{"entity_type":"fund","name":"PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)","identifiers":{"lei":"549300F3V4IM7FBY9U59","cik":"810893","fund_id":"S000009682","fundkey":"pimco-global-bond-opportunities-fund-u-s-dollar-hedged"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":1093,"total_value_usd":3513049138.07,"asset_categories":["DIR","ABS-MBS","ABS-CBDO","STIV","ABS-O","DFE","DBT","DCR","LON"],"by_asset_category":{"ABS-MBS":{"positions":393,"total_value_usd":1926201242.28},"DBT":{"positions":371,"total_value_usd":1336703100.42},"ABS-CBDO":{"positions":57,"total_value_usd":127350966.22},"DIR":{"positions":189,"total_value_usd":5997016.54},"DFE":{"positions":53,"total_value_usd":-34291.71},"DCR":{"positions":17,"total_value_usd":25424306.46},"ABS-O":{"positions":4,"total_value_usd":1416993.11},"LON":{"positions":8,"total_value_usd":7299495.92},"STIV":{"positions":1,"total_value_usd":82690308.83}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":308475278.93,"pct_val":17.0329,"balance":309600000,"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":286658712.81,"pct_val":17.2482,"balance":289207090,"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":"US01F0506844","value_usd":207949875.34,"pct_val":13.3556,"balance":212300000,"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":"US01F0626B21","value_usd":167528390.94,"pct_val":10.0801,"balance":162000000,"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":142142352.8,"pct_val":9.12914,"balance":140000000,"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":"US01F0606C40","value_usd":101059836.57,"pct_val":6.08075,"balance":99000000,"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":82690308.83,"pct_val":4.56586,"balance":8488893.22,"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 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":76978192.5,"pct_val":4.25046,"balance":75000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 03/30 4.375","isin":"GB00BSQNRD01","value_usd":71171014.48,"pct_val":3.9298,"balance":51900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0143 G2 01/55 FIXED 3.5","isin":"US3618N5ER61","value_usd":70272461.2,"pct_val":3.88019,"balance":77094937.62,"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":68259444.27,"pct_val":4.38398,"balance":66200000,"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":"US01F0626220","value_usd":58940444.37,"pct_val":3.25448,"balance":56700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75","isin":"FR001400PM68","value_usd":56679177.45,"pct_val":3.12962,"balance":48100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626281","value_usd":56178625.41,"pct_val":3.10198,"balance":54400000,"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":55727969.45,"pct_val":3.0771,"balance":54300000,"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 6.5 JUMBOS","isin":"US21H0626851","value_usd":54720727.25,"pct_val":3.51446,"balance":53400000,"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 6.5 JUMBOS","isin":"US21H0626B82","value_usd":54128135.22,"pct_val":3.25688,"balance":52700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/33 3","isin":"ES0000012L78","value_usd":52485372.21,"pct_val":3.37089,"balance":42800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5","isin":"US3132DWMC46","value_usd":46627441.07,"pct_val":2.5746,"balance":44856288.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326700","value_usd":43917638.6,"pct_val":2.82062,"balance":48300000,"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":"US TREASURY N/B 11/54 4.5","isin":"US912810UE63","value_usd":40099413.85,"pct_val":2.21414,"balance":42500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306173","value_usd":39633152.45,"pct_val":2.1884,"balance":44100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306827","value_usd":39003689.78,"pct_val":2.50502,"balance":44100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306B55","value_usd":38392533.23,"pct_val":2.31007,"balance":43000000,"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":"US TREASURY N/B 08/44 4.125","isin":"US912810UD80","value_usd":36333251.08,"pct_val":2.00619,"balance":39575000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3","isin":"ES0000012N35","value_usd":35934668.16,"pct_val":1.98418,"balance":29970000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506760","value_usd":34304708.9,"pct_val":2.20323,"balance":35000000,"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":31457724.78,"pct_val":1.73698,"balance":178200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1","isin":"IT0005657330","value_usd":31454415.76,"pct_val":1.7368,"balance":26800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":30950555.85,"pct_val":1.86229,"balance":30300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875","isin":"ZAG000125972","value_usd":30343804.35,"pct_val":1.67547,"balance":481500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":29790643.6,"pct_val":1.91331,"balance":167800000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":27867587.89,"pct_val":1.7898,"balance":32200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":24026758.57,"pct_val":1.32667,"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":"UNITED STATES GOVT","title":"US TREASURY N/B 02/55 4.625","isin":"US912810UG12","value_usd":23413429.57,"pct_val":1.2928,"balance":24300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000","isin":"ES0000012I08","value_usd":20568061.12,"pct_val":1.13569,"balance":18300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75","isin":"FR001400AIN5","value_usd":18649981.96,"pct_val":1.02978,"balance":16400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","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":18187428.61,"pct_val":1.00424,"balance":17200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75","isin":"FR0011317783","value_usd":17784007.64,"pct_val":0.981968,"balance":15000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":17351100.86,"pct_val":0.958065,"balance":26000000,"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":16600000,"pct_val":0.998818,"balance":16600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0362 G2 05/55 FIXED 3.5","isin":"US3618N5ML00","value_usd":16454711.35,"pct_val":1.05681,"balance":18059992.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":16062651.32,"pct_val":0.886921,"balance":48561000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5675 FN 04/55 FIXED 6.5","isin":"US31418FJV04","value_usd":15992100.29,"pct_val":0.883026,"balance":15384879.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8345 G2 10/52 FIXED 3.5","isin":"US36179XHW92","value_usd":15884344.87,"pct_val":0.877076,"balance":17269094.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4","isin":"ES0000012O59","value_usd":14383319.68,"pct_val":0.794195,"balance":12200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8149 G2 07/52 FIXED 3.5","isin":"US36179XBS45","value_usd":14205533.35,"pct_val":0.784378,"balance":15439529.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 03/29 4","isin":"CA135087Q988","value_usd":14128022.69,"pct_val":0.780098,"balance":18700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5702 FN 05/55 FIXED 6.5","isin":"US31418FKQ99","value_usd":13526534.39,"pct_val":0.746886,"balance":13012934.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 06/34 3","isin":"CA135087R481","value_usd":12889561.55,"pct_val":0.711715,"balance":18100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5","isin":"US3132DWPK35","value_usd":12426747.61,"pct_val":0.68616,"balance":11954906.69,"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":"US01F0506A92","value_usd":12193233.31,"pct_val":0.733664,"balance":12292910,"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":11579683.69,"pct_val":0.639388,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306B93","value_usd":11509040.89,"pct_val":0.692496,"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":"EUROPEAN UNION (EU)","title":"EUROPEAN UNION SR UNSECURED REGS 10/45 3.75","isin":"EU000A4EA8Y7","value_usd":11480561.55,"pct_val":0.633915,"balance":9900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"N/A","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/48 3.375","isin":"US912810SE91","value_usd":11476523.51,"pct_val":0.633692,"balance":14500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":10625243.01,"pct_val":0.586687,"balance":10650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 12/33 3.25","isin":"CA135087Q723","value_usd":10550270.89,"pct_val":0.582548,"balance":14500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3","title":"BARCLAYS MORTGAGE LOAN TRUST BARC 2025 NQM3 A1 144A","isin":"US06745VAA61","value_usd":10063335.23,"pct_val":0.555661,"balance":9988969.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/54 4.375","isin":"GB00BPSNBB36","value_usd":9908713.6,"pct_val":0.596205,"balance":8800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1","isin":"JP1024561Q15","value_usd":9895103.42,"pct_val":0.546372,"balance":1550000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","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":9535528.25,"pct_val":0.526517,"balance":29700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED REGS 04/26 0.0000","isin":"IT0005437147","value_usd":9291392.01,"pct_val":0.596742,"balance":8000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75","isin":"US80413TBF57","value_usd":9093515.82,"pct_val":0.502111,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAISSE DES DEPOTS ET CONSIGNATIONS","title":"CAISSE DES DEPOTS ET CON SR UNSECURED REGS 02/28 4.25","isin":"FR001400ZY21","value_usd":9079405.07,"pct_val":0.501332,"balance":6700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LUXCO SA RL","title":"EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5","isin":"US26951TAA88","value_usd":8974592,"pct_val":0.495544,"balance":8800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 190445 FN 03/55 FIXED VAR","isin":"US31368HP643","value_usd":8886036.1,"pct_val":0.490655,"balance":8548647.57,"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":8371673.51,"pct_val":0.503722,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEVELOPMENT BANK OF JAPAN INC (DBJ)","title":"DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/25 0.01","isin":"XS2382951148","value_usd":8167735.58,"pct_val":0.524575,"balance":6961000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/28 0.1","isin":"JP1120231J51","value_usd":7901467.96,"pct_val":0.43629,"balance":1216398960,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":7764103.69,"pct_val":0.428706,"balance":8088866,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1","isin":"AU3SG0002439","value_usd":7761579.86,"pct_val":0.428566,"balance":14400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ0140 FR 12/53 FIXED 6.5","isin":"US3142GQEN87","value_usd":7567700.61,"pct_val":0.417861,"balance":7268040.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA COVERED 144A 03/28 4.299","isin":"US06418BAK44","value_usd":7498027.06,"pct_val":0.414014,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO XIV DAC 14A","title":"HAYFIN EMERALD CLO HAYEM 14A A 144A","isin":"XS2962031659","value_usd":7291566.91,"pct_val":0.402614,"balance":6200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":7287355.07,"pct_val":0.402381,"balance":118000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5737 FN 06/55 FIXED 6.5","isin":"US31418FLT20","value_usd":7107891.64,"pct_val":0.392472,"balance":6838007.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 01/27 1","isin":"DK0004630357","value_usd":6943940.92,"pct_val":0.383419,"balance":44548000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25","isin":"SGXPK17B11U8","value_usd":6887304.39,"pct_val":0.414407,"balance":7060000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5421 FN 07/54 FIXED 6","isin":"US31418FAX50","value_usd":6840589.09,"pct_val":0.377712,"balance":6658317.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA1608 FN 11/53 FIXED 6.5","isin":"US3140A1YE19","value_usd":6763256.58,"pct_val":0.373442,"balance":6502365.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7606 FN 12/53 FIXED 6.5","isin":"US3140QTNY15","value_usd":6689504.75,"pct_val":0.36937,"balance":6435219.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"CITIGROUP INC SR UNSECURED REGS 09/26 2.125","isin":"XS1107727007","value_usd":6583728.77,"pct_val":0.36353,"balance":5600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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 5.625","isin":"XS2797211872","value_usd":6282849.13,"pct_val":0.346916,"balance":5300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATARENERGY","title":"QATAR ENERGY SR UNSECURED REGS 09/26 1.375","isin":"XS2357493860","value_usd":6280540.8,"pct_val":0.346789,"balance":6400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A","title":"STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A","isin":"XS2728570248","value_usd":6247645.27,"pct_val":0.344972,"balance":4630129.67,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","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":"US80281LAW54","value_usd":6200801.85,"pct_val":0.342386,"balance":6200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 04/26 1","isin":"DK0009547051","value_usd":5985374.43,"pct_val":0.330491,"balance":38100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5217 FN 12/53 FIXED 6.5","isin":"US31418EYP95","value_usd":5873010.42,"pct_val":0.324286,"balance":5649762.27,"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 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":5783218.53,"pct_val":0.319328,"balance":5758582.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26","isin":"ZAM000712249","value_usd":5704567.99,"pct_val":0.314985,"balance":98000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2","isin":"AU3SG0002579","value_usd":5616653.45,"pct_val":0.310131,"balance":11300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCULE 6A","title":"SCULPTOR EUROPEAN CLO SCULE 6A AR 144A","isin":"XS2369734509","value_usd":5529131.3,"pct_val":0.305298,"balance":4700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXQ12","value_usd":5383368,"pct_val":0.323916,"balance":5400000,"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":"IRS EUR 2.21300 03/12/40-15Y LCH","isin":"EZW3GVW00S77","value_usd":5340722.84,"pct_val":0.294895,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 0.5","isin":"US9128283R96","value_usd":5317947.11,"pct_val":0.293638,"balance":5412082,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO260629","isin":null,"value_usd":5291765,"pct_val":0.292192,"balance":8434182000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4","isin":"JP1201921R47","value_usd":5271820.22,"pct_val":0.291091,"balance":892000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF QUEBEC","title":"PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6","isin":"CA74814ZFS70","value_usd":5098404.25,"pct_val":0.30677,"balance":7000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4","isin":"JP1201731L76","value_usd":5063168.41,"pct_val":0.27957,"balance":1070000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8384 FR 12/53 FIXED 6","isin":"US3132DWJ531","value_usd":5052198.77,"pct_val":0.278964,"balance":4907461.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR","isin":"US853254CW88","value_usd":5036694.22,"pct_val":0.278108,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7197 FN 07/53 FIXED 5.5","isin":"US3140QS7K12","value_usd":4987513,"pct_val":0.275392,"balance":4901852.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 10/27 VAR","isin":"XS2338643740","value_usd":4975001.39,"pct_val":0.274701,"balance":4300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/27 0.375","isin":"US9128282L36","value_usd":4868599.84,"pct_val":0.268826,"balance":4924959,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK PLC","title":"SANTANDER UK PLC COVERED 144A 12/27 4.496","isin":"US80283LBB80","value_usd":4862280.82,"pct_val":0.268477,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A","isin":"XS3147501103","value_usd":4822429.98,"pct_val":0.266277,"balance":4100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINION BANK","title":"TORONTO DOMINION BANK COVERED 144A 06/26 4.701","isin":"US891160TD51","value_usd":4817150.93,"pct_val":0.265985,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 08/29 VAR","isin":"US78017DAL29","value_usd":4706650.31,"pct_val":0.259884,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINION BANK","title":"TORONTO DOMINION BANK COVERED 144A 07/27 4.814","isin":"US891160TE35","value_usd":4678636.63,"pct_val":0.258337,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOPHO-6A","title":"BOSPHORUS CLO BOPHO 6A A 144A","isin":"XS2300337909","value_usd":4664754.55,"pct_val":0.257571,"balance":3967722.15,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"365BANK A S","title":"365 BANK AS REGS 07/28 VAR","isin":"XS2854419277","value_usd":4609288.03,"pct_val":0.254508,"balance":3700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SK","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":4583856.54,"pct_val":0.253104,"balance":3900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MV CREDIT EURO CLO III DAC 3A","title":"MV CREDIT EURO CLO MVCLO 3A AR 144A","isin":"XS3233494361","value_usd":4583282.25,"pct_val":0.253072,"balance":3900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 01/56 5.375","isin":"GB00BT7J0241","value_usd":4580482.75,"pct_val":0.252918,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5","isin":"AU3SG0002868","value_usd":4535137.98,"pct_val":0.250414,"balance":6900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 01/27 1","isin":"DK0009416703","value_usd":4521472.32,"pct_val":0.249659,"balance":29009000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":4512713.54,"pct_val":0.249176,"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":"RFR USD SOFR/3.25000 03/19/25-10Y LCH","isin":"EZG5Z5S944W5","value_usd":4414135.75,"pct_val":0.283499,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226B29","value_usd":4391756.22,"pct_val":0.264251,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT BONDS 03/35 2.75","isin":"SGXF25686589","value_usd":4378188.54,"pct_val":0.281191,"balance":5320000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EFMT 2025-NQM2","title":"ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM2 A1 144A","isin":"US281917AC87","value_usd":4361150.64,"pct_val":0.240807,"balance":4317886.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75","isin":"ZAG000106972","value_usd":4354150.48,"pct_val":0.24042,"balance":74900000,"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 2.5 JUMBOS","isin":"US21H0226892","value_usd":4333734.59,"pct_val":0.278335,"balance":5100000,"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 2.5 JUMBOS","isin":"US21H0226223","value_usd":4312695.35,"pct_val":0.238131,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHESHIRE 2025-1 PLC 2025-1","title":"CHESHIRE CHESH 2025 1 A REGS","isin":"XS3140971576","value_usd":4312557.37,"pct_val":0.238124,"balance":3200000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/34 4","isin":"US91282CJZ59","value_usd":4287570.33,"pct_val":0.236744,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)","title":"JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625","isin":"US471068AS59","value_usd":4271842.31,"pct_val":0.27436,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINION BANK","title":"TORONTO DOMINION BANK COVERED 09/28 VAR","isin":"AU3FN0081188","value_usd":4248029.98,"pct_val":0.234561,"balance":6300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO X DAC 10A","title":"HAYFIN EMERALD CLO HAYEM 10A ARR 144A","isin":"XS3166365604","value_usd":4234623.23,"pct_val":0.23382,"balance":3600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF QUEBEC","title":"PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45","isin":"CA74814ZFT53","value_usd":4212009.39,"pct_val":0.253436,"balance":5500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XLVI LTD 2020-46A","title":"MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A","isin":"US55822AAW71","value_usd":4197141.14,"pct_val":0.231751,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST MARKETS PLC","title":"NATWEST MARKETS PLC SR UNSECURED 144A 03/28 4.789","isin":"US63906YAM03","value_usd":4170009.63,"pct_val":0.230253,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"F&G GLOBAL FUNDING","title":"F+G GLOBAL FUNDING SECURED 144A 09/28 VAR","isin":"US30321L2L54","value_usd":4126631.14,"pct_val":0.227857,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/28 4.016","isin":"US501499AD91","value_usd":4110616.29,"pct_val":0.226973,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 09/29 VAR","isin":"US95000U4A82","value_usd":4097226.39,"pct_val":0.226234,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARALLEL 2021-1 LTD","title":"PARALLEL LTD PARL 2021 1A AR 144A","isin":"US69916HAL42","value_usd":4092453.87,"pct_val":0.22597,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRACCAN MORTGAGE FUNDING 2025-1 PLC 25-1X","title":"BRACCAN MORTGAGE FUNDING BRACN 2025 1X A REGS","isin":"XS3063586344","value_usd":4019615.83,"pct_val":0.221949,"balance":2975029.02,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/27 2.5","isin":"ES0000012M77","value_usd":4014579.53,"pct_val":0.22167,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 09/29 VAR","isin":"US95000U3Z43","value_usd":4004676.36,"pct_val":0.221124,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW CLO AMR LTD 2019-1A","title":"TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A","isin":"US87241EAQ89","value_usd":4003000,"pct_val":0.221031,"balance":4000000,"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":"RFR USD SOFR/3.75000 12/17/25-30Y LCH","isin":"EZ9XTCS56VG3","value_usd":3998246.49,"pct_val":0.220769,"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":"FOXCONN (FAR EAST) LIMITED","title":"FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875","isin":"XS2379464568","value_usd":3990952.25,"pct_val":0.220366,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HPS CORPORATE LENDING FUND","title":"HPS CORPORATE LENDING FU SR UNSECURED 144A 09/28 4.9","isin":"US40440VAQ86","value_usd":3980494.76,"pct_val":0.219788,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NTT FINANCE CORPORATION","title":"NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR","isin":"US62954WAR60","value_usd":3941401.11,"pct_val":0.21763,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 11/29 VAR","isin":"US06738EDD40","value_usd":3922043.35,"pct_val":0.216561,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION","title":"MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR","isin":"US61776NVF76","value_usd":3909081.11,"pct_val":0.215845,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLANTIC AVENUE 2024-3A LTD","title":"ATLANTIC AVENUE LTD MCCP 2024 3A A 144A","isin":"US04822JAA43","value_usd":3903761.86,"pct_val":0.215552,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOGETHER ASSET BACKED SECURITISATION 14 2025-1ST1 PLC 25-1ST1A","title":"TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A","isin":"XS3174366966","value_usd":3896301.79,"pct_val":0.21514,"balance":2892273.08,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS5611 FN 07/53 FIXED VAR","isin":"US3140XMGV23","value_usd":3847918.18,"pct_val":0.212468,"balance":4036168.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 03/34 5.5","isin":"US46514BRL35","value_usd":3837848.75,"pct_val":0.211912,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FB","isin":"US3137HKKK92","value_usd":3819336.55,"pct_val":0.21089,"balance":3784385.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO BANK NA","title":"WELLS FARGO BANK NA WELLS FARGO BANK NA","isin":"US94988J6J16","value_usd":3804009,"pct_val":0.228886,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POST CLO 2021-1 LTD","title":"POST CLO LTD POST 2021 1A AR 144A","isin":"US73742FAJ57","value_usd":3800331.51,"pct_val":0.209841,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 2.5","isin":"US912810PZ57","value_usd":3757889.69,"pct_val":0.207497,"balance":3639744,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRALEE CLO V LTD 2018-5A","title":"TRALEE CLO LTD TRAL 2018 5A A1RR 144A","isin":"US89300JBA51","value_usd":3699150.48,"pct_val":0.204254,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 08/33 VAR","isin":"US225401AZ15","value_usd":3696505.51,"pct_val":0.222418,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":3646891.3,"pct_val":0.201368,"balance":3650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENTA CLO 9 DAC","title":"PENTA CLO S.A. PENTA 2021 9A A 144A","isin":"XS2344757203","value_usd":3642970.96,"pct_val":0.201152,"balance":3100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIXABANK SA (AKA: LA CAIXA)","title":"CAIXABANK SA 144A 01/29 VAR","isin":"US12803RAA23","value_usd":3640870.66,"pct_val":0.21907,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD","title":"AUST + NZ BANKING GROUP COVERED 144A 06/26 4.675","isin":"US05252EAE32","value_usd":3613177.15,"pct_val":0.199507,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/31 0.125","isin":"US91282CCM10","value_usd":3603134.97,"pct_val":0.198952,"balance":3887520,"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":"US912797QK68","value_usd":3599770.11,"pct_val":0.231196,"balance":3621000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WXN72","value_usd":3590078.04,"pct_val":0.216014,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND XV LTD","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A","isin":"US04942MAN48","value_usd":3521836.1,"pct_val":0.194463,"balance":3519180.49,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT CASSA DEPOSITI E PRESTIT","isin":"XS3193823211","value_usd":3518305,"pct_val":0.194268,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 11/33 VAR","isin":"US902613BT44","value_usd":3504368.67,"pct_val":0.193498,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2020-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A","isin":"US05683EAW21","value_usd":3501756.86,"pct_val":0.193354,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS FUNDING 2025-1 PLC 25-1","title":"ATLAS FUNDING AFUND 2025 1 A REGS","isin":"XS3037718163","value_usd":3487219.19,"pct_val":0.192551,"balance":2584285.07,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-INV8","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A","isin":"US46654RAG74","value_usd":3483620.13,"pct_val":0.192353,"balance":3966593.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125","isin":"US80413TBJ79","value_usd":3475375.48,"pct_val":0.191898,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2021-2 DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A","isin":"XS2405873865","value_usd":3412290.65,"pct_val":0.188414,"balance":2900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 09/34 5.125","isin":"US731011AY80","value_usd":3387665.16,"pct_val":0.187055,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI GOVT","title":"ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5","isin":"US29135LAU44","value_usd":3376001.48,"pct_val":0.186411,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD","title":"GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A","isin":"US381929AA67","value_usd":3356113.28,"pct_val":0.215547,"balance":3356113.28,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/29 6.625","isin":"XS2538442562","value_usd":3342769.41,"pct_val":0.184576,"balance":2600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR","isin":"US38141GC449","value_usd":3323047.78,"pct_val":0.183487,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COSTA RICA GOVT","title":"COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995","isin":"XS3239964581","value_usd":3313855.37,"pct_val":0.182979,"balance":2750000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/35 5.375","isin":"US80414L3B99","value_usd":3302086.4,"pct_val":0.182329,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC CORP 2006-KS9","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4","isin":"US75406YAD94","value_usd":3242626.91,"pct_val":0.179046,"balance":3697403.05,"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 BLDG SOCIETY COVERED 144A 11/26 5.264","isin":"US638602BS06","value_usd":3240924.67,"pct_val":0.178952,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 10/28 VAR","isin":"US46647PEP71","value_usd":3231834.3,"pct_val":0.17845,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":3222213.99,"pct_val":0.177919,"balance":580000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR","isin":"US606822DN18","value_usd":3218607.39,"pct_val":0.17772,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR","isin":"US46647PEV40","value_usd":3204736.2,"pct_val":0.176954,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/29 3.875","isin":"US912810FH69","value_usd":3201281.15,"pct_val":0.176763,"balance":2970960,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-2Y LCH","isin":"EZPWHZ0KPVN8","value_usd":3187036.16,"pct_val":0.175977,"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":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9","isin":"US715638AV48","value_usd":3176533.28,"pct_val":0.175397,"balance":10200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A","title":"BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A","isin":"XS3152565340","value_usd":3175726.59,"pct_val":0.175352,"balance":2700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR","isin":"US95000U3N13","value_usd":3168172.91,"pct_val":0.174935,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMMONSPIRIT HEALTH","title":"COMMONSPIRIT HEALTH SR UNSECURED 09/35 4.975","isin":"US20268JBD46","value_usd":3163658.72,"pct_val":0.174686,"balance":3200000,"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":"SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775  2","isin":"ZAM000711191","value_usd":3104944.56,"pct_val":0.171444,"balance":53220000,"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 POOL MA7828 G2 01/52 FIXED 3","isin":"US36179WVV70","value_usd":3082398.1,"pct_val":0.170199,"balance":3420750.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA GOVT","title":"REPUBLIC OF PANAMA EUR TERM LOAN","isin":null,"value_usd":3061833.96,"pct_val":0.169063,"balance":2600000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR CLO I DAC 3A","title":"CAPITAL FOUR CLO CFOUR 3A A 144A","isin":"XS2370209285","value_usd":3059889.37,"pct_val":0.168956,"balance":2600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":3058068.19,"pct_val":0.168855,"balance":10300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A","isin":"US36265LAB36","value_usd":3044451.93,"pct_val":0.168104,"balance":3471668.91,"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 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":3018411.12,"pct_val":0.166666,"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":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/35 4.652","isin":"US501499AF40","value_usd":3003467.07,"pct_val":0.165841,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVESINK CLO 2 LTD 2024-2A","title":"NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A","isin":"US63942YAQ70","value_usd":3000000,"pct_val":0.165649,"balance":3000000,"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":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":2933847.71,"pct_val":0.188427,"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":"BLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 3A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A","isin":"XS2348330064","value_usd":2932766.81,"pct_val":0.161937,"balance":2500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR","isin":"US46647PEA03","value_usd":2930837.24,"pct_val":0.16183,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF ONTARIO CANADA","title":"ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65","isin":"CA68333ZAY30","value_usd":2930062.71,"pct_val":0.176301,"balance":4000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO VI LTD 2017-6A","title":"TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A","isin":"US89640YBN31","value_usd":2899855,"pct_val":0.174484,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTG INV TRUST 2005-HE3","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE3 A1B","isin":"US59020UX750","value_usd":2897218.4,"pct_val":0.159974,"balance":3074022.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 12/35 VAR","isin":"US00084DBF69","value_usd":2892676.81,"pct_val":0.159723,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BUILDING SOCIETY","title":"NATIONWIDE BLDG SOCIETY 144A 10/27 VAR","isin":"US63861VAJ61","value_usd":2853371.81,"pct_val":0.157553,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5557","title":"FREDDIE MAC FHR 5557 FM","isin":"US3137HLZ217","value_usd":2829920.45,"pct_val":0.156258,"balance":2819393.12,"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":"US TREASURY N/B 02/48 3","isin":"US912810SA79","value_usd":2828921.86,"pct_val":0.156203,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE FUNDING 2023-V3","title":"TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS","isin":"XS2711545694","value_usd":2818949.73,"pct_val":0.155652,"balance":2083651.49,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5517","title":"FREDDIE MAC FHR 5517 FE","isin":"US3137HKGJ75","value_usd":2803943.15,"pct_val":0.154824,"balance":2780013.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWER BRIDGE FUNDING 2024-2 PLC","title":"TOWER BRIDGE FUNDING TWRBG 2024 2A A 144A","isin":"XS2799470963","value_usd":2793111.23,"pct_val":0.154225,"balance":2068874.5,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST SERIES 2025-RPL1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A","isin":"US16160VAB99","value_usd":2786182.69,"pct_val":0.153843,"balance":3075978.97,"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 (5 YEAR ISSUE) BONDS 06/29 0.4","isin":"JP1051711Q82","value_usd":2779519.92,"pct_val":0.153475,"balance":450000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/49 2.25","isin":"US912810SJ88","value_usd":2776341.82,"pct_val":0.1533,"balance":4425000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5","isin":"JP1201861PA6","value_usd":2757779.8,"pct_val":0.177119,"balance":448000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-LTV4","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A","isin":"US46654DAD57","value_usd":2749274.65,"pct_val":0.151805,"balance":3141597.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2006-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D","isin":"US669884AE80","value_usd":2746967.29,"pct_val":0.151677,"balance":2796180.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA HOUSING FINANCE CORP (KHFC)","title":"KOREA HOUSING FINANCE CO KOREA HOUSING FINANCE CO","isin":"US50065RAM97","value_usd":2740899.03,"pct_val":0.164919,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2022-INV1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A","isin":"US465973AC95","value_usd":2738155.75,"pct_val":0.151191,"balance":3120082.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 09/29 VAR","isin":"US225401BE76","value_usd":2737584.04,"pct_val":0.151159,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEVELOPMENT BANK OF JAPAN INC (DBJ)","title":"DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4","isin":"US25159MBP14","value_usd":2710656.14,"pct_val":0.149673,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","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":2705433.75,"pct_val":0.149384,"balance":2800876.12,"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 2005-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4","isin":"US61744CNU61","value_usd":2701662.55,"pct_val":0.149176,"balance":2866156.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONAL AUSTRALIA BANK LIMITED","title":"NATIONAL AUSTRALIA BANK COVERED 144A 11/28 5.134","isin":"US632525BL42","value_usd":2700083.67,"pct_val":0.149089,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2021-18A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A","isin":"US04943EAQ44","value_usd":2699865,"pct_val":0.149077,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":2693410.38,"pct_val":0.14872,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMMONWEALTH BANK OF AUSTRALIA","title":"COMMONWEALTH BANK AUST COVERED 144A 09/28 5.071","isin":"US20271AAL17","value_usd":2690075.36,"pct_val":0.148536,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5","isin":"US3132DWJH79","value_usd":2674941.4,"pct_val":0.147701,"balance":2573262.34,"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 (40 YEAR ISSUE) BONDS 03/64 2.2","isin":"JP1400171Q50","value_usd":2659784.71,"pct_val":0.146864,"balance":572300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED REGS 09/26 3.85","isin":"IT0005556011","value_usd":2648115.51,"pct_val":0.170076,"balance":2200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-LTV6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A","isin":"US46654FAD06","value_usd":2617670.05,"pct_val":0.144538,"balance":2978555.73,"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":2611910.78,"pct_val":0.14422,"balance":509400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 10/26 VAR","isin":"US00084DBC39","value_usd":2601546.25,"pct_val":0.156534,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN SEASONED MORTGAGE TRUST 2024-1","title":"JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A","isin":"US61777HAE53","value_usd":2591948.21,"pct_val":0.143118,"balance":2691476.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROSS 2024-H8 MORTGAGE TRUST","title":"CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A","isin":"US22757GAC78","value_usd":2578796.29,"pct_val":0.142392,"balance":2558181.69,"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 GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":2561834.38,"pct_val":0.141455,"balance":394772000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":2548110.96,"pct_val":0.140697,"balance":2550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA DEVELOPMENT BANK","title":"KOREA DEVELOPMENT BANK SR UNSECURED 10/26 5.375","isin":"US500630DZ86","value_usd":2535337.58,"pct_val":0.152551,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY 03/35 1","isin":"XS2790333889","value_usd":2505385.65,"pct_val":0.138338,"balance":2100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCC-2021-5A","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A","isin":"US05682EAN31","value_usd":2500775.8,"pct_val":0.138084,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5","isin":"US3132DWMM28","value_usd":2489985.46,"pct_val":0.137488,"balance":2395402.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH","isin":"EZMXYW9VSVJ2","value_usd":2489568.61,"pct_val":0.137465,"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":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR","isin":"XS2779841050","value_usd":2474972.79,"pct_val":0.158956,"balance":2100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 AF","isin":"US3137HJFR38","value_usd":2466437.22,"pct_val":0.136188,"balance":2452013.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA HOUSING FINANCE CORP (KHFC)","title":"KOREA HOUSING FINANCE CO 08/27 4.875","isin":"US50065RAP29","value_usd":2439778.37,"pct_val":0.146801,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75","isin":"US80413TBC27","value_usd":2433924.43,"pct_val":0.134392,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA COVERED 144A 12/26 4.851","isin":"US780082AQ65","value_usd":2424686.23,"pct_val":0.133882,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO 14A","title":"ARES EURO CLO ARESE 14A AR 144A","isin":"XS2920478356","value_usd":2417860.47,"pct_val":0.133506,"balance":2054677.26,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI TRUST BANK LIMITED","title":"SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/28 VAR","isin":"US86563VCC19","value_usd":2408914.68,"pct_val":0.133012,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR","isin":"US80281LAT26","value_usd":2403729.26,"pct_val":0.132725,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS BILLS 04/26 0.00000","isin":"ZAM000702661","value_usd":2398574.35,"pct_val":0.13244,"balance":40460000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BULGARIAN GOVT","title":"BULGARIA SR UNSECURED REGS 07/45 4.125","isin":"XS3124393367","value_usd":2372584.23,"pct_val":0.131006,"balance":2100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/29 VAR","isin":"US61747YFD22","value_usd":2352598.82,"pct_val":0.129902,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":2344467.06,"pct_val":0.129453,"balance":447000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA/SYDNEY BRANCH","title":"ROYAL BANK OF CANADA/SYD COVERED 06/26 VAR","isin":"AU3FN0079133","value_usd":2340746.92,"pct_val":0.129247,"balance":3500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KRATON CORP (AKA: KRATON PERFORMANCE POLYMERS INC)","title":"KRATON CORP COMPANY GUAR 144A 07/27 5","isin":"US50077CAA45","value_usd":2335910.77,"pct_val":0.128981,"balance":2300000,"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 09/25 0.00000","isin":"US912797QU41","value_usd":2334633.7,"pct_val":0.149943,"balance":2356000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3","isin":"ES0000012O67","value_usd":2334088.2,"pct_val":0.12888,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BULGARIAN GOVT","title":"BULGARIA SR UNSECURED REGS 07/35 3.375","isin":"XS3124345631","value_usd":2310889.76,"pct_val":0.127599,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MDPK-2021-39A","title":"MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A","isin":"US55821LAJ35","value_usd":2303106.45,"pct_val":0.127169,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMMC CLO 24 LTD","title":"AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A","isin":"US00177LAJ98","value_usd":2300589.15,"pct_val":0.12703,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 02/35 5.625","isin":"US46514Y8B63","value_usd":2300245.33,"pct_val":0.127011,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYO COMMERCIAL MORTGAGE TRUST 2021-1290","title":"NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A","isin":"US62955HAA59","value_usd":2298280.98,"pct_val":0.126903,"balance":2300000,"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 QG9137 FR 08/53 FIXED 5.5","isin":"US3133CAEJ52","value_usd":2289358.75,"pct_val":0.12641,"balance":2252877.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75","isin":"AU3SG0002553","value_usd":2276515.15,"pct_val":0.125701,"balance":4400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8471 FR 10/54 FIXED 6.5","isin":"US3132DWMU44","value_usd":2275839.01,"pct_val":0.125664,"balance":2189388.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 10/27 VAR","isin":"US05571AAQ85","value_usd":2242172.86,"pct_val":0.123805,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RB50","value_usd":2228240.77,"pct_val":0.143109,"balance":2254000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR","isin":"US404280BW89","value_usd":2206127.68,"pct_val":0.141689,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR","isin":"US404280BX62","value_usd":2197899.29,"pct_val":0.141161,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-54","title":"FANNIE MAE FNR 2025 54 FM","isin":"US3136BWNW23","value_usd":2197486.13,"pct_val":0.121337,"balance":2189254.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC BARCLAYS PLC","isin":"XS2790094523","value_usd":2179725.2,"pct_val":0.131154,"balance":1600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH","title":"CIBC SYDNEY COVERED 09/26 VAR","isin":"AU3FN0062956","value_usd":2135114.36,"pct_val":0.117893,"balance":3200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375","isin":"XS3015245957","value_usd":2127100.23,"pct_val":0.117451,"balance":1800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A","isin":"US05684RAL69","value_usd":2102257.5,"pct_val":0.116079,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25","isin":"AU3SG0001175","value_usd":2046661.11,"pct_val":0.113009,"balance":3200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 12/20/23-30Y LCH","isin":"EZ3BPZ7JX2D9","value_usd":2026178.46,"pct_val":0.111878,"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":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/30 4.136","isin":"US501499AE74","value_usd":2003961.26,"pct_val":0.110651,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4","isin":"AU3CB0296580","value_usd":2001430.8,"pct_val":0.110512,"balance":3200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375","isin":"US80413TBK43","value_usd":1993691.55,"pct_val":0.110084,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/51 1.25","isin":"GB00BLH38158","value_usd":1976307.07,"pct_val":0.109125,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO110626","isin":null,"value_usd":1975397.34,"pct_val":0.109074,"balance":3118000000,"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":1972428.72,"pct_val":0.10891,"balance":3115000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5","isin":"US3132DWJT18","value_usd":1972300.52,"pct_val":0.108903,"balance":1895303.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2014-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A2 144A","isin":"US17323JAE29","value_usd":1943725.31,"pct_val":0.107325,"balance":4880539.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC","title":"PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000","isin":"US69828QAD97","value_usd":1930487.5,"pct_val":0.106594,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MANHATTAN WEST 2020-1MW","title":"MANHATTAN WEST OMW 2020 1MW A 144A","isin":"US563136AA85","value_usd":1925055,"pct_val":0.106295,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2005-NC1","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4","isin":"US86359BZ465","value_usd":1908154.65,"pct_val":0.105361,"balance":1756011.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEOK INC","title":"ONEOK INC COMPANY GUAR 09/27 4.25","isin":"US682680CB72","value_usd":1907331.17,"pct_val":0.105316,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT AGRICOLE SA","title":"CREDIT AGRICOLE SA 144A 10/29 VAR","isin":"US22535WAJ62","value_usd":1898878.23,"pct_val":0.104849,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","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":1897438.04,"pct_val":0.10477,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":null,"value_usd":1897210.61,"pct_val":0.104757,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR","isin":"US853254CC25","value_usd":1879211.12,"pct_val":0.113072,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR","isin":"US404280CC17","value_usd":1877438.77,"pct_val":0.103665,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC0244 FN 08/54 FIXED 6.5","isin":"US3140AMHW44","value_usd":1836238.85,"pct_val":0.10139,"balance":1762545.82,"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 01/32 0.125","isin":"US91282CDX65","value_usd":1825293.73,"pct_val":0.100786,"balance":1996837,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ2139 FR 08/54 FIXED 6.5","isin":"US3133CSLU33","value_usd":1821719.43,"pct_val":0.100589,"balance":1729845.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-OPT4","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6","isin":"US17307GUW67","value_usd":1812519.16,"pct_val":0.100081,"balance":1866537.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2","isin":"AU3SG0002082","value_usd":1811156.62,"pct_val":0.100006,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DANSKE BANK A/S","title":"DANSKE BANK A/S 144A 09/26 VAR","isin":"US23636ABE01","value_usd":1805623.99,"pct_val":0.115967,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICA TREASURY BILL 7.93  13.05.2026","isin":"ZAM000704568","value_usd":1801445.33,"pct_val":0.0994693,"balance":30500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC1355 FN 09/54 FIXED 6.5","isin":"US3140ANQH58","value_usd":1782205.36,"pct_val":0.0984069,"balance":1714556.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR","isin":"US95000U3K73","value_usd":1774709.08,"pct_val":0.097993,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":1772256.5,"pct_val":0.106636,"balance":1770879.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A","isin":"XS2934650610","value_usd":1772153.64,"pct_val":0.0978519,"balance":1508435.56,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626A00","value_usd":1746201.7,"pct_val":0.105069,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 01/30 VAR","isin":"US78009PEH01","value_usd":1738305.15,"pct_val":0.0959829,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI9547 FR 07/54 FIXED 6.5","isin":"US3133WGTC94","value_usd":1738278.31,"pct_val":0.0959814,"balance":1671273.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1","isin":"AU0000079402","value_usd":1729197.36,"pct_val":0.09548,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICG US CLO LTD 2021-1A","title":"ICG US CLO LTD ICG 2021 1A A1R 144A","isin":"US449303AL08","value_usd":1728296.65,"pct_val":0.0954302,"balance":1726000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF BRITISH COLUMBIA CANADA","title":"BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15","isin":"CA110709AK82","value_usd":1725544.17,"pct_val":0.103826,"balance":2300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 03/30 5.25","isin":"XS2999546687","value_usd":1721785.5,"pct_val":0.0950707,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5390 FN 06/54 FIXED 6.5","isin":"US31418E7C82","value_usd":1707423.53,"pct_val":0.0942777,"balance":1642488.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN","title":"DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4","isin":"US48129VAF31","value_usd":1702583.72,"pct_val":0.0940105,"balance":831000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":1697313.83,"pct_val":0.0937195,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/31 5.125","isin":"XS2908712040","value_usd":1684667.99,"pct_val":0.0930212,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 02/30 5.375","isin":"US46514Y8A80","value_usd":1656910.37,"pct_val":0.0914886,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KONA SPC LTD","title":"KONA SPC LTD COMPANY GUAR 144A 09/26 VAR","isin":"XS3135157884","value_usd":1651287.68,"pct_val":0.0911781,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GROSVENOR PLACE CLO 2025-4 DAC 25-4A","title":"GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A","isin":"XS3247556916","value_usd":1645279.99,"pct_val":0.0908464,"balance":1400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DE1166 FN 06/55 FIXED 6.5","isin":"US3140BDJL52","value_usd":1645233.85,"pct_val":0.0908438,"balance":1579321.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 02/28 VAR","isin":"US251526CV96","value_usd":1625639.18,"pct_val":0.0897619,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-5Y LCH","isin":"EZN69Y39SP81","value_usd":1621678.95,"pct_val":0.0895432,"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":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875","isin":"XS2586944659","value_usd":1606294.73,"pct_val":0.103165,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS","isin":"US80281LAU98","value_usd":1598459.01,"pct_val":0.102662,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":1596724.48,"pct_val":0.10255,"balance":1600000,"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 01/36 VAR","isin":"US06051GMM86","value_usd":1564832.76,"pct_val":0.0864044,"balance":1500000,"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 01/35 VAR","isin":"US06051GMA49","value_usd":1563087.17,"pct_val":0.086308,"balance":1500000,"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":"US912797RD17","value_usd":1555501.78,"pct_val":0.0935942,"balance":1559000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5","isin":"US3132DWL503","value_usd":1553922.6,"pct_val":0.0858019,"balance":1494896.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":1544455.18,"pct_val":0.0852792,"balance":-1049,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75","isin":"US80414L2X29","value_usd":1521081,"pct_val":0.0839886,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMETEK INC","title":"AMETEK INC 11/25 ZCP","isin":"US03111BYL34","value_usd":1490924.1,"pct_val":0.0897085,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB2414 FN 06/54 FIXED 6","isin":"US3140ABVG72","value_usd":1464285.06,"pct_val":0.0808525,"balance":1424616.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GACI FIRST INVESTMENT COMPANY","title":"GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25","isin":"XS2755904799","value_usd":1439154.54,"pct_val":0.0794649,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOMMUNALBANKEN AS","title":"KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9","isin":"AU3CB0285849","value_usd":1432596.31,"pct_val":0.0791028,"balance":2200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA GOVT","title":"MALAYSIA GOVERNMENT BONDS 04/31 2.632","isin":"MYBMO2000028","value_usd":1432488.91,"pct_val":0.0790968,"balance":6000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 03/29 4.625","isin":"US731011AX08","value_usd":1430671.45,"pct_val":0.0789965,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIA GOVT","title":"AUSTRALIAN GOVERNMENT BONDS 05/30 2.5","isin":"AU0000013740","value_usd":1429119.42,"pct_val":0.0789108,"balance":2300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25","isin":"AU3SG0002504","value_usd":1419909.99,"pct_val":0.0784023,"balance":2600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA4346 FN 10/49 FIXED 3","isin":"US3140QBZL57","value_usd":1412311.95,"pct_val":0.0779827,"balance":1591784.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS EURO CLO 2025-1 DAC 25-1A","title":"BARINGS EURO CLO DAC BABSE 2025 1A A 144A","isin":"XS3246987104","value_usd":1410239.99,"pct_val":0.0778683,"balance":1200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRATTON MORTGAGE FUNDING 2024-2 PLC  24-2A","title":"STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A","isin":"XS2777475372","value_usd":1408269.35,"pct_val":0.0777595,"balance":1044393.26,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75","isin":"US147918AB23","value_usd":1407697.77,"pct_val":0.0777279,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 05/34 VAR","isin":"US06738ECG89","value_usd":1398971.95,"pct_val":0.0841758,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LTD 2021-FL4","title":"GPMT LTD. GPMT 2021 FL4 A 144A","isin":"US36262TAA16","value_usd":1397491.92,"pct_val":0.0771644,"balance":1395338.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCA MONTE DEI PASCHI DI SIENA SPA","title":"BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875","isin":"IT0005386922","value_usd":1396931.05,"pct_val":0.0771334,"balance":1200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM9 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A","isin":"US673921AA08","value_usd":1389932.52,"pct_val":0.076747,"balance":1372059.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5","title":"OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A","isin":"US07336JAD00","value_usd":1367635.71,"pct_val":0.0755159,"balance":1562798.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PMT LOAN TRUST 2021-INV1","title":"PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A","isin":"US69359YAC12","value_usd":1363387.07,"pct_val":0.0752813,"balance":1627645.97,"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":1341950.1,"pct_val":0.0740976,"balance":-671,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TR 2006-3","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4","isin":"US83612HAD08","value_usd":1338182.79,"pct_val":0.0738896,"balance":1394513.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8266 G2 09/52 FIXED 3.5","isin":"US36179XFF87","value_usd":1331247.23,"pct_val":0.0735066,"balance":1440600.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 09/31 VAR","isin":"US251526CD98","value_usd":1327474.48,"pct_val":0.0798738,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25","isin":"ZAG000030404","value_usd":1311428.38,"pct_val":0.0724123,"balance":25400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":1300708.41,"pct_val":0.0718204,"balance":1302965.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0334 FN 01/59 FIXED 3.5","isin":"US3140FXLQ30","value_usd":1298405.42,"pct_val":0.0716932,"balance":1422112.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1298286.48,"pct_val":0.0833828,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2","isin":"AU3CB0284172","value_usd":1290873.85,"pct_val":0.0712774,"balance":2400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH","isin":"EZY022Y345Y8","value_usd":1289438.6,"pct_val":0.0711981,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA ROMANIA","isin":"XS2771480139","value_usd":1280258.17,"pct_val":0.0706912,"balance":1100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75","isin":"ZAG000096173","value_usd":1276058.51,"pct_val":0.0704593,"balance":21900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ5545 FR 09/54 FIXED 6.5","isin":"US3133CWES71","value_usd":1269410.17,"pct_val":0.0700922,"balance":1221190.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":1257458.63,"pct_val":0.0694323,"balance":1271000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 01/31 VAR","isin":"US95000U3P60","value_usd":1243273.26,"pct_val":0.068649,"balance":1200000,"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 2007-BC2","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A","isin":"US12669QAA76","value_usd":1214303.36,"pct_val":0.0670494,"balance":1183185.12,"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 QI4230 FR 04/54 FIXED 6.5","isin":"US3133WAVX34","value_usd":1209330.73,"pct_val":0.0667748,"balance":1163394.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 07/26 VAR","isin":"US225401AY40","value_usd":1201130.26,"pct_val":0.077143,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/19/25-2Y LCH","isin":"EZL09R55M3J0","value_usd":1200225.89,"pct_val":0.0662721,"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":"METROPOLIS OF TOKYO JAPAN","title":"TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75","isin":"US59173LAD29","value_usd":1198019.32,"pct_val":0.0769432,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 04/26 1","isin":"DK0004627809","value_usd":1193466.6,"pct_val":0.0658989,"balance":7600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB8624 FN 07/54 FIXED 6.5","isin":"US3140AJSN96","value_usd":1193211.04,"pct_val":0.0658848,"balance":1145323.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM10 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A","isin":"US67449CAA99","value_usd":1187471.95,"pct_val":0.0655679,"balance":1175542.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":1187076.82,"pct_val":0.0714261,"balance":1186222.74,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2006-HE3","title":"GSAMP TRUST GSAMP 2006 HE3 A2D","isin":"US36244KAE55","value_usd":1177158.48,"pct_val":0.0649984,"balance":1212661.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTER-AMERICAN DEVELOPMENT BANK","title":"INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5","isin":"AU3CB0240133","value_usd":1176052.28,"pct_val":0.0649373,"balance":1800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FAIRFAX FINANCIAL HOLDINGS LIMITED","title":"FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75","isin":"XS1794675931","value_usd":1167947.88,"pct_val":0.0644898,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS REGS 02/35 VAR","isin":"US09659X2W15","value_usd":1155328.9,"pct_val":0.0637931,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED 144A 09/32 6.25","isin":"US445545AS56","value_usd":1150020.74,"pct_val":0.0738604,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 04/33 2","isin":"XS2330503694","value_usd":1147723.81,"pct_val":0.0633731,"balance":1200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":1144383.4,"pct_val":0.0734984,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SERBIA GOVT","title":"REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6","isin":"US817477AJ18","value_usd":1140201.1,"pct_val":0.0629578,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RS","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B","isin":"US17311XAB10","value_usd":1131582.5,"pct_val":0.0624819,"balance":1514726.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFICORP","title":"PACIFICORP 1ST MORTGAGE 02/29 5.1","isin":"US695114DB12","value_usd":1122929.63,"pct_val":0.0620041,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":1099768.89,"pct_val":0.0607252,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A","isin":"XS3020835339","value_usd":1077434.48,"pct_val":0.059492,"balance":917778.83,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2006-FM2","title":"GSAMP TRUST GSAMP 2006 FM2 A2D","isin":"US36245DAE04","value_usd":1065915.09,"pct_val":0.058856,"balance":3071958.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":1061794.14,"pct_val":0.0586284,"balance":1000000,"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 01/33 VAR","isin":"US09659W3A04","value_usd":1050708.16,"pct_val":0.0580163,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-10Y LCH","isin":"EZXZ4DC8KGZ4","value_usd":1050173.85,"pct_val":0.0579868,"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":"CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A","isin":"US17329VBA61","value_usd":1047891.84,"pct_val":0.0578608,"balance":1250999.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009527616","value_usd":1046854.81,"pct_val":0.0578035,"balance":8264119.71,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS AUD 3.75000 03/19/25-5Y LCH","isin":"EZ1SKCYFPQ26","value_usd":1045970.92,"pct_val":0.0671778,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QY1579 FR 04/55 FIXED 6.5","isin":"US31426KXH49","value_usd":1039375.23,"pct_val":0.0573905,"balance":997132.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC PHILIP MORRIS INTL INC","isin":"US718172DH98","value_usd":1036775.68,"pct_val":0.057247,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD7762 FN 05/55 FIXED 6.5","isin":"US3140B8TU58","value_usd":1036222.2,"pct_val":0.0572164,"balance":994706.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND BONDS 02/30 4.875","isin":"US857524AF94","value_usd":1031154.56,"pct_val":0.0569366,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":1030643.28,"pct_val":0.0569084,"balance":948,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST","title":"BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35","isin":"US11043XAB91","value_usd":1029937.71,"pct_val":0.0568694,"balance":1057983.37,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75","isin":"AU3SG0002926","value_usd":1025690.31,"pct_val":0.0566349,"balance":1600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875","isin":"US718172DG16","value_usd":1023885.39,"pct_val":0.0565352,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"REPUBLIC OF CHILE SR UNSECURED 01/29 4.85","isin":"US168863EB04","value_usd":1023150,"pct_val":0.0564946,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 05/32 VAR","isin":"US225401AU28","value_usd":1021739.85,"pct_val":0.0564168,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":1020191.24,"pct_val":0.0563312,"balance":1029000,"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 11/49 2.375","isin":"US912810SK51","value_usd":1012060.54,"pct_val":0.0558823,"balance":1575000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2023-7","title":"VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A","isin":"US92539YAA01","value_usd":1005874.66,"pct_val":0.0555407,"balance":992557.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMPS MORTGAGE LOAN TRUST 2006-RP1","title":"GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF1 144A","isin":"US3623413C19","value_usd":999781,"pct_val":0.0552043,"balance":1234744.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375","isin":"US345397B280","value_usd":998199.64,"pct_val":0.0600614,"balance":1000000,"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":998089.5,"pct_val":0.0641026,"balance":1000000,"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 JPY MUTK/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":994091.44,"pct_val":0.0548901,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL DB2219 FN 03/54 FIXED 6.5","isin":"US3140ABPD16","value_usd":983119.06,"pct_val":0.0631411,"balance":945737.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306A72","value_usd":982177.54,"pct_val":0.0590974,"balance":1100000,"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":"US TREASURY N/B 08/48 3","isin":"US912810SD19","value_usd":981431.63,"pct_val":0.0541911,"balance":1325000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2005-HE5","title":"ACE SECURITIES CORP. ACE 2005 HE5 M4","isin":"US004421RH88","value_usd":970616.6,"pct_val":0.0535939,"balance":968169.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB4023 FN 05/54 FIXED 6.5","isin":"US3140ADPH85","value_usd":962905.79,"pct_val":0.0531682,"balance":921064.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI3488 FR 04/54 FIXED 6.5","isin":"US3133W92V26","value_usd":960470.1,"pct_val":0.0616865,"balance":929288.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2006-HE2","title":"MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4","isin":"US57644UAF21","value_usd":958214.27,"pct_val":0.0529091,"balance":2827521.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD5425 FN 05/55 FIXED 6.5","isin":"US3140B6A398","value_usd":954400.45,"pct_val":0.0526985,"balance":914782.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX6702 FR 02/55 FIXED 6.5","isin":"US31426CNU44","value_usd":952615.34,"pct_val":0.0526,"balance":912858.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM IX LTD 2014-9A","title":"OZLM LTD OZLM 2014 9A A1A4 144A","isin":"US67109KBG85","value_usd":952100.14,"pct_val":0.0611489,"balance":950639.71,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3275 FN 09/54 FIXED 6.5","isin":"US3140AQT937","value_usd":951322.17,"pct_val":0.0525285,"balance":913142.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DLR KREDIT A/S","title":"DLR KREDIT A/S COVERED 01/27 1","isin":"DK0006362231","value_usd":950619.68,"pct_val":0.0524898,"balance":6100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8044 G2 05/52 FIXED 3.5","isin":"US36179W5D62","value_usd":949791.93,"pct_val":0.0524441,"balance":1030570.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2411 FR 09/54 FIXED 6.5","isin":"US3142GSVD78","value_usd":943313.34,"pct_val":0.0520863,"balance":904057.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB4022 FN 05/54 FIXED 6.5","isin":"US3140ADPG03","value_usd":941147.27,"pct_val":0.0519667,"balance":903377.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 09/30 VAR","isin":"US902613BL18","value_usd":940439.69,"pct_val":0.0519277,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRACCAN MORTGAGE FUNDING 2025-1 PLC 25-1A","title":"BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A","isin":"XS3063585965","value_usd":937910.58,"pct_val":0.051788,"balance":694173.6,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A","isin":"US03880XAA46","value_usd":934670.35,"pct_val":0.0516091,"balance":929071.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5","isin":"US31426G6S91","value_usd":934488.38,"pct_val":0.051599,"balance":898822.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIRN CLO VII BV 16-7A","title":"CAIRN CLO BV CRNCL 2016 7A A1R 144A","isin":"XS2066880928","value_usd":933714.33,"pct_val":0.0515563,"balance":794070.98,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8790 FN 07/54 FIXED VAR","isin":"US3140XQXU60","value_usd":930008.77,"pct_val":0.0513517,"balance":892601.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-OA4","title":"COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2","isin":"US126694F294","value_usd":929663.38,"pct_val":0.0513326,"balance":3245932.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A","isin":"US83206NAB38","value_usd":928574.86,"pct_val":0.0512725,"balance":919234.88,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8786 FN 07/54 FIXED VAR","isin":"US3140XQXQ58","value_usd":925703.22,"pct_val":0.051114,"balance":885479.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD5569 FN 03/55 FIXED 6.5","isin":"US3140B6FK66","value_usd":921309.72,"pct_val":0.0508714,"balance":882556.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD6411 FN 04/55 FIXED 6.5","isin":"US3140B7DR11","value_usd":915833.44,"pct_val":0.050569,"balance":880706.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5","isin":"US00402AAB70","value_usd":915094.51,"pct_val":0.0505282,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QY1895 FR 04/55 FIXED 6.5","isin":"US31426LC938","value_usd":912679.85,"pct_val":0.0503949,"balance":878105.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI8203 FR 06/54 FIXED 6.5","isin":"US3133WFDG99","value_usd":911400.47,"pct_val":0.0503242,"balance":871797.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL INC 2004-HE8","title":"MORGAN STANLEY CAPITAL INC MSAC 2004 HE8 M1","isin":"US61744CHA71","value_usd":909909.87,"pct_val":0.0502419,"balance":844723.72,"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 2007-NC3","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B","isin":"US61755AAC09","value_usd":907256.63,"pct_val":0.0500954,"balance":1161289.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC0245 FN 08/54 FIXED 6.5","isin":"US3140AMHX27","value_usd":906923.93,"pct_val":0.050077,"balance":867515.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2006 GP4","title":"LEHMAN XS TRUST LXS 2006 GP4 1A1","isin":"US525161AA33","value_usd":906705.67,"pct_val":0.050065,"balance":985162.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR","isin":"US404280BK42","value_usd":899030.39,"pct_val":0.0496412,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JXF91","value_usd":898394.22,"pct_val":0.0540562,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":896759.85,"pct_val":0.0495158,"balance":983812.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS BILLS 06/26 0.00000","isin":"ZAM000707892","value_usd":886258.76,"pct_val":0.048936,"balance":15100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR","isin":"US853254CG39","value_usd":886208.53,"pct_val":0.0489332,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5","isin":"US3133C5G544","value_usd":885153.29,"pct_val":0.0488749,"balance":870740.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":884081.5,"pct_val":0.0567804,"balance":-812,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALT LOAN TRUST 2006-36T2","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A1","isin":"US02146XAS71","value_usd":880362.09,"pct_val":0.0486104,"balance":2200647.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5472 FN 09/54 FIXED 6.5","isin":"US31418FCJ49","value_usd":878498.64,"pct_val":0.0485075,"balance":845128.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ2143 FR 08/54 FIXED 6.5","isin":"US3133CSLY54","value_usd":865190.16,"pct_val":0.0477727,"balance":821675.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8535 FR 05/55 FIXED 6.5","isin":"US3132DWPU17","value_usd":864452.38,"pct_val":0.0477319,"balance":831629.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2007-QS3","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3","isin":"US75116BAC28","value_usd":852098.31,"pct_val":0.0470498,"balance":1019147.24,"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":850365.31,"pct_val":0.0469541,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP","isin":null,"value_usd":848674.51,"pct_val":0.0468607,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A","isin":"US16159RAC97","value_usd":844644.6,"pct_val":0.0466382,"balance":932332.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A","title":"GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A","isin":"US36361UAL44","value_usd":843294.9,"pct_val":0.0465637,"balance":842829.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A","isin":"US64830NAA90","value_usd":842072.04,"pct_val":0.0464962,"balance":867484.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6","isin":"XS0089572316","value_usd":839293.3,"pct_val":0.0463427,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A","isin":"US161927AC22","value_usd":837314.84,"pct_val":0.0462335,"balance":926470.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS9204 FN 09/54 FIXED VAR","isin":"US3140XRGN93","value_usd":833029.02,"pct_val":0.0459968,"balance":801386.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX3521 FR 12/54 FIXED 6.5","isin":"US31425X4F38","value_usd":830909.96,"pct_val":0.0458798,"balance":799361.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9934 FR 04/55 FIXED 6.5","isin":"US31426HBC60","value_usd":823711.37,"pct_val":0.0454823,"balance":792117.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9932 FR 04/55 FIXED 6.5","isin":"US31426HBA05","value_usd":823524.59,"pct_val":0.045472,"balance":792373.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MML DORCHESTER SCSP","title":"PROJECT DORCHESTER EUR TERM LOAN","isin":null,"value_usd":822639.99,"pct_val":0.0454232,"balance":700000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2","isin":"US83613FAC59","value_usd":822579.18,"pct_val":0.0454198,"balance":1041081.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDS CHINA LTD","title":"SANDS CHINA LTD SR UNSECURED 08/28 5.65","isin":"US80007RAE53","value_usd":815770.4,"pct_val":0.0450439,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/33 4.875","isin":"XS2577135127","value_usd":813582.86,"pct_val":0.0449231,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5","isin":"US3132DWHG15","value_usd":809419.56,"pct_val":0.0446932,"balance":795696.02,"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":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":805875,"pct_val":0.0444975,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESLOC UK PLC 2007-1X","title":"RESLOC UK PLC RLOC 2007 1X A3B REGS","isin":"XS0300470365","value_usd":799570.04,"pct_val":0.0441493,"balance":609302.44,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":799553.84,"pct_val":0.0441485,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2006-RF1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A","isin":"US86359DXP76","value_usd":799139.4,"pct_val":0.0441256,"balance":950537.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 2CB","isin":"US93934FMD14","value_usd":797323.36,"pct_val":0.0440253,"balance":1182855.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":797315.76,"pct_val":0.0440249,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6989 FN 06/53 FIXED 5.5","isin":"US3140QSXT37","value_usd":797113.97,"pct_val":0.0440137,"balance":784550.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUW34","value_usd":796876.64,"pct_val":0.0511796,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":785697.55,"pct_val":0.0472752,"balance":625,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/33 3.5","isin":"US91282CGM73","value_usd":777578.13,"pct_val":0.042935,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 04/42 2.875","isin":"XS2364200357","value_usd":776454.63,"pct_val":0.042873,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7","isin":"JP1300611K15","value_usd":773190.44,"pct_val":0.0426928,"balance":201000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SERBIA GOVT","title":"REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1","isin":"XS2388558889","value_usd":768403.34,"pct_val":0.0424284,"balance":700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RS","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 04/33 2","isin":"XS2331735253","value_usd":765149.21,"pct_val":0.0422488,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXIV DAC 24A","title":"CORDATUS CLO PLC CORDA 24A A 144A","isin":"XS2511416906","value_usd":753904.32,"pct_val":0.0416279,"balance":640311.31,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUMINENT MORTGAGE TRUST 2006-4","title":"LUMINENT MORTGAGE TRUST LUM 2006 4 A1A","isin":"US55027BAA61","value_usd":751688.71,"pct_val":0.0415055,"balance":845266.95,"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 11/25 0.00000","isin":"US912797QQ39","value_usd":750393.14,"pct_val":0.045151,"balance":754000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI3517 FR 04/54 FIXED 6.5","isin":"US3133W94A60","value_usd":748322.93,"pct_val":0.0480613,"balance":722593.95,"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":"US912797RP47","value_usd":742036.26,"pct_val":0.0446481,"balance":746000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-2","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A","isin":"US89176UAN46","value_usd":741946.65,"pct_val":0.0409676,"balance":806739.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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 11/27 2.528","isin":"US05401AAR23","value_usd":735485.61,"pct_val":0.0406108,"balance":758000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375","isin":"US80414L3F04","value_usd":732659.9,"pct_val":0.0404548,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND BONDS 02/35 5.375","isin":"US857524AH50","value_usd":727333.86,"pct_val":0.0401607,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.76527 03/04/25-30Y* LCH","isin":"EZD73F8JTWY7","value_usd":720599.57,"pct_val":0.0397889,"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":"MORGAN STANLEY ABS CAPITAL I 2007-HE2","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C","isin":"US61753EAC49","value_usd":716280.66,"pct_val":0.0395504,"balance":1546738.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLP CAPITAL LP / GLP FINANCING II INC","title":"GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3","isin":"US361841AL38","value_usd":712659.91,"pct_val":0.0393505,"balance":700000,"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":"US TREASURY N/B 05/35 4.25","isin":"US91282CNC19","value_usd":705960.93,"pct_val":0.0389806,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS EURO CLO V DAC 1A","title":"TRINITAS EURO CLO TRNTE 1A A 144A","isin":"XS2010044035","value_usd":702565.49,"pct_val":0.0451225,"balance":596430.33,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TG20","value_usd":702435.33,"pct_val":0.0387859,"balance":709000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":699366.43,"pct_val":0.044917,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 03/28 2.125","isin":"XS2434895475","value_usd":693612.44,"pct_val":0.0382988,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB5795 FN 06/54 FIXED 6.5","isin":"US3140AFNM47","value_usd":682690.21,"pct_val":0.043846,"balance":659192.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A","isin":"US64828XAA19","value_usd":679870,"pct_val":0.0375399,"balance":703042.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5445 FN 08/54 FIXED 6","isin":"US31418FBP18","value_usd":672323.92,"pct_val":0.0371233,"balance":654387.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR DELAYED DRAW TERM LOAN A","isin":null,"value_usd":671209.74,"pct_val":0.0370618,"balance":568334.37,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GSC CAPITAL CORP MORTGAGE TRUST 2006-2","title":"GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1","isin":"US362480AD73","value_usd":643672.3,"pct_val":0.0355412,"balance":654507.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SECUR TR 2005-FRE1","title":"MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1","isin":"US57643LMA16","value_usd":634867.66,"pct_val":0.0350551,"balance":640278.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2005-W4","title":"ARGENT SECURITIES INC. ARSI 2005 W4 A2D","isin":"US040104PT27","value_usd":634596.8,"pct_val":0.0350401,"balance":769110.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV1604 FN 02/55 FIXED 6.5","isin":"US3140MEYA86","value_usd":621445.29,"pct_val":0.0399125,"balance":600142.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2006-3","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6","isin":"US75971EAJ55","value_usd":611044.69,"pct_val":0.0337397,"balance":1934397.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WEST STREET GLOBAL GROWTH PARTNERS LP","title":"PROJECT HUDSON II FIXED TERM LOAN","isin":null,"value_usd":605456.12,"pct_val":0.0334311,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":603843.6,"pct_val":0.038782,"balance":609000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 09/31 5.125","isin":"XS2908644615","value_usd":601667.14,"pct_val":0.0332219,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE4","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4","isin":"US61748BAD64","value_usd":597818.24,"pct_val":0.0330093,"balance":1187018.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 04/31 VAR","isin":"US225401AP33","value_usd":594489.48,"pct_val":0.0328255,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 01/33 4.5","isin":"US46514BRA79","value_usd":589851.92,"pct_val":0.0325695,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329","isin":"US65535HAZ29","value_usd":589615.81,"pct_val":0.0325564,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25","isin":"US36143L2G95","value_usd":589282.69,"pct_val":0.032538,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A","isin":"US12668BD911","value_usd":588730.46,"pct_val":0.0325076,"balance":632150.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2006-CB3","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4","isin":"US12489WQX55","value_usd":588440.88,"pct_val":0.0324916,"balance":634795.69,"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 GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":584171.15,"pct_val":0.0322558,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3972 FN 07/50 FIXED VAR","isin":"US3140X7MW66","value_usd":581526.02,"pct_val":0.0321097,"balance":620844.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2007-3","title":"SAXON ASSET SECURITIES TRUST SAST 2007 3 1A","isin":"US80557BAA26","value_usd":580885.24,"pct_val":0.0320744,"balance":597362.04,"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 2016-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F","isin":"US38376RJ724","value_usd":580526.37,"pct_val":0.0320546,"balance":578080.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75","isin":"XS3015247656","value_usd":578221.9,"pct_val":0.0319273,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2007-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A","isin":"US669971AA13","value_usd":576065.83,"pct_val":0.0318083,"balance":874868.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV","title":"ORGANON + CO/ORG SR SECURED REGS 04/28 2.875","isin":"XS2332250708","value_usd":575406.81,"pct_val":0.0369557,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.50000 09/18/24-30Y LCH","isin":"EZQXMRMVPMD3","value_usd":574817.7,"pct_val":0.0317393,"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-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":567536.85,"pct_val":0.0313373,"balance":-561,"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 HOME EQUITY LN 2007-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3","isin":"US61752UAC99","value_usd":566323.39,"pct_val":0.0312703,"balance":1095199.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN ABS 2006-FF10","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1","isin":"US32028HAA14","value_usd":559358.46,"pct_val":0.0308857,"balance":580247.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SERBIA GOVT","title":"REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05","isin":"XS2388561750","value_usd":550078.21,"pct_val":0.0303733,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RS","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":547420,"pct_val":0.0302265,"balance":542000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MONDELEZ INTERNATIONAL INC","title":"MONDELEZ INTL INC","isin":"US60920VVB51","value_usd":547087.48,"pct_val":0.0351369,"balance":550000,"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 4/A2 Y 08/25 ZCP","isin":"US40412BVF74","value_usd":546546.61,"pct_val":0.0351021,"balance":550000,"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":540212.08,"pct_val":0.0298285,"balance":540617.26,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3","isin":"US00774MAW55","value_usd":533367.75,"pct_val":0.0294506,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2007-S2","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 1A11","isin":"US46630WAL46","value_usd":527605.18,"pct_val":0.0291324,"balance":1390402.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":525856.53,"pct_val":0.0290359,"balance":560325,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN XXVII-R EURO CLO BV 2017-27A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A","isin":"XS2305383288","value_usd":516054.24,"pct_val":0.0284946,"balance":438885.82,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268","isin":"US48266XAF24","value_usd":515412.5,"pct_val":0.0284592,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.34250 01/10/25-5Y LCH","isin":"EZ16L7KV1835","value_usd":512823.53,"pct_val":0.0308565,"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":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875","isin":"US80413TBD00","value_usd":508489.29,"pct_val":0.0280769,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR7","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG","isin":"US86361HAB06","value_usd":508337.98,"pct_val":0.0280686,"balance":565347.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANTHEON SENIOR DEBT SECONDARIES III","title":"PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN","isin":null,"value_usd":500000,"pct_val":0.0276082,"balance":500000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5422 FN 07/54 FIXED 6.5","isin":"US31418FAY34","value_usd":499576.73,"pct_val":0.0275848,"balance":480600.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-1","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A","isin":"US89178WAU27","value_usd":498477.3,"pct_val":0.0275241,"balance":514982.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVST LN TR 2006-4","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1","isin":"US86360WAA09","value_usd":498460.73,"pct_val":0.0275232,"balance":853066.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55","isin":"US694308JM04","value_usd":498061.28,"pct_val":0.0275011,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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 01/33 6.75","isin":"US92858RAE09","value_usd":496142.6,"pct_val":0.0273952,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/34 6.25","isin":"XS2999564235","value_usd":493945.96,"pct_val":0.0272739,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":491951.51,"pct_val":0.0315957,"balance":-967,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2","title":"AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1","isin":"US02660CAF77","value_usd":489142.32,"pct_val":0.0270087,"balance":823078.39,"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 QJ6336 FR 10/54 FIXED 6.5","isin":"US3133CXBD13","value_usd":487638.3,"pct_val":0.0269256,"balance":467277.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECUR TRUST 2005-A15","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1","isin":"US45660L4E63","value_usd":487066.86,"pct_val":0.0268941,"balance":706997.84,"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 11/25 0.00000","isin":"US912797RN98","value_usd":485726.91,"pct_val":0.0292261,"balance":488000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH","isin":"EZP58V2Q8DX2","value_usd":483340.08,"pct_val":0.0290825,"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":"PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC","title":"PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR","isin":"US74042QAA58","value_usd":483187.78,"pct_val":0.0266799,"balance":516778.37,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0463 FN 03/60 FIXED 3","isin":"US3140FXQR67","value_usd":482457.34,"pct_val":0.0266395,"balance":550421.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA6106 FN 06/50 FIXED 4","isin":"US3140QDYC24","value_usd":477442.76,"pct_val":0.0263627,"balance":497518.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25","isin":"XS2586944147","value_usd":472758.71,"pct_val":0.0303631,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":466307.83,"pct_val":0.0257478,"balance":471000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7988 G2 04/52 FIXED 3","isin":"US36179W2V97","value_usd":455980.9,"pct_val":0.0251776,"balance":506463.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":null,"value_usd":449765.73,"pct_val":0.0248344,"balance":450000,"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 2006-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A","isin":"US12667AAA43","value_usd":447423.88,"pct_val":0.0247051,"balance":476185.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 11/25 ZCP","isin":"US6840C2YK59","value_usd":447360.44,"pct_val":0.0269176,"balance":450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD5573 FN 03/55 FIXED 6.5","isin":"US3140B6FP53","value_usd":445234.64,"pct_val":0.0245842,"balance":425124.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.25000 06/21/23-5Y LCH","isin":"EZFJZKC8T073","value_usd":441345.42,"pct_val":0.0265556,"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/3.50000 09/17/25-30Y LCH","isin":"EZ9MZMRJSYT0","value_usd":438400.76,"pct_val":0.0242069,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5","isin":"US3133KLBK26","value_usd":437049.79,"pct_val":0.0241323,"balance":514795.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL BILLS 11/25 0.00000","isin":"NGO9A0411253","value_usd":430286.4,"pct_val":0.0258902,"balance":650000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TEXAS NATURAL GAS SECURITIZATION FINANCE CORP","title":"TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102","isin":"US88258MAA36","value_usd":429952.4,"pct_val":0.0237404,"balance":418653.73,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2006-RF4","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A","isin":"US863911AA15","value_usd":409997.19,"pct_val":0.0226386,"balance":486640.02,"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":"OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH","isin":"EZPKHFP8GQ39","value_usd":407557.63,"pct_val":0.0245226,"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":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 04/51 5","isin":"US91087BAL45","value_usd":403250,"pct_val":0.022266,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA","title":"MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655","isin":"US626207YM09","value_usd":402577.3,"pct_val":0.0222289,"balance":369000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT BONDS 07/39 2.375","isin":"SGXF13029610","value_usd":401788.78,"pct_val":0.0241755,"balance":496000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":400906.74,"pct_val":0.0257484,"balance":401000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMO PLACEHOLDER","title":"PROJECT NOVA TERM LOAN","isin":null,"value_usd":400000,"pct_val":0.0220865,"balance":400000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE II LLC","title":"BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25","isin":"US07274NAJ28","value_usd":399676.25,"pct_val":0.0240484,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMETEK INC","title":"AMETEK INC DISC COML 01/26 ZCP","isin":null,"value_usd":399490.56,"pct_val":0.0220584,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","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 QH3216 FR 10/53 FIXED 6.5","isin":"US3133CFSD24","value_usd":398810.79,"pct_val":0.0220209,"balance":382852.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 11/26 VAR","isin":"US251526CE71","value_usd":398553.12,"pct_val":0.0239808,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINION ENERGY INC","title":"DOMINION RESOURCES 08/25 ZCP","isin":"US2574P0V190","value_usd":398366.48,"pct_val":0.0255852,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT RRB BONDS 12/44 1.5","isin":"CA135087ZH04","value_usd":396187,"pct_val":0.021876,"balance":571972,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XI DAC 21-1","title":"CORDATUS CLO PLC CORDA 11A AR 144A","isin":"XS2310127027","value_usd":395230.83,"pct_val":0.0237809,"balance":336638.65,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2","title":"ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A","isin":"US67114WAA99","value_usd":394730.83,"pct_val":0.0217956,"balance":451046.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815","isin":"US345397YT41","value_usd":394095.54,"pct_val":0.0217605,"balance":400000,"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":"IRS NZD 4.75000 06/19/24-5Y LCH","isin":"EZ6L5S4WS5D4","value_usd":387422.49,"pct_val":0.0233111,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":383500,"pct_val":0.0211755,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/25 0.125","isin":"US91282CAQ42","value_usd":373215.23,"pct_val":0.0224563,"balance":373491,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5","isin":"US3133C6TR09","value_usd":370450.86,"pct_val":0.0204549,"balance":364088.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2020-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A","isin":"US78449XAA00","value_usd":363547.74,"pct_val":0.0200738,"balance":380129.8,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)","title":"GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22","isin":"ES0000095879","value_usd":362593.85,"pct_val":0.0200211,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 03/30 2.75","isin":"CA135087S471","value_usd":360225.17,"pct_val":0.0216747,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.77259 03/04/25-30Y LCH","isin":"EZHVF7F9XTR4","value_usd":357579.61,"pct_val":0.0197442,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.8000 06/15/22-30Y LCH","isin":"EZ4DZ289J9M0","value_usd":353683.91,"pct_val":0.0195291,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3243 FN 02/50 FIXED VAR","isin":"US3140X6S931","value_usd":352566.26,"pct_val":0.0194674,"balance":376860.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONATION INC","title":"AUTONATION, INC","isin":"US05330LX815","value_usd":349629.91,"pct_val":0.0210371,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR REVOLVER","isin":null,"value_usd":349588.4,"pct_val":0.019303,"balance":296007.48,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":349489.42,"pct_val":0.0192975,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC","isin":"US37790AXG39","value_usd":349327.48,"pct_val":0.0210189,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MORTGAGE FUND CORP 2005-1A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A","isin":"US16678RCT23","value_usd":346791.99,"pct_val":0.0191486,"balance":357472.04,"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 2006-24","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A","isin":"US23243HAA95","value_usd":342560.35,"pct_val":0.0189149,"balance":373166.74,"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 08/25 0.00000","isin":"US912797PP64","value_usd":341900.41,"pct_val":0.0219587,"balance":344000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-30Y LCH","isin":"EZ0141M3RG43","value_usd":341301.51,"pct_val":0.0219202,"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/3.00000 03/19/25-5Y LCH","isin":"EZ9JNZJCQVZ3","value_usd":340950.01,"pct_val":0.018826,"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":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS","isin":"XS0332288058","value_usd":336892.72,"pct_val":0.018602,"balance":252882.24,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESTINDUSTRIAL VIII SCSP","title":"PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2","isin":null,"value_usd":333169.2,"pct_val":0.0183964,"balance":283500,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AKTIENGESELLSCHAFT","title":"DEUTSCHE BANK AG REGS 11/30 VAR","isin":"DE000DL19VS4","value_usd":333059.8,"pct_val":0.0200401,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHL MORTGAGE PASS-THROUGH TRUST 2006-12","title":"COUNTRYWIDE HOME LOANS CWHL 2006 12 A1","isin":"US125432AE49","value_usd":329474.7,"pct_val":0.0181924,"balance":703600.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC FUNDING LTD 2017-4A","title":"CIFC FUNDING LTD CIFC 2017 4A A1R 144A","isin":"US12551JAL08","value_usd":327226.88,"pct_val":0.0180683,"balance":326824.72,"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":"US TREASURY N/B 11/40 1.375","isin":"US912810ST60","value_usd":324746.1,"pct_val":0.0179313,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-26","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A","isin":"US12668HAA86","value_usd":323895.92,"pct_val":0.0178844,"balance":345167.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESTINDUSTRIAL VIII SCSP","title":"PROJ ALFA 3 TERM LOAN","isin":null,"value_usd":323566.21,"pct_val":0.0178661,"balance":323566.21,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CCS USD R USSOFR/JPYMUTKCALM-41 CBK","isin":"EZTWL1TKBWX3","value_usd":321978.49,"pct_val":0.0193734,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR DELAYED DRAW TERM LOAN B","isin":null,"value_usd":318824.62,"pct_val":0.0176043,"balance":269958.82,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3","isin":"US61752JAE01","value_usd":316500.06,"pct_val":0.017476,"balance":1559534.6,"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 2016-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FK","isin":"US38376RXQ46","value_usd":313566.99,"pct_val":0.017314,"balance":312062.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS NZD 2.50000 03/12/26-2Y LCH","isin":"EZMSBPMSFWX3","value_usd":313459.39,"pct_val":0.0173081,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MASTR SPECIALIZED LOAN TRUST 2007-1","title":"MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A","isin":"US57645KAA43","value_usd":311521.59,"pct_val":0.0172011,"balance":793570.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A","isin":"US36263KAB70","value_usd":305760.87,"pct_val":0.016883,"balance":365025.06,"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-BTP FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":305130.96,"pct_val":0.0195971,"balance":666,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 04/41 2.75","isin":"XS2331742036","value_usd":302815.84,"pct_val":0.0182204,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5","isin":"US00402AAA97","value_usd":302644.15,"pct_val":0.0167109,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-2Y LCH","isin":"EZ7Z8JG63Q68","value_usd":300654.24,"pct_val":0.016601,"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":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 10/33 4.875","isin":"US731011AV42","value_usd":298639.08,"pct_val":0.0191802,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797QE09","value_usd":292735.88,"pct_val":0.0176138,"balance":293000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"522 FUNDING CLO I LTD 2018-3A","title":"522 FUNDING CLO LTD MORGN 2018 3A AR 144A","isin":"US33835NAA90","value_usd":275701.64,"pct_val":0.0152232,"balance":275568.98,"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":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":275521.5,"pct_val":0.0176955,"balance":-528,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3","isin":"US92922F4S40","value_usd":272867.67,"pct_val":0.0150668,"balance":281062.67,"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 06/54 2.2","isin":"JP1300831Q70","value_usd":271932.28,"pct_val":0.0150151,"balance":54150000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETRONAS CAPITAL LIMITED","title":"PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8","isin":"US716743AS84","value_usd":271155.09,"pct_val":0.0149722,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATARENERGY","title":"QATAR ENERGY SR UNSECURED 144A 07/31 2.25","isin":"US74730DAC74","value_usd":270399,"pct_val":0.0149304,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LN ASST BKD 2005-FF2","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5","isin":"US36242DN664","value_usd":265006.14,"pct_val":0.0146327,"balance":239784.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETRONAS CAPITAL LIMITED","title":"PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55","isin":"US716743AR02","value_usd":264552.79,"pct_val":0.0146076,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH","isin":"EZSKTZNFVH03","value_usd":259713.74,"pct_val":0.0143404,"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":"IRS NZD 3.50000 03/18/26-5Y LCH","isin":"EZXR7S50T0Y7","value_usd":258225.9,"pct_val":0.0142583,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   MAR26 XEUR 20260306","isin":"DE000F2MGDE7","value_usd":257790.93,"pct_val":0.0142343,"balance":-1410,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.4500 12/15/21-30Y LCH","isin":"EZ8LLH7KD6Y2","value_usd":254191.48,"pct_val":0.0140355,"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":"SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4","isin":"US83611MML99","value_usd":251514.83,"pct_val":0.0138877,"balance":256131.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC1","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC1 A2","isin":"US86358EAB20","value_usd":250720.26,"pct_val":0.0138439,"balance":251051.9,"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 01/26 ZCP","isin":null,"value_usd":249856.05,"pct_val":0.0137961,"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 07/25 ZCP","isin":"US48002AU933","value_usd":249713.05,"pct_val":0.0160379,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU940","value_usd":249708.68,"pct_val":0.0160376,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUE27","value_usd":249552.18,"pct_val":0.0160276,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUF79","value_usd":249520.55,"pct_val":0.0160255,"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 07/25 ZCP","isin":"US48002AUG74","value_usd":249487.5,"pct_val":0.0160234,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION","isin":"US12665JUF47","value_usd":249487.25,"pct_val":0.0160234,"balance":250000,"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 RESOURCES","isin":"US2574P0UJ18","value_usd":249425.85,"pct_val":0.0160195,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":"US29251UUM88","value_usd":249325.7,"pct_val":0.016013,"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 07/25 ZCP","isin":"US01626UUV50","value_usd":249056.2,"pct_val":0.0159957,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":248464.08,"pct_val":0.0159577,"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 POINT CLO 7 LTD","title":"CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A","isin":"US22846MAJ27","value_usd":244456.55,"pct_val":0.013498,"balance":244298.56,"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":"RFR USD SOFR/3.75000 12/17/25-10Y LCH","isin":"EZV20GX3PLY1","value_usd":243512.64,"pct_val":0.0134459,"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":"CITIGROUP MTGE LOAN TRUST INC 2005-5","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4","isin":"US17307GXW31","value_usd":242913.29,"pct_val":0.0134128,"balance":262455.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC9630 FN 01/55 FIXED 6.5","isin":"US3140AXVY09","value_usd":240147.36,"pct_val":0.0132601,"balance":231029.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 03/19/25-30Y LCH","isin":"EZLKBMPX51B0","value_usd":238119.13,"pct_val":0.0131481,"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 ALTERNATIVE LOAN 2007-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B","isin":"US02151WAT99","value_usd":237915.47,"pct_val":0.0131368,"balance":263424.15,"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 SR UNSECURED REGS 10/45 6.5","isin":"XS3200176298","value_usd":234029.33,"pct_val":0.0129222,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR8","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A","isin":"US92922FR759","value_usd":233382.35,"pct_val":0.0128865,"balance":241771.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARANAC CLO LTD 2018-6A","title":"SARANAC CLO LTD SRANC 2018 6A A1R 144A","isin":"US80317LAJ26","value_usd":230380.37,"pct_val":0.0127208,"balance":230251.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-INV1 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A","isin":"US12661XAC65","value_usd":226917.63,"pct_val":0.0125296,"balance":270497.03,"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":"31750RFG7 PIMCO FXVAN PUT USD BRL 5.48000000","isin":"EZG4C8FWWF20","value_usd":224734.5,"pct_val":0.0135222,"balance":8100000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD0765 FN 02/55 FIXED 6.5","isin":"US3140B0Z760","value_usd":224709.14,"pct_val":0.0124076,"balance":216179.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS MYR R 3.50000 03/19/25-5Y GST","isin":"EZGV26LZ2MT1","value_usd":222785.61,"pct_val":0.0143085,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1","isin":"US92925GAA13","value_usd":219924.35,"pct_val":0.0121434,"balance":239433.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM2007 FN 09/48 FIXED VAR","isin":"US3140J6GR20","value_usd":217510.71,"pct_val":0.0120101,"balance":224976.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1","isin":"US25150WAA27","value_usd":214196.72,"pct_val":0.0118272,"balance":224683.89,"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 0.06350 11/17/22-30Y LCH","isin":"EZ9DK9TD5569","value_usd":207127.88,"pct_val":0.0114368,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5","isin":"US3132DWJ614","value_usd":205993.77,"pct_val":0.0113742,"balance":198007.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ALTERNATIVE LOAN TRUST 2006-1","title":"MASTR ALTERNATIVE LOANS TRUST MALT 2006 1 A1","isin":"US576434Y325","value_usd":204943.84,"pct_val":0.0113163,"balance":498275.95,"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 06/52 1.3","isin":"JP1300751N79","value_usd":203712.33,"pct_val":0.0112483,"balance":50000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ8703 FN 05/49 FIXED 3.5","isin":"US3140HAU579","value_usd":203589.01,"pct_val":0.0112414,"balance":215373.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8439 FR 06/54 FIXED 6","isin":"US3132DWLU52","value_usd":203236.16,"pct_val":0.011222,"balance":197827.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A","isin":"US17311BAS25","value_usd":203010.05,"pct_val":0.0112095,"balance":358354.7,"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-SCHATZ FUT   DEC25 XEUR 20251208","isin":"DE000F1ZLHR4","value_usd":201815.93,"pct_val":0.0121432,"balance":-1402,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375","isin":"US147918AF37","value_usd":201046,"pct_val":0.011101,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.98104 09/01/23-4Y* LCH","isin":"EZ2TYRDPS670","value_usd":200554.58,"pct_val":0.0110739,"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":"RESIDENTIAL ACCREDIT LOANS 2007-QH8","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A","isin":"US74924EAA55","value_usd":194684.2,"pct_val":0.0107498,"balance":244589.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619467","value_usd":191688.43,"pct_val":0.0105843,"balance":1513854.38,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25","isin":"XS2159975700","value_usd":191291.58,"pct_val":0.0105624,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 04/53 5.5","isin":"US731011AW25","value_usd":186599.62,"pct_val":0.0119844,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROSAIL PLC 2007-3X","title":"EUROSAIL PLC ESAIL 2007 3X A3A REGS","isin":"XS0308666493","value_usd":186439.25,"pct_val":0.0102945,"balance":138294.81,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPECIALTY UNDERWRT& RES FIN 2006-BC3","title":"SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C","isin":"US84751WAD65","value_usd":186373.74,"pct_val":0.0102909,"balance":309647.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050368","value_usd":182884.73,"pct_val":0.0100982,"balance":1425813.06,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1","isin":"US126697AA90","value_usd":181977.2,"pct_val":0.0100481,"balance":183865.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25","isin":"XS2262853265","value_usd":180941.8,"pct_val":0.0099909,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOCTORS CO/THE","title":"DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5","isin":"US256141AB88","value_usd":179994.86,"pct_val":0.0099387,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD7358 FN 04/55 FIXED 6.5","isin":"US3140B8E800","value_usd":173108.2,"pct_val":0.0095584,"balance":165931.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX TRUST 2018-1","title":"ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A","isin":"US67112FAD24","value_usd":169590.64,"pct_val":0.0093642,"balance":172799.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X BA REGS","isin":"XS0329653934","value_usd":164820.5,"pct_val":0.0091008,"balance":126441.12,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2006-4","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3","isin":"US75970HAF73","value_usd":164351.82,"pct_val":0.0090749,"balance":544628.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STEELE CREEK CLO LTD 2017-1","title":"STEELE CREEK CLO LTD STCR 2017 1A A 144A","isin":"US85816VAA44","value_usd":162161.85,"pct_val":0.0097572,"balance":162061.36,"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 10/25 0.00000","isin":"US912797RC34","value_usd":160765.44,"pct_val":0.0096732,"balance":161000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 11/34 2.04","isin":"CND10008MC01","value_usd":157252.32,"pct_val":0.0094618,"balance":1100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2004-OPT","title":"GSAMP TRUST GSAMP 2004 OPT M1","isin":"US36242DNU36","value_usd":154214.74,"pct_val":0.0085152,"balance":158159.62,"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/2.96478 10/05/22-4Y* LCH","isin":"EZJH0GFKM5S6","value_usd":152729.15,"pct_val":0.0084331,"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/3.99801 02/13/25-30Y* LCH","isin":"EZNV8KC0QQ05","value_usd":149721.27,"pct_val":0.0082671,"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/3.50000 06/20/24-30Y LCH","isin":"EZV8ZC6L7CY8","value_usd":149290.03,"pct_val":0.0089827,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5","isin":"US3133KYR921","value_usd":149098.51,"pct_val":0.0082327,"balance":155209.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":147788.48,"pct_val":0.0081603,"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":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 05/35 1.65","isin":"CND100098JS4","value_usd":140618.05,"pct_val":0.0077644,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 18","title":"KKR FINANCIAL CLO LTD KKR 18 AR 144A","isin":"US48251JAL70","value_usd":140470.08,"pct_val":0.0090217,"balance":140296.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LLC 2021-FL3","title":"GPMT LTD. GPMT 2021 FL3 A 144A","isin":"US36264BAA89","value_usd":138017.13,"pct_val":0.0076208,"balance":138028.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWARK BSL CLO 2 LTD 2017 1A","title":"NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A","isin":"US65023PAN06","value_usd":136643.01,"pct_val":0.0075449,"balance":136578.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0304 G2 04/55 FIXED 3.5","isin":"US3618N5KS70","value_usd":134448.77,"pct_val":0.0074238,"balance":147576.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"SHORT EURO-BTP FU SEP25 XEUR 20250908","isin":"DE000F1NGF46","value_usd":134258.83,"pct_val":0.0086228,"balance":-678,"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 2.78000 05/02/24-5Y LCH","isin":"EZJ3VKFQ3YF7","value_usd":130039.4,"pct_val":0.0078244,"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":"OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH","isin":"EZZS62JCF3K5","value_usd":123415.34,"pct_val":0.0068145,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 4579","title":"FREDDIE MAC FHR 4579 FD","isin":"US3137BPPH69","value_usd":123069.07,"pct_val":0.0067954,"balance":124682.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROHOME UK MORTGAGES 2007-1 A","title":"EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS","isin":"XS0290416527","value_usd":119650.67,"pct_val":0.0066067,"balance":88818.06,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG","isin":null,"value_usd":118000,"pct_val":0.0065155,"balance":400000,"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":"ZCS BRL 13.2683 12/17/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":117111.44,"pct_val":0.0064665,"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":"GOVERNMENT NATIONAL MTGE ASSOC 2004-68","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC","isin":"US38374HVU12","value_usd":115275.19,"pct_val":0.0063651,"balance":114281.15,"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":"US TREASURY N/B 08/51 2","isin":"US912810SZ21","value_usd":114632.81,"pct_val":0.0063296,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-OA5","title":"COUNTRYWIDE HOME LOANS CWHL 2006 OA5 3A1","isin":"US126694N462","value_usd":113970.13,"pct_val":0.006293,"balance":123608.72,"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 TRUST 2005-41","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1","isin":"US12667GR623","value_usd":112745.45,"pct_val":0.0062254,"balance":153523.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH4169 FN 12/47 FIXED 3.5","isin":"US3140GST369","value_usd":111259.66,"pct_val":0.0061434,"balance":118902.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2006-WF1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2","isin":"US65536RAF38","value_usd":110056.65,"pct_val":0.0060769,"balance":110048.33,"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-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1","isin":"US61749KAA16","value_usd":108410.65,"pct_val":0.005986,"balance":119494.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM1796 FN 10/34 FIXED VAR","isin":"US3140X47J93","value_usd":107315.71,"pct_val":0.0059256,"balance":108785.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5167 FN 10/53 FIXED 6.5","isin":"US31418EW557","value_usd":107155.29,"pct_val":0.0059167,"balance":102971.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2020-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A","isin":"US78449XAB82","value_usd":105912.12,"pct_val":0.0058481,"balance":105591.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7","isin":"JP1300711M79","value_usd":104986.59,"pct_val":0.005797,"balance":30000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RH59 PIMCO FXVAN PUT USD BRL 5.47000000","isin":"EZ6PK98T5N22","value_usd":104506.56,"pct_val":0.0062881,"balance":3930000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED 144A 09/30 5.375","isin":"US445545AV85","value_usd":102773.34,"pct_val":0.0056748,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACCUNIA EUROPEAN CLO I DAC 1A","title":"ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A","isin":"XS1966591452","value_usd":101911.54,"pct_val":0.006132,"balance":86757.76,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-10Y LCH","isin":"EZSRZZKW9XN0","value_usd":100962.33,"pct_val":0.0064843,"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":"OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH","isin":"EZ7B7Z9XML74","value_usd":98033.76,"pct_val":0.0058987,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1","isin":"US694308JF52","value_usd":97007.26,"pct_val":0.0053564,"balance":100000,"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/3.96000 06/27/25-30Y LCH","isin":"EZFNM7GX8WQ8","value_usd":96867.29,"pct_val":0.0053487,"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":"ARGENTINA GOVT","title":"REPUBLIC OF ARGENTINA BONDS 07/30 VAR","isin":"ARARGE3209S6","value_usd":95778.14,"pct_val":0.0052885,"balance":147200,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2007-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3","isin":"US86364MAC47","value_usd":92611,"pct_val":0.0051136,"balance":102444.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVELOPMENT BANK","title":"CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82","isin":"CND10006GPV7","value_usd":90972.58,"pct_val":0.0050232,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVELOPMENT BANK","title":"CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63","isin":"CND10007C5L3","value_usd":89916.5,"pct_val":0.0049649,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":89875.77,"pct_val":0.0049626,"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":"WASHINGTON MUTUAL 2006-AR10","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1","isin":"US93363EAF25","value_usd":89559.35,"pct_val":0.0049451,"balance":104371.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENTINA GOVT","title":"REPUBLIC OF ARGENTINA BONDS 07/35 VAR","isin":"ARARGE3209T4","value_usd":89104.18,"pct_val":0.00492,"balance":122000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.93000 06/25/25-30Y LCH","isin":"EZT0FL60L6D6","value_usd":88509.29,"pct_val":0.0048872,"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":"BEAR STEARNS ALT-A TRUST 2005-9","title":"BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1","isin":"US07386HYE51","value_usd":88436.83,"pct_val":0.0048832,"balance":116401.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS CZK 4.52250 12/01/30-5Y CME","isin":"EZDD454DJT62","value_usd":88268.96,"pct_val":0.0048739,"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":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":88232.56,"pct_val":0.0053089,"balance":-501,"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 CAD CAONREPO/3.89750 06/19/25-1Y LCH","isin":"EZP8XM7HF4K9","value_usd":87641.38,"pct_val":0.0048392,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226140","value_usd":86273.44,"pct_val":0.0047637,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":85414.1,"pct_val":0.0051393,"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":"AUSTRALIA GOVT","title":"AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75","isin":"AU0000097495","value_usd":85352.4,"pct_val":0.0047128,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"ISRAEL GOVT EM SP CBK","isin":"EZYH14HMXHV9","value_usd":84247.3,"pct_val":0.0050691,"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 AUD 4.25000 03/15/23-10Y LCH","isin":"EZX8DCJ81DY7","value_usd":82662.81,"pct_val":0.005309,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3","isin":"US694308HL49","value_usd":79707.77,"pct_val":0.0044012,"balance":100000,"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":"CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR","isin":"EZRQWRRGPG15","value_usd":79012.95,"pct_val":0.0043628,"balance":1,"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":"OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH","isin":"EZJL81TKKH17","value_usd":78955.03,"pct_val":0.0043596,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25","isin":"US694308HN05","value_usd":78604.52,"pct_val":0.0043403,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI SERIES 2005-QO1 TRUST","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A2","isin":"US761118EP94","value_usd":78126.96,"pct_val":0.0043139,"balance":100145.63,"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 2005-81","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1","isin":"US12668BBN29","value_usd":77135.3,"pct_val":0.0042591,"balance":91914,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7937 G2 03/52 FIXED 3","isin":"US36179WZA97","value_usd":76834.05,"pct_val":0.0042425,"balance":85340.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 03/18/26-10Y LCH","isin":"EZWYGNX94PH2","value_usd":75991.08,"pct_val":0.004196,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4","isin":"US694308HR19","value_usd":75286.08,"pct_val":0.004157,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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 A3A","isin":"US88522WAD56","value_usd":75207.26,"pct_val":0.0041527,"balance":86822.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A3","isin":"US92922F6Y99","value_usd":71265,"pct_val":0.003935,"balance":77740.05,"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 ITRAXX XOV44 5Y 35-100% SP BOA","isin":"EZBL882X12N4","value_usd":70705.99,"pct_val":0.0039041,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":68453.56,"pct_val":0.0043965,"balance":-353,"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/3.24000 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":68039.6,"pct_val":0.0037569,"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":"VENTURE XXIX CLO LTD 2017-29A","title":"VENTURE CDO LTD VENTR 2017 29A AR 144A","isin":"US92331EAF34","value_usd":64465.98,"pct_val":0.0035596,"balance":64431.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2006-1","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1","isin":"US02660WAC01","value_usd":60723.15,"pct_val":0.0033529,"balance":67432.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM7441 FN 05/51 FIXED VAR","isin":"US3140XBHT03","value_usd":59067.48,"pct_val":0.0032615,"balance":66686.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2","title":"WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1","isin":"US94985FAA66","value_usd":58998.49,"pct_val":0.0032577,"balance":64093.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1","isin":"US75114NAA28","value_usd":55865.93,"pct_val":0.0030847,"balance":272331.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1","isin":"US86360KAE82","value_usd":53190.68,"pct_val":0.002937,"balance":63328.55,"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":"OIS SGD SIBSORA/1.50000 09/17/25-5Y LCH","isin":"EZZGGFF0BNY0","value_usd":52592.41,"pct_val":0.0031645,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A","isin":"US02146YAC03","value_usd":52031.86,"pct_val":0.002873,"balance":59884.66,"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 TRUST 2005-63","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1","isin":"US12668AXF73","value_usd":50359.95,"pct_val":0.0027807,"balance":53799.63,"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/3.25000 06/18/25-5Y LCH","isin":"EZH1N8KH2K02","value_usd":47428.54,"pct_val":0.0028538,"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":"MORGAN STANLEY MTGE LN TR 2007-6XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S","isin":"US61751JAM36","value_usd":47027.45,"pct_val":0.0025967,"balance":139907.07,"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 2.95000 06/12/24-5Y LCH","isin":"EZT0P390L5T8","value_usd":45557.64,"pct_val":0.0027412,"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 NZD 3.00000 03/18/26-2Y LCH","isin":"EZJ1P7CM8CV3","value_usd":45501.81,"pct_val":0.0025124,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-10","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA","isin":"US17313QAL23","value_usd":43053.38,"pct_val":0.0023773,"balance":45753.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2002-90","title":"FANNIE MAE FNR 2002 90 A2","isin":"US31392GEN16","value_usd":42303.9,"pct_val":0.0023359,"balance":41786.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2007-3","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1","isin":"US073881AA25","value_usd":40328.01,"pct_val":0.0022268,"balance":44788.81,"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":"31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZ3VFT51W2D6","value_usd":39938.34,"pct_val":0.0022052,"balance":6876627,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-17","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1","isin":"US863579VM76","value_usd":38476.97,"pct_val":0.0021246,"balance":44460.71,"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 2.00000 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":36819.48,"pct_val":0.0023647,"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":"SEQUOIA MORTGAGE TRUST 2007-3","title":"SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1","isin":"US81744MAA09","value_usd":36515.02,"pct_val":0.0020162,"balance":42077.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2006-SD3","title":"GSAMP TRUST GSAMP 2006 SD3 A 144A","isin":"US36244RAA86","value_usd":36263.98,"pct_val":0.0020024,"balance":38264.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-5","title":"BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2","isin":"US073873AK72","value_usd":36109.18,"pct_val":0.0019938,"balance":80830.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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 A1","isin":"US88522WAA18","value_usd":35671.59,"pct_val":0.0019697,"balance":37867.47,"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":"31750R4N4 PIMCO FXVAN PUT EUR CZK 24.60000000","isin":"EZ7DLBS26810","value_usd":34701.8,"pct_val":0.0022287,"balance":6876627,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CREDIT SUISSE MORTGAGE CAP CERT 2007-3","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A","isin":"US12638PAJ84","value_usd":34611.9,"pct_val":0.0019111,"balance":125796.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-SB1","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A","isin":"US41162BAA17","value_usd":33849.12,"pct_val":0.001869,"balance":36324.34,"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 ALTERNATIVE LOAN TR 2007-PA3","title":"WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1","isin":"US94985GAA40","value_usd":33700.26,"pct_val":0.0018608,"balance":38128.85,"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":"31750RFW2 PIMCO FXVAN PUT EUR HUF 393.00000000","isin":"EZQ4Y3N0K0K8","value_usd":33176.52,"pct_val":0.0019962,"balance":2974544,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"TBW MTGE BACKED PASS THRU CERT 2006-6","title":"TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A","isin":"US87222PAV58","value_usd":32789.09,"pct_val":0.0018105,"balance":143406.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XVIII LTD 2017-4A","title":"SOUND POINT CLO LTD SNDPT 2017 4A A1 144A","isin":"US83609TAA51","value_usd":32128.24,"pct_val":0.001774,"balance":32088.76,"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":"EURO-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":31791.1,"pct_val":0.0020418,"balance":-12,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET INVST LN TR 2004-8","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1","isin":"US86358ELZ78","value_usd":30692.46,"pct_val":0.0016947,"balance":31777.63,"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 GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":30024.33,"pct_val":0.0016578,"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":"IMPAC CMB TR 2004-8","title":"IMPAC CMB TRUST IMM 2004 8 1A","isin":"US45254NKQ96","value_usd":28583.69,"pct_val":0.0015783,"balance":28759.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-18","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1","isin":"US863579XK92","value_usd":27903.98,"pct_val":0.0015408,"balance":31554.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2004-W12","title":"FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1","isin":"US31394A6Y70","value_usd":27501.86,"pct_val":0.0015186,"balance":26349.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750QI27 PIMCO FXVAN PUT EUR CZK 24.70000000","isin":"EZ2YGR9812B3","value_usd":26334.16,"pct_val":0.0016913,"balance":4005000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.06500 06/26/25-30Y LCH","isin":"EZBT9VCX3T86","value_usd":25536.11,"pct_val":0.00141,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3384 FN 06/48 FIXED 4","isin":"US31418CXN90","value_usd":25492.96,"pct_val":0.0014076,"balance":26367.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":25274.55,"pct_val":0.0013956,"balance":27377.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A2","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1","isin":"US16163LAQ59","value_usd":25113.37,"pct_val":0.0013867,"balance":31647.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00500 09/29/25-30Y LCH","isin":"EZ6CX0MZNQN7","value_usd":24895.64,"pct_val":0.0013746,"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-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":24642.16,"pct_val":0.0013607,"balance":-12,"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":"31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000","isin":"EZX3BP6FHH19","value_usd":24612.65,"pct_val":0.001359,"balance":6235000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BOUGHT EGP SOLD USD 20260120","isin":null,"value_usd":24417.68,"pct_val":0.0013483,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"EG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FORT CRE 2022-FL3","title":"FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A","isin":"US34706CAA71","value_usd":23951.92,"pct_val":0.0015383,"balance":24321.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000","isin":"EZFD2BMPB6J2","value_usd":23383.5,"pct_val":0.0012912,"balance":3930000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12","isin":"US02150GAN88","value_usd":23144.32,"pct_val":0.0012779,"balance":77215.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2006-1","title":"MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1","isin":"US59020U4S19","value_usd":22998.75,"pct_val":0.0012699,"balance":23540.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2005-AR15","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2","isin":"US45660LVM89","value_usd":22907.75,"pct_val":0.0012649,"balance":28223.1,"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":"31750RFX0 PIMCO FXVAN PUT EUR CZK 24.25000000","isin":"EZ2SP0GSX648","value_usd":22725.12,"pct_val":0.0013674,"balance":4005000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RXO0 PIMCO FXVAN CALL USD SGD 1.31500000","isin":"EZ61H1FJ9RT7","value_usd":22467.01,"pct_val":0.0012405,"balance":6606000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE","title":"TERWIN MORTGAGE TRUST TMTS 2003 6HE A1","isin":"US881561CE22","value_usd":21671.74,"pct_val":0.0011966,"balance":23512.73,"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/3.70000 03/31/26-9Y* LCH","isin":"EZZZFWRT0PM3","value_usd":20935.34,"pct_val":0.001156,"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/4.25000 12/20/23-2Y LCH","isin":"EZM7XR6RB2D5","value_usd":19937.21,"pct_val":0.0011996,"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/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":19356.66,"pct_val":0.0010688,"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":"SMALL BUSINESS ADMIN PART CERTS 2008-20I","title":"SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1","isin":"US83162CSA26","value_usd":18958.39,"pct_val":0.0010468,"balance":18676.99,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RO44 PIMCO FXVAN PUT EUR HUF 387.00000000","isin":"EZXKC6F26CP8","value_usd":18887.99,"pct_val":0.0011365,"balance":3871000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-R2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A","isin":"US12669GN644","value_usd":18238.15,"pct_val":0.001007,"balance":18742.26,"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":"31750R5K9 PIMCO FXVAN PUT EUR HUF 399.00000000","isin":"EZYGLZDXTDV5","value_usd":17946.8,"pct_val":0.0011526,"balance":2974544,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750QFP9 PIMCO FXVAN PUT EUR CZK 24.75000000","isin":"EZXB1LYYQC54","value_usd":17455.47,"pct_val":0.0011211,"balance":2374000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A","isin":"US93935AAC62","value_usd":17165,"pct_val":0.0009478,"balance":27518.62,"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 2006-15CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1","isin":"US021467AA34","value_usd":16867.75,"pct_val":0.0009314,"balance":37669.6,"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":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":16766.19,"pct_val":0.0010088,"balance":350,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTGE INVEST 2006-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1","isin":"US86360JAA97","value_usd":16731.5,"pct_val":0.0009239,"balance":23563.98,"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/3.70000 02/20/24-25Y LCH","isin":"EZRM7DK4X894","value_usd":15604.34,"pct_val":0.0008616,"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":"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":0.0008428,"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":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1","isin":"US07402FAA30","value_usd":15038,"pct_val":0.0008303,"balance":21286.99,"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":"31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZRPS491TRS5","value_usd":13516.52,"pct_val":0.0007463,"balance":2242000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RMQ7 PIMCO FXVAN PUT EUR HUF 390.00000000","isin":"EZF8CH2FC862","value_usd":12863.22,"pct_val":0.000774,"balance":1690000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000","isin":"EZNPWWYDDY50","value_usd":12689.2,"pct_val":0.0007007,"balance":4005000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2006-R1","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2","isin":"US76113MAB19","value_usd":12531.72,"pct_val":0.000692,"balance":45767.41,"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":"31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZH15QWJM8B2","value_usd":11928.6,"pct_val":0.0006587,"balance":2376000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-6","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 6 2A1","isin":"US07384MW653","value_usd":11919.56,"pct_val":0.0006582,"balance":13068.43,"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 LOAN 2006-HY13","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1","isin":"US02149DAN93","value_usd":11877.28,"pct_val":0.0006558,"balance":13221.61,"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":"31750R6I3 PIMCO FXVAN PUT EUR HUF 395.00000000","isin":"EZZKJ79NJC27","value_usd":9959.18,"pct_val":0.0006396,"balance":2389000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","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":9830.49,"pct_val":0.0005428,"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":"31750RNO1 PIMCO FXVAN PUT EUR HUF 386.00000000","isin":"EZ2P1WWS5D76","value_usd":9732.68,"pct_val":0.0005856,"balance":2389000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2006-48","title":"FANNIE MAE FNR 2006 48 TF","isin":"US31395NLE57","value_usd":9361.98,"pct_val":0.0005169,"balance":9432.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-56","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3","isin":"US12668ALV51","value_usd":9295.67,"pct_val":0.0005133,"balance":10272.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-8","title":"BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1","isin":"US07387QAX88","value_usd":9243.01,"pct_val":0.0005104,"balance":9707.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1","isin":"US88522XAE13","value_usd":9213.43,"pct_val":0.0005087,"balance":10450.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1","isin":"US88522XAC56","value_usd":8880.59,"pct_val":0.0004904,"balance":9000.53,"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":"31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000","isin":"EZ8LQHFK91B3","value_usd":8858.49,"pct_val":0.0004891,"balance":2970000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-9","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A","isin":"US41161PSK02","value_usd":8348.93,"pct_val":0.000461,"balance":8835.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 841068 FN 11/34 FLOATING VAR","isin":"US31407UMR58","value_usd":8265.22,"pct_val":0.0004564,"balance":7875.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000","isin":"EZ0X1GXSRXF6","value_usd":8174.93,"pct_val":0.0004919,"balance":398000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R594 PIMCO FXVAN PUT EUR USD 1.09750000","isin":"EZXSNMVYWSL9","value_usd":7974.94,"pct_val":0.0004799,"balance":398000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2003-4","title":"SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1","isin":"US81743PBW59","value_usd":7508.5,"pct_val":0.0004146,"balance":7471.76,"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 2007-16CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1","isin":"US02152AAY55","value_usd":7277.54,"pct_val":0.0004018,"balance":16428.46,"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":"FORD MOTOR CREDIT COMPANY LLC SNR S* ICE","isin":"EZ87806BLJ43","value_usd":6870.54,"pct_val":0.0003794,"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":"RFR GBP SONIO/3.50000 09/17/25-2Y LCH","isin":"EZDJBYWF0BY5","value_usd":6706.59,"pct_val":0.0003703,"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":"31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000","isin":"EZFBRM75GXV3","value_usd":6682.77,"pct_val":0.000369,"balance":3871000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE","isin":"US38380TV370","value_usd":6502.43,"pct_val":0.000359,"balance":6579.78,"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 4579","title":"FREDDIE MAC FHR 4579 SD","isin":"US3137BPS836","value_usd":6327.99,"pct_val":0.0003494,"balance":124682.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRESCO RES SEC 1999-1","title":"AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A","isin":"US03215PFN42","value_usd":6082.05,"pct_val":0.0003358,"balance":5802.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2003-34","title":"FANNIE MAE FNR 2003 34 A1","isin":"US31393CEY57","value_usd":6061.15,"pct_val":0.0003347,"balance":5966.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE GRANTOR TRUST 2004-T3","title":"FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1","isin":"US31393YU521","value_usd":6054.82,"pct_val":0.0003343,"balance":6005.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2011-RR5","title":"BCAP LLC TRUST BCAP 2011 RR5 7A1 144A","isin":"US05534AAJ07","value_usd":5613.42,"pct_val":0.00031,"balance":5673.76,"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":"31750S550 PIMCO FXVAN PUT EUR HUF 376.00000000","isin":"EZMRRLHNTGL0","value_usd":5073.34,"pct_val":0.0002801,"balance":2397000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC","isin":"US38380HCH30","value_usd":5005.05,"pct_val":0.0002764,"balance":5197.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CCS USD R USSOFR/JPYMUTKCALM-31.5 GLM","isin":"EZFN2Q3HCPS6","value_usd":4882.13,"pct_val":0.0002696,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 800171 FN 12/34 FLOATING VAR","isin":"US31405U6G90","value_usd":4474.65,"pct_val":0.0002471,"balance":4388.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-16","title":"COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A","isin":"US12669FY239","value_usd":4459.34,"pct_val":0.0002462,"balance":4569.72,"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":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":4445.16,"pct_val":0.0002855,"balance":2,"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-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A","isin":"US92922FD213","value_usd":4235.22,"pct_val":0.0002339,"balance":4215.52,"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 LOAN TRUST 2005-21CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3","isin":"US12667GKC68","value_usd":4104.37,"pct_val":0.0002266,"balance":5491.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3397","title":"FREDDIE MAC FHR 3397 FC","isin":"US31397PLU20","value_usd":4039.01,"pct_val":0.000223,"balance":4043.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTORS 2003-A4","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A","isin":"US589929W877","value_usd":3746.12,"pct_val":0.0002068,"balance":3808.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ALT LN TR 2006-2","title":"MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1","isin":"US5764342H69","value_usd":3687.15,"pct_val":0.0002036,"balance":43285.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.02000 05/15/25-1Y LCH","isin":"EZD4TMPFK8Z6","value_usd":3407.53,"pct_val":0.0001882,"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":"GSR MORTGAGE LOAN TRUST 2005-AR1","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1","isin":"US36242DUL53","value_usd":3283.22,"pct_val":0.0001813,"balance":3438.86,"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 GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":3247.63,"pct_val":0.0002086,"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":"COUNTRYWIDE ALTERNATIVE LN TR 2005-56","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2","isin":"US12668AGT60","value_usd":3193.86,"pct_val":0.0001764,"balance":3426.36,"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":"31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000","isin":"EZ6LHMHGSW79","value_usd":3179.04,"pct_val":0.0001913,"balance":10066000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MTGE LOAN TRUST 2004-7","title":"GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1","isin":"US36228F4P85","value_usd":3112.12,"pct_val":0.0001718,"balance":3224,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002 AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A","isin":"US929227LE40","value_usd":3095.03,"pct_val":0.0001709,"balance":3166.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":2982.42,"pct_val":0.0001795,"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/4.00000 03/18/26-30Y LCH","isin":"EZJ0QJ90MPZ5","value_usd":2806.61,"pct_val":0.000155,"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 PLN 4.68500 12/02/30-5Y CME","isin":"EZLKC8SBBNW3","value_usd":2790.95,"pct_val":0.0001541,"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":"GREENPOINT MTGE FUNDING TR 2005-AR5","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1","isin":"US39538WEA27","value_usd":2667.83,"pct_val":0.0001473,"balance":2766.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MTGE TRUST 2005-A7","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1","isin":"US466247WT64","value_usd":2397.88,"pct_val":0.0001324,"balance":2555.68,"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":"FORD MOTOR CREDIT COMPANY LLC SNR S* ICE","isin":"EZQ5L44FQ7Q3","value_usd":2284.83,"pct_val":0.0001375,"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":"BEAR STEARNS ADJ RATE MTGE TR 2004-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A","isin":"US07384MN322","value_usd":2102.68,"pct_val":0.0001161,"balance":2149.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1","isin":"US59020UC291","value_usd":2011.53,"pct_val":0.0001292,"balance":2018.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2","isin":"US07386HSZ54","value_usd":1991.38,"pct_val":0.00011,"balance":2069.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080409 G2 05/30 FLOATING VAR","isin":"US36225CN364","value_usd":1787.85,"pct_val":0.0000987,"balance":1779.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080414 G2 06/30 FLOATING VAR","isin":"US36225CN851","value_usd":1610.6,"pct_val":0.0000889,"balance":1610.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000","isin":"EZR5HRN9R6R0","value_usd":1566.86,"pct_val":0.0000943,"balance":3224000,"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":"31750RIV1 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6LKNDM7959","value_usd":1486.63,"pct_val":0.0000821,"balance":2669000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTORS 2003-A2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1","isin":"US589929M704","value_usd":1377.57,"pct_val":0.0000761,"balance":1462.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A","isin":"US07384MN579","value_usd":1300.12,"pct_val":0.0000718,"balance":1426.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2003-5","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2","isin":"US07384MWG31","value_usd":1257.53,"pct_val":0.0000694,"balance":1281.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2003-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7","isin":"US929227R651","value_usd":1239.4,"pct_val":0.0000684,"balance":1238.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1","isin":"US86359BGF22","value_usd":1190.02,"pct_val":0.0000657,"balance":1227.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMORTIZING RESIDENTIAL COLLAT 2001-BC6","title":"AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A","isin":"US86358RMY08","value_usd":1139.68,"pct_val":0.0000629,"balance":1144.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080364 G2 01/30 FLOATING VAR","isin":"US36225CMN38","value_usd":1103.57,"pct_val":0.0000609,"balance":1100.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2","isin":"US86359LBY48","value_usd":945.58,"pct_val":0.0000522,"balance":982.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":943.82,"pct_val":0.0000521,"balance":949.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A","isin":"US07384MYW62","value_usd":781.49,"pct_val":0.0000432,"balance":803.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1","isin":"US07384M3D25","value_usd":686.29,"pct_val":0.0000379,"balance":728.34,"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":"31750R8E0 PIMCO FXVAN PUT EUR USD 1.14500000","isin":"EZVT5TS6QXX5","value_usd":643.3,"pct_val":0.0000387,"balance":8302000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6W5TLP2QM6","value_usd":609.87,"pct_val":0.0000337,"balance":1091000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2003-1","title":"GSR MORTGAGE LOAN TRUST GSR 2003 1 A2","isin":"US36229RJJ95","value_usd":541.42,"pct_val":0.0000299,"balance":538.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2003-A2","title":"JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1","isin":"US466247AZ62","value_usd":535.41,"pct_val":0.0000296,"balance":551.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080397 G2 04/30 FLOATING VAR","isin":"US36225CNP76","value_usd":467.31,"pct_val":0.0000258,"balance":465.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9M1 PIMCO FXVAN PUT EUR USD 1.12200000","isin":"EZWYXTRTQG35","value_usd":331.48,"pct_val":0.0000199,"balance":173000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL FUNDING MTG SEC I 2003-S9","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1","isin":"US76111JZ721","value_usd":300.4,"pct_val":0.0000166,"balance":296.49,"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":"31750R8W0 PIMCO FXVAN PUT EUR USD 1.13150000","isin":"EZ9386YZ99F6","value_usd":285.07,"pct_val":0.0000172,"balance":11037000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2003-8","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1","isin":"US22541NX200","value_usd":279.87,"pct_val":0.0000155,"balance":271.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-4","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2","isin":"US86359BNU16","value_usd":245.2,"pct_val":0.0000135,"balance":247.38,"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 2005-AB3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB3 1A1","isin":"US126670BM96","value_usd":221.3,"pct_val":0.0000122,"balance":221.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080199 G2 05/28 FLOATING VAR","isin":"US36225CGH34","value_usd":218.47,"pct_val":0.0000121,"balance":217.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080010 G2 11/26 FLOATING VAR","isin":"US36225CAL00","value_usd":207.23,"pct_val":0.0000114,"balance":207.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080011 G2 11/26 FLOATING VAR","isin":"US36225CAM82","value_usd":130.31,"pct_val":0.0000072,"balance":130.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9N9 PIMCO FXVAN PUT EUR USD 1.12900000","isin":"EZ5XP0D5L9J8","value_usd":120.07,"pct_val":0.0000072,"balance":3409000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MTGE LOAN TRUST 2003-2F","title":"GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1","isin":"US36228FNB84","value_usd":99.85,"pct_val":0.0000055,"balance":96.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2395","title":"FREDDIE MAC FHR 2395 FT","isin":"US31339LMA51","value_usd":87.13,"pct_val":0.0000048,"balance":87.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U7LXA1 PIMCO SWAPTION 4.57 PUT USD 20250813","isin":"EZQN2H32XRJ3","value_usd":74.91,"pct_val":0.0000048,"balance":68100000,"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":"317U7MZA7 PIMCO SWAPTION 4.7 PUT USD 20250820","isin":"EZSL02XD2L64","value_usd":26.32,"pct_val":0.0000017,"balance":37600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2","isin":"US939335N840","value_usd":22.49,"pct_val":0.0000012,"balance":22.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080022 G2 12/26 FLOATING VAR","isin":"US36225CAY21","value_usd":20.05,"pct_val":0.0000011,"balance":20.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1","isin":"DK0009527376","value_usd":9.8,"pct_val":5e-7,"balance":84.98,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R8V2 PIMCO FXVAN PUT AUD USD 0.61750000","isin":"EZ3PLRJ6JZ70","value_usd":9.48,"pct_val":6e-7,"balance":7158000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R8D2 PIMCO FXVAN PUT AUD USD 0.62500000","isin":"EZXW7JBCPHR7","value_usd":8.05,"pct_val":5e-7,"balance":4057000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R9L3 PIMCO FXVAN CALL USD SEK 10.12500000","isin":"EZ7G75L3QGF0","value_usd":6.26,"pct_val":4e-7,"balance":782000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008971 G2 09/26 FLOATING VAR","isin":"US36202K6G55","value_usd":4.01,"pct_val":2e-7,"balance":4.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008651 G2 07/25 FLOATING VAR","isin":"US36202KTG03","value_usd":3.99,"pct_val":3e-7,"balance":4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008699 G2 09/25 FLOATING VAR","isin":"US36202KUY99","value_usd":2.78,"pct_val":2e-7,"balance":2.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/50 1","isin":"DK0002044718","value_usd":1.81,"pct_val":1e-7,"balance":14.95,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050012","value_usd":1.06,"pct_val":1e-7,"balance":10,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008770 G2 12/25 FLOATING VAR","isin":"US36202KW763","value_usd":1.03,"pct_val":1e-7,"balance":1.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009524431","value_usd":0.61,"pct_val":0,"balance":4.79,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009522815","value_usd":0.6,"pct_val":0,"balance":4.87,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1","isin":"DK0009527293","value_usd":0.58,"pct_val":0,"balance":4.74,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009397069","value_usd":0.56,"pct_val":0,"balance":4.59,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/50 1","isin":"DK0009397739","value_usd":0.24,"pct_val":0,"balance":2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/50 1","isin":"DK0004612454","value_usd":0.2,"pct_val":0,"balance":1.61,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/50 1.5","isin":"DK0002044122","value_usd":0.16,"pct_val":0,"balance":1.24,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5","isin":"DK0009521254","value_usd":0.13,"pct_val":0,"balance":1.04,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.43,"pct_val":0,"balance":-4300000,"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":"317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070","isin":"EZJQZP36X547","value_usd":-0.56,"pct_val":0,"balance":-5600000,"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":"317UB8RA2 PIMCO SWAPTION 3.498 CALL USD 202601","isin":"EZYJY66WQZQ5","value_usd":-0.64,"pct_val":0,"balance":-6400000,"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":"317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070","isin":"EZ78N9X8M3Y4","value_usd":-4.18,"pct_val":-3e-7,"balance":-3800000,"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":-38.57,"pct_val":-0.0000025,"balance":-1900000,"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":"CCS USD R USSOFR/JPYMUTKCALM-45.9 GLM","isin":"EZRMSRQNDB73","value_usd":-77.64,"pct_val":-0.000005,"balance":1,"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/3.90500 08/15/25-1Y LCH","isin":"EZ9NNW6T65W8","value_usd":-307.02,"pct_val":-0.000017,"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":"317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601","isin":"EZCZL8PJPGL2","value_usd":-378.4,"pct_val":-0.0000209,"balance":-4300000,"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":"DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE","isin":"EZHCYK4D3DY0","value_usd":-453.78,"pct_val":-0.0000251,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"DE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAEPA2 PIMCO SWAPTION 3.325 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-520.65,"pct_val":-0.0000313,"balance":-3900000,"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":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-588.25,"pct_val":-0.0000325,"balance":-6500000,"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/3.50000 03/18/26-5Y LCH","isin":"EZ6G3TM0YT98","value_usd":-1205.75,"pct_val":-0.0000666,"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":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-1290.25,"pct_val":-0.0000712,"balance":-6500000,"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":"317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-1348.05,"pct_val":-0.0000744,"balance":-4300000,"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 CNY R 1.50000 03/18/26-5Y SCX","isin":"EZ2JY50F6GP6","value_usd":-1461.37,"pct_val":-0.0000807,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CN","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":-1479.3,"pct_val":-0.000089,"balance":-14,"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":"317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011","isin":"EZRPXWTDZ7D5","value_usd":-2107.43,"pct_val":-0.0001164,"balance":-4300000,"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":-2453.28,"pct_val":-0.0001576,"balance":-5700000,"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":"31750RW60 PIMCO FXVAN PUT USD BRL 5.16000000","isin":"EZZ8HK7DDDJ6","value_usd":-2713.5,"pct_val":-0.0001498,"balance":-8100000,"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":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-2861.04,"pct_val":-0.0001721,"balance":-7800000,"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":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-2972.16,"pct_val":-0.0001641,"balance":-4300000,"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":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-3444.73,"pct_val":-0.0001902,"balance":-4300000,"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 129.5 EXP 10/24/2025","isin":"DE000F2UPA73","value_usd":-3944.81,"pct_val":-0.0002374,"balance":-14,"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 KRW 2.50000 09/17/25-10Y LCH","isin":"EZTDXJF18SY0","value_usd":-4007.2,"pct_val":-0.0002574,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"KR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070","isin":"EZJFGPMJB918","value_usd":-4114.22,"pct_val":-0.0002642,"balance":-1100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":-4551.13,"pct_val":-0.0002923,"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":"PEMEX LA SP CBK","isin":"EZC6DNLK7LK4","value_usd":-5522.98,"pct_val":-0.000305,"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":"EURO-BUND OPTION  NOV25P 127.5 EXP 10/24/2025","isin":"DE000F2UPA08","value_usd":-6245.95,"pct_val":-0.0003758,"balance":-28,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  AUG25C 132.5 EXP 07/25/2025","isin":"DE000F1674Y7","value_usd":-6431.61,"pct_val":-0.0004131,"balance":-39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":-7549.8,"pct_val":-0.0004169,"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/3.50000 03/18/26-2Y LCH","isin":"EZXH6Z90LT57","value_usd":-8015.04,"pct_val":-0.0004426,"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":"317UB8QA3 PIMCO SWAPTION 3.798 PUT USD 2026010","isin":"EZYP3D7S7MC6","value_usd":-9552,"pct_val":-0.0005274,"balance":-6400000,"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":"31750RH42 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZRJ7BXTYJD5","value_usd":-10249.44,"pct_val":-0.0006167,"balance":-3930000,"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":"31750RZR1 PIMCO FXVAN PUT USD KRW 1383.0000000","isin":"EZT1Y2PFVFP6","value_usd":-10530.02,"pct_val":-0.0005814,"balance":-6492000,"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/3.87000 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-11057.71,"pct_val":-0.0006106,"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 AUD 4.00000 06/21/23-10Y LCH","isin":"EZP6R092H9Q0","value_usd":-12117.87,"pct_val":-0.0007291,"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":"317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072","isin":"EZHZLXVZP143","value_usd":-12580.88,"pct_val":-0.000808,"balance":-5625000,"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/4.00000 03/18/26-10Y LCH","isin":"EZD0T4M543P3","value_usd":-12745.76,"pct_val":-0.0007038,"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":"31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000","isin":"EZ3YDWG2RKN2","value_usd":-14373.56,"pct_val":-0.0007937,"balance":-10259500,"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/4.00000 06/20/24-2Y LCH","isin":"EZ33002G9XM4","value_usd":-15554.35,"pct_val":-0.0008589,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  AUG25P 129 EXP 07/25/2025","isin":"DE000F167368","value_usd":-15619.63,"pct_val":-0.0010032,"balance":-39,"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 KRW 2.75000 03/18/26-10Y LCH","isin":"EZX6C7NZ3WQ3","value_usd":-16270.03,"pct_val":-0.0008984,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"KR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RFH5 PIMCO FXVAN CALL USD BRL 5.77000000","isin":"EZ3XJRMD37B7","value_usd":-16734.6,"pct_val":-0.0010069,"balance":-8100000,"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/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-16858.3,"pct_val":-0.0009309,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 1.00000 05/18/22-5Y LCH","isin":"EZG2JQ07KZT4","value_usd":-19569.27,"pct_val":-0.0010805,"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":"317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507","isin":"EZ78XR7L6YX2","value_usd":-20233.48,"pct_val":-0.0012995,"balance":-3800000,"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":-20984.06,"pct_val":-0.0013477,"balance":-5625000,"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":"317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507","isin":"EZL4V0T519J1","value_usd":-23158.24,"pct_val":-0.0014873,"balance":-5600000,"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":"317UAEOA3 PIMCO SWAPTION 3.625 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-23786.49,"pct_val":-0.0014312,"balance":-3900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.70000 04/11/22-5Y LCH","isin":"EZ68H722FKZ4","value_usd":-28056.66,"pct_val":-0.0015492,"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":"317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507","isin":"EZ7SJVNDKPC9","value_usd":-28572.96,"pct_val":-0.0018351,"balance":-5700000,"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":"31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000","isin":"EZBZ5X21SKS5","value_usd":-30516.45,"pct_val":-0.001685,"balance":-3930000,"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 GBP SONIO/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-31007.82,"pct_val":-0.0017121,"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":"31750RMD6 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZG0DHQSN2Z2","value_usd":-31913.75,"pct_val":-0.0019202,"balance":-6517000,"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-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":-36643.62,"pct_val":-0.0022048,"balance":-12,"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 0.65000 05/11/22-5Y LCH","isin":"EZ5S6QT5XDZ3","value_usd":-36787.56,"pct_val":-0.0020313,"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":"SOUTH KOREA GOVT AS BP MYC","isin":"EZ6M0XMW1T25","value_usd":-39678.59,"pct_val":-0.0021909,"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 EUR 1.00000 05/13/22-5Y LCH","isin":"EZV2M518D339","value_usd":-41792.53,"pct_val":-0.0023076,"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":"31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000","isin":"EZP38740M526","value_usd":-43661.53,"pct_val":-0.0028042,"balance":-1595000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","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":-43836.76,"pct_val":-0.0024205,"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 PLN 4.72250 12/01/30-5Y CME","isin":"EZL5F157H565","value_usd":-48041.04,"pct_val":-0.0026527,"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":"RFR GBP SONIO/4.50000 03/18/26-30Y LCH","isin":"EZ7PRP9KG5G9","value_usd":-49540.3,"pct_val":-0.0027354,"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 MYR P 3.75000 03/19/25-10Y JPM","isin":"EZCCY1P0DHC8","value_usd":-49612.93,"pct_val":-0.0031864,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MY","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":-51000.77,"pct_val":-0.0028161,"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 EUR 0.65000 04/12/22-5Y LCH","isin":"EZW03QFBH1W4","value_usd":-52434.57,"pct_val":-0.0028952,"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":"31750RME4 PIMCO FXVAN PUT USD BRL 5.27500000","isin":"EZ5VHDYDQYB7","value_usd":-54703.7,"pct_val":-0.0032915,"balance":-6517000,"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":"31750RXP7 PIMCO FXVAN PUT USD SGD 1.23650000","isin":"EZP9GWJW28X9","value_usd":-55411.13,"pct_val":-0.0030596,"balance":-6606000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RW45 PIMCO FXVAN CALL USD BRL 5.70000000","isin":"EZH8S5DJ43X4","value_usd":-57542.4,"pct_val":-0.0031773,"balance":-8100000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOUTH KOREA GOVT AS BP BOA","isin":"EZV3RS2C5M63","value_usd":-60698.47,"pct_val":-0.0036522,"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 MYR P 3.75000 09/18/24-10Y BPS","isin":"EZLRDZ9WNKY4","value_usd":-62312.78,"pct_val":-0.0040021,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.50000 12/17/25-10Y LCH","isin":"EZBDYQVMPQL8","value_usd":-62601.02,"pct_val":-0.0034566,"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":"31750R396 PIMCO FXVAN CALL USD TRY 53.50000000","isin":"EZ8Z632F5QS6","value_usd":-68812.79,"pct_val":-0.0044195,"balance":-2538000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-2Y LCH","isin":"EZHML4QNCYC1","value_usd":-83256.88,"pct_val":-0.0045971,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 12/18/24-10Y LCH","isin":"EZCSY905NSR3","value_usd":-84550.33,"pct_val":-0.0046686,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 12/31/25-9Y* LCH","isin":"EZ3QD28MGHY9","value_usd":-86883.74,"pct_val":-0.0052278,"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 PLN 2.58500 10/14/21-8Y CME","isin":"EZMXG853SS36","value_usd":-100467.84,"pct_val":-0.0055475,"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":"RFR JPY MUTK/1.00000 06/18/25-5Y LCH","isin":"EZ2GLHD0M6N1","value_usd":-101280.75,"pct_val":-0.0055924,"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":"SOUTH KOREA GOVT AS BP MYC","isin":"EZLG31L0TX08","value_usd":-134993.87,"pct_val":-0.0074539,"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":"RFR JPY MUTK/0.75000 03/19/25-5Y LCH","isin":"EZCCYRB375G3","value_usd":-137493.07,"pct_val":-0.0075919,"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":"CDX ITRAXX MAIN43 10Y ICE","isin":"EZFYBVRSD755","value_usd":-140819.21,"pct_val":-0.0090442,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH","isin":"EZFLLC2H47Y2","value_usd":-150153.42,"pct_val":-0.0082909,"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 1.75000 03/16/22-5Y LCH","isin":"EZL3ZQJGWZK6","value_usd":-166667.7,"pct_val":-0.0092028,"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":"RFR EUR ESTRON/2.02754 12/10/24-5Y* LCH","isin":"EZXTKTNMM665","value_usd":-180576.12,"pct_val":-0.0108652,"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 12.97 11/06/25-01/02/29 CME","isin":"EZ71CGHFF5P8","value_usd":-188982.88,"pct_val":-0.0104349,"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 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":-189053.77,"pct_val":-0.0104389,"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 MYR P 3.75000 09/20/23-10Y GST","isin":"EZ14D1ZR6JH9","value_usd":-196681.68,"pct_val":-0.0126319,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.25000 03/19/25-10Y LCH","isin":"EZ2NWX0YG9B5","value_usd":-215130.2,"pct_val":-0.0118787,"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 IG43 10Y ICE","isin":"EZRS7ZV2CX50","value_usd":-239055.66,"pct_val":-0.0143839,"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":"OIS SGD SIBSORA/2.00000 09/17/25-10Y LCH","isin":"EZK96S5H9FB6","value_usd":-254520.98,"pct_val":-0.0153145,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-329180.3,"pct_val":-0.0198067,"balance":-677,"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/3.62000 09/02/25-4Y* LCH","isin":"EZNQ4Z4QT3L7","value_usd":-350035.34,"pct_val":-0.0224811,"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-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-358973.16,"pct_val":-0.0198212,"balance":623,"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 CAD CAONREPO/1.2500 06/16/21-10Y LCH","isin":"EZRVHRQ373N8","value_usd":-392759.12,"pct_val":-0.0216867,"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":"IRS EUR 2.25000 09/21/22-15Y LCH","isin":"EZH88BLMCGL0","value_usd":-442342.63,"pct_val":-0.0266156,"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 2.55000 06/28/27-5Y LCH","isin":"EZTLJDVTH6F5","value_usd":-478827.36,"pct_val":-0.0264391,"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 0.45100 05/27/25-25Y LCH","isin":"EZ0WWVTLGHJ9","value_usd":-623834.5,"pct_val":-0.0344459,"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 JPY MUTK/1.25000 12/17/25-5Y LCH","isin":"EZX0RKJ1PSM2","value_usd":-786081.12,"pct_val":-0.0434045,"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":"CCS USD R USSOFR/JPYMUTKCALM-41.4 GST","isin":"EZ3QHDHNF375","value_usd":-793912.85,"pct_val":-0.0477695,"balance":1,"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":"CDX ITRAXX MAIN43 5Y ICE","isin":"EZQ41P4DCR25","value_usd":-824109.57,"pct_val":-0.0529287,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX IG44 10Y ICE","isin":"EZ2KJYY390G1","value_usd":-851696.22,"pct_val":-0.0512463,"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":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-867797.22,"pct_val":-0.0557345,"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 AUD 1.75000 06/16/21-10Y LCH","isin":"EZQDDT0MLY48","value_usd":-938808.19,"pct_val":-0.0602952,"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 4.25000 03/18/26-10Y LCH","isin":"EZWQB1T1PD87","value_usd":-1037196.97,"pct_val":-0.0572702,"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 IG45 10Y ICE","isin":"EZN8K7G6VZS1","value_usd":-1067660.06,"pct_val":-0.0589523,"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":"EURO-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-1096290.19,"pct_val":-0.0659635,"balance":-1000,"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 2.00000 03/18/26-2Y LCH","isin":"EZ7WRPJZGMR0","value_usd":-1261105.98,"pct_val":-0.0696337,"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/1.75000 06/15/22-10Y LCH","isin":"EZQ6DKJXZ1C9","value_usd":-1293577.33,"pct_val":-0.0714266,"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 GBP SONIO/3.00000 06/17/25-2Y LCH","isin":"EZHN3RVYPHH3","value_usd":-1381594.97,"pct_val":-0.0762866,"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":"OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH","isin":"EZPDMLY42MJ2","value_usd":-1550753.61,"pct_val":-0.0995976,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204713","value_usd":-1553841.68,"pct_val":-0.0997959,"balance":-1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/19/25-7Y LCH","isin":"EZMWLHCGJ237","value_usd":-1600201.02,"pct_val":-0.0883573,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":-1625518.07,"pct_val":-0.104399,"balance":-1700000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":-1648293.5,"pct_val":-0.0991774,"balance":-1700000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":-1659840.14,"pct_val":-0.0916503,"balance":-1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 06/19/24-20Y LCH","isin":"EZ2YJBCZJ162","value_usd":-1769136.91,"pct_val":-0.0976853,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.10000 03/31/23-10Y* LCH","isin":"EZMMJ6TW4NL8","value_usd":-1789178.75,"pct_val":-0.0987919,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 09/18/24-10Y LCH","isin":"EZGG5GCVX2P9","value_usd":-2098582.23,"pct_val":-0.115876,"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":"IRS AUD 4.25000 09/17/25-10Y LCH","isin":"EZ9W83MVPGX6","value_usd":-2168509.59,"pct_val":-0.119737,"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":"RFR JPY MUTK/1.25000 09/17/25-10Y LCH","isin":"EZ9QPMSV7CJ4","value_usd":-2339109.48,"pct_val":-0.129157,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/19/25-10Y LCH","isin":"EZDJZW92MSS2","value_usd":-2427015.58,"pct_val":-0.134011,"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":"IRS EUR 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-2522435.99,"pct_val":-0.13928,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":-2654206.02,"pct_val":-0.170467,"balance":-3200000,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226A83","value_usd":-2696486.72,"pct_val":-0.162247,"balance":-3200000,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226187","value_usd":-2705750.02,"pct_val":-0.149402,"balance":-3200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-3495292.95,"pct_val":-0.224486,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":-3672575.23,"pct_val":-0.235872,"balance":-3950000,"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 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":-3722331.72,"pct_val":-0.223972,"balance":-3950000,"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 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":-3744734.02,"pct_val":-0.206771,"balance":-3950000,"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 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":-5369553.07,"pct_val":-0.296487,"balance":-5300000,"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 6.5 JUMBOS","isin":"US21H0626778","value_usd":-5852999.97,"pct_val":-0.375911,"balance":-5700000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-6661230.77,"pct_val":-0.42782,"balance":-7400000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-6759767.76,"pct_val":-0.406734,"balance":-7400000,"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 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-6818695.29,"pct_val":-0.376503,"balance":-7400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 06/49 3","isin":"FR001400NEF3","value_usd":-9245857.71,"pct_val":-0.510523,"balance":-9700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":-10990178.76,"pct_val":-0.705847,"balance":-11000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS AUD 3.50000 03/18/26-5Y LCH","isin":"EZYN149WVD59","value_usd":-10998207.37,"pct_val":-0.607281,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":-11084172.44,"pct_val":-0.666932,"balance":-11000000,"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 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204895","value_usd":-13715055.3,"pct_val":-0.880853,"balance":-15000000,"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 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204A48","value_usd":-15352585.38,"pct_val":-0.923761,"balance":-16700000,"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 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204143","value_usd":-15465765.63,"pct_val":-0.853963,"balance":-16700000,"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":-15767500.52,"pct_val":-0.870624,"balance":-19500000,"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 3.5 JUMBOS","isin":"US21H0326213","value_usd":-27757363.75,"pct_val":-1.53266,"balance":-30500000,"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 3.5 JUMBOS","isin":"US21H0326A37","value_usd":-30549606.43,"pct_val":-1.83816,"balance":-33500000,"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":-39608442.5,"pct_val":-2.54386,"balance":-50000000,"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":"US01F0206791","value_usd":-58201441.73,"pct_val":-3.73801,"balance":-73500000,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626717","value_usd":-69909244.62,"pct_val":-4.48994,"balance":-67700000,"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":"US01F0206205","value_usd":-86498207.22,"pct_val":-4.77612,"balance":-107000000,"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":-99569789.09,"pct_val":-5.99109,"balance":-123500000,"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=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-global-bond-opportunities-fund-u-s-dollar-hedged.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-global-bond-opportunities-fund-u-s-dollar-hedged/"},"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 Global Bond Opportunities Fund (U.S. Dollar-Hedged) | LEI: 549300F3V4IM7FBY9U59 | 1093 positions totaling $3,513,049,138 across DIR, ABS-MBS, ABS-CBDO, STIV, ABS-O, DFE, DBT, DCR, LON | 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"}