{"entity_type":"fund","name":"PIMCO Dynamic Bond Portfolio","identifiers":{"lei":"2Y1XML2ORN6K1XCACT73","cik":"1047304","fund_id":"S000031689","fundkey":"pimco-dynamic-bond-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":500,"total_value_usd":310284270.45,"asset_categories":["DBT","ABS-CBDO","DFE","EP","DIR","STIV","LON","ABS-MBS","DCR"],"by_asset_category":{"DBT":{"positions":202,"total_value_usd":78351237.97},"DIR":{"positions":145,"total_value_usd":542360.44},"DFE":{"positions":7,"total_value_usd":38662.47},"ABS-MBS":{"positions":105,"total_value_usd":210067253.57},"LON":{"positions":8,"total_value_usd":1120648.98},"ABS-CBDO":{"positions":21,"total_value_usd":6660873.71},"EP":{"positions":1,"total_value_usd":43976.89},"DCR":{"positions":10,"total_value_usd":404024.55},"STIV":{"positions":1,"total_value_usd":13055231.87}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":23997983.73,"pct_val":27.6117,"balance":24500000,"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 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506505","value_usd":23993052.86,"pct_val":27.923,"balance":24500000,"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 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506B75","value_usd":15165182.52,"pct_val":16.9635,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606677","value_usd":15105127.85,"pct_val":17.5792,"balance":14900000,"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 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":14417295.78,"pct_val":16.5883,"balance":14200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":13055231.87,"pct_val":14.0884,"balance":1340235.28,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":13052410.06,"pct_val":14.0853,"balance":13100000,"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 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":11951204.73,"pct_val":13.3684,"balance":11700000,"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 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":10776126.69,"pct_val":11.6289,"balance":10500000,"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 5 JUMBOS","isin":"US21H0506152","value_usd":4390631.52,"pct_val":4.73809,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506B38","value_usd":4371511.89,"pct_val":4.88989,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":4076545.9,"pct_val":4.39915,"balance":4300000,"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":"US01F0406B84","value_usd":4052158.58,"pct_val":4.53267,"balance":4300000,"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":"US01F0406516","value_usd":4000819.76,"pct_val":4.65613,"balance":4300000,"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":3998833.12,"pct_val":4.601,"balance":4300000,"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 6 JUMBOS","isin":"US21H0606226","value_usd":3768363.27,"pct_val":4.06658,"balance":3700000,"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":"US01F0426241","value_usd":3609124.49,"pct_val":3.89474,"balance":3700000,"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":"US01F0426A65","value_usd":3589341.21,"pct_val":4.01497,"balance":3700000,"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":"US01F0426811","value_usd":3537892.27,"pct_val":4.07065,"balance":3700000,"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":3537628.65,"pct_val":4.11707,"balance":3700000,"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 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":3396964.34,"pct_val":3.9085,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526560","value_usd":3392824.13,"pct_val":3.94855,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":3230507.09,"pct_val":3.48616,"balance":18300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/34 4.25","isin":"US91282CLW90","value_usd":3133240.25,"pct_val":3.38119,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":3031082.59,"pct_val":3.48752,"balance":17073000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":2634120.37,"pct_val":2.84257,"balance":2600000,"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 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":2619895.3,"pct_val":2.93057,"balance":2600000,"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 6 JUMBOS","isin":"US21H0606B29","value_usd":2542729.23,"pct_val":2.84425,"balance":2500000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":2209863.3,"pct_val":2.38474,"balance":2500000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":2196284.18,"pct_val":2.45672,"balance":2500000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306526","value_usd":2166407.85,"pct_val":2.52125,"balance":2500000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":2163632.6,"pct_val":2.48944,"balance":2500000,"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 11/25 0.00000","isin":"US912797RN98","value_usd":1990684.04,"pct_val":2.22674,"balance":2000000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":1935035.15,"pct_val":2.08817,"balance":2100000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":1918312.47,"pct_val":2.14579,"balance":2100000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326581","value_usd":1892881.01,"pct_val":2.20292,"balance":2100000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":1890349.27,"pct_val":2.17501,"balance":2100000,"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 06/25 0.00000","isin":"US912797NP82","value_usd":1885625.97,"pct_val":2.19448,"balance":1900000,"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":1875963.12,"pct_val":2.02442,"balance":1867806,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":1871125.22,"pct_val":2.0192,"balance":1800000,"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":1860371.89,"pct_val":2.08098,"balance":1800000,"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":"US01F0626899","value_usd":1855996.97,"pct_val":2.13548,"balance":1800000,"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":"US01F0626634","value_usd":1853061.98,"pct_val":2.15658,"balance":1800000,"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 01/33 1.125","isin":"US91282CGK18","value_usd":1783645.44,"pct_val":1.9248,"balance":1858253,"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":"TREASURY BILL 10/25 0.00000","isin":"US912797RD17","value_usd":1776512.2,"pct_val":2.04403,"balance":1800000,"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":1682740.91,"pct_val":1.81591,"balance":1793040,"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":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":1586452.8,"pct_val":1.82535,"balance":1600000,"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":"TREASURY BILL 09/25 0.00000","isin":"US912797QU41","value_usd":1585489.78,"pct_val":1.82424,"balance":1600000,"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":"TREASURY BILL 10/25 0.00000","isin":"US912797RC34","value_usd":1497814.65,"pct_val":1.67543,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15","isin":"US715638BY77","value_usd":1476883.16,"pct_val":1.59376,"balance":4600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN BANK (FHLB)","title":"FED HOME LN DISCOUNT NT DISCOUNT NOT 12/25 0.00000","isin":"US313385QX70","value_usd":1387290.14,"pct_val":1.5518,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN BANK (FHLB)","title":"FED HOME LN DISCOUNT NT DISCOUNT NOT 01/26 0.00000","isin":"US313385RW88","value_usd":1297977.77,"pct_val":1.40069,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/31 7","isin":"ZAG000077470","value_usd":1287911.35,"pct_val":1.38983,"balance":21800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606A46","value_usd":1220603.78,"pct_val":1.36534,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN BANK (FHLB)","title":"FED HOME LN DISCOUNT NT DISCOUNT NOT 01/26 0.00000","isin":"US313385SJ68","value_usd":1097005.56,"pct_val":1.18382,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95","isin":"US715638BE14","value_usd":1085265.11,"pct_val":1.17115,"balance":3281000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","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":1004538.21,"pct_val":1.08403,"balance":950000,"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":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":996742.69,"pct_val":1.11494,"balance":1000000,"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":"TREASURY BILL 08/25 0.00000","isin":"US912797MG92","value_usd":995636.44,"pct_val":1.14556,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/26 0.5","isin":"US91282CBQ33","value_usd":994833.42,"pct_val":1.07356,"balance":1000000,"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":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":992416.81,"pct_val":1.1101,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7","isin":"PEP01000C5I0","value_usd":984564.28,"pct_val":1.06248,"balance":2900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":934290.05,"pct_val":1.00823,"balance":1400000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":900000,"pct_val":1.00672,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RR03","value_usd":893970.5,"pct_val":0.999979,"balance":900000,"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":"TREASURY BILL 10/25 0.00000","isin":"US912797RB50","value_usd":889714.59,"pct_val":1.02369,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 01/31 6.5","isin":"COL17CT04035","value_usd":837672.64,"pct_val":0.903963,"balance":3177053600,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3","isin":"US12668UAG67","value_usd":829910.25,"pct_val":0.895586,"balance":867990.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"FWD075895 COLOMBIA GOVT NDF","isin":"COL17CT02914","value_usd":748270.69,"pct_val":0.837002,"balance":3191400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/30 8","isin":"ZAG000106998","value_usd":710208.33,"pct_val":0.766411,"balance":11500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 01/35 11.75","isin":"COL17CT04084","value_usd":657071.86,"pct_val":0.70907,"balance":2664900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIERRA MADRE FUNDING LTD 2004-1A","title":"SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A","isin":"US82639RAA59","value_usd":620350.2,"pct_val":0.669442,"balance":1123474.79,"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":"TREASURY BILL 12/25 0.00000","isin":"US912797QZ38","value_usd":594986.81,"pct_val":0.665541,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":587673.91,"pct_val":0.63418,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7578 FR 04/55 FIXED 6","isin":"US3132DVM362","value_usd":580357.66,"pct_val":0.626285,"balance":555142.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 12/44 2","isin":"JP1201911R15","value_usd":555554.14,"pct_val":0.599518,"balance":100000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5","isin":"ZAG000107012","value_usd":546291.24,"pct_val":0.589523,"balance":9100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BUILDING SOCIETY","title":"NATIONWIDE BLDG SOCIETY 144A 03/29 VAR","isin":"US63861VAB36","value_usd":501003.18,"pct_val":0.540651,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARBLE POINT CLO XXII LTD","title":"MARBLE POINT CLO MP22 2021 2A AR 144A","isin":"US56606GAJ31","value_usd":500533.37,"pct_val":0.540144,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":500464.96,"pct_val":0.54007,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO IV LTD 2021-4A","title":"ROMARK CLO LTD RMRK 2021 4A A1R 144A","isin":"US77588LAN10","value_usd":500216.47,"pct_val":0.539802,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":500168.25,"pct_val":0.53975,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLIV CLO LTD 2017-44A","title":"ARES CLO LTD ARES 2017 44A A1RR 144A","isin":"US04016NBH52","value_usd":500158.45,"pct_val":0.539739,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WIND RIVER CLO LTD 2021-2A","title":"WIND RIVER CLO LTD WINDR 2021 2A A1R 144A","isin":"US97315VAL18","value_usd":500146.11,"pct_val":0.539726,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO CLO 2022-2A LTD","title":"INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A","isin":"US46145XAL01","value_usd":500050.5,"pct_val":0.539623,"balance":500000,"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":499986.9,"pct_val":0.539554,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL 25 LTD","title":"NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A","isin":"US668468AL53","value_usd":499210.98,"pct_val":0.538717,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/40 9","isin":"ZAG000125980","value_usd":497100.24,"pct_val":0.536439,"balance":8200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN MOTOR CO LTD","title":"NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345","isin":"US654744AC50","value_usd":493587.26,"pct_val":0.532648,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"FWD0324T6 COLOMBIA GOVT NDF","isin":"COL17CT03342","value_usd":481917.2,"pct_val":0.520054,"balance":2216300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95","isin":"US715638BD31","value_usd":476312.64,"pct_val":0.514006,"balance":1440000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797RA77","value_usd":474000,"pct_val":0.51151,"balance":474000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875","isin":"ZAG000125972","value_usd":466343,"pct_val":0.503248,"balance":7400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2007-1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4","isin":"US65537KAY64","value_usd":457984.97,"pct_val":0.494228,"balance":1702671.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9","isin":"USP87324BE10","value_usd":435994.76,"pct_val":0.470498,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LIFEPOINT HEALTH INC","title":"LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B","isin":"US75915TAK88","value_usd":422662.66,"pct_val":0.45611,"balance":420811.09,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 12/26 3","isin":"MX0SGO0000M6","value_usd":421528.21,"pct_val":0.485004,"balance":8075804.65,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":421459.31,"pct_val":0.454812,"balance":423700,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4","isin":"USP78024AG45","value_usd":415659.75,"pct_val":0.448553,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 03/29 5.375","isin":"US46514BRN90","value_usd":412234.95,"pct_val":0.444858,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-HE2","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2","isin":"US44328BAD01","value_usd":407041.21,"pct_val":0.439253,"balance":1664279.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 08/29 11","isin":"COL17CT03995","value_usd":404517.84,"pct_val":0.43653,"balance":1616300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELTA AIR LINES INC","title":"DELTA AIR LINES INC SR SECURED 144A 05/25 7","isin":"US247361ZX93","value_usd":400549.96,"pct_val":0.466157,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 07/26 VAR","isin":"US25160PAJ66","value_usd":400171.68,"pct_val":0.460432,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SG39","value_usd":399294.14,"pct_val":0.430893,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR","isin":"US38141GWL49","value_usd":397990.51,"pct_val":0.429486,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2007-QA5","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1","isin":"US749236AC95","value_usd":337656.84,"pct_val":0.364378,"balance":512403.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8299 FR 02/53 FIXED 5","isin":"US3132DWGG24","value_usd":323083.44,"pct_val":0.348651,"balance":322477.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2006-FM3","title":"GSAMP TRUST GSAMP 2006 FM3 A2C","isin":"US36245TAD72","value_usd":308811.33,"pct_val":0.333249,"balance":658242.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3","isin":"JP1300851R17","value_usd":307645.56,"pct_val":0.331991,"balance":60000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COOPERATIEVE RABOBANK UA/NEW YORK BRANCH","title":"COOPERAT RABOBANK UA/NY 10/26 5.5","isin":"US21688AAY82","value_usd":303879.8,"pct_val":0.327928,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 01/26 4.375","isin":"US06738EAN58","value_usd":300022.05,"pct_val":0.323765,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED AIRLINES INC","title":"UNITED AIRLINES INC SR SECURED 144A 04/29 4.625","isin":"US90932LAH06","value_usd":298910.28,"pct_val":0.322565,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":null,"value_usd":298749,"pct_val":0.322391,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T MOBILE USA INC COMPANY GUAR 04/30 3.875","isin":"US87264ABF12","value_usd":295070.08,"pct_val":0.318421,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 12/21/22-30Y CME","isin":"EZ000VCFPMC7","value_usd":278607.26,"pct_val":0.300655,"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":"BPCE SA","title":"BPCE SA 144A 10/34 VAR","isin":"US05571AAS42","value_usd":278497.72,"pct_val":0.300537,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A","isin":"US14311NAU81","value_usd":276815.34,"pct_val":0.30964,"balance":276445.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-4","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2","isin":"US12667F6Z39","value_usd":275523.06,"pct_val":0.297327,"balance":401823.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2007-3","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1","isin":"US026935AA45","value_usd":266355.08,"pct_val":0.287433,"balance":273154.44,"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":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":262356.31,"pct_val":0.283118,"balance":263000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":261918.96,"pct_val":0.292978,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 12/27 VAR","isin":"US225401BC11","value_usd":255267.95,"pct_val":0.275469,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A","isin":"US89178BAA26","value_usd":255229.6,"pct_val":0.275427,"balance":264233.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE BANK NA","title":"JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11","isin":"US48125LRU88","value_usd":252741.13,"pct_val":0.272742,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORPORATION","title":"INTEL CORPORATION","isin":"US45826CU165","value_usd":249968.28,"pct_val":0.28761,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NXP BV / NXP FUNDING LLC / NXP USA INC","title":"NXP BV NXP FDG NXP USA DISC CO","isin":"US67122RU186","value_usd":249968.08,"pct_val":0.28761,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 04/25 ZCP","isin":"US87613ER150","value_usd":249966.3,"pct_val":0.290909,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP","isin":"US40460JX100","value_usd":249964.83,"pct_val":0.279606,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX340","value_usd":249910.48,"pct_val":0.279545,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":249804.1,"pct_val":0.269573,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL","isin":null,"value_usd":249791.5,"pct_val":0.269559,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC","isin":"US01626UU783","value_usd":249773.73,"pct_val":0.287386,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271KA959","value_usd":249764.73,"pct_val":0.26953,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONATION INC","title":"AUTONATION, INC","isin":"US05330LX815","value_usd":249735.65,"pct_val":0.27935,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC","isin":"US12610BUA87","value_usd":249670.48,"pct_val":0.287267,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC. 01/26 ZCP","isin":"US20600HAD61","value_usd":249639,"pct_val":0.269394,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WXE01","value_usd":249555.55,"pct_val":0.279148,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KINDER MORGAN INC","title":"KINDER MORGAN INC","isin":"US49455LRE29","value_usd":249533.35,"pct_val":0.290405,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":249522.38,"pct_val":0.287097,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 04/25 ZCP","isin":"US01626URF48","value_usd":249520.95,"pct_val":0.290391,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUF79","value_usd":249516.73,"pct_val":0.28709,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERNATIONAL FLAVORS & FRAGRANCES INC","title":"INTERNAL FLV+FGR INC","isin":"US4595A2RG68","value_usd":249494.63,"pct_val":0.29036,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUG52","value_usd":249488.2,"pct_val":0.287058,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARSH & MCLENNAN COMPANIES INC","title":"MARSH + MCLENNAN CO","isin":"US57174VRH68","value_usd":249462.73,"pct_val":0.290323,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC 04/25 ZCP","isin":"US12610BRH77","value_usd":249440.03,"pct_val":0.290297,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WXN72","value_usd":249310.98,"pct_val":0.278875,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 04/25 ZCP","isin":"US48002ARN62","value_usd":249305.55,"pct_val":0.29014,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JRP48","value_usd":249273.7,"pct_val":0.290103,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 10/25 ZCP","isin":"US22823PXP34","value_usd":249261.03,"pct_val":0.278819,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PUQ44","value_usd":249165.7,"pct_val":0.286686,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-24","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A","isin":"US23243HAA95","value_usd":249134.8,"pct_val":0.26885,"balance":271393.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"A SUSTAINABLE INFRASTRUCTURE C 04/25 ZCP","isin":"US40460JRQ21","value_usd":249130.5,"pct_val":0.289936,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC","isin":"US65339MUU88","value_usd":249105.28,"pct_val":0.286617,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":null,"value_usd":248780.38,"pct_val":0.268468,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":248779,"pct_val":0.286241,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 11/25 ZCP","isin":"US6840C2YK59","value_usd":248533.58,"pct_val":0.278005,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBA COMMERCIAL SMALL BALANCE COMMERCIAL MORTGAGE 2006-1A","title":"CBS COMMERCIAL SMALL BALANCE C CBAC 2006 1A A 144A","isin":"US149837AA44","value_usd":247979.74,"pct_val":0.267604,"balance":305642.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2006-AR2","title":"DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A","isin":"US23332QAA13","value_usd":238422.31,"pct_val":0.25729,"balance":258131.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BP CAPITAL MARKETS BV","title":"BP CAPITAL MARKETS B.V. 09/31 3.36","isin":"XS2902720171","value_usd":236945.34,"pct_val":0.255696,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":231787.82,"pct_val":0.250131,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 11/33 VAR","isin":"US06738ECE32","value_usd":228772.03,"pct_val":0.246876,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-30Y CME","isin":"EZVR6JLJ0ZB5","value_usd":228161.73,"pct_val":0.246218,"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":"JAPAN GOVT","title":"JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2","isin":"JP1400171Q50","value_usd":227729.25,"pct_val":0.245751,"balance":49000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST","title":"AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3","isin":"US023771R919","value_usd":222065.62,"pct_val":0.239639,"balance":229471.66,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2007-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 1A1","isin":"US05952DAA63","value_usd":220803.19,"pct_val":0.238277,"balance":228096.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":220040.88,"pct_val":0.253176,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5","title":"SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1","isin":"US81375WFU53","value_usd":219912.54,"pct_val":0.237316,"balance":281907.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625","isin":"US900123DK30","value_usd":217772.72,"pct_val":0.235006,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25","isin":"ZAG000107004","value_usd":216830.92,"pct_val":0.23399,"balance":3500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANTOR FITZGERALD LP","title":"CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2","isin":"US138616AM99","value_usd":212689.34,"pct_val":0.229521,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASHTEAD CAPITAL INC","title":"ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95","isin":"US045054AR41","value_usd":211712.48,"pct_val":0.228467,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ARM TR 2004-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1","isin":"US07384M2C50","value_usd":211478.78,"pct_val":0.228214,"balance":238503.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 02/35 6.35","isin":"US91087BAV27","value_usd":210100,"pct_val":0.226727,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 01/32 5.454","isin":"US86562MDT45","value_usd":209408.57,"pct_val":0.22598,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)","title":"VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75","isin":"US92858RAD26","value_usd":208670,"pct_val":0.225183,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2C","isin":"US61749KAE38","value_usd":208340.47,"pct_val":0.224828,"balance":571853.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 01/33 VAR","isin":"US09659W3A04","value_usd":208182.04,"pct_val":0.239531,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ING GROEP NV","title":"ING GROEP NV SR UNSECURED 03/35 VAR","isin":"US456837BM48","value_usd":208103.06,"pct_val":0.224572,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES 2018-2A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A","isin":"US14317PAJ21","value_usd":207418.99,"pct_val":0.241393,"balance":207386.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABBVIE INC","title":"ABBVIE INC SR UNSECURED 03/31 4.95","isin":"US00287YDT38","value_usd":206868.4,"pct_val":0.223239,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC SR UNSECURED 04/30 5.05","isin":"US11135FCF62","value_usd":206413.56,"pct_val":0.222748,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 01/31 VAR","isin":"US61748UAE29","value_usd":206342.24,"pct_val":0.222671,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR","isin":"US46647PDU75","value_usd":206174.7,"pct_val":0.222491,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINICAN REPUBLIC GOVT","title":"DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75","isin":"US25714PFA12","value_usd":205509.94,"pct_val":0.221773,"balance":11900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 04/29 VAR","isin":"US606822CY81","value_usd":205501.84,"pct_val":0.221764,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 02/29 VAR","isin":"US61747YFA82","value_usd":204186.67,"pct_val":0.220345,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 05/29 VAR","isin":"US780097BG51","value_usd":203527.47,"pct_val":0.219634,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9","isin":"US44891ADV61","value_usd":203179.04,"pct_val":0.219258,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05","isin":"US928668CP53","value_usd":203153.11,"pct_val":0.21923,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR","isin":"US53944YAZ60","value_usd":202727.95,"pct_val":0.218771,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8","isin":"US345397D831","value_usd":202574.47,"pct_val":0.218605,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 02/30 4.95","isin":"US925650AC72","value_usd":202453.58,"pct_val":0.218475,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO BANK NA","title":"WELLS FARGO BANK NA SR UNSECURED 12/26 5.254","isin":"US94988J6F93","value_usd":202444.21,"pct_val":0.218465,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HONDA FINANCE CORPORATION","title":"AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR","isin":"US02665WGH88","value_usd":200462.25,"pct_val":0.216326,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85","isin":"US836205BA15","value_usd":200378.34,"pct_val":0.216236,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR","isin":"US80281LAX38","value_usd":200216.31,"pct_val":0.216061,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15","isin":"US694308JP35","value_usd":200000,"pct_val":0.215827,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 04/26 VAR","isin":"US06051GKM05","value_usd":199990.02,"pct_val":0.232747,"balance":200000,"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":"TREASURY BILL 01/26 0.00000","isin":"US912797RH21","value_usd":199884.39,"pct_val":0.215702,"balance":200000,"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":"TREASURY BILL 01/26 0.00000","isin":"US912797SF55","value_usd":199786.19,"pct_val":0.215597,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2","isin":"US694308KB20","value_usd":198823.32,"pct_val":0.214557,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR","isin":"US95000U2A01","value_usd":198747.57,"pct_val":0.214476,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95","isin":"US05401ABC45","value_usd":198225.44,"pct_val":0.213912,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR","isin":"US46647PCW41","value_usd":197635.55,"pct_val":0.213276,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 09/28 VAR","isin":"US09659W2M50","value_usd":192592.78,"pct_val":0.207834,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMPS MORTGAGE LOAN TRUST 2005-RP1","title":"GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP1 1A3 144A","isin":"US36242DXK44","value_usd":191638.3,"pct_val":0.206804,"balance":185321.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTS 2006-1","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF5","isin":"US126670TG37","value_usd":190052.58,"pct_val":0.205093,"balance":198257.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 01/31 VAR","isin":"US09659W2K94","value_usd":189448.49,"pct_val":0.204441,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2006-10","title":"GSAA HOME EQUITY TRUST GSAA 2006 10 AF3","isin":"US362375AC15","value_usd":185840.14,"pct_val":0.200547,"balance":846051.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SECURITIES LN TR 2007-1","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 1A4B","isin":"US25151YAG44","value_usd":184690.97,"pct_val":0.199307,"balance":232291.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST","title":"ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8","isin":"US01166VAA70","value_usd":183606.43,"pct_val":0.198136,"balance":182417.58,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN ASSETS TRUST LP","title":"AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375","isin":"US02401LAA26","value_usd":182396.1,"pct_val":0.19683,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHARTER COMMUNICATIONS OPERATING LLC","title":"CHARTER COMM OPETING LLC 2024 TERM LOAN B5","isin":"US16117LCE74","value_usd":182377.46,"pct_val":0.19681,"balance":182036.14,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1","isin":"US61749KAA16","value_usd":179528.05,"pct_val":0.193735,"balance":197883.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2006 GP4","title":"LEHMAN XS TRUST LXS 2006 GP4 3A5","isin":"US525161AN53","value_usd":177645.58,"pct_val":0.191704,"balance":169375.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 11/40 12.75","isin":"COL17CT04001","value_usd":173537.85,"pct_val":0.187271,"balance":668400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A","isin":"US12667AAA43","value_usd":169712.51,"pct_val":0.183143,"balance":180622.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-NC5","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C","isin":"US61749BAE39","value_usd":164321.17,"pct_val":0.177325,"balance":312687.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2007-25","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2","isin":"US02151UAB26","value_usd":160076.55,"pct_val":0.172744,"balance":371357.77,"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":"RFRF USD SF+26.161/2.25 06/20/18-10Y LCH","isin":"EZG3KQHF9324","value_usd":155388.62,"pct_val":0.167685,"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":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 02/33 13.25","isin":"COL17CT03862","value_usd":148637.4,"pct_val":0.1604,"balance":554000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"ZCS BRL 11.691 06/27/24-01/04/27 CME","isin":"EZLMY6R3RK20","value_usd":147043.98,"pct_val":0.164481,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-G","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 G 1A1","isin":"US05950MAA80","value_usd":146461.75,"pct_val":0.158052,"balance":146461.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERNATIONAL DISTRIBUTION SERVICES PLC","title":"INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375","isin":"XS2677642717","value_usd":145102.48,"pct_val":0.156585,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WMALT MTGE PASS-THRU CERT 2005-7","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 1A5","isin":"US93934FBG63","value_usd":142306.87,"pct_val":0.153569,"balance":162320.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EGYPTIAN GOVT","title":"EGYPT GOVERNMENT BOND BONDS 03/28 21.954","isin":"EGBGR06111F1","value_usd":140660.67,"pct_val":0.151792,"balance":6700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"EG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RP47","value_usd":136272.07,"pct_val":0.152431,"balance":137000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY","title":"FLUTTER TREASURY DAC SR SECURED 144A 06/31 6.125","isin":"XS3045497180","value_usd":136022.79,"pct_val":0.146787,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON MTGE PT TR 2007-AR3","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 1A1","isin":"US32056JAA25","value_usd":134093.12,"pct_val":0.144705,"balance":349608.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO260626","isin":null,"value_usd":132958.35,"pct_val":0.14348,"balance":211571000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO260629","isin":null,"value_usd":132743.64,"pct_val":0.143248,"balance":211571000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA SECURED FINANCE PLC","title":"VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25","isin":"XS1996438948","value_usd":130780.09,"pct_val":0.141129,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCA MONTE DEI PASCHI DI SIENA SPA","title":"BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR","isin":"XS1752894292","value_usd":127616.91,"pct_val":0.137716,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EPH FINANCING INTERNATIONAL AS","title":"EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651","isin":"XS2716891440","value_usd":126948.78,"pct_val":0.136995,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CZ","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":123672.22,"pct_val":0.142295,"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":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A","isin":"US64830KAA51","value_usd":123653.75,"pct_val":0.133439,"balance":126122.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CI FINANCIAL CORP","title":"CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625","isin":"XS3249796890","value_usd":118444.88,"pct_val":0.127818,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR","isin":"XS2757986224","value_usd":118093.39,"pct_val":0.127439,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTRALOT CAPITAL LUXEMBOURG SA","title":"INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75","isin":"XS3192259276","value_usd":117233.54,"pct_val":0.126511,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FLORA FOOD MANAGEMENT BV","title":"FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875","isin":"XS2849520908","value_usd":116961.38,"pct_val":0.126217,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.87400 09/19/23-30Y CME","isin":"EZN4BJNJKLY0","value_usd":116500.07,"pct_val":0.125719,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HY10","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1","isin":"US126694VP00","value_usd":116315.05,"pct_val":0.12552,"balance":126165.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED REGS 02/27 1","isin":"XS1463043973","value_usd":115810.81,"pct_val":0.124976,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIERRA MADRE FUNDING LTD 2004-1A","title":"SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A","isin":"US82639RAB33","value_usd":114950.84,"pct_val":0.124048,"balance":208645.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2007-AR15","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR15 2A1","isin":"US45669JAC99","value_usd":113196.49,"pct_val":0.122154,"balance":161819.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A","isin":"US03880RAA77","value_usd":110120.89,"pct_val":0.118835,"balance":109401.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-HE2","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4","isin":"US44328BAF58","value_usd":109114.91,"pct_val":0.11775,"balance":467962.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 07/30 1.75","isin":"XS2364199674","value_usd":106295.66,"pct_val":0.114708,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15","isin":"US694308KJ55","value_usd":106189.03,"pct_val":0.114592,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO/THE SR UNSECURED 05/29 6.298","isin":"US097023DQ55","value_usd":106179.41,"pct_val":0.114582,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY FINANCIAL INC","title":"ALLY FINANCIAL INC SR UNSECURED 01/30 VAR","isin":"US02005NBU37","value_usd":106142.33,"pct_val":0.114542,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A15","isin":"US02149JCA25","value_usd":106014.23,"pct_val":0.114404,"balance":273621.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2011-RR5","title":"BCAP LLC TRUST BCAP 2011 RR5 15A1 144A","isin":"US05534AAR23","value_usd":104646.6,"pct_val":0.112928,"balance":304787.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL SR UNSECURED 03/30 6.25","isin":"US281020BC07","value_usd":104629.9,"pct_val":0.11291,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRONTIER COMMUNICATIONS HOLDINGS LLC","title":"FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75","isin":"US35908MAD20","value_usd":104528.54,"pct_val":0.112801,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JANE STREET GROUP / JSG FINANCE INC","title":"JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75","isin":"US47077WAE84","value_usd":104445.64,"pct_val":0.112711,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"F&G GLOBAL FUNDING","title":"F+G GLOBAL FUNDING SECURED 144A 01/30 5.875","isin":"US30321L2J09","value_usd":103900.87,"pct_val":0.112123,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL ONE FINANCIAL CORPORATION","title":"CAPITAL ONE FINANCIAL CO SUBORDINATED 01/36 VAR","isin":"US14040HDJ14","value_usd":103772.21,"pct_val":0.116078,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUE OWL FINANCE LLC","title":"BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25","isin":"US09581JAT34","value_usd":103166.23,"pct_val":0.11133,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625","isin":"US517834AM90","value_usd":102550.41,"pct_val":0.110666,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIPER ENERGY PARTNERS LLC","title":"VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7","isin":"US92764MAB00","value_usd":102115,"pct_val":0.110196,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GEORGIA POWER COMPANY","title":"GEORGIA POWER CO SR UNSECURED 05/32 4.7","isin":"US373334KQ30","value_usd":101548.74,"pct_val":0.109585,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/28 4.95","isin":"US05401AAW18","value_usd":101262.65,"pct_val":0.109276,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR","isin":"US38141GC779","value_usd":101159.19,"pct_val":0.109165,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARS INCORPORATED","title":"MARS INC SR UNSECURED 144A 03/32 5","isin":"US571676AZ85","value_usd":100460.76,"pct_val":0.116916,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FAIRFAX FINANCIAL HOLDINGS LIMITED","title":"FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625","isin":"US303901BF83","value_usd":100416.53,"pct_val":0.108363,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"X CORPORATION","title":"X CORP 2025 FIXED TERM LOAN","isin":"US90184NAK46","value_usd":99839,"pct_val":0.10774,"balance":100000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR","isin":"US38141GZR81","value_usd":99467.83,"pct_val":0.107339,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA GAS COMPANY","title":"SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95","isin":"US842434CW01","value_usd":98977.4,"pct_val":0.10681,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAESARS ENTERTAINMENT INC","title":"CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1","isin":"US12768EAH99","value_usd":98812.21,"pct_val":0.113692,"balance":98750,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MI WINDOWS AND DOORS LLC","title":"MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2","isin":"US55336CAK80","value_usd":98720.73,"pct_val":0.106533,"balance":98505,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUC (MODENA BUYER LLC)","title":"MODENA BUYER LLC TERM LOAN","isin":"US60753DAC83","value_usd":98682.71,"pct_val":0.106492,"balance":99000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HILTON DOMESTIC OPERATING COMPANY INC","title":"HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75","isin":"US432833AJ07","value_usd":97483.7,"pct_val":0.105198,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1","isin":"US12668RAA68","value_usd":96896.56,"pct_val":0.104565,"balance":117965.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETROLEOS MEXICANOS (PEMEX)","title":"PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95","isin":"US71654QDE98","value_usd":96846.74,"pct_val":0.104511,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOBACCO SETTLEMENT FINANCE AUTHORITY","title":"TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0","isin":"US88880LAB99","value_usd":96467.1,"pct_val":0.104101,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAMES WATER UTILITIES FINANCE PLC","title":"THAMES WATER UTIL FIN SR SECURED REGS 07/36 4.375","isin":"XS0800185174","value_usd":93877.94,"pct_val":0.10501,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-176","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 176 FW","isin":"US38382LKJ97","value_usd":93849.43,"pct_val":0.101276,"balance":99665.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5064","title":"FREDDIE MAC FHR 5064 PI","isin":"US3137F8LR25","value_usd":92717.66,"pct_val":0.100055,"balance":890523.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGE EQUITY CONVER ASSET TR 2007-FF3","title":"MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A","isin":"US61911GAA22","value_usd":91187.11,"pct_val":0.0984033,"balance":98219.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-44","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 44 TF","isin":"US38382PML30","value_usd":89561.64,"pct_val":0.0966492,"balance":98130.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TRUST 2007-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A","isin":"US88522WAB90","value_usd":88556.15,"pct_val":0.0955641,"balance":102730.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL CALCASIEU PASS LLC","title":"VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875","isin":"US92328MAC73","value_usd":85806.18,"pct_val":0.0925965,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INEOS US FINANCE LLC","title":"INEOS US FINANCE LLC 2023 USD TERM LOAN B","isin":"XAG4768PAN15","value_usd":81200.92,"pct_val":0.0876268,"balance":99747.47,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4","isin":"US617451DR76","value_usd":79751.24,"pct_val":0.0860624,"balance":81573.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BELLE HAVEN ABS CDO LTD 2004-1A","title":"BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1SB 144A","isin":"US078446AG67","value_usd":74471.58,"pct_val":0.080365,"balance":287368.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KENNEDY WILSON EUROPE REAL ESTATE LIMITED","title":"KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25","isin":"XS1321149434","value_usd":73989.48,"pct_val":0.0827633,"balance":63157.89,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COTY INC","title":"COTY INC SR SECURED 144A 04/26 5","isin":"US222070AE41","value_usd":73874.97,"pct_val":0.0826352,"balance":74000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":61387.76,"pct_val":0.0662457,"balance":61433.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-NC1","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C","isin":"US617505AD48","value_usd":60990.7,"pct_val":0.0658173,"balance":126789.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/31 2.75","isin":"MX0SGO0000K0","value_usd":60225.79,"pct_val":0.0692949,"balance":1275127.05,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8","isin":"CL0002951094","value_usd":51999.97,"pct_val":0.056115,"balance":45000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGC GROUP INC","title":"BGC GROUP INC SR UNSECURED 04/30 6.15","isin":"US05555LAD38","value_usd":51845.75,"pct_val":0.0559486,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINION ENERGY INC","title":"DOMINION ENERGY INC SR UNSECURED 06/30 5","isin":"US25746UDW62","value_usd":51398.01,"pct_val":0.0554654,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGC GROUP INC","title":"BGC GROUP INC SR UNSECURED 144A 04/30 6.15","isin":"US05555LAC54","value_usd":51298.5,"pct_val":0.0573815,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIPER ENERGY PARTNERS LLC","title":"VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9","isin":"US92764MAA27","value_usd":50605.75,"pct_val":0.0546105,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP1","title":"SECURITIZED ASSET BACKED RECEI SABR 2004 OP1 M1","isin":"US81375WAB28","value_usd":50401.08,"pct_val":0.0543896,"balance":50477.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BELLE HAVEN ABS CDO LTD 2004-1A","title":"BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1ST 144A","isin":"US078446AA97","value_usd":48917.39,"pct_val":0.0527885,"balance":187680.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA SR UNSECURED 04/29 2.25","isin":"COL17CT03680","value_usd":46482.12,"pct_val":0.0501605,"balance":198565850,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1","isin":"US320516AA56","value_usd":46065.66,"pct_val":0.0497111,"balance":58528.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BUILDING SOCIETY","title":"NATIONWIDE BUILDING SOC CCDS COMMON STOCK","isin":"GB00BBQ33664","value_usd":43976.89,"pct_val":0.047457,"balance":250,"units":"NS","currency":null,"asset_cat":"EP","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1","isin":"US32051GH650","value_usd":43470.23,"pct_val":0.0469103,"balance":91372.32,"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":"31750RIK5 PIMCO FXVAN PUT USD ZAR 18.00000000","isin":"EZ2ND5BTGGB7","value_usd":42023.86,"pct_val":0.0453495,"balance":521000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/28 4","isin":"MX0SGO0000F0","value_usd":41905.49,"pct_val":0.0468747,"balance":769560.12,"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":"RFRF USD SOFR/2.06000 10/27/23-30Y LCH","isin":"EZXYV1217TF8","value_usd":40018.03,"pct_val":0.0431849,"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":"LCM XXV LTD 25A","title":"LCM LTD PARTNERSHIP LCM 25A AR 144A","isin":"US50189PAY88","value_usd":38475.61,"pct_val":0.0447777,"balance":38460.43,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARNIVAL CORPORATION","title":"CARNIVAL CORPORATION 2025 TERM LOAN 2027","isin":"XAP2121YAX66","value_usd":38353.29,"pct_val":0.0441287,"balance":38257.65,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4704","title":"FREDDIE MAC FHR 4704 SK","isin":"US3137F1HV30","value_usd":37434.78,"pct_val":0.0403972,"balance":322797.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAMES WATER UTILITIES HOLDINGS LIMITED","title":"THAMES WATER UTILIT HOLD 1L PL","isin":null,"value_usd":35025.78,"pct_val":0.0407628,"balance":29000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST","title":"UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875","isin":"US90931GAA76","value_usd":34892.55,"pct_val":0.0376538,"balance":34005.83,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTGE SEC 2004-AA1","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1","isin":"US32051D3G58","value_usd":34067.31,"pct_val":0.0367633,"balance":34104.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6","isin":"PEP01000C5K6","value_usd":32081.16,"pct_val":0.0346199,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":29672.64,"pct_val":0.0341409,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO110626","isin":null,"value_usd":27896.94,"pct_val":0.0301046,"balance":44033000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO120626","isin":null,"value_usd":27856.52,"pct_val":0.030061,"balance":43993000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","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":26123.23,"pct_val":0.0281905,"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 USD SOFR/1.99850 07/03/23-30Y LCH","isin":"EZS0JCCL33D1","value_usd":22214.44,"pct_val":0.0239724,"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":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7","isin":"CL0002454248","value_usd":22176.64,"pct_val":0.0239316,"balance":20000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/18/26-2Y LCH","isin":"EZCZ6KPHFFM4","value_usd":21874.41,"pct_val":0.0236055,"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":"EURO-BUND FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NG7","value_usd":20083.28,"pct_val":0.0233728,"balance":-7,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"KKR CLO LTD 12","title":"KKR FINANCIAL CLO LTD KKR 12 AR2A 144A","isin":"US48250RBE53","value_usd":18855.09,"pct_val":0.0203472,"balance":18831.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6","isin":"CL0002839505","value_usd":17570.6,"pct_val":0.0189611,"balance":15000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528","isin":"US05401AAR23","value_usd":17465.36,"pct_val":0.0188475,"balance":18000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-20Y CME","isin":"EZP8LX3VM948","value_usd":17350.87,"pct_val":0.0187239,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/27 2.375","isin":"US912810PS15","value_usd":16276.02,"pct_val":0.017564,"balance":16145.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAMES WATER SUPER SENIOR ISSUER PLC","title":"THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75","isin":"XS3017976054","value_usd":15739.74,"pct_val":0.0169853,"balance":10132,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTG SEC 2005-3","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1","isin":"US05949A6C95","value_usd":15262.72,"pct_val":0.0164706,"balance":16636.01,"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-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":14517.57,"pct_val":0.0156664,"balance":-7,"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/4.10000 02/10/25-1Y LCH","isin":"EZFJ3CPW7TF3","value_usd":14213.22,"pct_val":0.015338,"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":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":13335.48,"pct_val":0.0153436,"balance":6,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 2A1A","isin":"US92922FJ251","value_usd":13287.03,"pct_val":0.0143385,"balance":13633.92,"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 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":12682.99,"pct_val":0.0136867,"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":"HARBORVIEW MORTGAGE LOAN TR 2004-8","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 2A3","isin":"US41161PHB22","value_usd":11552.34,"pct_val":0.0124665,"balance":12568.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS BONDS 03/35 5","isin":"CL0002187822","value_usd":11027.71,"pct_val":0.0119004,"balance":10000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TRUST 2007-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1","isin":"US88522WAA18","value_usd":10404.21,"pct_val":0.0112276,"balance":11044.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXELA INTERMEDIATE LLC / EXELA FINANCE INC","title":"EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5","isin":"US30162RAD35","value_usd":9759.2,"pct_val":0.0112288,"balance":195184,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TR 2004-AR6","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1","isin":"US45660NX839","value_usd":9624.58,"pct_val":0.0103862,"balance":10078.41,"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-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":8449.77,"pct_val":0.0097222,"balance":-7,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY CAPITAL INC 2006-HE2","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C","isin":"US617451EU96","value_usd":8147.22,"pct_val":0.008792,"balance":9596.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2005-3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 AF5B","isin":"US126673D251","value_usd":6866.54,"pct_val":0.0079912,"balance":6901.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAMES WATER SUPER SENIOR ISSUER PLC","title":"THAMES SSNM 144A UNFUNDED COMM","isin":null,"value_usd":6524.95,"pct_val":0.0075075,"balance":5084,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAHOA6 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZWLKT99MKR0","value_usd":6139.54,"pct_val":0.0066254,"balance":11800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"THAMES WATER SUPER SENIOR ISSUER PLC","title":"THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75","isin":"XS3151427765","value_usd":5967,"pct_val":0.0066746,"balance":3962,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NH5","value_usd":5693.26,"pct_val":0.0066258,"balance":-5,"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-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":5247.5,"pct_val":0.0056628,"balance":-5,"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/3.80000 07/14/34-10Y LCH","isin":"EZ7KMB2C3X22","value_usd":5211.9,"pct_val":0.0056243,"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":"ZCS BRL 14.02 05/21/25-01/04/27 CME","isin":"EZ0VL3W2Z9B7","value_usd":5169.64,"pct_val":0.0057827,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":5115.66,"pct_val":0.0055205,"balance":6,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 2A3","isin":"US23246LAD10","value_usd":4579.05,"pct_val":0.005122,"balance":658.38,"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":"IRS EUR 2.57600 07/09/25-10Y LCH","isin":"EZVQ2D08FV08","value_usd":4327.84,"pct_val":0.0049795,"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":"THAMES WATER SUPER SENIOR ISSUER PLC","title":"THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75","isin":"XS3060649830","value_usd":3633.44,"pct_val":0.0041806,"balance":2406,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":3476.75,"pct_val":0.003889,"balance":6,"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-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":3139.47,"pct_val":0.0036122,"balance":-5,"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":"ZCS BRL 13.2683 12/17/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":2255.48,"pct_val":0.002434,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.77000 04/16/24-5Y LCH","isin":"EZ8YJNQLMV03","value_usd":2156.47,"pct_val":0.0024812,"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":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 15A1","isin":"US07384M4G47","value_usd":2012.75,"pct_val":0.002172,"balance":2022.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.55100 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":1994.18,"pct_val":0.002152,"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":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZZVSNMRWDZ0","value_usd":1900.41,"pct_val":0.0020508,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RZQ3 PIMCO FXVAN PUT USD KRW 1419.0000000","isin":"EZT1Y2PFVFP6","value_usd":1735.5,"pct_val":0.0018728,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"THAMES WATER SUPER SENIOR ISSUER PLC","title":"THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75","isin":"XS3105236155","value_usd":1673.82,"pct_val":0.0018723,"balance":1122,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90000 08/30/23-10Y LCH","isin":"EZZ44B0R4XW3","value_usd":1319.21,"pct_val":0.0015353,"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-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":1318.41,"pct_val":0.0015169,"balance":-6,"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":"31750RZY6 PIMCO FXVAN PUT USD BRL 5.35000000","isin":"EZZ8HK7DDDJ6","value_usd":1245.38,"pct_val":0.0013439,"balance":347000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   MAR26 XEUR 20260306","isin":"DE000F2MGDE7","value_usd":1033.28,"pct_val":0.001115,"balance":-6,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"THAMES WATER UTILITIES LIMITED","title":"THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000","isin":"XS3002255787","value_usd":872.5,"pct_val":0.000976,"balance":750,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   DEC25 XEUR 20251208","isin":"DE000F1ZLHR4","value_usd":862.18,"pct_val":0.0009644,"balance":-6,"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":"IRS EUR 2.52000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":675.05,"pct_val":0.0007767,"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 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":536.47,"pct_val":0.0006173,"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":"TRIAXX PRIME CDO 2007-1A","title":"TRIAXX PRIME CDO TRIAX 2007 1A A1D 144A","isin":"US896006AB93","value_usd":500.12,"pct_val":0.0005397,"balance":56092.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"AT&T INC SNR S* ICE","isin":"EZBLK0RXQ2F2","value_usd":383.62,"pct_val":0.000414,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 4.52250 12/01/30-5Y CME","isin":"EZDD454DJT62","value_usd":256.29,"pct_val":0.0002766,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"MORGAN STANLEY SNR S* ICE","isin":"EZ95R0LYJLM3","value_usd":197.14,"pct_val":0.0002205,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"GOLDMAN SACHS GROUP INC SNR S* ICE","isin":"EZC75LZ075F3","value_usd":190.27,"pct_val":0.0002053,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LLOYDS BANKING GROUP PLC SUB SE ICE","isin":"EZGLPQL0GNX5","value_usd":76.86,"pct_val":0.0000829,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOLD COP BOUGHT USD 20260406","isin":null,"value_usd":56.06,"pct_val":0.0000605,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAI5A5 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZDPFGJP75H4","value_usd":52.03,"pct_val":0.0000561,"balance":100000,"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 CZK 4.48500 12/02/30-5Y CME","isin":"EZPFY84SZLX9","value_usd":20.37,"pct_val":0.000022,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 4.68500 12/02/30-5Y CME","isin":"EZLKC8SBBNW3","value_usd":6.33,"pct_val":0.0000068,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630","isin":"EZXJWB9HGZH3","value_usd":-0.01,"pct_val":0,"balance":-100000,"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":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.04,"pct_val":0,"balance":-400000,"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":"317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010","isin":"EZYJY66WQZQ5","value_usd":-0.04,"pct_val":0,"balance":-200000,"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":"317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703","isin":"EZ78N9X8M3Y4","value_usd":-0.06,"pct_val":-1e-7,"balance":-100000,"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":"317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070","isin":"EZ8HHXRGV1D7","value_usd":-0.51,"pct_val":-6e-7,"balance":-100000,"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":"317U8M9A5 PIMCO SWAPTION 2.75 PUT EUR 20250407","isin":"EZLH5GKWHNF9","value_usd":-1.3,"pct_val":-0.0000015,"balance":-100000,"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":"317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709","isin":"EZYG54DQ9CL7","value_usd":-1.59,"pct_val":-0.0000018,"balance":-100000,"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":"317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070","isin":"EZY1VWC6W1B5","value_usd":-2.03,"pct_val":-0.0000023,"balance":-100000,"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":"317UABYA8 PIMCO SWAPTION 2.55 CALL EUR 2025100","isin":"EZTPTLHY4G90","value_usd":-5.46,"pct_val":-0.0000061,"balance":-100000,"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":"31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716","isin":"EZ967XY50V92","value_usd":-7.17,"pct_val":-0.0000082,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-9.05,"pct_val":-0.0000098,"balance":-100000,"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":"317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507","isin":"EZQM9CB4TVR9","value_usd":-14.45,"pct_val":-0.0000166,"balance":-100000,"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":"317U8M7A7 PIMCO SWAPTION 2.89 PUT EUR 20250407","isin":"EZCCRZQ112Z2","value_usd":-15.45,"pct_val":-0.000018,"balance":-100000,"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":"317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071","isin":"EZHBWHSTV570","value_usd":-16.25,"pct_val":-0.0000187,"balance":-100000,"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":"317UABZA7 PIMCO SWAPTION 2.79 PUT EUR 20251006","isin":"EZ78D6HYYK07","value_usd":-19.57,"pct_val":-0.0000219,"balance":-100000,"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":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-19.85,"pct_val":-0.0000214,"balance":-100000,"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":"317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510","isin":"EZNQTYB4ZTJ7","value_usd":-21.12,"pct_val":-0.0000236,"balance":-100000,"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":"317UAFDA2 PIMCO SWAPTION 3.375 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-24.25,"pct_val":-0.0000271,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UABEA0 PIMCO SWAPTION 3.807 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-26.55,"pct_val":-0.0000297,"balance":-100000,"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":"317UABFA9 PIMCO SWAPTION 3.507 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-31.63,"pct_val":-0.0000354,"balance":-100000,"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":"317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601","isin":"EZCZL8PJPGL2","value_usd":-35.2,"pct_val":-0.000038,"balance":-400000,"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":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-36.68,"pct_val":-0.000041,"balance":-100000,"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":"317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071","isin":"EZ1JLHJ8JY10","value_usd":-43.04,"pct_val":-0.0000495,"balance":-100000,"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 OPTION  FEB26C 130.5 EXP 01/23/2026","isin":"DE000F25NMJ0","value_usd":-47.01,"pct_val":-0.0000507,"balance":-1,"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":"317UB9IA0 PIMCO SWAPTION 3.831 PUT USD 2026010","isin":"EZYP3D7S7MC6","value_usd":-55.02,"pct_val":-0.0000594,"balance":-100000,"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":"317UAG9A5 PIMCO SWAPTION 2.55 CALL EUR 2025101","isin":"EZB7KGYW6VP6","value_usd":-61.71,"pct_val":-0.000069,"balance":-100000,"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":"317UBC2A0 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-62.7,"pct_val":-0.0000677,"balance":-200000,"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":"317U8PRA8 PIMCO SWAPTION 4.073 PUT USD 2025041","isin":"EZGC50XJ1KH0","value_usd":-67.82,"pct_val":-0.0000789,"balance":-100000,"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":"317U8M8A6 PIMCO SWAPTION 2.52 CALL EUR 2025040","isin":"EZXR14LDGJG3","value_usd":-82.3,"pct_val":-0.0000958,"balance":-100000,"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-SCHATZ FUT   JUN25 XEUR 20250606","isin":"DE000F1B2NJ1","value_usd":-87.33,"pct_val":-0.0001016,"balance":-6,"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":"317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721","isin":"EZPXSH8F93Y9","value_usd":-90.12,"pct_val":-0.0001037,"balance":-200000,"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 OPTION  NOV25C 130.5 EXP 10/24/2025","isin":"DE000F2UPBB1","value_usd":-105.66,"pct_val":-0.0001182,"balance":-1,"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":"OIS COP IBR/9.65000 12/17/25-5Y CME","isin":"EZKR4B45T9R9","value_usd":-112.57,"pct_val":-0.0001215,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8QWA0 PIMCO SWAPTION 2.89 PUT EUR 20250417","isin":"EZYBVLHKL9T0","value_usd":-112.75,"pct_val":-0.0001312,"balance":-100000,"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":"317U8ROA7 PIMCO SWAPTION 4.06 PUT USD 20250421","isin":"EZDB33W4GSZ3","value_usd":-118.62,"pct_val":-0.000138,"balance":-100000,"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":"317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703","isin":"EZL9GW5599J4","value_usd":-123.32,"pct_val":-0.0001419,"balance":-100000,"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 PLN 4.72250 12/01/30-5Y CME","isin":"EZL5F157H565","value_usd":-131.84,"pct_val":-0.0001423,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506","isin":"EZY1GXGHBZM5","value_usd":-133.85,"pct_val":-0.000154,"balance":-100000,"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":"317U8SOA5 PIMCO SWAPTION 4.065 PUT USD 2025042","isin":"EZ3LK8CZMHP4","value_usd":-146.51,"pct_val":-0.0001705,"balance":-100000,"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 OPTION  AUG25C 132.5 EXP 07/25/2025","isin":"DE000F1674Y7","value_usd":-164.91,"pct_val":-0.0001897,"balance":-1,"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":"317U8TOA3 PIMCO SWAPTION 4.063 PUT USD 2025042","isin":"EZQKZ2ZXJGG3","value_usd":-170.26,"pct_val":-0.0001981,"balance":-100000,"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":"317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-184.71,"pct_val":-0.0002125,"balance":-100000,"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":"317UBBKA2 PIMCO SWAPTION 3.8775 PUT USD 202601","isin":"EZRPXWTDZ7D5","value_usd":-198.5,"pct_val":-0.0002142,"balance":-200000,"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-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":-216.85,"pct_val":-0.0002426,"balance":-5,"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":"317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072","isin":"EZHZLXVZP143","value_usd":-223.66,"pct_val":-0.0002573,"balance":-100000,"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":"317UAGAA3 PIMCO SWAPTION 2.75 PUT EUR 20251017","isin":"EZP74X759VV7","value_usd":-223.94,"pct_val":-0.0002505,"balance":-100000,"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":"317U8MAA3 PIMCO SWAPTION 2.4 CALL EUR 20250407","isin":"EZQ4SX0102D4","value_usd":-259.62,"pct_val":-0.0003021,"balance":-100000,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-273.12,"pct_val":-0.0002947,"balance":-200000,"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":"ZCS BRL 13.2914 05/08/25-01/02/29 CME","isin":"EZYLW2ZWVNG8","value_usd":-275.45,"pct_val":-0.0003081,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25C 129.5 EXP 10/24/2025","isin":"DE000F2UPA73","value_usd":-281.77,"pct_val":-0.0003152,"balance":-1,"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":"317U8QXA9 PIMCO SWAPTION 2.53 CALL EUR 2025041","isin":"EZHKTWHDW1L1","value_usd":-284.7,"pct_val":-0.0003313,"balance":-100000,"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":"317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-331.46,"pct_val":-0.0003814,"balance":-100000,"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":"317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101","isin":"EZ1ZQQ6GKFS5","value_usd":-333.79,"pct_val":-0.0003734,"balance":-100000,"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":"317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-360.7,"pct_val":-0.000415,"balance":-100000,"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":"317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507","isin":"EZ24N26H1YR9","value_usd":-373.05,"pct_val":-0.0004292,"balance":-100000,"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":"317UAFCA3 PIMCO SWAPTION 3.675 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-393.02,"pct_val":-0.0004396,"balance":-100000,"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 OPTION  AUG25P 129 EXP 07/25/2025","isin":"DE000F167368","value_usd":-400.5,"pct_val":-0.0004608,"balance":-1,"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/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-400.7,"pct_val":-0.0004324,"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":"317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250","isin":"EZT5FL9WGCP1","value_usd":-435.2,"pct_val":-0.0005007,"balance":-100000,"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 OPTION  NOV25P 127.5 EXP 10/24/2025","isin":"DE000F2UPA08","value_usd":-446.14,"pct_val":-0.000499,"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":"317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507","isin":"EZ7SJVNDKPC9","value_usd":-501.28,"pct_val":-0.0005768,"balance":-100000,"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":"317U8QTA4 PIMCO SWAPTION 3.71 CALL USD 2025041","isin":"EZ6HLMW6TCW7","value_usd":-529.42,"pct_val":-0.0006161,"balance":-100000,"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":"317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507","isin":"EZ78XR7L6YX2","value_usd":-532.46,"pct_val":-0.0006126,"balance":-100000,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-576.81,"pct_val":-0.0006225,"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":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-591.52,"pct_val":-0.0006383,"balance":-200000,"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":"317U8RPA6 PIMCO SWAPTION 3.71 CALL USD 2025042","isin":"EZGBWVSPX6X5","value_usd":-630.9,"pct_val":-0.0007342,"balance":-100000,"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/3.87400 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-666.35,"pct_val":-0.0007191,"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":"317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507","isin":"EZ1ZLHZPLNC3","value_usd":-674.8,"pct_val":-0.0007764,"balance":-100000,"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 2.52000 03/27/25-10Y LCH","isin":"EZ84ZR69LPH2","value_usd":-701.49,"pct_val":-0.0008071,"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 OPTION  FEB26P 127.5 EXP 01/23/2026","isin":"DE000F25NL48","value_usd":-705.12,"pct_val":-0.0007609,"balance":-1,"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":"317U8SPA4 PIMCO SWAPTION 3.715 CALL USD 202504","isin":"EZZ7278GM3T1","value_usd":-716.07,"pct_val":-0.0008334,"balance":-100000,"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":"317U8TPA2 PIMCO SWAPTION 3.713 CALL USD 202504","isin":"EZRD2G11FN89","value_usd":-752.03,"pct_val":-0.0008752,"balance":-100000,"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 2.40000 04/09/25-5Y LCH","isin":"EZVHX3M64G11","value_usd":-809.99,"pct_val":-0.000932,"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 2.25000 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":-875.21,"pct_val":-0.001007,"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/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-883.26,"pct_val":-0.0009532,"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/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-936.48,"pct_val":-0.0010106,"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/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-954.63,"pct_val":-0.0010302,"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":"317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070","isin":"EZT76LRY6S63","value_usd":-1041.74,"pct_val":-0.0011986,"balance":-100000,"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":"31750RIN9 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZWB79F2Y816","value_usd":-1067.37,"pct_val":-0.0011939,"balance":-347000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-1291.53,"pct_val":-0.001486,"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 1.00000 05/18/22-5Y LCH","isin":"EZG2JQ07KZT4","value_usd":-1505.42,"pct_val":-0.0016246,"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/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-1542.68,"pct_val":-0.0016648,"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":"317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721","isin":"EZQRZMCG5093","value_usd":-1546.6,"pct_val":-0.0017795,"balance":-200000,"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":"OIS COP IBR/9.65500 11/07/25-9Y* CME","isin":"EZZM6HZB2B88","value_usd":-1631.43,"pct_val":-0.0017605,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RIO7 PIMCO FXVAN PUT USD BRL 5.25000000","isin":"EZX67Z54XJG7","value_usd":-2070.55,"pct_val":-0.0023161,"balance":-347000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.70000 04/11/22-5Y LCH","isin":"EZ68H722FKZ4","value_usd":-2158.18,"pct_val":-0.002329,"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 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":-2909.48,"pct_val":-0.0031397,"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":"31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000","isin":"EZH8S5DJ43X4","value_usd":-3260.41,"pct_val":-0.0035184,"balance":-347000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.73910 03/01/24-7Y* LCH","isin":"EZBKXTPHC9Q8","value_usd":-3761.86,"pct_val":-0.0040596,"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 2.22000 01/08/25-10Y LCH","isin":"EZHH63XJ2WL4","value_usd":-3766.51,"pct_val":-0.0043337,"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 04/12/22-5Y LCH","isin":"EZW03QFBH1W4","value_usd":-4559.57,"pct_val":-0.0049204,"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":-4598.41,"pct_val":-0.0049623,"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":"ZCS BRL 13.175 06/24/25-01/02/29 CME","isin":"EZ75X1LZBV45","value_usd":-4934.36,"pct_val":-0.0055195,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-6253.67,"pct_val":-0.0069952,"balance":-7,"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":"LONG GILT FUTURE  JUN25 IFLL 20250626","isin":"GB00MDWGKH25","value_usd":-6878.38,"pct_val":-0.008005,"balance":6,"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":"ZCS BRL 13.9271 05/08/25-01/04/27 CME","isin":"EZ6MPDHN98L0","value_usd":-7372.03,"pct_val":-0.0082462,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.3537 05/12/25-01/02/29 CME","isin":"EZSPJ72GL6V3","value_usd":-10578.14,"pct_val":-0.0114153,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.5454 05/21/25-01/02/29 CME","isin":"EZNFHLDZQDB1","value_usd":-11269.05,"pct_val":-0.0126053,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-5Y CME","isin":"EZ2V74HC3Q62","value_usd":-11943.08,"pct_val":-0.0128882,"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":"ZCS BRL 11.49576 06/14/24-01/04/27 CME","isin":"EZZZ1VBHTZM4","value_usd":-15832.4,"pct_val":-0.0177098,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-7Y CME","isin":"EZQ9TQ7T4F86","value_usd":-16377.16,"pct_val":-0.0176732,"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":"OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH","isin":"EZ6CFT2N3TR9","value_usd":-25894.39,"pct_val":-0.0279436,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.79761 06/02/25-7Y* LCH","isin":"EZ0HFRCKQXW0","value_usd":-28550.68,"pct_val":-0.0332271,"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 EUR ESTRON/2.41500 07/09/25-10Y LCH","isin":"EZXSXGQC7VP8","value_usd":-35687.23,"pct_val":-0.0385114,"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 AUD 4.50000 09/18/24-10Y LCH","isin":"EZLG541MMLX8","value_usd":-54113.74,"pct_val":-0.0583961,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":-78514.23,"pct_val":-0.0847275,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX HY41 5Y ICE","isin":"EZ2DWD6TLW55","value_usd":-80217.92,"pct_val":-0.0865661,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 11.5661 06/18/24-01/04/27 CME","isin":"EZBCDXZ90R35","value_usd":-84166.86,"pct_val":-0.0941475,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 10.7684 04/19/24-01/04/27 CME","isin":"EZ5L0KHFPK70","value_usd":-94428.28,"pct_val":-0.101901,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","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":-109707.37,"pct_val":-0.126228,"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 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-120936.45,"pct_val":-0.139148,"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 TBA 30 YR 4 JUMBOS","isin":"US21H0406734","value_usd":-185986.56,"pct_val":-0.213993,"balance":-200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406403","value_usd":-187240.46,"pct_val":-0.217909,"balance":-200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406A63","value_usd":-188082.28,"pct_val":-0.210385,"balance":-200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406163","value_usd":-188960.94,"pct_val":-0.203915,"balance":-200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606A83","value_usd":-1226092.7,"pct_val":-1.37148,"balance":-1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206874","value_usd":-1742771.47,"pct_val":-2.00521,"balance":-2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206536","value_usd":-1748844.17,"pct_val":-2.03529,"balance":-2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-1773712.84,"pct_val":-1.98404,"balance":-2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206122","value_usd":-1778897.49,"pct_val":-1.91967,"balance":-2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":-2182161.37,"pct_val":-2.44093,"balance":-2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1047304&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-dynamic-bond-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-dynamic-bond-portfolio/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Dynamic Bond Portfolio | LEI: 2Y1XML2ORN6K1XCACT73 | 500 positions totaling $310,284,270 across DBT, ABS-CBDO, DFE, EP, DIR, STIV, LON, ABS-MBS, DCR | 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"}