue":38163.28,"faceAmount":47500,"couponRate":4.25,"cusip":"912810UC0","sedol":"BR2NN95","finalMaturityDate":"2054-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.09079,"marketValue":38089.25,"faceAmount":50200,"couponRate":3.25,"cusip":"912810TH1","sedol":"BMDPZG6","finalMaturityDate":"2042-05-15"},{"holdingName":"Government National Mortgage Association","ticker":"GNR","percentOfFunds":0.09024,"marketValue":37858.16,"faceAmount":50808.772,"couponRate":1.375,"cusip":"38382HUW8","sedol":"","finalMaturityDate":"2050-08-20"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.08806,"marketValue":36940.83,"faceAmount":55300,"couponRate":3,"cusip":"912810SA7","sedol":"BG0D0F5","finalMaturityDate":"2048-02-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.08461,"marketValue":35496.57,"faceAmount":63400,"couponRate":2.25,"cusip":"912810SJ8","sedol":"BK9DLC8","finalMaturityDate":"2049-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.08376,"marketValue":35137.5,"faceAmount":40000,"couponRate":4.625,"cusip":"912810UQ9","sedol":"BS84F26","finalMaturityDate":"2045-11-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.07766,"marketValue":32581.25,"faceAmount":40100,"couponRate":3.875,"cusip":"912810TS7","sedol":"BLB3TM9","finalMaturityDate":"2043-05-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.07566,"marketValue":31740.93,"faceAmount":37403.8312,"couponRate":1.68,"cusip":"3140LDVR7","sedol":"","finalMaturityDate":"2031-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.07338,"marketValue":30782.95,"faceAmount":30801.04,"couponRate":5.722,"cusip":"3140B9U56","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.06935,"marketValue":29092.38,"faceAmount":35000,"couponRate":4,"cusip":"912810TM0","sedol":"BL56GP6","finalMaturityDate":"2042-11-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0678,"marketValue":28443.68,"faceAmount":30000,"couponRate":1.53,"cusip":"3140LB4Q3","sedol":"","finalMaturityDate":"2028-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0661,"marketValue":27728.37,"faceAmount":28540.344,"couponRate":3.63,"cusip":"31377U6U2","sedol":"","finalMaturityDate":"2028-08-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06577,"marketValue":27590.57,"faceAmount":28798.1221,"couponRate":3.47,"cusip":"3140HTEY1","sedol":"","finalMaturityDate":"2029-03-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06531,"marketValue":27397.47,"faceAmount":28041.0376,"couponRate":3.15,"cusip":"3138LLKQ7","sedol":"","finalMaturityDate":"2027-11-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06505,"marketValue":27291.11,"faceAmount":27783.6251,"couponRate":2.82,"cusip":"3138LJTY6","sedol":"","finalMaturityDate":"2027-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06405,"marketValue":26869.32,"faceAmount":28847.5845,"couponRate":2.74,"cusip":"3140HU7G5","sedol":"","finalMaturityDate":"2029-08-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06238,"marketValue":26167.51,"faceAmount":26427.02,"couponRate":5.401,"cusip":"3140BQF97","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.06208,"marketValue":26045.25,"faceAmount":26725.2331,"couponRate":2.98,"cusip":"3138LLF34","sedol":"","finalMaturityDate":"2028-01-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.06,"marketValue":25168.77,"faceAmount":30100,"couponRate":1.25,"cusip":"91282CCS8","sedol":"BMWVP09","finalMaturityDate":"2031-08-15"},{"holdingName":"Chase Home Lending Mortgage Trust 2026-10","ticker":"CHASE","percentOfFunds":0.05722,"marketValue":24003.14,"faceAmount":25000,"couponRate":5.5,"cusip":"16160HDQ4","sedol":"","finalMaturityDate":"2057-08-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.05691,"marketValue":23874.17,"faceAmount":33200,"couponRate":3.625,"cusip":"912810TR9","sedol":"BQYLTM5","finalMaturityDate":"2053-05-15"},{"holdingName":"Chase Home Lending Mortgage Trust 2026-4","ticker":"CHASE","percentOfFunds":0.05624,"marketValue":23593.89,"faceAmount":23779.5421,"couponRate":4.99029,"cusip":"16190ACC5","sedol":"","finalMaturityDate":"2057-02-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.05605,"marketValue":23515.69,"faceAmount":33400,"couponRate":2.875,"cusip":"912810RB6","sedol":"B8W8CX4","finalMaturityDate":"2043-05-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.05506,"marketValue":23099.06,"faceAmount":36000,"couponRate":2.75,"cusip":"912810RY6","sedol":"BF53YK6","finalMaturityDate":"2047-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.05444,"marketValue":22836.56,"faceAmount":24000,"couponRate":4.125,"cusip":"91282CNF4","sedol":"BVF9JQ7","finalMaturityDate":"2032-05-31"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.05161,"marketValue":21652.14,"faceAmount":22101.13,"couponRate":5.08,"cusip":"3140BQT50","sedol":"","finalMaturityDate":"2055-09-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.04702,"marketValue":19723.55,"faceAmount":42200,"couponRate":1.625,"cusip":"912810SS8","sedol":"BN7JWV5","finalMaturityDate":"2050-11-15"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.04691,"marketValue":19678.32,"faceAmount":20140.3182,"couponRate":2.86852,"cusip":"3136AY2H5","sedol":"","finalMaturityDate":"2027-11-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04668,"marketValue":19581.08,"faceAmount":20000,"couponRate":2.93,"cusip":"3138LKZ34","sedol":"","finalMaturityDate":"2027-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04625,"marketValue":19401.64,"faceAmount":20000,"couponRate":4.88,"cusip":"3140Q3ER3","sedol":"","finalMaturityDate":"2031-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04625,"marketValue":19401.64,"faceAmount":20000,"couponRate":4.88,"cusip":"3140Q3ES1","sedol":"","finalMaturityDate":"2031-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04476,"marketValue":18778.46,"faceAmount":20000,"couponRate":3.18,"cusip":"3138LKQF7","sedol":"","finalMaturityDate":"2029-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04415,"marketValue":18521.77,"faceAmount":20000,"couponRate":1.385,"cusip":"3140LD3P2","sedol":"","finalMaturityDate":"2028-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0441,"marketValue":18500.63,"faceAmount":20000,"couponRate":1.33,"cusip":"3140LDT58","sedol":"","finalMaturityDate":"2028-10-01"},{"holdingName":"Freddie Mac Pool","ticker":"FR","percentOfFunds":0.04289,"marketValue":17991.88,"faceAmount":18042.0106,"couponRate":2.12,"cusip":"3132XGHJ8","sedol":"","finalMaturityDate":"2026-10-01"},{"holdingName":"Freddie Mac Pool","ticker":"FR","percentOfFunds":0.04289,"marketValue":17991.85,"faceAmount":18042.0108,"couponRate":2.06,"cusip":"3132XGHN9","sedol":"","finalMaturityDate":"2026-10-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.04242,"marketValue":17795.04,"faceAmount":21000,"couponRate":3.875,"cusip":"912810QK7","sedol":"B50PG34","finalMaturityDate":"2040-08-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.04207,"marketValue":17649.57,"faceAmount":18115.932,"couponRate":3.22,"cusip":"3138EK3D5","sedol":"","finalMaturityDate":"2028-04-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.04189,"marketValue":17571.95,"faceAmount":40100,"couponRate":1.375,"cusip":"912810SP4","sedol":"BMDNWD6","finalMaturityDate":"2050-08-15"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.04081,"marketValue":17120.33,"faceAmount":24500,"couponRate":3,"cusip":"912810RJ9","sedol":"BSJWZQ3","finalMaturityDate":"2044-11-15"},{"holdingName":"JP Morgan Mortgage Trust Series 2024-3","ticker":"JPMMT","percentOfFunds":0.03958,"marketValue":16602.6,"faceAmount":25000,"couponRate":3,"cusip":"46657QAL5","sedol":"","finalMaturityDate":"2054-05-25"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.03782,"marketValue":15865.97,"faceAmount":16296.2966,"couponRate":2.89,"cusip":"3138LL4D4","sedol":"","finalMaturityDate":"2028-01-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.03593,"marketValue":15072.04,"faceAmount":18109.2084,"couponRate":3.98,"cusip":"3138LAQN2","sedol":"","finalMaturityDate":"2045-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02345,"marketValue":9838.94,"faceAmount":9987.21,"couponRate":4.39,"cusip":"3140LLEB3","sedol":"","finalMaturityDate":"2028-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02334,"marketValue":9790.54,"faceAmount":10000,"couponRate":2.93,"cusip":"3138LKZ26","sedol":"","finalMaturityDate":"2027-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02323,"marketValue":9744.13,"faceAmount":10000,"couponRate":2.965,"cusip":"3138LLRD9","sedol":"","finalMaturityDate":"2028-01-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UG1","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UH9","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UE6","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UD8","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UC0","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02299,"marketValue":9643.51,"faceAmount":10000,"couponRate":4.68,"cusip":"3140Q2UF3","sedol":"","finalMaturityDate":"2031-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0228,"marketValue":9564.84,"faceAmount":10000,"couponRate":1.23,"cusip":"3140LABQ7","sedol":"","finalMaturityDate":"2027-12-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02251,"marketValue":9441.74,"faceAmount":10000,"couponRate":1.54,"cusip":"3140LCCX7","sedol":"","finalMaturityDate":"2028-05-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0225,"marketValue":9440.09,"faceAmount":9946.25,"couponRate":3.205,"cusip":"3140HT3K3","sedol":"","finalMaturityDate":"2029-05-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02204,"marketValue":9246.63,"faceAmount":10000,"couponRate":1.33,"cusip":"3140LDTY5","sedol":"","finalMaturityDate":"2028-10-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02198,"marketValue":9219.74,"faceAmount":10000,"couponRate":1.74,"cusip":"3140LFDC5","sedol":"","finalMaturityDate":"2029-02-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.0217,"marketValue":9105.4,"faceAmount":10000,"couponRate":2.43,"cusip":"3140HW4G4","sedol":"","finalMaturityDate":"2030-01-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02068,"marketValue":8675.11,"faceAmount":9292.7947,"couponRate":1.7,"cusip":"3140LEWX1","sedol":"","finalMaturityDate":"2028-09-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02027,"marketValue":8504.01,"faceAmount":10000,"couponRate":2,"cusip":"3140LEXL6","sedol":"","finalMaturityDate":"2032-01-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02016,"marketValue":8457.34,"faceAmount":8575.2956,"couponRate":3.23,"cusip":"3138LJ4D9","sedol":"","finalMaturityDate":"2027-07-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.02012,"marketValue":8441.47,"faceAmount":10000,"couponRate":1.57,"cusip":"3140LDSB6","sedol":"","finalMaturityDate":"2031-09-01"},{"holdingName":"Fannie Mae-Aces","ticker":"FNA","percentOfFunds":0.0201,"marketValue":8432.91,"faceAmount":8935.4262,"couponRate":3.775918,"cusip":"3136B26W7","sedol":"2E3509B","finalMaturityDate":"2030-08-25"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.01984,"marketValue":8321.24,"faceAmount":12300,"couponRate":2.875,"cusip":"912810RN0","sedol":"BYSJ1Z8","finalMaturityDate":"2045-08-15"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01947,"marketValue":8167.12,"faceAmount":8301.9015,"couponRate":3.06,"cusip":"3138LJ3U2","sedol":"","finalMaturityDate":"2027-08-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01505,"marketValue":6312.01,"faceAmount":8987.0977,"couponRate":2.62,"cusip":"3140HYA57","sedol":"","finalMaturityDate":"2050-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01492,"marketValue":6260.76,"faceAmount":8676.2138,"couponRate":2.68,"cusip":"3140HXZN3","sedol":"","finalMaturityDate":"2050-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01476,"marketValue":6190.3,"faceAmount":8728.7441,"couponRate":2.6,"cusip":"3140HYEA2","sedol":"","finalMaturityDate":"2050-04-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01451,"marketValue":6088.58,"faceAmount":8497.591,"couponRate":2.4,"cusip":"3140HX4D9","sedol":"","finalMaturityDate":"2040-03-01"},{"holdingName":"Fannie Mae Pool","ticker":"FN","percentOfFunds":0.01075,"marketValue":4510.58,"faceAmount":4590.8624,"couponRate":3.279,"cusip":"3140J7XA8","sedol":"","finalMaturityDate":"2028-01-01"},{"holdingName":"United States Treasury Note/Bond","ticker":"T","percentOfFunds":0.00578,"marketValue":2423.69,"faceAmount":3800,"couponRate":2,"cusip":"912810TC2","sedol":"BPBMDF5","finalMaturityDate":"2041-11-15"},{"holdingName":"Fannie Mae or Freddie Mac","ticker":"FNCL","percentOfFunds":-0.23353,"marketValue":-97968.84,"faceAmount":-100000,"couponRate":6,"cusip":"01F0606A8","sedol":"","finalMaturityDate":"2026-10-13"}],"shortTermReserves":[{"holdingName":"MKTLIQ","ticker":"","percentOfFunds":4.26686,"marketValue":1790001.78,"quantity":17901.808,"cusip":"CMT001142","sedol":"","finalMaturityDate":"2049-12-31","portId":"A357"},{"holdingName":"Synthetic Cash - QGS USD","ticker":"","percentOfFunds":0.00831,"marketValue":3485.25,"quantity":3485.25,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TMS USD","ticker":"","percentOfFunds":0.00733,"marketValue":3074.25,"quantity":3074.25,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TMIZ USD","ticker":"","percentOfFunds":0.00658,"marketValue":2758.68,"quantity":2758.68,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBAM USD","ticker":"","percentOfFunds":0.00351,"marketValue":1471.68,"quantity":1471.68,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"US Dollar","ticker":"USD","percentOfFunds":0.00331,"marketValue":1389.52,"quantity":1389.52,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBMO USD","ticker":"","percentOfFunds":0.00204,"marketValue":855.47,"quantity":855.47,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - ZVGI USD","ticker":"","percentOfFunds":0.00183,"marketValue":768.95,"quantity":768.95,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TJPM USD","ticker":"","percentOfFunds":0.00178,"marketValue":746.08,"quantity":746.08,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TIF USD","ticker":"","percentOfFunds":0.00171,"marketValue":716.96,"quantity":716.96,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TNO USD","ticker":"","percentOfFunds":-0.00061,"marketValue":-257.81,"quantity":-257.81,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - QMS USD","ticker":"","percentOfFunds":-0.00069,"marketValue":-290.19,"quantity":-290.19,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBNP USD","ticker":"","percentOfFunds":-0.00148,"marketValue":-622.07,"quantity":-622.07,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBAR USD","ticker":"","percentOfFunds":-0.00155,"marketValue":-648.43,"quantity":-648.43,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TGS USD","ticker":"","percentOfFunds":-0.0065,"marketValue":-2728.22,"quantity":-2728.22,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TWF USD","ticker":"","percentOfFunds":-0.00799,"marketValue":-3353.54,"quantity":-3353.54,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - VGS USD","ticker":"","percentOfFunds":-0.05336,"marketValue":-22386.51,"quantity":-22386.51,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"}],"shortTermReservesMoneyMarket":[{"issuerName":"US 2YR NOTE (CBT) Dec26","issuerTitle":"US 2YR NOTE (CBT) Dec26","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":12,"amortizedCost":2439656.26},{"issuerName":"US 5YR NOTE (CBT) Dec26","issuerTitle":"US 5YR NOTE (CBT) Dec26","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":19,"amortizedCost":1962640.63},{"issuerName":"MKTLIQ","issuerTitle":"MKTLIQ 12/31/2049","couponRate":5.35918915,"investmentCategory":"","cusip":"CMT001142","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":17901.808,"amortizedCost":1790001.78},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.25,"investmentCategory":"US Govt National","cusip":"91282CBZ3","sedol":"BLPKDT1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":1081000,"amortizedCost":1023022.93},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"91282CRC7","sedol":"BXW2BQ7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":948000,"amortizedCost":904747.5},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CNK3","sedol":"BVDCZR1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":894600,"amortizedCost":859619.74},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CMU2","sedol":"BSZCCR7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":870000,"amortizedCost":841860.94},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"91282CJA0","sedol":"BMX7M72","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":833000,"amortizedCost":828997.69},{"issuerName":"EFMT 2026-AE5","issuerTitle":"EFMT 2026-AE5 A28","couponRate":4.81029,"investmentCategory":"","cusip":"26847JBA7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":690960.95,"amortizedCost":680764.16},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"91282CPA3","sedol":"BRJK3M2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":697000,"amortizedCost":661578.24},{"issuerName":"US 10YR NOTE (CBT)Dec26","issuerTitle":"US 10YR NOTE (CBT)Dec26","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":6,"amortizedCost":625218.75},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"91282CRA1","sedol":"BXW2BS9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":610000,"amortizedCost":591842.97},{"issuerName":"Fannie Mae or Freddie Mac","issuerTitle":"FNCL 6 10/26","couponRate":6,"investmentCategory":"","cusip":"01F0606A8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":600000,"amortizedCost":587813.04},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"91282CKU4","sedol":"BS3FRW8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":570000,"amortizedCost":559357.03},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"91282CRB9","sedol":"BXW2BT0","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":551000,"amortizedCost":545167.15},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.5,"investmentCategory":"US Govt National","cusip":"91282CPC9","sedol":"BSNMM57","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":540000,"amortizedCost":525592.97},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"91282CKP5","sedol":"BLDCKH6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":508000,"amortizedCost":504070.93},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"91282CMG3","sedol":"BSPRXW4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":511000,"amortizedCost":499143.21},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CNN7","sedol":"BTY0D09","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":486500,"amortizedCost":467001.99},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN FA6688","couponRate":2.5,"investmentCategory":"","cusip":"3140W7NE6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":485994.95,"amortizedCost":461900.29},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2026-32 GB","couponRate":4.5,"investmentCategory":"","cusip":"3136G5ZX1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":480598.055,"amortizedCost":459852.37},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2022-197 LF","couponRate":4.34783,"investmentCategory":"","cusip":"38383LFS4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":467613.132,"amortizedCost":456629.04},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.875,"investmentCategory":"US Govt National","cusip":"91282CEP2","sedol":"BPSLLY0","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":442300,"amortizedCost":394078.93},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"91282CHW4","sedol":"BMGC3L5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":405000,"amortizedCost":391869.14},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"912810TX6","sedol":"BS2G1C0","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":462100,"amortizedCost":371448.97},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.75,"investmentCategory":"US Govt National","cusip":"912810TA6","sedol":"BLDBLR0","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":564700,"amortizedCost":348591.96},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.5,"investmentCategory":"US Govt National","cusip":"912810UE6","sedol":"BRK14H6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":396800,"amortizedCost":332506},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810UG1","sedol":"BRXZ4T7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":383000,"amortizedCost":327689.42},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"91282CKQ3","sedol":"BQSB5K1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":335000,"amortizedCost":317530.27},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"91282CLK5","sedol":"BRBKHZ1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":320000,"amortizedCost":308312.5},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2023-134 CZ","couponRate":6,"investmentCategory":"","cusip":"38384EKB0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":299170.1325,"amortizedCost":292970.64},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2023-134 ZC","couponRate":6,"investmentCategory":"","cusip":"38384EKC8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":299170.1325,"amortizedCost":292970.64},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.75,"investmentCategory":"US Govt National","cusip":"91282CPF2","sedol":"BV3PBN8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":305000,"amortizedCost":283042.38},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.375,"investmentCategory":"US Govt National","cusip":"912810SX7","sedol":"BMHV4V8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":499000,"amortizedCost":280200.2},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS5292","couponRate":2.53,"investmentCategory":"","cusip":"3140LF3A0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":300000,"amortizedCost":279629.22},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.125,"investmentCategory":"US Govt National","cusip":"912810SR0","sedol":"BMFKWB3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":475000,"amortizedCost":278153.32},{"issuerName":"PMT Loan Trust 2025-INV12","issuerTitle":"PMTLT 2025-INV12 A35","couponRate":4.99029,"investmentCategory":"","cusip":"73015KBM6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":267637.06,"amortizedCost":265562.34},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.75,"investmentCategory":"US Govt National","cusip":"912810UJ5","sedol":"BNZD2R5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":295100,"amortizedCost":264598.65},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CHR5","sedol":"BNTDWX7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":265000,"amortizedCost":255507.62},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CFL0","sedol":"BN6ML52","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":260000,"amortizedCost":252047.66},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7218","couponRate":2.91,"investmentCategory":"","cusip":"3138LLAU9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":255380.0334,"amortizedCost":249105.01},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.125,"investmentCategory":"US Govt National","cusip":"91282CFJ5","sedol":"BQ0LV12","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":259000,"amortizedCost":246090.47},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"91282CLR0","sedol":"BSZ7PN9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":250000,"amortizedCost":243857.42},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CJX0","sedol":"BPJM959","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":250000,"amortizedCost":239765.63},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C6116","couponRate":4.492,"investmentCategory":"","cusip":"3142BGYM5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":249770.22,"amortizedCost":237661.88},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN8202","couponRate":3.18,"investmentCategory":"","cusip":"3138LMDG5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":243367.0575,"amortizedCost":237495.44},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810UF3","sedol":"BTPH0B9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":268300,"amortizedCost":237152.05},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2021-160 NE","couponRate":2,"investmentCategory":"","cusip":"38383AZA5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":293897.68,"amortizedCost":236461.67},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.875,"investmentCategory":"US Govt National","cusip":"912810SU3","sedol":"BM9WFN8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":473000,"amortizedCost":235188.16},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.75,"investmentCategory":"US Govt National","cusip":"912810UK2","sedol":"BPJK9V9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":267200,"amortizedCost":233403.37},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.375,"investmentCategory":"US Govt National","cusip":"912810SK5","sedol":"BKVKB94","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":394000,"amortizedCost":226057.5},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2022-174 AZ","couponRate":3.5,"investmentCategory":"","cusip":"38383UV49","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":286673.725,"amortizedCost":225822.1},{"issuerName":"PMT Loan Trust 2026-CNF1","issuerTitle":"PMTLT 2026-CNF1 A26","couponRate":4.89029,"investmentCategory":"","cusip":"729920BE7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":229141.8518,"amortizedCost":223023.88},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.5,"investmentCategory":"US Govt National","cusip":"912810TZ1","sedol":"BPG5RX5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":251600,"amortizedCost":220022.24},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CNM9","sedol":"BVMNBG6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":210000,"amortizedCost":206505.47},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.5,"investmentCategory":"US Govt National","cusip":"91282CGJ4","sedol":"BL6BVY4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":210200,"amortizedCost":200560.36},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2026-81 CF","couponRate":4.5,"investmentCategory":"","cusip":"3136G73G9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":200000,"amortizedCost":196596},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5697 FC","couponRate":4.59029,"investmentCategory":"","cusip":"3137GCNT6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":198300.28,"amortizedCost":194524.42},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2022-61 DZ","couponRate":4,"investmentCategory":"","cusip":"3136BN5K8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":235421.866,"amortizedCost":192348},{"issuerName":"Freddie Mac Strips","issuerTitle":"FHS 472 GE","couponRate":4.9,"investmentCategory":"","cusip":"3133QBBZ5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":196018.94,"amortizedCost":191465.39},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CNG2","sedol":"BVF9JS9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":198000,"amortizedCost":191240.16},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN2843","couponRate":2.54,"investmentCategory":"","cusip":"3138LFER5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":197609.954,"amortizedCost":187153.92},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2014-102 ZG","couponRate":3.75,"investmentCategory":"","cusip":"38379CU38","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":220783.1542,"amortizedCost":184205.61},{"issuerName":"PMT Loan Trust 2026-INV4","issuerTitle":"PMTLT 2026-INV4 A1","couponRate":6,"investmentCategory":"","cusip":"69383UAA3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":188546.51,"amortizedCost":184017.06},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"912810QD3","sedol":"B59RHH2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":203000,"amortizedCost":183381.95},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7661","couponRate":3.03,"investmentCategory":"","cusip":"3138LLQP3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":186847.65,"amortizedCost":182355.12},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CQJ3","sedol":"BS2DX47","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":185000,"amortizedCost":180273.83},{"issuerName":"PMT Loan Trust 2026-INV1","issuerTitle":"PMTLT 2026-INV1 A36","couponRate":4.99029,"investmentCategory":"","cusip":"73015LBP7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":183729.78,"amortizedCost":179558.01},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2021-107 DB","couponRate":1.75,"investmentCategory":"","cusip":"38382UDH1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":231492.815,"amortizedCost":178419.89},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.75,"investmentCategory":"US Govt National","cusip":"912810RZ3","sedol":"BF92XY6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":275500,"amortizedCost":176180.1},{"issuerName":"PMT Loan Trust 2026-INV1","issuerTitle":"PMTLT 2026-INV1 A2","couponRate":5.5,"investmentCategory":"","cusip":"73015LAB9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":183729.78,"amortizedCost":174722.79},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"912810TT5","sedol":"BRT3QH7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":216800,"amortizedCost":170721.53},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CNA5","sedol":"BN2RK87","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":180000,"amortizedCost":170388.28},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CNR8","sedol":"BTY0CZ7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":176000,"amortizedCost":166093.13},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN0918","couponRate":3.17,"investmentCategory":"","cusip":"3138LDAU7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":169303.144,"amortizedCost":165144.26},{"issuerName":"Ginnie Mae II Pool","issuerTitle":"G2 MB1157","couponRate":5,"investmentCategory":"","cusip":"3618N6JB4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":167959.877,"amortizedCost":164796.3},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2,"investmentCategory":"US Govt National","cusip":"912810SZ2","sedol":"BMWVP21","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":321200,"amortizedCost":163724.17},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5170 DP","couponRate":2,"investmentCategory":"","cusip":"3137H4FG0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":188663.71,"amortizedCost":159430.38},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS1289","couponRate":2.17,"investmentCategory":"","cusip":"3140LBNF6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":243134.6568,"amortizedCost":158790.76},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AM9793","couponRate":3.12,"investmentCategory":"","cusip":"3138LA3B3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":160951.757,"amortizedCost":157889.05},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810QE1","sedol":"B3M3870","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":170000,"amortizedCost":157196.88},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2019-71 DB","couponRate":3,"investmentCategory":"","cusip":"3136B6A94","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":200000,"amortizedCost":151577.04},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"912810TQ1","sedol":"BMXHQM5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":185000,"amortizedCost":150760.55},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"912810TL2","sedol":"BQXS7C3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":193900,"amortizedCost":149643.84},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN CC3477","couponRate":5.329,"investmentCategory":"","cusip":"3140Y92K9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":150000,"amortizedCost":147765.98},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"91282CNU1","sedol":"BQT2LQ1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":150000,"amortizedCost":146707.03},{"issuerName":"Fannie Mae or Freddie Mac","issuerTitle":"FNCL 6 11/26","couponRate":6,"investmentCategory":"","cusip":"01F0606B6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":150000,"amortizedCost":146672.01},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN DI3347","couponRate":5.104,"investmentCategory":"","cusip":"3140UWWH6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":149844.63,"amortizedCost":146577.27},{"issuerName":"Ginnie Mae II Pool","issuerTitle":"G2 MB1231","couponRate":5,"investmentCategory":"","cusip":"3618N6LM7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":148602.745,"amortizedCost":145929.07},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.75,"investmentCategory":"US Govt National","cusip":"91282CLJ8","sedol":"BRBKJ00","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":154000,"amortizedCost":145163.05},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.875,"investmentCategory":"US Govt National","cusip":"912810UN6","sedol":"BVYLB35","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":159000,"amortizedCost":144422.93},{"issuerName":"Asian Development Bank","issuerTitle":"ASIAN DEV BANK","couponRate":5,"investmentCategory":"Supra-National","cusip":"045167GW7","sedol":"BPK87T6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":146000,"amortizedCost":143982.6},{"issuerName":"Ginnie Mae II Pool","issuerTitle":"G2 MB0947","couponRate":4.5,"investmentCategory":"","cusip":"3618N6BR7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":147367.5935,"amortizedCost":142247},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2016-45 PC","couponRate":3,"investmentCategory":"","cusip":"3136ASZB5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":156738.764,"amortizedCost":141819.07},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2020-57 LJ","couponRate":2,"investmentCategory":"","cusip":"3136BBCM2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":200000,"amortizedCost":140115.94},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.75,"investmentCategory":"US Govt National","cusip":"91282CPM7","sedol":"BVPJDT8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":150000,"amortizedCost":139066.41},{"issuerName":"Wells Fargo Mortgage Backed Securities 2021-INV2 Trust","issuerTitle":"WFMBS 2021-INV2 A2","couponRate":2.5,"investmentCategory":"","cusip":"95003FBR3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":180599.3506,"amortizedCost":138800.53},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1636","couponRate":5.589,"investmentCategory":"","cusip":"3142BBY95","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":140000,"amortizedCost":138764.46},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810UP1","sedol":"BMJ0P76","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":162000,"amortizedCost":138598.59},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 842120","couponRate":4.885,"investmentCategory":"","cusip":"31288RK98","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":142293.4655,"amortizedCost":137735.92},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1633","couponRate":5.198,"investmentCategory":"","cusip":"3142BBY61","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":140000,"amortizedCost":136907.81},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"91282CNJ6","sedol":"BVDCZS2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":139700,"amortizedCost":131983.76},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.75,"investmentCategory":"US Govt National","cusip":"912810UR7","sedol":"BWBZNN1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":149000,"amortizedCost":130188.75},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2021-86 T","couponRate":2.5,"investmentCategory":"","cusip":"3136BKYQ9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":149675.005,"amortizedCost":127985.3},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2,"investmentCategory":"US Govt National","cusip":"912810SL3","sedol":"BK8ZZ34","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":240000,"amortizedCost":125690.63},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2026-144 A","couponRate":5,"investmentCategory":"","cusip":"38385XXT4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":129556.72,"amortizedCost":125160.08},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 4938 CB","couponRate":3,"investmentCategory":"","cusip":"3137FQEX7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":160000,"amortizedCost":123345.82},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2025-12 GF","couponRate":5.04029,"investmentCategory":"","cusip":"3136BVGS1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":123445.988,"amortizedCost":122406.47},{"issuerName":"Sequoia Mortgage Trust 2026-HYB3","issuerTitle":"SEMT 2026-HYB3 A1A","couponRate":5.47762,"investmentCategory":"","cusip":"81751KAA4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":125000,"amortizedCost":121434.61},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL8603","couponRate":2.07,"investmentCategory":"","cusip":"3140J1RZ3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":176404.52,"amortizedCost":118097.25},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2013-149 MZ","couponRate":2.5,"investmentCategory":"","cusip":"38378UMF1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":138068.615,"amortizedCost":116387.13},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5159 QA","couponRate":2.5,"investmentCategory":"","cusip":"3137H3UJ9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":134654.574,"amortizedCost":115749.53},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.375,"investmentCategory":"US Govt National","cusip":"912810TF5","sedol":"BNYF3R9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":170200,"amortizedCost":114220.16},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2013-60 CB","couponRate":3,"investmentCategory":"","cusip":"3136AEU21","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":116134.384,"amortizedCost":109944.14},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.375,"investmentCategory":"US Govt National","cusip":"91282CDJ7","sedol":"BMCNFW7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":130000,"amortizedCost":108387.5},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2021-73 BD","couponRate":2,"investmentCategory":"","cusip":"3136BJE68","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":129945.484,"amortizedCost":102704.57},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2012-M14 AL","couponRate":2.9717,"investmentCategory":"","cusip":"3136A9MS4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":104009.1215,"amortizedCost":102111.16},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CLF6","sedol":"BR2NN62","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":110000,"amortizedCost":100486.72},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2017-M7 A2","couponRate":2.961,"investmentCategory":"","cusip":"3136AV7G8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":99601.2487,"amortizedCost":98930.56},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5706 D","couponRate":5.5,"investmentCategory":"","cusip":"3137GCS87","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":98452},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5706 C","couponRate":5.5,"investmentCategory":"","cusip":"3137GCS61","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":98427},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2026-81 EA","couponRate":5.5,"investmentCategory":"","cusip":"3136G74D5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":98358},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2026-80 JA","couponRate":5.5,"investmentCategory":"","cusip":"3136G7Z66","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":98180},{"issuerName":"PMT Loan Trust 2026-INV9","issuerTitle":"PMTLT 2026-INV9 A1","couponRate":6,"investmentCategory":"","cusip":"69385CAA1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":97210.94},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ7019","couponRate":4.72,"investmentCategory":"","cusip":"3140Q2YR3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":96548.97},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"91282CFV8","sedol":"BQXS7B2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":101400,"amortizedCost":96021.05},{"issuerName":"OBX 2026-AHC4 Trust","issuerTitle":"OBX 2026-AHC4 A13","couponRate":6,"investmentCategory":"","cusip":"67125HAN1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":94976.2},{"issuerName":"JP Morgan Mortgage Trust Series 2026-HYB2","issuerTitle":"JPMMT 2026-HYB2 A2A","couponRate":5.5,"investmentCategory":"","cusip":"46595AAE1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":96038.75,"amortizedCost":94080},{"issuerName":"Freddie Mac Pool","issuerTitle":"FR WN2291","couponRate":3.66,"investmentCategory":"","cusip":"3132XGRM0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":98750.374,"amortizedCost":94077.47},{"issuerName":"Freddie Mac Pool","issuerTitle":"FR SB1998","couponRate":2.5,"investmentCategory":"","cusip":"3132CYGF1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":97494.755,"amortizedCost":92759.4},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN8583","couponRate":3.485,"investmentCategory":"","cusip":"3138LMRD7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":95000,"amortizedCost":92592.91},{"issuerName":"EFMT 2026-AE4","issuerTitle":"EFMT 2026-AE4 A1","couponRate":5.5,"investmentCategory":"","cusip":"26847AAA7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":97277.8306,"amortizedCost":92406.35},{"issuerName":"Sequoia Mortgage Trust 2026-HYB2","issuerTitle":"SEMT 2026-HYB2 A1A","couponRate":4.628788,"investmentCategory":"","cusip":"81751JAB5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":97808.98,"amortizedCost":92293.14},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.75,"investmentCategory":"US Govt National","cusip":"912810UM8","sedol":"BQT2LR2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":104700,"amortizedCost":91440.73},{"issuerName":"PMT Loan Trust 2026-INV5","issuerTitle":"PMTLT 2026-INV5 A2","couponRate":5.5,"investmentCategory":"","cusip":"69393MAB7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":95759.54,"amortizedCost":90904.24},{"issuerName":"PMT Loan Trust 2026-CNF8","issuerTitle":"PMTLT 2026-CNF8 A7","couponRate":5.5,"investmentCategory":"","cusip":"73016CAG7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":90449},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2025-97 EL","couponRate":5,"investmentCategory":"","cusip":"38385G5S4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":88652.93},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2025-157 BL","couponRate":5,"investmentCategory":"","cusip":"38381UZT2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":87731.01},{"issuerName":"Sequoia Mortgage Trust 2026-HYB1","issuerTitle":"SEMT 2026-HYB1 A1A","couponRate":4.662922,"investmentCategory":"","cusip":"81750GAB2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":89351.3906,"amortizedCost":86938.09},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS4951","couponRate":2.63,"investmentCategory":"","cusip":"3140LFQD9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":86773},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2013-67 KZ","couponRate":2.5,"investmentCategory":"","cusip":"3136AFGA6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":104261.689,"amortizedCost":86771.96},{"issuerName":"Chase Home Lending Mortgage Trust 2026-AGY2","issuerTitle":"CHASE 2026-AGY2 A5","couponRate":5,"investmentCategory":"","cusip":"16160GAQ9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":86360.32},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL9338","couponRate":1.375,"investmentCategory":"","cusip":"3140J2LU8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":98416.607,"amortizedCost":84384.24},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL9204","couponRate":1.49,"investmentCategory":"","cusip":"3140J2GN0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":96329.62,"amortizedCost":83077.09},{"issuerName":"PMT Loan Trust 2025-CNF2","issuerTitle":"PMTLT 2025-CNF2 A1","couponRate":5.5,"investmentCategory":"","cusip":"729911AA5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":87179.39,"amortizedCost":82543.36},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.375,"investmentCategory":"US Govt National","cusip":"912810SE9","sedol":"BGRW851","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":116300,"amortizedCost":82436.71},{"issuerName":"GS Mortgage-Backed Securities Trust 2025-PJ11","issuerTitle":"GSMBS 2025-PJ11 A27","couponRate":5.04029,"investmentCategory":"","cusip":"36273RBA1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":81740.497,"amortizedCost":81275.64},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2020-96 A","couponRate":1.5,"investmentCategory":"","cusip":"3136BDKT4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":106983.809,"amortizedCost":80236.28},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.375,"investmentCategory":"US Govt National","cusip":"912810ST6","sedol":"BNG0BM3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":133800,"amortizedCost":79825.29},{"issuerName":"Sequoia Mortgage Trust 2025-S2","issuerTitle":"SEMT 2025-S2 A1","couponRate":4,"investmentCategory":"","cusip":"81748UAA8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":92308.49,"amortizedCost":79024.74},{"issuerName":"JP Morgan Mortgage Trust 2021-INV6","issuerTitle":"JPMMT 2021-INV6 A2A","couponRate":2.5,"investmentCategory":"","cusip":"46654FAE8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":101788.0326,"amortizedCost":78293.32},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"91282CLW9","sedol":"BRK14Z4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":83000,"amortizedCost":77643.91},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2023-102 DV","couponRate":6,"investmentCategory":"","cusip":"38384BA68","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":77018.335,"amortizedCost":77220.45},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2025-116 JF","couponRate":4.99783,"investmentCategory":"","cusip":"38381PZT3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":77892.077,"amortizedCost":77020.13},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2016-136 PJ","couponRate":3.5,"investmentCategory":"","cusip":"38380BQJ7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":97428.548,"amortizedCost":75886.8},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5200 MA","couponRate":2.5,"investmentCategory":"","cusip":"3137H6EQ4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":84404.8935,"amortizedCost":74513.96},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2025-1 HF","couponRate":4.54783,"investmentCategory":"","cusip":"38385CDK1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":74457.776,"amortizedCost":73980.48},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":5,"investmentCategory":"US Govt National","cusip":"912810UL0","sedol":"BMGHNZ4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":80000,"amortizedCost":73921.88},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"91282CNH0","sedol":"BTPGTQ4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":75000,"amortizedCost":73825.2},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5201 CA","couponRate":2.5,"investmentCategory":"","cusip":"3137H64V4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":81986.6445,"amortizedCost":72110.92},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.875,"investmentCategory":"US Govt National","cusip":"912810SW9","sedol":"BMT9GQ9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":104400,"amortizedCost":66930.19},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2019-90 CZ","couponRate":3,"investmentCategory":"","cusip":"38381XFR2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":123952.927,"amortizedCost":66499.74},{"issuerName":"Mello Mortgage Capital Acceptance 2022-INV2","issuerTitle":"MELLO 2022-INV2 A5","couponRate":3,"investmentCategory":"","cusip":"58549JAP9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":100000,"amortizedCost":65782.19},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BM4335","couponRate":3.788,"investmentCategory":"","cusip":"3140J8Y98","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":66542.464,"amortizedCost":65185.16},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5194 H","couponRate":2.5,"investmentCategory":"","cusip":"3137H5S81","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":72293.84,"amortizedCost":63802.94},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"91282CQQ7","sedol":"BSHW963","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":65000,"amortizedCost":60622.66},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"912810QB7","sedol":"B41K8R9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":62900,"amortizedCost":56531.38},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2021-95 MA","couponRate":2.5,"investmentCategory":"","cusip":"3136BKVR0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":66744.19,"amortizedCost":55629.87},{"issuerName":"GCAT 2022-INV1 Trust","issuerTitle":"GCAT 2022-INV1 A1","couponRate":3,"investmentCategory":"","cusip":"36168YAA5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":68896.4596,"amortizedCost":55109.11},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.125,"investmentCategory":"US Govt National","cusip":"912810SQ2","sedol":"BKVKF47","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":94500,"amortizedCost":54695.57},{"issuerName":"Fannie Mae REMICS","issuerTitle":"FNR 2022-12 DA","couponRate":3,"investmentCategory":"","cusip":"3136BMBL1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":60598.403,"amortizedCost":54027.17},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"91282CPD7","sedol":"BV3PBM7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":55000,"amortizedCost":52140.43},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810UA4","sedol":"BQSB5H8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":57100,"amortizedCost":48896.34},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN5679","couponRate":3.04,"investmentCategory":"","cusip":"3138LJJZ4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":49265.1324,"amortizedCost":48557.86},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3,"investmentCategory":"US Govt National","cusip":"912810TJ7","sedol":"BQHM4F3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":76100,"amortizedCost":48487},{"issuerName":"Freddie Mac REMICS","issuerTitle":"FHR 5199 BA","couponRate":3,"investmentCategory":"","cusip":"3137H6AQ8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":54684.438,"amortizedCost":48466.22},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN CC1077","couponRate":4.52,"investmentCategory":"","cusip":"3140Y7FT0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":48155.746,"amortizedCost":46298.84},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN CC1148","couponRate":4.555,"investmentCategory":"","cusip":"3140Y7H27","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":47748.513,"amortizedCost":45945.65},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.5,"investmentCategory":"US Govt National","cusip":"912810RK6","sedol":"BYNJ6S1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":71800,"amortizedCost":45870.66},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2022-34 PN","couponRate":3,"investmentCategory":"","cusip":"38383MEK0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":50637.558,"amortizedCost":45766.6},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1156","couponRate":5.162,"investmentCategory":"","cusip":"3142BBH94","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":45927.25,"amortizedCost":44957.65},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1323","couponRate":4.591,"investmentCategory":"","cusip":"3142BBPG9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":46665.76,"amortizedCost":44716.44},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN CC1615","couponRate":4.858,"investmentCategory":"","cusip":"3140Y7YM4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":45950.186,"amortizedCost":44647.95},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BM7907","couponRate":5.042,"investmentCategory":"","cusip":"3140JCYD0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":44972.499,"amortizedCost":43988.78},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3,"investmentCategory":"US Govt National","cusip":"912810SF6","sedol":"BJ7G9G2","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":66400,"amortizedCost":43798.06},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3430","couponRate":1.94,"investmentCategory":"","cusip":"3140LDY45","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":50000,"amortizedCost":42365.2},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1153","couponRate":5.039,"investmentCategory":"","cusip":"3142BBH60","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":43324.11,"amortizedCost":42260.13},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.875,"investmentCategory":"US Govt National","cusip":"912810SH2","sedol":"BK1WFY3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":65000,"amortizedCost":41737.11},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3,"investmentCategory":"US Govt National","cusip":"912810SD1","sedol":"BFZLQN7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":62500,"amortizedCost":41464.84},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.875,"investmentCategory":"US Govt National","cusip":"912810TG3","sedol":"BPSLLZ1","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":66100,"amortizedCost":41103.36},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.375,"investmentCategory":"US Govt National","cusip":"912810TU2","sedol":"BQC4SL8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":47000,"amortizedCost":40638.48},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"912810TN8","sedol":"BQXLPR3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":56200,"amortizedCost":40477.17},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2020-M26 2A","couponRate":2.065,"investmentCategory":"","cusip":"3136BARB2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":43937.4686,"amortizedCost":40344.35},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.125,"investmentCategory":"US Govt National","cusip":"912810SC3","sedol":"BG5NQ30","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":57700,"amortizedCost":39314.89},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"912810UD8","sedol":"BSLSLK5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":47100,"amortizedCost":39052.52},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ7018","couponRate":4.72,"investmentCategory":"","cusip":"3140Q2YQ5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":40000,"amortizedCost":38813.92},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.25,"investmentCategory":"US Govt National","cusip":"912810TD0","sedol":"BM96PW9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":71400,"amortizedCost":38508.59},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2016-M10 AQ2","couponRate":3.78978,"investmentCategory":"","cusip":"3136ATY24","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":46360.1643,"amortizedCost":38360.22},{"issuerName":"Freddie Mac Non Gold Pool","issuerTitle":"FH 8C1140","couponRate":5.297,"investmentCategory":"","cusip":"3142BBHR4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":38870.7,"amortizedCost":38231.37},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.25,"investmentCategory":"US Govt National","cusip":"912810UC0","sedol":"BR2NN95","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":47500,"amortizedCost":38163.28},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.25,"investmentCategory":"US Govt National","cusip":"912810TH1","sedol":"BMDPZG6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":50200,"amortizedCost":38089.25},{"issuerName":"Government National Mortgage Association","issuerTitle":"GNR 2020-126 AK","couponRate":1.375,"investmentCategory":"","cusip":"38382HUW8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":50808.772,"amortizedCost":37858.16},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3,"investmentCategory":"US Govt National","cusip":"912810SA7","sedol":"BG0D0F5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":55300,"amortizedCost":36940.83},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.25,"investmentCategory":"US Govt National","cusip":"912810SJ8","sedol":"BK9DLC8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":63400,"amortizedCost":35496.57},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.625,"investmentCategory":"US Govt National","cusip":"912810UQ9","sedol":"BS84F26","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":40000,"amortizedCost":35137.5},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"912810TS7","sedol":"BLB3TM9","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":40100,"amortizedCost":32581.25},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3323","couponRate":1.68,"investmentCategory":"","cusip":"3140LDVR7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":37403.8312,"amortizedCost":31740.93},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN DD8703","couponRate":5.722,"investmentCategory":"","cusip":"3140B9U56","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":30801.04,"amortizedCost":30782.95},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4,"investmentCategory":"US Govt National","cusip":"912810TM0","sedol":"BL56GP6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":35000,"amortizedCost":29092.38},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS1730","couponRate":1.53,"investmentCategory":"","cusip":"3140LB4Q3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":30000,"amortizedCost":28443.68},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN 387983","couponRate":3.63,"investmentCategory":"","cusip":"31377U6U2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":28540.344,"amortizedCost":27728.37},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL1950","couponRate":3.47,"investmentCategory":"","cusip":"3140HTEY1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":28798.1221,"amortizedCost":27590.57},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7502","couponRate":3.15,"investmentCategory":"","cusip":"3138LLKQ7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":28041.0376,"amortizedCost":27397.47},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN5966","couponRate":2.82,"investmentCategory":"","cusip":"3138LJTY6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":27783.6251,"amortizedCost":27291.11},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL3594","couponRate":2.74,"investmentCategory":"","cusip":"3140HU7G5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":28847.5845,"amortizedCost":26869.32},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN DF0191","couponRate":5.401,"investmentCategory":"","cusip":"3140BQF97","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":26427.02,"amortizedCost":26167.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7385","couponRate":2.98,"investmentCategory":"","cusip":"3138LLF34","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":26725.2331,"amortizedCost":26045.25},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.25,"investmentCategory":"US Govt National","cusip":"91282CCS8","sedol":"BMWVP09","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":30100,"amortizedCost":25168.77},{"issuerName":"Chase Home Lending Mortgage Trust 2026-10","issuerTitle":"CHASE 2026-10 A19","couponRate":5.5,"investmentCategory":"","cusip":"16160HDQ4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":25000,"amortizedCost":24003.14},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.625,"investmentCategory":"US Govt National","cusip":"912810TR9","sedol":"BQYLTM5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":33200,"amortizedCost":23874.17},{"issuerName":"Chase Home Lending Mortgage Trust 2026-4","issuerTitle":"CHASE 2026-4 A11","couponRate":4.99029,"investmentCategory":"","cusip":"16190ACC5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":23779.5421,"amortizedCost":23593.89},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.875,"investmentCategory":"US Govt National","cusip":"912810RB6","sedol":"B8W8CX4","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":33400,"amortizedCost":23515.69},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.75,"investmentCategory":"US Govt National","cusip":"912810RY6","sedol":"BF53YK6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":36000,"amortizedCost":23099.06},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":4.125,"investmentCategory":"US Govt National","cusip":"91282CNF4","sedol":"BVF9JQ7","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":24000,"amortizedCost":22836.56},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN DF0571","couponRate":5.08,"investmentCategory":"","cusip":"3140BQT50","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":22101.13,"amortizedCost":21652.14},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.625,"investmentCategory":"US Govt National","cusip":"912810SS8","sedol":"BN7JWV5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":42200,"amortizedCost":19723.55},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2017-M14 A2","couponRate":2.86852,"investmentCategory":"","cusip":"3136AY2H5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20140.3182,"amortizedCost":19678.32},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7061","couponRate":2.93,"investmentCategory":"","cusip":"3138LKZ34","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":19581.08},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ7343","couponRate":4.88,"investmentCategory":"","cusip":"3140Q3ER3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":19401.64},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ7344","couponRate":4.88,"investmentCategory":"","cusip":"3140Q3ES1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":19401.64},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN6753","couponRate":3.18,"investmentCategory":"","cusip":"3138LKQF7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":18778.46},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3505","couponRate":1.385,"investmentCategory":"","cusip":"3140LD3P2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":18521.77},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3271","couponRate":1.33,"investmentCategory":"","cusip":"3140LDT58","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":20000,"amortizedCost":18500.63},{"issuerName":"Freddie Mac Pool","issuerTitle":"FR WN2032","couponRate":2.12,"investmentCategory":"","cusip":"3132XGHJ8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":18042.0106,"amortizedCost":17991.88},{"issuerName":"Freddie Mac Pool","issuerTitle":"FR WN2036","couponRate":2.06,"investmentCategory":"","cusip":"3132XGHN9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":18042.0108,"amortizedCost":17991.85},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3.875,"investmentCategory":"US Govt National","cusip":"912810QK7","sedol":"B50PG34","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":21000,"amortizedCost":17795.04},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AL3495","couponRate":3.22,"investmentCategory":"","cusip":"3138EK3D5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":18115.932,"amortizedCost":17649.57},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":1.375,"investmentCategory":"US Govt National","cusip":"912810SP4","sedol":"BMDNWD6","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":40100,"amortizedCost":17571.95},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":3,"investmentCategory":"US Govt National","cusip":"912810RJ9","sedol":"BSJWZQ3","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":24500,"amortizedCost":17120.33},{"issuerName":"JP Morgan Mortgage Trust Series 2024-3","issuerTitle":"JPMMT 2024-3 A5","couponRate":3,"investmentCategory":"","cusip":"46657QAL5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":25000,"amortizedCost":16602.6},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN8019","couponRate":2.89,"investmentCategory":"","cusip":"3138LL4D4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":16296.2966,"amortizedCost":15865.97},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AM9460","couponRate":3.98,"investmentCategory":"","cusip":"3138LAQN2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":18109.2084,"amortizedCost":15072.04},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS9129","couponRate":4.39,"investmentCategory":"","cusip":"3140LLEB3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":9987.21,"amortizedCost":9838.94},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7060","couponRate":2.93,"investmentCategory":"","cusip":"3138LKZ26","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9790.54},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN7683","couponRate":2.965,"investmentCategory":"","cusip":"3138LLRD9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9744.13},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6882","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UG1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6883","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UH9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6880","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UE6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6879","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UD8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6878","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UC0","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BZ6881","couponRate":4.68,"investmentCategory":"","cusip":"3140Q2UF3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9643.51},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS0046","couponRate":1.23,"investmentCategory":"","cusip":"3140LABQ7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9564.84},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS1885","couponRate":1.54,"investmentCategory":"","cusip":"3140LCCX7","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9441.74},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL2601","couponRate":3.205,"investmentCategory":"","cusip":"3140HT3K3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":9946.25,"amortizedCost":9440.09},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3266","couponRate":1.33,"investmentCategory":"","cusip":"3140LDTY5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9246.63},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS4598","couponRate":1.74,"investmentCategory":"","cusip":"3140LFDC5","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9219.74},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL5322","couponRate":2.43,"investmentCategory":"","cusip":"3140HW4G4","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":9105.4},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS4261","couponRate":1.7,"investmentCategory":"","cusip":"3140LEWX1","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":9292.7947,"amortizedCost":8675.11},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS4282","couponRate":2,"investmentCategory":"","cusip":"3140LEXL6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":8504.01},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN6219","couponRate":3.23,"investmentCategory":"","cusip":"3138LJ4D9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8575.2956,"amortizedCost":8457.34},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BS3213","couponRate":1.57,"investmentCategory":"","cusip":"3140LDSB6","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":10000,"amortizedCost":8441.47},{"issuerName":"Fannie Mae-Aces","issuerTitle":"FNA 2018-M12 A2","couponRate":3.775918,"investmentCategory":"","cusip":"3136B26W7","sedol":"2E3509B","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8935.4262,"amortizedCost":8432.91},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2.875,"investmentCategory":"US Govt National","cusip":"912810RN0","sedol":"BYSJ1Z8","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":12300,"amortizedCost":8321.24},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN AN6210","couponRate":3.06,"investmentCategory":"","cusip":"3138LJ3U2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8301.9015,"amortizedCost":8167.12},{"issuerName":"FSWP: OIS 4.530000 16-DEC-2029 SOF","issuerTitle":"FSWP: OIS 4.530000 16-DEC-2029 SOF","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":960700,"amortizedCost":8032.52},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL6327","couponRate":2.62,"investmentCategory":"","cusip":"3140HYA57","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8987.0977,"amortizedCost":6312.01},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL6148","couponRate":2.68,"investmentCategory":"","cusip":"3140HXZN3","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8676.2138,"amortizedCost":6260.76},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL6428","couponRate":2.6,"investmentCategory":"","cusip":"3140HYEA2","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8728.7441,"amortizedCost":6190.3},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BL6219","couponRate":2.4,"investmentCategory":"","cusip":"3140HX4D9","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":8497.591,"amortizedCost":6088.58},{"issuerName":"FSWP: USD 4.149930 28-FEB-2031 SOF","issuerTitle":"FSWP: USD 4.149930 28-FEB-2031 SOF","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":229131,"amortizedCost":5768.18},{"issuerName":"FSWP: OIS 4.516000 16-DEC-2031 SOF","issuerTitle":"FSWP: OIS 4.516000 16-DEC-2031 SOF","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":407900,"amortizedCost":5612.25},{"issuerName":"Fannie Mae Pool","issuerTitle":"FN BM3372","couponRate":3.279,"investmentCategory":"","cusip":"3140J7XA8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":4590.8624,"amortizedCost":4510.58},{"issuerName":"Synthetic Cash - QGS USD","issuerTitle":"Synthetic Cash - QGS USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":3485.25,"amortizedCost":3485.25},{"issuerName":"Synthetic Cash - TMS USD","issuerTitle":"Synthetic Cash - TMS USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":3074.25,"amortizedCost":3074.25},{"issuerName":"3 Month SOFR Opt  Jun27C    97","issuerTitle":"3 Month SOFR Opt  Jun27C","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":36,"amortizedCost":2925},{"issuerName":"Synthetic Cash - TMIZ USD","issuerTitle":"Synthetic Cash - TMIZ USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":2758.68,"amortizedCost":2758.68},{"issuerName":"United States Treasury Note/Bond","issuerTitle":"US TREASURY N/B","couponRate":2,"investmentCategory":"US Govt National","cusip":"912810TC2","sedol":"BPBMDF5","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":3800,"amortizedCost":2423.69},{"issuerName":"Synthetic Cash - TBAM USD","issuerTitle":"Synthetic Cash - TBAM USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":1471.68,"amortizedCost":1471.68},{"issuerName":"US Dollar","issuerTitle":"US Dollar","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":1389.52,"amortizedCost":1389.52},{"issuerName":"Synthetic Cash - TBMO USD","issuerTitle":"Synthetic Cash - TBMO USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":855.47,"amortizedCost":855.47},{"issuerName":"Synthetic Cash - ZVGI USD","issuerTitle":"Synthetic Cash - ZVGI USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":768.95,"amortizedCost":768.95},{"issuerName":"Synthetic Cash - TJPM USD","issuerTitle":"Synthetic Cash - TJPM USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":746.08,"amortizedCost":746.08},{"issuerName":"Synthetic Cash - TIF USD","issuerTitle":"Synthetic Cash - TIF USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":716.96,"amortizedCost":716.96},{"issuerName":"FSWP: USD 4.149930 28-FEB-2031 SOF","issuerTitle":"FSWP: USD 4.149930 28-FEB-2031 SOF","couponRate":4.14993,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-229131,"amortizedCost":""},{"issuerName":"FSWP: OIS 4.516000 16-DEC-2031 SOF","issuerTitle":"FSWP: OIS 4.516000 16-DEC-2031 SOF","couponRate":4.516,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-407900,"amortizedCost":""},{"issuerName":"FSWP: OIS 4.530000 16-DEC-2029 SOF","issuerTitle":"FSWP: OIS 4.530000 16-DEC-2029 SOF","couponRate":4.53,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-960700,"amortizedCost":""},{"issuerName":"Synthetic Cash - TNO USD","issuerTitle":"Synthetic Cash - TNO USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-257.81,"amortizedCost":-257.81},{"issuerName":"Synthetic Cash - QMS USD","issuerTitle":"Synthetic Cash - QMS USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-290.19,"amortizedCost":-290.19},{"issuerName":"Synthetic Cash - TBNP USD","issuerTitle":"Synthetic Cash - TBNP USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-622.07,"amortizedCost":-622.07},{"issuerName":"Synthetic Cash - TBAR USD","issuerTitle":"Synthetic Cash - TBAR USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-648.43,"amortizedCost":-648.43},{"issuerName":"3 Month SOFR Opt  Jun27C  97.5","issuerTitle":"3 Month SOFR Opt  Jun27C","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-36,"amortizedCost":-2025},{"issuerName":"Synthetic Cash - TGS USD","issuerTitle":"Synthetic Cash - TGS USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-2728.22,"amortizedCost":-2728.22},{"issuerName":"Synthetic Cash - TWF USD","issuerTitle":"Synthetic Cash - TWF USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-3353.54,"amortizedCost":-3353.54},{"issuerName":"Synthetic Cash - VGS USD","issuerTitle":"Synthetic Cash - VGS USD","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-22386.51,"amortizedCost":-22386.51},{"issuerName":"Fannie Mae or Freddie Mac","issuerTitle":"FNCL 6 10/26","couponRate":6,"investmentCategory":"","cusip":"01F0606A8","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-100000,"amortizedCost":-97968.84},{"issuerName":"US LONG BOND(CBT) Dec26","issuerTitle":"US LONG BOND(CBT) Dec26","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-7,"amortizedCost":-718593.75},{"issuerName":"US 10yr Ultra Fut Dec26","issuerTitle":"US 10yr Ultra Fut Dec26","couponRate":null,"investmentCategory":"","cusip":"","sedol":"","effectiveMaturityDate":"","finalMaturityDate":"","principalAmount":-8,"amortizedCost":-840000}],"formattedFundOfFundsHoldings":[],"allocationToUnderlyingFunds":[{"holdingName":"MKTLIQ","ticker":"","percentOfFunds":4.26686,"marketValue":1790001.78,"quantity":17901.808,"cusip":"CMT001142","sedol":"","finalMaturityDate":"2049-12-31","portId":"A357"},{"holdingName":"Synthetic Cash - QGS USD","ticker":"","percentOfFunds":0.00831,"marketValue":3485.25,"quantity":3485.25,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TMS USD","ticker":"","percentOfFunds":0.00733,"marketValue":3074.25,"quantity":3074.25,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TMIZ USD","ticker":"","percentOfFunds":0.00658,"marketValue":2758.68,"quantity":2758.68,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBAM USD","ticker":"","percentOfFunds":0.00351,"marketValue":1471.68,"quantity":1471.68,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"US Dollar","ticker":"USD","percentOfFunds":0.00331,"marketValue":1389.52,"quantity":1389.52,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBMO USD","ticker":"","percentOfFunds":0.00204,"marketValue":855.47,"quantity":855.47,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - ZVGI USD","ticker":"","percentOfFunds":0.00183,"marketValue":768.95,"quantity":768.95,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TJPM USD","ticker":"","percentOfFunds":0.00178,"marketValue":746.08,"quantity":746.08,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TIF USD","ticker":"","percentOfFunds":0.00171,"marketValue":716.96,"quantity":716.96,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TNO USD","ticker":"","percentOfFunds":-0.00061,"marketValue":-257.81,"quantity":-257.81,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - QMS USD","ticker":"","percentOfFunds":-0.00069,"marketValue":-290.19,"quantity":-290.19,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBNP USD","ticker":"","percentOfFunds":-0.00148,"marketValue":-622.07,"quantity":-622.07,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TBAR USD","ticker":"","percentOfFunds":-0.00155,"marketValue":-648.43,"quantity":-648.43,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TGS USD","ticker":"","percentOfFunds":-0.0065,"marketValue":-2728.22,"quantity":-2728.22,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - TWF USD","ticker":"","percentOfFunds":-0.00799,"marketValue":-3353.54,"quantity":-3353.54,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"},{"holdingName":"Synthetic Cash - VGS USD","ticker":"","percentOfFunds":-0.05336,"marketValue":-22386.51,"quantity":-22386.51,"cusip":"","sedol":"","finalMaturityDate":"","portId":"A357"}],"derivatives":[{"description":"US 2YR NOTE (CBT) Dec26","percentOfFunds":5.81545,"marketValue":2439656.26,"numberOfContracts":12,"notionalValue":""},{"description":"US 5YR NOTE (CBT) Dec26","percentOfFunds":4.67838,"marketValue":1962640.63,"numberOfContracts":19,"notionalValue":""},{"description":"US 10YR NOTE (CBT)Dec26","percentOfFunds":1.49034,"marketValue":625218.75,"numberOfContracts":6,"notionalValue":""},{"description":"FSWP: OIS 4.530000 16-DEC-2029 SOF","percentOfFunds":0.01915,"marketValue":8032.52,"numberOfContracts":960700,"notionalValue":""},{"description":"FSWP: USD 4.149930 28-FEB-2031 SOF","percentOfFunds":0.01375,"marketValue":5768.18,"numberOfContracts":229131,"notionalValue":""},{"description":"FSWP: OIS 4.516000 16-DEC-2031 SOF","percentOfFunds":0.01338,"marketValue":5612.25,"numberOfContracts":407900,"notionalValue":""},{"description":"3 Month SOFR Opt  Jun27C    97","percentOfFunds":0.00697,"marketValue":2925,"numberOfContracts":36,"notionalValue":""},{"description":"FSWP: USD 4.149930 28-FEB-2031 SOF","percentOfFunds":"","marketValue":"","numberOfContracts":-229131,"notionalValue":""},{"description":"FSWP: OIS 4.516000 16-DEC-2031 SOF","percentOfFunds":"","marketValue":"","numberOfContracts":-407900,"notionalValue":""},{"description":"FSWP: OIS 4.530000 16-DEC-2029 SOF","percentOfFunds":"","marketValue":"","numberOfContracts":-960700,"notionalValue":""},{"description":"3 Month SOFR Opt  Jun27C  97.5","percentOfFunds":-0.00483,"marketValue":-2025,"numberOfContracts":-36,"notionalValue":""},{"description":"US LONG BOND(CBT) Dec26","percentOfFunds":-1.71292,"marketValue":-718593.75,"numberOfContracts":-7,"notionalValue":""},{"description":"US 10yr Ultra Fut Dec26","percentOfFunds":-2.00232,"marketValue":-840000,"numberOfContracts":-8,"notionalValue":""}]}}