{"entity_type":"fund","name":"Fixed Income SHares: Series R","identifiers":{"lei":"ERY81DFZGNQ1I1V32G12","cik":"1098605","fund_id":"S000004805","fundkey":"fixed-income-shares-series-r"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":291,"total_value_usd":452800203.15,"asset_categories":["DBT","ABS-CBDO","ABS-O","DCO","DIR","ABS-MBS"],"by_asset_category":{"ABS-MBS":{"positions":61,"total_value_usd":151482670.74},"DBT":{"positions":90,"total_value_usd":275442069.01},"ABS-CBDO":{"positions":18,"total_value_usd":23607004.12},"DIR":{"positions":89,"total_value_usd":2252705.57},"DCO":{"positions":32,"total_value_usd":7455.19},"ABS-O":{"positions":1,"total_value_usd":8298.52}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/28 2.375","isin":"US91282CJH51","value_usd":15000388.94,"pct_val":9.11292,"balance":14563648,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":14924217.47,"pct_val":9.06664,"balance":15300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/35 1.875","isin":"US91282CNS60","value_usd":14870988.04,"pct_val":9.0343,"balance":14906241,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/33 1.375","isin":"US91282CHP95","value_usd":13799224.01,"pct_val":8.38319,"balance":14151720,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/29 1.625","isin":"US91282CLV18","value_usd":13796982.68,"pct_val":8.38183,"balance":13659228,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":13444402.36,"pct_val":8.16764,"balance":13385943,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326478","value_usd":12170601.91,"pct_val":7.70733,"balance":13300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/29 0.25","isin":"US9128287D64","value_usd":11655479.17,"pct_val":7.08084,"balance":12094012.92,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326B10","value_usd":10940330.16,"pct_val":6.60605,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326213","value_usd":10920930,"pct_val":6.6346,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/27 0.375","isin":"US9128282L36","value_usd":10579335.86,"pct_val":6.42707,"balance":10701802.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":10088959.09,"pct_val":6.09197,"balance":10400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1","isin":"IT0005410912","value_usd":10044933.27,"pct_val":6.3612,"balance":9265964,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":9944345.84,"pct_val":6.23062,"balance":10400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/31 0.125","isin":"US91282CCM10","value_usd":9762243.8,"pct_val":5.93068,"balance":10532749.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/30 1.625","isin":"US91282CNB36","value_usd":9562855.35,"pct_val":5.80955,"balance":9512505,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/30 0.125","isin":"US912828Z377","value_usd":9281218.24,"pct_val":5.63845,"balance":9782624.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":9166740.07,"pct_val":5.56891,"balance":9215475,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/32 0.125","isin":"US91282CDX65","value_usd":7730655.78,"pct_val":4.69647,"balance":8457192,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":7467162.79,"pct_val":4.53639,"balance":7956615,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 0.5","isin":"US9128283R96","value_usd":7445125.96,"pct_val":4.523,"balance":7576914.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/27 1.625","isin":"US91282CFR79","value_usd":7199803.8,"pct_val":4.37397,"balance":7144540,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/35 2.125","isin":"US91282CML27","value_usd":7037120.75,"pct_val":4.27514,"balance":6912658,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/26 0.125","isin":"US91282CDC29","value_usd":6936786.24,"pct_val":4.18861,"balance":6974685,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0420 G2 06/55 FIXED 3.5","isin":"US3618N5PE30","value_usd":6742831.96,"pct_val":4.22472,"balance":7400646,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/31 0.125","isin":"US91282CBF77","value_usd":6682885.48,"pct_val":4.05993,"balance":7167084,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/30 1.125","isin":"US91282CPH87","value_usd":5255000.2,"pct_val":3.19248,"balance":5335033,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":5196864.04,"pct_val":3.15716,"balance":800823200,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426654","value_usd":5161127.17,"pct_val":3.26841,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 0.875","isin":"US9128285W63","value_usd":4825615.13,"pct_val":2.93162,"balance":4900138,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8409 FR 03/54 FIXED 6","isin":"US3132DWKW28","value_usd":4797104.52,"pct_val":2.9143,"balance":4665905.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426571","value_usd":4780579.25,"pct_val":3.02742,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":4750963.61,"pct_val":2.86875,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5","isin":"US3132DWMY65","value_usd":4708706.64,"pct_val":2.8606,"balance":4640256.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/46 1","isin":"US912810RR14","value_usd":4657325.37,"pct_val":2.82938,"balance":6170068.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0304 G2 04/55 FIXED 3.5","isin":"US3618N5KS70","value_usd":4646680.11,"pct_val":2.91137,"balance":5099998.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 1.75","isin":"US912810PV44","value_usd":4627801.55,"pct_val":2.81145,"balance":4592720.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406516","value_usd":4559073.68,"pct_val":2.88714,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":4556809.83,"pct_val":2.85507,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/26 0.125","isin":"US91282CCA71","value_usd":4137378.59,"pct_val":2.6201,"balance":4166080.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5328 FN 04/54 FIXED 6","isin":"US31418E4N74","value_usd":3751212.68,"pct_val":2.27891,"balance":3649973.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/42 0.75","isin":"US912810QV35","value_usd":3695035.22,"pct_val":2.24478,"balance":4740824.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF","isin":"US38383KFR86","value_usd":3605458.45,"pct_val":2.19036,"balance":3563285.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG","isin":"US38385K4B38","value_usd":3500655.2,"pct_val":2.12669,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA","isin":"US38383KGP12","value_usd":3366684.85,"pct_val":2.0453,"balance":3325327.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5217 FN 12/53 FIXED 6.5","isin":"US31418EYP95","value_usd":3348485.75,"pct_val":2.03425,"balance":3221201.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1","isin":"FR0013519253","value_usd":3306266.03,"pct_val":2.0086,"balance":2823756,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/27 0.125","isin":"US91282CEJ62","value_usd":3057883.66,"pct_val":1.8577,"balance":3113667,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/54 2.125","isin":"US912810TY47","value_usd":3053712.37,"pct_val":1.85517,"balance":3394976,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/43 0.625","isin":"US912810RA88","value_usd":2975790.57,"pct_val":1.80783,"balance":3993740.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/28 0.1","isin":"JP1120231J51","value_usd":2928928.83,"pct_val":1.77936,"balance":450896720,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/28 3.625","isin":"US912810FD55","value_usd":2767982.7,"pct_val":1.68158,"balance":2637200.3,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/49 1","isin":"US912810SG40","value_usd":2544079.53,"pct_val":1.54556,"balance":3532483.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/41 2.125","isin":"US912810QP66","value_usd":2433294.11,"pct_val":1.47826,"balance":2483022.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/51 0.125","isin":"US912810SV17","value_usd":2299727.97,"pct_val":1.39711,"balance":4252142,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAN EURO CLO 2023-1 DAC 23-1A","title":"MAN EURO CLO MECLO 2023 1A A 144A","isin":"XS2700382042","value_usd":2118879.73,"pct_val":1.28725,"balance":1800000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/30 0.125","isin":"US912828ZZ63","value_usd":2038045.6,"pct_val":1.23814,"balance":2158915,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2022-6 DAC 6A","title":"OCP EURO CLO OCPE 2022 6A ARR 144A","isin":"XS3113487527","value_usd":1999519.17,"pct_val":1.21473,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARCAN-2A","title":"ARCANO EURO CLO ARCAN 2A A 144A","isin":"XS3109623689","value_usd":1999516.57,"pct_val":1.21473,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB","isin":"US38383KEF57","value_usd":1907911.11,"pct_val":1.15908,"balance":1884766.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/45 0.75","isin":"US912810RL44","value_usd":1887499.36,"pct_val":1.14668,"balance":2585686.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":1800000,"pct_val":1.08689,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 PF","isin":"US3137HMDP29","value_usd":1775279.65,"pct_val":1.0785,"balance":1766271.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO VI DAC 6A","title":"HAYFIN EMERALD CLO HAYEM 6A AR 144A","isin":"XS3196159894","value_usd":1764332.56,"pct_val":1.07185,"balance":1500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":1744724.26,"pct_val":1.05994,"balance":1650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/40 2.125","isin":"US912810QF84","value_usd":1731569.04,"pct_val":1.05195,"balance":1747482,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CREDIT FUNDING III LTD 2025-4A","title":"ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A","isin":"US77588RAA68","value_usd":1710653.9,"pct_val":1.03924,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SHACKLETON CLO LTD 2019-14A","title":"SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A","isin":"US81880XAW20","value_usd":1701478.75,"pct_val":1.03367,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A","isin":"US05684NAL55","value_usd":1700660.72,"pct_val":1.03317,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXXII LTD","title":"SYMPHONY CLO LTD SYMP 2022 32A AR 144A","isin":"US87168NAU81","value_usd":1679955.98,"pct_val":1.02059,"balance":1680000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.86500 02/13/24-30Y LCH","isin":"EZLBBPTCYY71","value_usd":1618000.09,"pct_val":0.982955,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FA","isin":"US3137HMGJ32","value_usd":1614168.07,"pct_val":0.980627,"balance":1607181.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/52 0.125","isin":"US912810TE82","value_usd":1610932.79,"pct_val":0.978661,"balance":3041116,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-47","title":"FANNIE MAE FNR 2025 47 FJ","isin":"US3136BWNH55","value_usd":1600771.16,"pct_val":0.972488,"balance":1589467.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2021-2 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A","isin":"US77341LAQ23","value_usd":1600281.95,"pct_val":0.972191,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AGL CLO 14 LTD 2021-14A","title":"AGL CLO 14, LTD. AGL 2021 14A AR 144A","isin":"US00851WAL37","value_usd":1600161.28,"pct_val":0.972117,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE CLO LTD 2015-1A","title":"PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A","isin":"US69689ABU34","value_usd":1599877.6,"pct_val":0.971945,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD","isin":"US38383KHV70","value_usd":1593045.83,"pct_val":0.967795,"balance":1561059.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 FB","isin":"US3137HMD238","value_usd":1550724.62,"pct_val":0.942084,"balance":1543461.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/53 1.5","isin":"US912810TP30","value_usd":1539047.36,"pct_val":0.93499,"balance":1971666,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLV CLO LTD 2017-45A","title":"ARES CLO LTD ARES 2017 45A BR 144A","isin":"US04016QAG10","value_usd":1501125,"pct_val":0.940529,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/50 0.25","isin":"US912810SM18","value_usd":1496514.14,"pct_val":0.90915,"balance":2596263.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 2.5","isin":"US912810PZ57","value_usd":1438958.59,"pct_val":0.874185,"balance":1393718.64,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 0.19700 11/08/22-30Y LCH","isin":"EZ3H5XY3RVT8","value_usd":1256674.14,"pct_val":0.763445,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/48 1","isin":"US912810SB52","value_usd":1241783.32,"pct_val":0.754398,"balance":1698021.54,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1","isin":"FR0014001N38","value_usd":1230926.33,"pct_val":0.747803,"balance":1106658,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA","isin":"US38383KHN54","value_usd":1177199.76,"pct_val":0.715163,"balance":1166059.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":1165787.77,"pct_val":0.70823,"balance":1278955.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.23650 11/21/23-30Y LCH","isin":"EZX8X7WQFX07","value_usd":1127369.35,"pct_val":0.68489,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":1039514.01,"pct_val":0.631517,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":1033539.94,"pct_val":0.624078,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":988153.21,"pct_val":0.619127,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/28 0.75","isin":"US912828Y388","value_usd":897312.3,"pct_val":0.545128,"balance":907998,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT RRB BONDS 12/26 4.25","isin":"CA135087VS05","value_usd":849531.04,"pct_val":0.5161,"balance":1129284,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOCA STATIC CLO I DAC 1A","title":"AVOCA STATIC CLO AVOST 1A AR 144A","isin":"XS2935873880","value_usd":849088.47,"pct_val":0.515832,"balance":722605.3,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":839362.56,"pct_val":0.509923,"balance":874472,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/47 0.875","isin":"US912810RW09","value_usd":822785.63,"pct_val":0.499852,"balance":1139786.7,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5355 FN 05/54 FIXED 6.5","isin":"US31418E5R79","value_usd":816753.34,"pct_val":0.511736,"balance":790237.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A","isin":"XS2934650610","value_usd":794937.49,"pct_val":0.482934,"balance":676641.09,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 0.19500 11/04/22-30Y LCH","isin":"EZZLWXLX9PF2","value_usd":728312.4,"pct_val":0.442459,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 3","isin":"DK0009535478","value_usd":724865.59,"pct_val":0.440365,"balance":4886396.13,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2005-FM1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3","isin":"US65536HAH12","value_usd":700918.96,"pct_val":0.425817,"balance":702127.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 3","isin":"DK0004622925","value_usd":643350.36,"pct_val":0.390843,"balance":4336571.3,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACRES COMMERCIAL REALTY LTD 2025-FL3","title":"ACRES PLC ACRES 2025 FL3 A 144A","isin":"US00501DAA37","value_usd":601233.63,"pct_val":0.365257,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO V BV 5A","title":"TIKEHAU TIKEH 5A AR 144A","isin":"XS3052010652","value_usd":588039.93,"pct_val":0.357241,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/44 1.375","isin":"US912810RF75","value_usd":546250.88,"pct_val":0.345927,"balance":626869.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/32 3.375","isin":"US912810FQ68","value_usd":516577.22,"pct_val":0.313827,"balance":467769.45,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/55 2.375","isin":"US912810UH94","value_usd":489956.88,"pct_val":0.297655,"balance":515935,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMLTI 2005-HE4","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3","isin":"US17307GP856","value_usd":473032.5,"pct_val":0.287373,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/27 0.375","isin":"US912828V491","value_usd":399419.95,"pct_val":0.242652,"balance":404379,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALT LOAN TRUST 2006-OA17","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A","isin":"US12668PAA03","value_usd":396588.73,"pct_val":0.240932,"balance":440734.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2004-AR10","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 1A1","isin":"US45660N2W44","value_usd":391516.45,"pct_val":0.237851,"balance":423404.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0201 G2 02/55 FIXED 3.5","isin":"US3618N5GK90","value_usd":363562.46,"pct_val":0.22779,"balance":399030.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TG20","value_usd":340814.88,"pct_val":0.207049,"balance":344000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0","isin":"IT0005387052","value_usd":285188.61,"pct_val":0.173256,"balance":249350,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619467","value_usd":278968.07,"pct_val":0.169477,"balance":2203143.02,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0088 G2 12/54 FIXED 3.5","isin":"US3618N5C239","value_usd":273307.42,"pct_val":0.17124,"balance":299970.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG","isin":"US38380LJY02","value_usd":242321.79,"pct_val":0.147213,"balance":240657.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.50000 12/15/21-10Y LCH","isin":"EZBGMDDJHGZ6","value_usd":237380.55,"pct_val":0.144211,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":236224.14,"pct_val":0.143509,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5","isin":"US3133WAVX34","value_usd":233214.48,"pct_val":0.14612,"balance":225643.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403727","value_usd":229652.6,"pct_val":0.139517,"balance":1873240.55,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1","isin":"US05951EAC12","value_usd":226779.46,"pct_val":0.137771,"balance":262475.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   JUN25 XEUR 20250606","isin":"DE000F1B2NL7","value_usd":190407.01,"pct_val":0.12058,"balance":-72,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.31125 02/24/21-10Y LCH","isin":"EZ0098TXC0B7","value_usd":181264.15,"pct_val":0.11012,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":161594.11,"pct_val":0.0981704,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3MO EURO EURIBOR  SEP26 IFLL 20260914","isin":"GB00J8R2ZN46","value_usd":155791.74,"pct_val":0.0976112,"balance":241,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-9","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B1","isin":"US41161PSV66","value_usd":148723.94,"pct_val":0.0903516,"balance":157941.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":145682.3,"pct_val":0.0885038,"balance":-111,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MAN GLG EURO CLO V DAC 5A","title":"MAN GLG EURO CLO GLGE 5A A1R 144A","isin":"XS2313672177","value_usd":145243.13,"pct_val":0.088237,"balance":123507.66,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TR 2006-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A","isin":"US17309PAS56","value_usd":144144.29,"pct_val":0.0875694,"balance":146968.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 03/29 VAR","isin":"CH1214797172","value_usd":130959.48,"pct_val":0.0790767,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL INC 2005-HE2","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2","isin":"US61744CNC63","value_usd":130761.45,"pct_val":0.0794392,"balance":132875.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A","isin":"XS2339017928","value_usd":130029.92,"pct_val":0.0789947,"balance":110576.01,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.763 09/15/23-30Y LCH","isin":"EZSV4JHYN6X0","value_usd":127908.64,"pct_val":0.077706,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MAN GLG EURO 6A","title":"MAN GLG EURO CLO GLGE 6A AR 144A","isin":"XS2434798273","value_usd":123221.97,"pct_val":0.0780333,"balance":113901.17,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1","isin":"IT0005588881","value_usd":122277.35,"pct_val":0.074285,"balance":104218,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPEN TRUST 2023-AIR","title":"OPEN TRUST OPEN 2023 AIR A 144A","isin":"US68373BAA98","value_usd":117268.62,"pct_val":0.0708098,"balance":117022.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":114772.47,"pct_val":0.0719106,"balance":-103,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.7 04/15/23-30Y LCH","isin":"EZ0Y9J6GR2R2","value_usd":112890.34,"pct_val":0.0685822,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0255 G2 03/55 FIXED 3.5","isin":"US3618N5H931","value_usd":90223.96,"pct_val":0.0565297,"balance":99025.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A","isin":"US17311XAA37","value_usd":88545.06,"pct_val":0.0537922,"balance":118521.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.87880 06/12/23-9Y* LCH","isin":"EZ5JG9VPYGY0","value_usd":87861.54,"pct_val":0.0533769,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050368","value_usd":79591.62,"pct_val":0.0483529,"balance":620515.32,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":78369.6,"pct_val":0.0476105,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5273 FN 02/54 FIXED 6.5","isin":"US31418E2F68","value_usd":77295.75,"pct_val":0.0469581,"balance":74359.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8447 FR 07/54 FIXED 6","isin":"US3132DWL438","value_usd":77265.49,"pct_val":0.0469397,"balance":75206.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP GB NI 3.5 08/15/24-10Y LCH","isin":"EZ2T5PFXSD76","value_usd":75750.07,"pct_val":0.0460191,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2","isin":"DK0002051093","value_usd":65639.96,"pct_val":0.0398771,"balance":499048.52,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":64470,"pct_val":0.0391663,"balance":64000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":61892.38,"pct_val":0.0373722,"balance":48,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GRIFONAS FINANCE NO.1 PLC GRIF-1","title":"GRIFONAS FINANCE PLC GRIF 1 A REGS","isin":"XS0262719320","value_usd":47287.91,"pct_val":0.028728,"balance":40940.74,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1","isin":"US75114NAA28","value_usd":40629.77,"pct_val":0.0246831,"balance":198059.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":40400,"pct_val":0.0245435,"balance":40000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 2","isin":"DK0004619624","value_usd":39083.03,"pct_val":0.0237434,"balance":329939.2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":38042.87,"pct_val":0.0231115,"balance":-36,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.59 12/15/22-30Y LCH","isin":"EZQNRNKDZTL1","value_usd":35296.65,"pct_val":0.0214431,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NH5","value_usd":35239.95,"pct_val":0.0223166,"balance":-34,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":32968.41,"pct_val":0.0206563,"balance":81,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":32103.1,"pct_val":0.019503,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.682 10/15/23-30Y LCH","isin":"EZW0QN60W2Z4","value_usd":31232.45,"pct_val":0.0189741,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND JUN25 XEUR 20250606","isin":"DE000F1B2NK9","value_usd":30456.15,"pct_val":0.0192871,"balance":-16,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP GB NI 3.466 09/15/24-10Y LCH","isin":"EZ6H5KXS0QT8","value_usd":27019.92,"pct_val":0.0164149,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.59 03/15/22-30Y LCH","isin":"EZG97SKZBKQ4","value_usd":23866.86,"pct_val":0.0144994,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":22658.4,"pct_val":0.0141966,"balance":-36,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":21712.83,"pct_val":0.0136042,"balance":-18,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-9Y LCH","isin":"EZVYZM8DK482","value_usd":20905.2,"pct_val":0.0127002,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":20731,"pct_val":0.0125943,"balance":-10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.55000 09/14/23-5Y LCH","isin":"EZ0DH7NGQM44","value_usd":19391.4,"pct_val":0.0117805,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HOME EQUITY ASSET TRUST 2004-3","title":"HOME EQUITY ASSET TRUST HEAT 2004 3 M1","isin":"US437084CE47","value_usd":19090.66,"pct_val":0.0115978,"balance":19156.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2005-1","title":"SAXON ASSET SECURITIES TRUST SAST 2005 1 M2","isin":"US805564RN38","value_usd":17225.63,"pct_val":0.0104648,"balance":17563.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.25000 12/20/23-2Y LCH","isin":"EZM7XR6RB2D5","value_usd":17189.52,"pct_val":0.0103795,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH","isin":"EZCHL9CX9GW0","value_usd":16619.02,"pct_val":0.0100963,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":15836.34,"pct_val":0.0096208,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR","isin":"US3128NFFX03","value_usd":13665.32,"pct_val":0.0083018,"balance":13391.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050012","value_usd":10577.99,"pct_val":0.0064263,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009532020","value_usd":10491.97,"pct_val":0.006374,"balance":99561.52,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":8886.83,"pct_val":0.0053989,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MASSACHUSETTS EDUC FINANCING AUTH 2008-1","title":"MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1","isin":"US57563NAA63","value_usd":8298.52,"pct_val":0.0050415,"balance":8276.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   MAR26 XLME 20260316","isin":"GB00H24LN963","value_usd":7742.58,"pct_val":0.0047037,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2007-4","title":"FANNIE MAE FNR 2007 4 DF","isin":"US31396PMC22","value_usd":7110.58,"pct_val":0.0043198,"balance":7163.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050442","value_usd":6781.83,"pct_val":0.00412,"balance":54929.88,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":6708.73,"pct_val":0.0040509,"balance":128260.02,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.30000 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":6269.4,"pct_val":0.0037856,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS6311 FN 12/45 FIXED 3.5","isin":"US3138WGAM64","value_usd":5781.53,"pct_val":0.0035123,"balance":6094.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   SEP25 XPAR 20250910","isin":"FREN00432202","value_usd":5336.47,"pct_val":0.0033436,"balance":-4,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":5298.52,"pct_val":0.0033198,"balance":-2,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 3.0425 02/21/25-1Y LCH","isin":"EZ3BFCC1XWF6","value_usd":5133.7,"pct_val":0.0031188,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  DEC25 IFEU 20251031","isin":"GB00H47KCD10","value_usd":4978.27,"pct_val":0.0031526,"balance":2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 2","isin":"DK0004620127","value_usd":4865.91,"pct_val":0.0029561,"balance":36647.84,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 1.636 06/15/25-2Y LCH","isin":"EZ3WDPMPJN09","value_usd":4781.68,"pct_val":0.0029049,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":4605.6,"pct_val":0.0028856,"balance":-21,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR","isin":"US3128NHPT47","value_usd":4434.16,"pct_val":0.0026938,"balance":4313.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGEIT TRUST 2004-2","title":"MORTGAGEIT TRUST MHL 2004 2 M2","isin":"US61913PAN24","value_usd":4300.91,"pct_val":0.0026129,"balance":4358.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":4283.52,"pct_val":0.0026023,"balance":4466.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   DEC25 XPAR 20251210","isin":"FREN00000421","value_usd":4203.45,"pct_val":0.0025381,"balance":-4,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":4110.94,"pct_val":0.0024974,"balance":-2,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.965 05/15/22-5Y LCH","isin":"EZN2TP3YT3J6","value_usd":3738.8,"pct_val":0.0022714,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   DEC25 IFEU 20251211","isin":"GB00H6D17608","value_usd":3528.41,"pct_val":0.0022107,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.421 05/15/22-30Y LCH","isin":"EZ2FWGWN9JD1","value_usd":3515.86,"pct_val":0.0021359,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IODEX IO FUT      MAR26 XSIM 20260331","isin":"SGXDB1101359","value_usd":3449.77,"pct_val":0.0020958,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1","isin":"DK0002047224","value_usd":2938.56,"pct_val":0.0017744,"balance":23381.6,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JAN26 XLME 20260119","isin":"GB00H24J6F79","value_usd":2610.11,"pct_val":0.0015761,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.11200 09/02/25-2Y LCH","isin":"EZQ9KPR82S16","value_usd":2404.64,"pct_val":0.0015228,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE SEP25 XLME 20250915","isin":"GB00H24CMP86","value_usd":2293.02,"pct_val":0.0014367,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   MAR26 IFEU 20260312","isin":"GB00HBC8RD47","value_usd":2289.43,"pct_val":0.0013824,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5","isin":"DK0009798803","value_usd":2213.94,"pct_val":0.001345,"balance":15127.35,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JUL25 XLME 20250714","isin":"GB00H249H767","value_usd":1569.5,"pct_val":0.0009939,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JUL25 XLME 20250714","isin":"GB00H249F944","value_usd":1549.86,"pct_val":0.0009815,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 04/47 2.5","isin":"DK0009292559","value_usd":1512.13,"pct_val":0.0009186,"balance":10318.07,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT AS COVERED REGS 10/50 1","isin":"DK0009522815","value_usd":1453.2,"pct_val":0.0008775,"balance":11732.72,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JAN26 XLME 20260119","isin":"GB00H24J3T01","value_usd":1294.51,"pct_val":0.0007817,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/25 0.00000","isin":"US912797MV69","value_usd":999.77,"pct_val":0.0006331,"balance":1000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 806506 FN 10/44 FLOATING VAR","isin":"US31406DAF33","value_usd":990.43,"pct_val":0.0006017,"balance":978.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   JUL25 XLME 20250714","isin":"GB00H249FY92","value_usd":905.25,"pct_val":0.0005733,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2007-WF2","title":"STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1","isin":"US86364LAA08","value_usd":712.45,"pct_val":0.0004302,"balance":712.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) OCT25 IFEU 20250915","isin":"GB00KFPXMP88","value_usd":624.82,"pct_val":0.0003915,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   JAN26 XLME 20260119","isin":"GB00H24J4P38","value_usd":552.72,"pct_val":0.0003337,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   MAR26 XPAR 20260310","isin":"FREN10029451","value_usd":438.58,"pct_val":0.0002664,"balance":-1,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JUL25 XSIM 20250731","isin":"SGXDB0712487","value_usd":146.46,"pct_val":0.0000927,"balance":11,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   NOV25 XSIM 20251128","isin":"SGXDB0712529","value_usd":141.8,"pct_val":0.0000856,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   MAR26 XLME 20260316","isin":"GB00H24LLR01","value_usd":139.88,"pct_val":0.000085,"balance":-8,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT AS COVERED REGS 10/53 1","isin":"DK0009527376","value_usd":29.49,"pct_val":0.0000178,"balance":251.82,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/47 2.5","isin":"DK0002030683","value_usd":15.98,"pct_val":0.0000097,"balance":108.95,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403644","value_usd":0.25,"pct_val":2e-7,"balance":1.94,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1","isin":"DK0004616281","value_usd":0.24,"pct_val":1e-7,"balance":1.96,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009527616","value_usd":0.23,"pct_val":1e-7,"balance":1.79,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/50 1.5","isin":"DK0004611803","value_usd":0.23,"pct_val":1e-7,"balance":1.81,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619384","value_usd":0.22,"pct_val":1e-7,"balance":1.76,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/50 1","isin":"DK0004612454","value_usd":0.2,"pct_val":1e-7,"balance":1.6,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT AS COVERED REGS 10/53 1","isin":"DK0009527293","value_usd":0.2,"pct_val":1e-7,"balance":1.58,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009397069","value_usd":0.2,"pct_val":1e-7,"balance":1.63,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2","isin":"DK0009532889","value_usd":0.18,"pct_val":1e-7,"balance":1.53,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1","isin":"DK0002044551","value_usd":0.15,"pct_val":1e-7,"balance":1.21,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5","isin":"DK0009528424","value_usd":0.15,"pct_val":1e-7,"balance":1.21,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAR26 IFEU 20260213","isin":"GB00C01F0130","value_usd":-220.63,"pct_val":-0.0001332,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   SEP25 XSIM 20250930","isin":"SGXDB0712503","value_usd":-258.45,"pct_val":-0.0001619,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   JUN25 XEUR 20250606","isin":"DE000F1B2NJ1","value_usd":-362.41,"pct_val":-0.0002295,"balance":-21,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  MAR26 IFEU 20260130","isin":"GB00H47KCH57","value_usd":-494.78,"pct_val":-0.00031,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAY26 IFEU 20260415","isin":"GB00C02VT248","value_usd":-529.25,"pct_val":-0.0003215,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  SEP26 IFEU 20260731","isin":"GB00H7Q1B955","value_usd":-869.74,"pct_val":-0.0005284,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JAN26 XSIM 20260130","isin":"SGXDB1101334","value_usd":-1123.2,"pct_val":-0.0006782,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":-1458.12,"pct_val":-0.0008804,"balance":-34,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  JUN26 IFEU 20260430","isin":"GB00H7Q1B625","value_usd":-1805.33,"pct_val":-0.0010901,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.6 05/15/22-10Y LCH","isin":"EZYR3JTTYH67","value_usd":-2139.09,"pct_val":-0.0012995,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"TTF NAT GAS F     MAR26 NDEX 20260226","isin":"NLICE0757530","value_usd":-2436.18,"pct_val":-0.00148,"balance":-5,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   SEP25 IFEU 20250911","isin":"GB00H6D17376","value_usd":-2893.1,"pct_val":-0.0018321,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR SEP25 XLME 20250915","isin":"GB00FW35KF69","value_usd":-3110.75,"pct_val":-0.001949,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   SEP25 XLME 20250915","isin":"GB00H24CNG60","value_usd":-4132,"pct_val":-0.0025889,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   JUN26 IFEU 20260611","isin":"GB00HBC8RH84","value_usd":-5095.37,"pct_val":-0.0030955,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":-6107.27,"pct_val":-0.0036877,"balance":-2,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-8933.82,"pct_val":-0.0053945,"balance":-10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89370 06/02/25-9Y* LCH","isin":"EZ2W6FQRCLD4","value_usd":-12207.1,"pct_val":-0.0077304,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.74000 09/10/25-10Y LCH","isin":"EZMGJT0BLJF6","value_usd":-12307.66,"pct_val":-0.0074317,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR","isin":"EZX1947LJZS2","value_usd":-12455.51,"pct_val":-0.007804,"balance":-1900000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR MAR26 XLME 20260316","isin":"GB00G1SVS469","value_usd":-13370.92,"pct_val":-0.008123,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR","isin":"EZX2S49T0J63","value_usd":-13898.62,"pct_val":-0.0084436,"balance":-3000000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR","isin":"EZVYB6CMXS84","value_usd":-13970.19,"pct_val":-0.0084871,"balance":-3000000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-14196.91,"pct_val":-0.0086248,"balance":47,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP GB NI 3.365 09/15/25-2Y LCH","isin":null,"value_usd":-16349.2,"pct_val":-0.0099323,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.034 09/15/24-10Y LCH","isin":"EZN396K1L0G6","value_usd":-17386.73,"pct_val":-0.0105626,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.75750 01/18/24-2Y LCH","isin":"EZD73HK3RQ70","value_usd":-22389.45,"pct_val":-0.0136019,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 1.00000 05/18/22-5Y LCH","isin":"EZG2JQ07KZT4","value_usd":-22831.18,"pct_val":-0.0144584,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NG7","value_usd":-26876.22,"pct_val":-0.01702,"balance":-18,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 01/27/25-10Y LCH","isin":"EZ98JVG0JND5","value_usd":-28944.61,"pct_val":-0.0183299,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.12000 09/03/25-2Y LCH","isin":"EZ96RKPCNS84","value_usd":-33928.28,"pct_val":-0.0212577,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.65000 05/11/22-5Y LCH","isin":"EZ5S6QT5XDZ3","value_usd":-36154.49,"pct_val":-0.0228957,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR","isin":"EZLZP1BQVJZ9","value_usd":-36799.39,"pct_val":-0.0230566,"balance":-1900000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR","isin":"EZM13T8B0L79","value_usd":-38259.46,"pct_val":-0.0232431,"balance":-12200000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 1.00000 05/13/22-5Y LCH","isin":"EZV2M518D339","value_usd":-52009.61,"pct_val":-0.0329364,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.049 08/15/24-10Y LCH","isin":"EZDNND6WTG36","value_usd":-55635.14,"pct_val":-0.033799,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8LUA3 PIMCO FPPSWAPTION 2.66 CALL EUR","isin":"EZ9RBNCK6RJ9","value_usd":-64279.61,"pct_val":-0.0407066,"balance":-3400000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8LTA5 PIMCO FPPSWAPTION 2.66 PUT EUR","isin":"EZJXTNM1JDB5","value_usd":-68603.45,"pct_val":-0.0434448,"balance":-3400000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR","isin":"EZ221JVG9JT4","value_usd":-77423.61,"pct_val":-0.0470358,"balance":-12200000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 1.8825 11/20/19-10Y LCH","isin":"EZ793V7PSCT8","value_usd":-80491.97,"pct_val":-0.0488998,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.65000 04/12/22-5Y LCH","isin":"EZW03QFBH1W4","value_usd":-82810.62,"pct_val":-0.0524418,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.208 10/07/24-1Y LCH","isin":"EZNGLYZR1MV8","value_usd":-83019.41,"pct_val":-0.0501292,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.72 06/15/22-10Y LCH","isin":"EZNDJXRL9FV9","value_usd":-85296.55,"pct_val":-0.0518187,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   JUN25 XEUR 20250606","isin":"DE000F1B2NF9","value_usd":-105676.91,"pct_val":-0.0669225,"balance":48,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3MO EURO EURIBOR  SEP25 IFLL 20250915","isin":"GB00HB9WVH19","value_usd":-117242.5,"pct_val":-0.0734582,"balance":-241,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-121491.07,"pct_val":-0.0733594,"balance":-107,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":-131261.62,"pct_val":-0.0831246,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-188622.29,"pct_val":-0.118181,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.7675 05/13/21-5Y LCH","isin":"EZGKNZSHTVL4","value_usd":-275871.37,"pct_val":-0.167595,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-304391.84,"pct_val":-0.184922,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.10000 06/02/25-7Y* LCH","isin":"EZ0HFRCKQXW0","value_usd":-433813.24,"pct_val":-0.274723,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.41875 03/05/21-5Y LCH","isin":"EZNTBQ09RPK9","value_usd":-526160.11,"pct_val":-0.319649,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 1.38 03/15/21-10Y LCH","isin":"EZHGZY9N2Y63","value_usd":-534583.17,"pct_val":-0.324766,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.34000 11/21/23-5Y LCH","isin":"EZRPM2SGQXB3","value_usd":-550107.48,"pct_val":-0.334197,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.08500 02/13/24-10Y LCH","isin":"EZQ51B8J0P93","value_usd":-569716.57,"pct_val":-0.360787,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-1037144.85,"pct_val":-0.649822,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1098605&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/fixed-income-shares-series-r.json","page":"https://dealcharts.org/capitalmarkets/funds/fixed-income-shares-series-r/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: Fixed Income SHares: Series R | LEI: ERY81DFZGNQ1I1V32G12 | 291 positions totaling $452,800,203 across DBT, ABS-CBDO, ABS-O, DCO, DIR, ABS-MBS | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}
