{
 "layer": "quarterly fund marks",
 "definition": "取自美国注册基金按 SEC Form N-PORT 申报的逐券公允价值（fair value, Level 2），按报告期取跨基金中位数，反解到期收益率后减同期限国债插值。",
 "source": "SEC EDGAR Form N-PORT (public filings)",
 "latest_period": "2026-08-31",
 "periods": [
  "2026-08-31"
 ],
 "bonds_covered": 7,
 "bonds_in_index": 13,
 "notional_mm": 15367,
 "weighted_spread_bp": 616.4,
 "notes": [
  "N-PORT 为季度申报，报告期后 60 天内提交，因此这是「季度末估值」而非日更。",
  "同一只券可能有多家基金持有，取中位数以降低单家估值方法差异；价格区间一并给出。",
  "价格为面值的百分比；收益率按半年付息、到期日精确到日反解。",
  "2026-11-05 修正：从 226 份 N-PORT 申报全文重提取（此前仅覆盖部分基金），覆盖从 5 券扩至 7 券，基金数按唯一 CIK 计。"
 ],
 "marks": [
  {
   "ticker": "GLXY",
   "issuer": "Galaxy Digital",
   "coupon": 9.875,
   "maturity": "2031-08-01",
   "size_mm": 3507,
   "sen": "senior secured",
   "period": "2026-08-31",
   "funds": 11,
   "n": 11,
   "price_pct": 99.11,
   "price_min": 99.043,
   "price_max": 99.118,
   "ytm_pct": 10.11,
   "ust_date": "2026-08-31",
   "ust_pct": 4.486,
   "spread_bp": 562.0,
   "cusip": "36322DAA4"
  },
  {
   "ticker": "CORZ",
   "issuer": "Core Scientific",
   "coupon": 7.75,
   "maturity": "2031-05-01",
   "size_mm": 3300,
   "sen": "senior secured",
   "period": "2026-08-31",
   "funds": 10,
   "n": 10,
   "price_pct": 97.03,
   "price_min": 97.008,
   "price_max": 97.092,
   "ytm_pct": 8.56,
   "ust_date": "2026-08-31",
   "ust_pct": 4.475,
   "spread_bp": 408.5,
   "cusip": "21874LAA0"
  },
  {
   "ticker": "CRWV",
   "issuer": "CoreWeave",
   "coupon": 9.75,
   "maturity": "2031-10-01",
   "size_mm": 2750,
   "sen": "senior unsecured",
   "period": "2026-08-31",
   "funds": 13,
   "n": 13,
   "price_pct": 89.42,
   "price_min": 89.385,
   "price_max": 89.496,
   "ytm_pct": 12.67,
   "ust_date": "2026-08-31",
   "ust_pct": 4.495,
   "spread_bp": 817.5,
   "cusip": "21873SAG3"
  },
  {
   "ticker": "CRWV",
   "issuer": "CoreWeave",
   "coupon": 9.25,
   "maturity": "2030-06-01",
   "size_mm": 2000,
   "sen": "senior unsecured",
   "period": "2026-08-31",
   "funds": 8,
   "n": 8,
   "price_pct": 92.87,
   "price_min": 92.866,
   "price_max": 92.951,
   "ytm_pct": 11.53,
   "ust_date": "2026-08-31",
   "ust_pct": 4.434,
   "spread_bp": 709.2,
   "cusip": "21873SAB4"
  },
  {
   "ticker": "CRWV",
   "issuer": "CoreWeave",
   "coupon": 9.0,
   "maturity": "2031-02-01",
   "size_mm": 1750,
   "sen": "senior unsecured",
   "period": "2026-08-31",
   "funds": 9,
   "n": 9,
   "price_pct": 89.71,
   "price_min": 89.699,
   "price_max": 89.824,
   "ytm_pct": 12.03,
   "ust_date": "2026-08-31",
   "ust_pct": 4.464,
   "spread_bp": 756.3,
   "cusip": "21873SAC2"
  },
  {
   "ticker": "CRWV",
   "issuer": "CoreWeave",
   "coupon": 9.625,
   "maturity": "2032-07-15",
   "size_mm": 1250,
   "sen": "senior unsecured",
   "period": "2026-08-31",
   "funds": 11,
   "n": 11,
   "price_pct": 88.27,
   "price_min": 88.232,
   "price_max": 88.43,
   "ytm_pct": 12.46,
   "ust_date": "2026-08-31",
   "ust_pct": 4.547,
   "spread_bp": 791.3,
   "cusip": "21873SAK4"
  },
  {
   "ticker": "CIFR",
   "issuer": "Cipher Mining",
   "coupon": 6.0,
   "maturity": "2031-06-15",
   "size_mm": 810,
   "sen": "senior secured",
   "period": "2026-08-31",
   "funds": 13,
   "n": 13,
   "price_pct": 97.37,
   "price_min": 97.334,
   "price_max": 97.497,
   "ytm_pct": 6.63,
   "ust_date": "2026-08-31",
   "ust_pct": 4.48,
   "spread_bp": 214.6,
   "cusip": "86083AAA4"
  }
 ],
 "raw_count": 129
}