{"entity_type":"fund","name":"PIMCO Global Core Asset Allocation Fund","identifiers":{"lei":"YB8LA59EIUIEOFQSLY54","cik":"810893","fund_id":"S000023224","fundkey":"pimco-global-core-asset-allocation-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":421,"total_value_usd":428181237.54,"asset_categories":["ABS-MBS","EC","ABS-CBDO","DIR","DCO","STIV","DBT","ABS-O","DFE","DCR"],"by_asset_category":{"DBT":{"positions":85,"total_value_usd":56771100.3},"DIR":{"positions":143,"total_value_usd":-1291623.1},"ABS-MBS":{"positions":86,"total_value_usd":128802452.83},"ABS-CBDO":{"positions":18,"total_value_usd":2960040.36},"DCO":{"positions":36,"total_value_usd":-107016.58},"EC":{"positions":29,"total_value_usd":161429987.73},"ABS-O":{"positions":12,"total_value_usd":5969206.41},"DFE":{"positions":2,"total_value_usd":-5050.99},"DCR":{"positions":8,"total_value_usd":130329.31},"STIV":{"positions":2,"total_value_usd":73521811.27}}},"holdings":[{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":62403917.61,"pct_val":19.4188,"balance":6356719.73,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO INTERNATIONAL BOND FUND PIMCO INTL BND USD HGD INS","isin":"US6933908823","value_usd":61589423.36,"pct_val":19.1653,"balance":6202358.85,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO INCOME FUND PIMCO INCOME FUND INS","isin":"US72201F4900","value_usd":31675476.91,"pct_val":9.85673,"balance":2882209,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO TOTAL RETURN FUND PIMCO TOTAL RETURN FUND INST","isin":"US6933907007","value_usd":31564398.09,"pct_val":9.82217,"balance":3562573.15,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ISHARES CORE S&P 500 ETF","title":"ISHARES CORE S+P 500 ETF ISHARES CORE S+P 500 ETF","isin":"US4642872000","value_usd":25517439.7,"pct_val":7.94048,"balance":37255,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":16340421.75,"pct_val":5.08479,"balance":16400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":13933793.94,"pct_val":4.6372,"balance":16100000,"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":13409730.73,"pct_val":4.17282,"balance":12900000,"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":13332665.23,"pct_val":4.28525,"balance":12900000,"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":13301311.65,"pct_val":4.42671,"balance":12900000,"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":11117893.66,"pct_val":3.45965,"balance":1141350.34,"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":"US01F0606834","value_usd":10051494.95,"pct_val":3.34516,"balance":9900000,"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":7037437.64,"pct_val":2.2619,"balance":7100000,"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":6196456.69,"pct_val":1.9282,"balance":7010000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":6158380.83,"pct_val":1.97937,"balance":7010000,"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":5952527.12,"pct_val":1.8523,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":5924528.84,"pct_val":1.9042,"balance":5800000,"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":5913769.81,"pct_val":1.84024,"balance":33500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","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":5722154.59,"pct_val":1.78061,"balance":90800000,"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":5592403.3,"pct_val":1.86117,"balance":31500000,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":5169826.97,"pct_val":1.60874,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":5044479.54,"pct_val":1.62135,"balance":5200000,"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 2015-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A","isin":"US89171UAL35","value_usd":4910879,"pct_val":1.52816,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE FUNDING MTGE LN ASSET-BKD 2003-6","title":"CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 6 1A5","isin":"US161546HA77","value_usd":4756977.85,"pct_val":1.48027,"balance":4783263.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":4463511.89,"pct_val":1.43462,"balance":4500000,"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":4407792.93,"pct_val":1.46692,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","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":3596505,"pct_val":1.19693,"balance":4900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 08/29 11","isin":"COL17CT03995","value_usd":3387082.94,"pct_val":1.05399,"balance":13533500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":3160944.85,"pct_val":0.983618,"balance":3177750,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL ASSET BACKED 2007-HE2","title":"WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE2 2A2","isin":"US93934TAC62","value_usd":2759325.38,"pct_val":0.858643,"balance":8694707.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/29 8.5","isin":"MX0MGO0001F1","value_usd":2467225.32,"pct_val":0.767748,"balance":44000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":2412650.66,"pct_val":0.750765,"balance":460000000,"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":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7","isin":"PEP01000C5I0","value_usd":2138881.02,"pct_val":0.665574,"balance":6300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2021-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD","isin":"US38382YGB39","value_usd":2001408.8,"pct_val":0.622796,"balance":1991211.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P4","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A","isin":"US14687NAD21","value_usd":1978051.26,"pct_val":0.615527,"balance":1911000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/53 1.5","isin":"US912810TP30","value_usd":1881057.89,"pct_val":0.585345,"balance":2409814,"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 11/42 4","isin":"US912810TM09","value_usd":1879633.79,"pct_val":0.584902,"balance":2050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY HOME EQUITY LN 2005-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6","isin":"US61744CQQ23","value_usd":1873101.79,"pct_val":0.582869,"balance":1924344.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/32 0","isin":"ES0000012K20","value_usd":1855995.69,"pct_val":0.577546,"balance":1800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","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":1753628.91,"pct_val":0.545692,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2024-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A","isin":"US83206EAA55","value_usd":1639832.28,"pct_val":0.510281,"balance":1596220.04,"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 06/55 2.8","isin":"JP1300871R70","value_usd":1600257.92,"pct_val":0.497966,"balance":280000000,"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 02/35 4.625","isin":"US91282CMM00","value_usd":1526187.31,"pct_val":0.474917,"balance":1470000,"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 11/52 4","isin":"US912810TL26","value_usd":1344836.92,"pct_val":0.418484,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M4","isin":"US07388EAE68","value_usd":1172378.74,"pct_val":0.364819,"balance":1140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 11/40 12.75","isin":"COL17CT04001","value_usd":1153284.13,"pct_val":0.358877,"balance":4442000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5532","title":"FREDDIE MAC FHR 5532 FA","isin":"US3137HKPJ74","value_usd":1143897.3,"pct_val":0.355956,"balance":1138812.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":1013123.22,"pct_val":0.315262,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":1007652.04,"pct_val":0.323869,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":999107.16,"pct_val":0.332505,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 01/35 11.75","isin":"COL17CT04084","value_usd":926986.89,"pct_val":0.288459,"balance":3759600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","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":920389.46,"pct_val":0.286405,"balance":3100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A","isin":"US92922FC975","value_usd":890288.11,"pct_val":0.277039,"balance":869811.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KENVUE INC","title":"KENVUE INC COMMON STOCK USD.01","isin":"US49177J1025","value_usd":888375,"pct_val":0.276443,"balance":51500,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2006-WL3","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4","isin":"US542514SW51","value_usd":836615.78,"pct_val":0.260337,"balance":915178.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXACT SCIENCES CORPORATION","title":"EXACT SCIENCES CORP COMMON STOCK USD.01","isin":"US30063P1057","value_usd":812480,"pct_val":0.252826,"balance":8000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 02/33 13.25","isin":"COL17CT03862","value_usd":810529.94,"pct_val":0.25222,"balance":3021000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JDE PEETS NV","title":"JDE PEET S NV COMMON STOCK EUR.01","isin":"NL0014332678","value_usd":806485.21,"pct_val":0.250961,"balance":21565,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SC25","value_usd":793521.74,"pct_val":0.246927,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/55 4.625","isin":"US912810UG12","value_usd":770812.5,"pct_val":0.23986,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CYBERARK SOFTWARE LTD","title":"CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01","isin":"IL0011334468","value_usd":738675.36,"pct_val":0.22986,"balance":1656,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"IL","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":737156.25,"pct_val":0.229387,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRONTIER COMMUNICATIONS PARENT INC","title":"FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25","isin":"US35909D1090","value_usd":735398.19,"pct_val":0.22884,"balance":19317,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"KELLANOVA","title":"KELLANOVA COMMON STOCK USD.25","isin":"US4878361082","value_usd":734079,"pct_val":0.23594,"balance":8950,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":730785.7,"pct_val":0.234882,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":720133.06,"pct_val":0.239662,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2005-FF12","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2","isin":"US32027NXX47","value_usd":711809.39,"pct_val":0.2215,"balance":722758.31,"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/2.75000 06/21/23-30Y CME","isin":"EZM2L9TGLT92","value_usd":687960.84,"pct_val":0.221117,"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":"FIRST NLC TRUST 2005-4","title":"FIRST NLC TRUST FNLC 2005 4 A4","isin":"US32113JCG85","value_usd":668416.02,"pct_val":0.207997,"balance":676400.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIDITY BIOSCIENCES INC","title":"AVIDITY BIOSCIENCES INC COMMON STOCK","isin":"US05370A1088","value_usd":649170,"pct_val":0.202008,"balance":9000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"NORFOLK SOUTHERN CORPORATION","title":"NORFOLK SOUTHERN CORP COMMON STOCK USD1.0","isin":"US6558441084","value_usd":637493.76,"pct_val":0.198374,"balance":2208,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"CONFLUENT INC","title":"CONFLUENT INC CLASS A COMMON STOCK USD.00001","isin":"US20717M1036","value_usd":635040,"pct_val":0.197611,"balance":21000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"QORVO INC","title":"QORVO INC COMMON STOCK USD.0001","isin":"US74736K1016","value_usd":600021,"pct_val":0.186714,"balance":7100,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 05/55 3.25","isin":"FR001400OHF4","value_usd":567494.67,"pct_val":0.176592,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.4500 12/15/21-30Y LCH","isin":"EZ8LLH7KD6Y2","value_usd":536626.52,"pct_val":0.166987,"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":"CLARITEV CORPORATION","title":"CLARITEV CORP SR SECURED 144A 03/31 6.75","isin":"US62548MAA80","value_usd":496796,"pct_val":0.154592,"balance":620995,"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 12/25 0.00000","isin":"US912797QY62","value_usd":496208.41,"pct_val":0.159486,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PY71","value_usd":495001.25,"pct_val":0.164738,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2023-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A","isin":"US78449HAB33","value_usd":486412.86,"pct_val":0.151361,"balance":476199.43,"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":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":484893.03,"pct_val":0.161374,"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":"REV GROUP INC","title":"REV GROUP INC COMMON STOCK USD.001","isin":"US7495271071","value_usd":480399,"pct_val":0.14949,"balance":7900,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA","title":"NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A","isin":"US63935CAB72","value_usd":455768.22,"pct_val":0.141825,"balance":470663.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMICUS THERAPEUTICS INC","title":"AMICUS THERAPEUTICS INC COMMON STOCK USD.01","isin":"US03152W1099","value_usd":441440,"pct_val":0.137367,"balance":31000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2020-4 DAC 20-4A","title":"OCP EURO CLO OCPE 2020 4A AR 144A","isin":"XS2376688474","value_usd":436156.48,"pct_val":0.145154,"balance":370313.48,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRIGHTHOUSE FINANCIAL INC","title":"BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01","isin":"US10922N1037","value_usd":395219,"pct_val":0.122984,"balance":6100,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2006-8","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3","isin":"US54251UAD81","value_usd":380743.34,"pct_val":0.118479,"balance":1510831.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WNS (HOLDINGS) LIMITED","title":"WNS HOLDINGS LTD COMMON STOCK USD.16","isin":"JE00BQC4YW14","value_usd":378833.09,"pct_val":0.121761,"balance":4967,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"TEGNA INC","title":"TEGNA INC COMMON STOCK USD1.0","isin":"US87901J1051","value_usd":377175.12,"pct_val":0.117369,"balance":19432,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 01/31 6.5","isin":"COL17CT04035","value_usd":376952.69,"pct_val":0.1173,"balance":1429674120,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSG SYSTEMS INTL INC","title":"CSG SYSTEMS INTL INC COMMON STOCK USD.01","isin":"US1263491094","value_usd":368112,"pct_val":0.114549,"balance":4800,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"RAD CLO LTD 2019-5A","title":"RAD CLO LTD RAD 2019 5A AR 144A","isin":"US74923EAA64","value_usd":366752.23,"pct_val":0.122056,"balance":366196.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1","isin":"US76112B4P24","value_usd":362105.49,"pct_val":0.11268,"balance":365224.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN ABS MANUFACTURED HOUSING 2001-B","title":"LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2","isin":"US52519SAM52","value_usd":346576.24,"pct_val":0.107847,"balance":362734.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-38","title":"FANNIE MAE FNR 2024 38 AF","isin":"US3136BR5A18","value_usd":344072.95,"pct_val":0.107068,"balance":343814.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-C","title":"FREMONT HOME LOAN TRUST FHLT 2006 C 1A1","isin":"US35729TAA07","value_usd":341544.69,"pct_val":0.106281,"balance":368766.76,"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 2018-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG","isin":"US38380LJY02","value_usd":323095.72,"pct_val":0.100541,"balance":320876.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A","title":"ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A","isin":"US682685AA05","value_usd":308389.86,"pct_val":0.0959643,"balance":306000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO IX LTD 2015-2A","title":"SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A","isin":"US83609GBN43","value_usd":300219.24,"pct_val":0.0934218,"balance":299824.82,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 80 CLO LTD 2019-80A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A","isin":"US26245JAQ13","value_usd":289802.06,"pct_val":0.0964469,"balance":289237.46,"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 03/26 0.00000","isin":"US912797SZ10","value_usd":272039.07,"pct_val":0.0846527,"balance":274000,"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/3.25000 03/19/25-30Y CME","isin":"EZLKBMPX51B0","value_usd":266598.5,"pct_val":0.0856874,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":262938.84,"pct_val":0.0875067,"balance":263000,"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 03/26 0.00000","isin":"US912797ST59","value_usd":262444,"pct_val":0.081667,"balance":264000,"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/1.75000 06/15/22-30Y LCH","isin":"EZ2TNCR649W7","value_usd":261463.86,"pct_val":0.0840371,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC-3892","title":"FREDDIE MAC FHR 3892 FC","isin":"US3137ACXT12","value_usd":260560.32,"pct_val":0.0810808,"balance":261613.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EGYPTIAN GOVT","title":"EGYPT GOVERNMENT BOND BONDS 03/28 21.954","isin":"EGBGR06111F1","value_usd":254028.97,"pct_val":0.0790484,"balance":12100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"EG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A","title":"SEGOVIA EUROPEAN CLO 6   2019 SEGOV 2019 6A AR 144A","isin":"XS2357554679","value_usd":250628.18,"pct_val":0.0805544,"balance":213278.58,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":235519.51,"pct_val":0.0783815,"balance":235158.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-38","title":"FANNIE MAE FNR 2024 38 FA","isin":"US3136BR4S35","value_usd":233978.39,"pct_val":0.0728091,"balance":233553.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2005-W1","title":"ARGENT SECURITIES INC. ARSI 2005 W1 A1","isin":"US040104MX65","value_usd":232206.81,"pct_val":0.0722578,"balance":252950.85,"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":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":231956.13,"pct_val":0.0721798,"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":"STEELCASE INC","title":"STEELCASE INC CL A COMMON STOCK","isin":"US8581552036","value_usd":227831.2,"pct_val":0.0732272,"balance":13246,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2","isin":"US17309SAF74","value_usd":225002.75,"pct_val":0.070016,"balance":225058.86,"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 REMICS 5426","title":"FREDDIE MAC FHR 5426 AF","isin":"US3137HCXU12","value_usd":218118.88,"pct_val":0.0678739,"balance":217221.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEMRUSH HOLDINGS INC","title":"SEMRUSH HOLDINGS INC A COMMON STOCK USD.00001","isin":"US81686C1045","value_usd":216398,"pct_val":0.0673384,"balance":18200,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"OSCAR US FUNDING XV LLC 2023-1A","title":"OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A","isin":"US68785CAC55","value_usd":216087.83,"pct_val":0.0672419,"balance":215152,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS COP IBR/9.63000 12/17/25-5Y CME","isin":"EZKR4B45T9R9","value_usd":213792.37,"pct_val":0.0665276,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PROS HOLDINGS INC","title":"PROS HOLDINGS INC COMMON STOCK USD.001","isin":"US74346Y1038","value_usd":206190,"pct_val":0.0662715,"balance":9000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UDEMY INC","title":"UDEMY INC COMMON STOCK USD.00001","isin":"US9026851066","value_usd":204750,"pct_val":0.0637138,"balance":35000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","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":201970.96,"pct_val":0.062849,"balance":211183.22,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XXXV LTD","title":"MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A","isin":"US55819MAN65","value_usd":200563.92,"pct_val":0.0624112,"balance":200463.32,"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 01/26 0.00000","isin":"US912797RA77","value_usd":200000,"pct_val":0.0622357,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RR03","value_usd":198660.11,"pct_val":0.0638514,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIMEO INC","title":"VIMEO INC COMMON STOCK USD.01","isin":"US92719V1008","value_usd":197625,"pct_val":0.0635187,"balance":25500,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2019-9","title":"FANNIE MAE FNR 2019 9 FA","isin":"US3136B33L22","value_usd":195630.64,"pct_val":0.0608761,"balance":197107.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTI 2006-19","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3","isin":"US12667CAD48","value_usd":195495.29,"pct_val":0.060834,"balance":196719.2,"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 2005-23CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5","isin":"US12667GLF80","value_usd":189360.56,"pct_val":0.058925,"balance":252757.23,"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 2006-M1","title":"ARGENT SECURITIES INC. ARSI 2006 M1 A1","isin":"US04012MAM10","value_usd":186054.77,"pct_val":0.0578963,"balance":203397.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":184115.88,"pct_val":0.0612742,"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/3.42700 03/20/45-10Y LCH","isin":"EZJ3GGX653Y4","value_usd":180843.52,"pct_val":0.0562746,"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":"STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2","isin":"US86358EUW47","value_usd":174516.37,"pct_val":0.0543058,"balance":180242.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCI-SYMPHONY CLO LTD 2016-1A","title":"TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A","isin":"US87229WAQ42","value_usd":174135.04,"pct_val":0.0541871,"balance":174043.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":168659,"pct_val":0.0524831,"balance":168566,"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/3.25000 12/20/23-30Y CME","isin":"EZ3BPZ7JX2D9","value_usd":167740.66,"pct_val":0.0539135,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF","isin":"US38383KYE62","value_usd":165487.89,"pct_val":0.0514963,"balance":164303.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA SR UNSECURED 04/29 2.25","isin":"COL17CT03680","value_usd":158039.2,"pct_val":0.0491784,"balance":675123890,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-10Y LCH","isin":"EZSRZZKW9XN0","value_usd":157068.66,"pct_val":0.0522729,"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 COP IBR/8.61000 06/18/25-4Y* CME","isin":"EZZFRYK97VC7","value_usd":156770.43,"pct_val":0.0487836,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ALLIANCE BANCORP TRUST 2007-OA1","title":"ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1","isin":"US01852TAA16","value_usd":143365.22,"pct_val":0.0446122,"balance":160172.11,"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 ZAR 8.75000 03/20/19-10Y CME","isin":"EZ61NWC7JXY5","value_usd":143218.2,"pct_val":0.0445664,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"ZA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"LAURENTIAN BANK OF CANADA","title":"LAURENTIAN BANK OF CANADA COMMON STOCK","isin":"CA51925D1069","value_usd":138820.74,"pct_val":0.043198,"balance":4728,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA","title":"NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A","isin":"US63941KAC99","value_usd":131149.23,"pct_val":0.0408108,"balance":130038.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM XXIV LTD 2019-24A","title":"OZLM LTD OZLM 2019 24A A1AR 144A","isin":"US67113DAW48","value_usd":130824.88,"pct_val":0.0407099,"balance":130730.45,"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 12/17/25-7Y CME","isin":"EZSQ10V59MH1","value_usd":128846.2,"pct_val":0.0400942,"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":"SCCU AUTO RECEIVABLES TRUST 2023-1A","title":"SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A","isin":"US805922AE19","value_usd":126436.63,"pct_val":0.0393444,"balance":125516.07,"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":"RFR JPY MUTK/0.60000 09/18/24-5Y LCH","isin":"EZ28NWPQHWW5","value_usd":124777.78,"pct_val":0.0388282,"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/2.00000 06/18/25-30Y LCH","isin":"EZGXYMX8TZ55","value_usd":124427.6,"pct_val":0.0387192,"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/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":123161.77,"pct_val":0.0383253,"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":"FREDDIE MAC REMICS 5426","title":"FREDDIE MAC FHR 5426 BF","isin":"US3137HCXW77","value_usd":120144.33,"pct_val":0.0373863,"balance":119816.43,"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/3.75000 12/17/25-5Y CME","isin":"EZN69Y39SP81","value_usd":108933.97,"pct_val":0.0338979,"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":"MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)","title":"MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5","isin":"US553283AF90","value_usd":108841.1,"pct_val":0.0362226,"balance":109668,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POTBELLY CORP (AKA: POTBELLY SANDWICH WORKS LLC)","title":"POTBELLY CORP COMMON STOCK USD.01","isin":"US73754Y1001","value_usd":105648,"pct_val":0.0339563,"balance":6200,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"HERITAGE COMMERCE CORP","title":"HERITAGE COMMERCE CORP COMMON STOCK","isin":"US4269271098","value_usd":103286,"pct_val":0.0321404,"balance":8600,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797QE09","value_usd":99909.86,"pct_val":0.032112,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RC34","value_usd":99854.31,"pct_val":0.0320942,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797PD35","value_usd":99802.87,"pct_val":0.0310565,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RD17","value_usd":99775.61,"pct_val":0.0320689,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797RK59","value_usd":99736.3,"pct_val":0.0310358,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":99674.27,"pct_val":0.0320363,"balance":100000,"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 04/26 0.00000","isin":"US912797TJ68","value_usd":98934.59,"pct_val":0.0307863,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2006-WF1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6","isin":"US863576FN94","value_usd":98900.24,"pct_val":0.0307756,"balance":100000,"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 10/25 0.00000","isin":"US912797RB50","value_usd":98857.18,"pct_val":0.0328999,"balance":100000,"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/3.50000 09/17/25-30Y LCH","isin":"EZ9MZMRJSYT0","value_usd":98787.9,"pct_val":0.0317514,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":96958.44,"pct_val":0.0311634,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC","isin":"US38383KYQ92","value_usd":96811.96,"pct_val":0.0301258,"balance":96807.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":95618.71,"pct_val":0.0318222,"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":"IRS CZK 3.53400 03/21/24-5Y CME","isin":"EZ63108P6QC4","value_usd":91176.35,"pct_val":0.0283721,"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":"ACE SECURITIES CORP 2005-HE5","title":"ACE SECURITIES CORP. ACE 2005 HE5 M4","isin":"US004421RH88","value_usd":90995.3,"pct_val":0.0283158,"balance":90765.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-7Y LCH","isin":"EZQ9TQ7T4F86","value_usd":84292.2,"pct_val":0.0270924,"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 ILS 0.00000 04/21/25-0Y* LCH","isin":"EZPWK83FWB95","value_usd":82441.74,"pct_val":0.0274368,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"522 FUNDING CLO I LTD 2018-3A","title":"522 FUNDING CLO LTD MORGN 2018 3A AR 144A","isin":"US33835NAA90","value_usd":78771.92,"pct_val":0.0245121,"balance":78734.02,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIBRANT CLO XI LTD 2019-11A","title":"VIBRANT CLO LTD VIBR 2019 11A A1R1 144A","isin":"US92558NAJ19","value_usd":78607.79,"pct_val":0.0244611,"balance":78566.32,"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-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":76900.15,"pct_val":0.0239297,"balance":-70,"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/3.75000 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":76397.19,"pct_val":0.0245548,"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":"ACE SECURITIES CORP 2006-HE3","title":"ACE SECURITIES CORP. ACE 2006 HE3 A2D","isin":"US00441TAE38","value_usd":75864.29,"pct_val":0.0236073,"balance":101809.03,"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":"ZCS BRL 9.955 01/02/24-01/02/29 CME","isin":"EZLQJ9ZXFX78","value_usd":71664.43,"pct_val":0.0238501,"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":"COUNTRYWIDE HOME LOANS 2006-6","title":"COUNTRYWIDE HOME LOANS CWHL 2006 6 A4","isin":"US126694K641","value_usd":70536.68,"pct_val":0.0219495,"balance":145001.96,"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 2005-76","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1","isin":"US12668BDE02","value_usd":67614.77,"pct_val":0.0210403,"balance":72955.25,"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":66015.54,"pct_val":0.0205426,"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":"AAMES MORTGAGE INVESTMENT TRUST 2006-1","title":"AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1","isin":"US00252GAE98","value_usd":65602.88,"pct_val":0.0204142,"balance":68060.04,"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/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":64746.35,"pct_val":0.0208101,"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/2.7500 03/19/25-10Y LCH","isin":"EZZHPNBTTS97","value_usd":63740.24,"pct_val":0.0198346,"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":"POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C","title":"POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1","isin":"US73316MAE75","value_usd":62737.01,"pct_val":0.0195224,"balance":65412.33,"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/3.75000 09/17/25-5Y LCH","isin":"EZH8V115JC41","value_usd":62481.28,"pct_val":0.0200821,"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":"CIFC FUNDING LTD 2017-4A","title":"CIFC FUNDING LTD CIFC 2017 4A A1R 144A","isin":"US12551JAL08","value_usd":62328.96,"pct_val":0.0193954,"balance":62252.36,"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":"ZCS BRL 14.88 01/30/25-01/02/29 CME","isin":"EZT2T65HMF92","value_usd":61011.35,"pct_val":0.0203047,"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":"MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)","title":"MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75","isin":"US553283AG73","value_usd":59086.82,"pct_val":0.0196642,"balance":71656,"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 MYR 3.00000 03/18/26-5Y LCH","isin":"EZ02BX76H1H1","value_usd":58974.67,"pct_val":0.0183517,"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":"IMPAC CMB TRUST 2005-2","title":"IMPAC CMB TRUST IMM 2005 2 1M1","isin":"US45254NNB90","value_usd":57151.66,"pct_val":0.0177844,"balance":58491.48,"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 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":56332.33,"pct_val":0.0175294,"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":"COLLEGE AVE STUDENT LOANS LLC 2019-A","title":"COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A","isin":"US19421UAB08","value_usd":55494.66,"pct_val":0.0172688,"balance":57653.96,"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":"RFR USD SOFR/4.08500 03/31/26-28Y* CME","isin":"EZJZKTHMMCJ7","value_usd":55441.4,"pct_val":0.0172522,"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 LN TR 2007-HY8C","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1","isin":"US02150XAA90","value_usd":55231.08,"pct_val":0.0171867,"balance":58731.63,"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 REMICS 2024-54","title":"FANNIE MAE FNR 2024 54 FC","isin":"US3136BSSC02","value_usd":52434.57,"pct_val":0.0163165,"balance":52179.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE XXVIII CLO LTD 2017-28A","title":"VENTURE CDO LTD VENTR 2017 28A A1R 144A","isin":"US92331AAU88","value_usd":51200.36,"pct_val":0.0164563,"balance":51172.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SY45","value_usd":49677.04,"pct_val":0.0154584,"balance":50000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS CLP 5.36500 01/23/25-5Y CME","isin":"EZ21WP24H8L3","value_usd":47332.79,"pct_val":0.0157525,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 5426","title":"FREDDIE MAC FHR 5426 CF","isin":"US3137HCY227","value_usd":47180.37,"pct_val":0.0146815,"balance":47268.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPAC CMB TRUST 2005-2","title":"IMPAC CMB TRUST IMM 2005 2 1A2","isin":"US45254NMZ77","value_usd":44700.3,"pct_val":0.0139098,"balance":44993.44,"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/4.10000 02/11/25-1Y LCH","isin":"EZR57YL70MG8","value_usd":43523.13,"pct_val":0.0139888,"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":"CATAMARAN CLO LTD 2014-1A","title":"CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A","isin":"US14889DAJ72","value_usd":42717.61,"pct_val":0.0137299,"balance":42664.28,"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/3.50000 12/18/24-30Y CME","isin":"EZ4089K4KC85","value_usd":42178.39,"pct_val":0.0135566,"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":"SARANAC CLO LTD 2018-6A","title":"SARANAC CLO LTD SRANC 2018 6A A1R 144A","isin":"US80317LAJ26","value_usd":41887.34,"pct_val":0.0130344,"balance":41863.91,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.7500 12/17/25-10Y LCH","isin":"EZDJ138TZQK3","value_usd":40961.02,"pct_val":0.0127462,"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":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":40428.95,"pct_val":0.0129943,"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":"COUNTRYWIDE HOME LOANS 2006-HYB5","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1","isin":"US170256AD31","value_usd":36408.34,"pct_val":0.0113295,"balance":40938.78,"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 2006-GEL4","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A","isin":"US86361NAD30","value_usd":35877.62,"pct_val":0.0111643,"balance":35860.87,"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":35260.78,"pct_val":0.0109724,"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":"KKR CLO LTD 18","title":"KKR FINANCIAL CLO LTD KKR 18 AR 144A","isin":"US48251JAL70","value_usd":35117.49,"pct_val":0.0116872,"balance":35074.07,"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-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":34999.46,"pct_val":0.0116479,"balance":-29,"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/3.50000 12/20/23-10Y CME","isin":"EZ4G8FZQ8LF2","value_usd":34649.9,"pct_val":0.0111368,"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":"LME ZINC FUTURE   JAN26 XLME 20260119","isin":"GB00H24J6F79","value_usd":34070.85,"pct_val":0.0106021,"balance":10,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2006-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2","isin":"US07388DAS71","value_usd":32195.01,"pct_val":0.0100184,"balance":37508.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1","isin":"US12669GPR64","value_usd":31362.47,"pct_val":0.0097593,"balance":32261.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":31116.13,"pct_val":0.0103555,"balance":14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS THB THORON/1.00000 03/18/26-5Y LCH","isin":"EZHFQ2L9KYX6","value_usd":28669.02,"pct_val":0.0089212,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"TH","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2006-QS17","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A5","isin":"US74922SAE81","value_usd":28261.37,"pct_val":0.0087943,"balance":33577.81,"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":"OIS INR MIBOR/6.00000 09/17/25-5Y LCH","isin":"EZX8GRVTZGW5","value_usd":26973.64,"pct_val":0.0089769,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IN","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":26229.93,"pct_val":0.0081622,"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":"LONG BEACH MTGE LOAN TRUST 2004-5","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 A5","isin":"US542514HB34","value_usd":26106.25,"pct_val":0.0081237,"balance":26034.79,"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 03/18/26-2Y LCH","isin":"EZ7WRPJZGMR0","value_usd":26009.43,"pct_val":0.0080936,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":25895.51,"pct_val":0.0080581,"balance":-47,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":25107.61,"pct_val":0.0083559,"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 MXN TIIE1+24/8.83* 12/23/25-3Y* CME","isin":"EZWPWCK15XV7","value_usd":24985.29,"pct_val":0.0077749,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JUL25 XLME 20250714","isin":"GB00H249F944","value_usd":24293.35,"pct_val":0.0080849,"balance":-6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2003-5","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1","isin":"US07384MWN81","value_usd":23276.48,"pct_val":0.0072431,"balance":24827.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-N2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A","isin":"US14687VAB80","value_usd":23036.38,"pct_val":0.0074041,"balance":23015.77,"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":"RFR GBP SONIO/4.40000 02/10/25-1Y LCH","isin":"EZN268075552","value_usd":22846.93,"pct_val":0.0073432,"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":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1","isin":"US07387AGE91","value_usd":22516.97,"pct_val":0.0070068,"balance":24405.69,"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":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":21922.99,"pct_val":0.006822,"balance":26,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IODEX IO FUT      MAR26 XSIM 20260331","isin":"SGXDB1101359","value_usd":21553.62,"pct_val":0.006707,"balance":42,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000","isin":"XS3226514811","value_usd":21398.08,"pct_val":0.0066586,"balance":133738.01,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   MAR26 XLME 20260316","isin":"GB00H24LN963","value_usd":20745.96,"pct_val":0.0064557,"balance":11,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.92500 12/31/25-28Y* CME","isin":"EZDGNPX3KWP7","value_usd":18444.62,"pct_val":0.0059283,"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 ASSET BACKED CERTS 2006-21","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A","isin":"US12667LAA08","value_usd":16680.03,"pct_val":0.0051905,"balance":17105.07,"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 2.25000 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":16279.04,"pct_val":0.0054177,"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":"ING INVESTMENT MANAGEMENT CLO LTD 2012-4A","title":"VOYA CLO LTD INGIM 2012 4A A1R3 144A","isin":"US92916GBE35","value_usd":16148.35,"pct_val":0.005025,"balance":16128.47,"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":"LOW SU GASOIL G   DEC25 IFEU 20251211","isin":"GB00H6D17608","value_usd":16115.56,"pct_val":0.0053633,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 12.38 09/23/24-01/02/29 CME","isin":"EZZSRJJGVVG9","value_usd":14682.34,"pct_val":0.0048863,"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":"LME PRI ALUM FUTR MAR26 XLME 20260316","isin":"GB00G1SVS469","value_usd":14296.52,"pct_val":0.0044488,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   MAR26 IFEU 20260312","isin":"GB00HBC8RD47","value_usd":14026.99,"pct_val":0.0045084,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2005-4","title":"NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1","isin":"US66987WDE49","value_usd":13975.86,"pct_val":0.0046512,"balance":14003.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/28 4","isin":"MX0SGO0000F0","value_usd":12664.77,"pct_val":0.0040706,"balance":232578.17,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"COFF ROBUSTA 10TN SEP25 IFEU 20250924","isin":"GB00KNRFJH91","value_usd":10858.37,"pct_val":0.0036137,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":10444.32,"pct_val":0.0034759,"balance":38,"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/2.00000 06/18/25-20Y LCH","isin":"EZPZ8KYD2B68","value_usd":9470.53,"pct_val":0.002947,"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 CLP 5.02500 03/18/24-2Y CME","isin":"EZH5P5Q6TJ68","value_usd":8743.6,"pct_val":0.0029099,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 06/18/25-2Y LCH","isin":"EZ1G4CJ6B812","value_usd":8585.66,"pct_val":0.0026717,"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":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA SR UNSECURED 03/33 3","isin":"COL17CT02963","value_usd":8416.4,"pct_val":0.002619,"balance":39713170,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":8000.35,"pct_val":0.0025714,"balance":14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7","isin":"XS2708722470","value_usd":7520.76,"pct_val":0.0024172,"balance":48521,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75","isin":"XS2708722041","value_usd":7502.62,"pct_val":0.0024114,"balance":48404,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-30Y LCH","isin":"EZ9XTCS56VG3","value_usd":7076.54,"pct_val":0.0022021,"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":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":7021.8,"pct_val":0.0022569,"balance":134245.49,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/18/26-2Y LCH","isin":"EZWC1G4D0XJ7","value_usd":6683.48,"pct_val":0.0020798,"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/3.70000 03/31/26-9Y* LCH","isin":"EZZZFWRT0PM3","value_usd":6611.16,"pct_val":0.0020573,"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":"LME PRI ALUM FUTR NOV25 XLME 20251117","isin":"GB00FXYVKX86","value_usd":6139.33,"pct_val":0.0019732,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX ITRAXX MAIN43 5Y ICE","isin":"EZQ41P4DCR25","value_usd":5316.87,"pct_val":0.0017089,"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 ITRAXX MAIN44 5Y ICE","isin":"EZ38S3V7L0D7","value_usd":4950.62,"pct_val":0.0015405,"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":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5","isin":"XS2708721662","value_usd":4909.28,"pct_val":0.0015779,"balance":32192,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 03/18/26-10Y LCH","isin":"EZWYGNX94PH2","value_usd":4627.66,"pct_val":0.00144,"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":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1","isin":"KYG521321003","value_usd":4305,"pct_val":0.0013396,"balance":347363,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3","isin":"US86359LPF03","value_usd":4154.6,"pct_val":0.0012928,"balance":4190.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25","isin":"XS2708722710","value_usd":3511.42,"pct_val":0.0011286,"balance":22850,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000","isin":"XS3226515461","value_usd":3417.46,"pct_val":0.0010634,"balance":15895.17,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JUL25 XLME 20250714","isin":"GB00H249H767","value_usd":3037.81,"pct_val":0.001011,"balance":8,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) OCT25 IFEU 20250915","isin":"GB00KFPXMP88","value_usd":2886.57,"pct_val":0.0009607,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   NOV25 XSIM 20251128","isin":"SGXDB0712529","value_usd":2711.57,"pct_val":0.0008715,"balance":12,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000","isin":"XS3093864935","value_usd":2620.1,"pct_val":0.0008421,"balance":110320,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"ZCS BRL 13.2 12/18/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":2482.14,"pct_val":0.0007724,"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":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25","isin":"XS2708721316","value_usd":2468.76,"pct_val":0.0007935,"balance":16057,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNAC CHINA HOLDINGS LIMITED","title":"SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6","isin":"XS2708721159","value_usd":2410.39,"pct_val":0.0007747,"balance":16018,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":2318.3,"pct_val":0.0007715,"balance":-2,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1","isin":"US86359LPD54","value_usd":1951.83,"pct_val":0.0006074,"balance":2004.75,"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 MXN 8.83500 10/29/24-1Y* (WHT) CME","isin":"EZHF6XHGPMY5","value_usd":1889.85,"pct_val":0.0006074,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR","isin":"XS3093814161","value_usd":1842.02,"pct_val":0.0005732,"balance":105258,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR","isin":"XS3093815051","value_usd":1574.04,"pct_val":0.0004898,"balance":98624,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25","isin":"XS3093814831","value_usd":1504.02,"pct_val":0.0004834,"balance":98624,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7","isin":"XS3093813940","value_usd":1447.3,"pct_val":0.0004652,"balance":105258,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000","isin":"XS3093863960","value_usd":1388.81,"pct_val":0.0004464,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000","isin":"XS3093863291","value_usd":1388.81,"pct_val":0.0004464,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":1335.01,"pct_val":0.0004291,"balance":35,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTG LN 2004-20","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1","isin":"US863579HD34","value_usd":1257.25,"pct_val":0.0003912,"balance":1266.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5","isin":"XS3093812207","value_usd":1242.62,"pct_val":0.0003994,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR","isin":"XS3093813437","value_usd":1157.84,"pct_val":0.0003603,"balance":70172,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR","isin":"XS3093812462","value_usd":1141.19,"pct_val":0.0003551,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75","isin":"XS3093813197","value_usd":1140.3,"pct_val":0.0003665,"balance":70172,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000","isin":"XS3093862210","value_usd":1111.05,"pct_val":0.0003571,"balance":46781,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD 12/28 0","isin":"XS3093861329","value_usd":1111.05,"pct_val":0.0003571,"balance":46781,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000","isin":"XS3093865239","value_usd":1103.2,"pct_val":0.0003433,"balance":110320,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   JUL25 XLME 20250714","isin":"GB00H249FY92","value_usd":1053.5,"pct_val":0.0003506,"balance":-7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2","isin":"US86359LPE38","value_usd":977.21,"pct_val":0.0003041,"balance":977.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25","isin":"XS3093811498","value_usd":798.21,"pct_val":0.0002566,"balance":35086,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   MAR26 XLME 20260316","isin":"GB00H24LLR01","value_usd":738.18,"pct_val":0.0002297,"balance":-13,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR","isin":"XS3093811738","value_usd":736.81,"pct_val":0.0002293,"balance":35086,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000","isin":"XS3093860511","value_usd":694.43,"pct_val":0.0002232,"balance":29239,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR","isin":"XS3091370430","value_usd":643.23,"pct_val":0.0002067,"balance":23390,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000","isin":"XS3093859778","value_usd":643.23,"pct_val":0.0002067,"balance":23390,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR","isin":"XS3091370604","value_usd":584.75,"pct_val":0.000182,"balance":23390,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":545.4,"pct_val":0.0001753,"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":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD. 12/25 0","isin":"XS3093855354","value_usd":526.29,"pct_val":0.0001692,"balance":17543,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5","isin":"XS3093815648","value_usd":346.58,"pct_val":0.0001078,"balance":4030,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000","isin":"XS3093861758","value_usd":292.38,"pct_val":0.000091,"balance":46781,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000","isin":"XS3093862566","value_usd":292.38,"pct_val":0.000091,"balance":46781,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000","isin":"XS3093859935","value_usd":292.38,"pct_val":0.000091,"balance":23390,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000","isin":"XS3093860867","value_usd":219.29,"pct_val":0.0000682,"balance":29239,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000","isin":"XS3093864265","value_usd":219.29,"pct_val":0.0000682,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000","isin":"XS3093863457","value_usd":217.82,"pct_val":0.0000678,"balance":58476,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAR26 IFEU 20260213","isin":"GB00C01F0130","value_usd":215.63,"pct_val":0.0000693,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.75000 09/17/25-5Y LCH","isin":"EZ94RD4GY7X0","value_usd":118.51,"pct_val":0.0000369,"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":"KAISA GROUP HOLDINGS LTD","title":"KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5","isin":"XS3093816026","value_usd":85.4,"pct_val":0.0000266,"balance":993,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) DEC25 IFEU 20251114","isin":"GB00KFPXMQ95","value_usd":64.04,"pct_val":0.0000206,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 5.22500 07/29/22-5Y CME","isin":"EZR4P8HXZ308","value_usd":-97.29,"pct_val":-0.0000303,"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":"WHITE SUGAR (ICE) MAY26 IFEU 20260415","isin":"GB00C02VT248","value_usd":-404.57,"pct_val":-0.0001259,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   DEC25 XEUR 20251208","isin":"DE000F1ZLHR4","value_usd":-474.03,"pct_val":-0.0001524,"balance":4,"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 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":-538.41,"pct_val":-0.0001792,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   MAR26 XEUR 20260306","isin":"DE000F2MGDE7","value_usd":-697.88,"pct_val":-0.0002172,"balance":4,"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-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":-887.99,"pct_val":-0.0002955,"balance":4,"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/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-905.3,"pct_val":-0.000291,"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 KRW 2.50000 09/17/25-5Y LCH","isin":"EZN8FYM1HQ34","value_usd":-1105.4,"pct_val":-0.0003679,"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":"RFR GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":-1127.57,"pct_val":-0.0003753,"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":"COFF ROBUSTA 10TN MAR26 IFEU 20260325","isin":"GB00M25X1X62","value_usd":-1357.29,"pct_val":-0.0004224,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE SEP25 XLME 20250915","isin":"GB00H24CMP86","value_usd":-1452.42,"pct_val":-0.0004834,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOLD EUR BOUGHT USD 20260114","isin":null,"value_usd":-1590.19,"pct_val":-0.0004948,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  MAR26 IFEU 20260130","isin":"GB00H47KCH57","value_usd":-2553.83,"pct_val":-0.0008208,"balance":2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   SEP25 XSIM 20250930","isin":"SGXDB0712503","value_usd":-2739.14,"pct_val":-0.0009116,"balance":26,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS ILS SHIRON/3.80000 07/04/25-5Y LCH","isin":"EZB29571MHB2","value_usd":-3168.19,"pct_val":-0.0009859,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CLP 4.39000 10/01/24-5Y CME","isin":"EZG3PTLNK5H5","value_usd":-3274.22,"pct_val":-0.0010897,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   NOV25 XLME 20251117","isin":"GB00H24G0673","value_usd":-3402.98,"pct_val":-0.0010938,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000","isin":"EZHJBS4PMWB1","value_usd":-3460.8,"pct_val":-0.0010769,"balance":-2400000,"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":"LME NICKEL FUTURE NOV25 XLME 20251117","isin":"GB00H24FZF80","value_usd":-4312.1,"pct_val":-0.001386,"balance":4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 12/17/25-2Y LCH","isin":"EZ0YQYJGXPY9","value_usd":-4343.71,"pct_val":-0.0013517,"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/3.83000 10/12/23-30Y LCH","isin":"EZ0R2CJ02B95","value_usd":-4382.3,"pct_val":-0.0014085,"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/4.50000 03/18/26-30Y LCH","isin":"EZ7PRP9KG5G9","value_usd":-4718.12,"pct_val":-0.0014682,"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 CNY 1.50000 09/17/25-5Y LCH","isin":"EZ4WZMTWVYH8","value_usd":-5484.84,"pct_val":-0.0018254,"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":"BRENT CRUDE FUTR  SEP26 IFEU 20260731","isin":"GB00H7Q1B955","value_usd":-5848.59,"pct_val":-0.00182,"balance":6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CNY 1.50000 03/18/26-5Y LCH","isin":"EZ2JY50F6GP6","value_usd":-6648.55,"pct_val":-0.0020689,"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":"RFR USD SOFR/3.25000 06/18/25-10Y LCH","isin":"EZXZ4DC8KGZ4","value_usd":-7069.89,"pct_val":-0.0022723,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  JUN26 IFEU 20260430","isin":"GB00H7Q1B625","value_usd":-7457.58,"pct_val":-0.0023969,"balance":4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.2500 06/18/25-30Y LCH","isin":"EZFSMVB8KDZ8","value_usd":-7559.03,"pct_val":-0.0023522,"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/3.75000 09/17/25-2Y LCH","isin":"EZ7Z8JG63Q68","value_usd":-7754.33,"pct_val":-0.0024923,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.2914 05/08/25-01/02/29 CME","isin":"EZYLW2ZWVNG8","value_usd":-8493.55,"pct_val":-0.002643,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-8819.81,"pct_val":-0.0027445,"balance":29,"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":"LME LEAD FUTURE   SEP25 XLME 20250915","isin":"GB00H24CNG60","value_usd":-9678,"pct_val":-0.0032209,"balance":-6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JAN26 XSIM 20260130","isin":"SGXDB1101334","value_usd":-10230.16,"pct_val":-0.0032881,"balance":44,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX ITRAXX XOV44 5Y ICE","isin":"EZFR7LR29L23","value_usd":-10550.11,"pct_val":-0.003283,"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":"LME LEAD FUTURE   JAN26 XLME 20260119","isin":"GB00H24J4P38","value_usd":-10569.4,"pct_val":-0.003289,"balance":10,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CLP 5.07000 03/04/24-2Y CME","isin":"EZJK26PD8B58","value_usd":-10679.82,"pct_val":-0.0035543,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   SEP25 XLME 20250915","isin":"GB00H24CQ015","value_usd":-11288.5,"pct_val":-0.0037568,"balance":-8,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.9271 05/08/25-01/04/27 CME","isin":"EZ6MPDHN98L0","value_usd":-11758.48,"pct_val":-0.003659,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.32000 10/20/23-10Y LCH","isin":"EZ49Z4HPK8R0","value_usd":-12295.66,"pct_val":-0.0039519,"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":"CDX IG43 10Y ICE","isin":"EZRS7ZV2CX50","value_usd":-12318.43,"pct_val":-0.0040996,"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":"LME ZINC FUTURE   NOV25 XLME 20251117","isin":"GB00H24G1R50","value_usd":-13792.92,"pct_val":-0.0044332,"balance":-6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 03/18/26-30Y LCH","isin":"EZJ0QJ90MPZ5","value_usd":-14033.05,"pct_val":-0.0043668,"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":"LOW SU GASOIL G   JUN26 IFEU 20260611","isin":"GB00HBC8RH84","value_usd":-15276.98,"pct_val":-0.0047539,"balance":6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 09/17/25-7Y LCH","isin":"EZVVWSJ8XRT4","value_usd":-17363.72,"pct_val":-0.0054032,"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 GBP SONIO/3.50000 09/17/25-2Y LCH","isin":"EZDJBYWF0BY5","value_usd":-17560.84,"pct_val":-0.0056442,"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/3.50000 12/18/24-2Y LCH","isin":"EZJL81TKKH17","value_usd":-17828.53,"pct_val":-0.0055479,"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":"LME NICKEL FUTURE MAR26 XLME 20260316","isin":"GB00H24LKZ10","value_usd":-19235.8,"pct_val":-0.0059858,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-23377.04,"pct_val":-0.0077799,"balance":37,"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/1.00000 09/17/25-5Y LCH","isin":"EZ3HH69JH6C6","value_usd":-24844.39,"pct_val":-0.007731,"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":-26658.65,"pct_val":-0.0085684,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-26824.85,"pct_val":-0.0086218,"balance":-30,"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 AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":-28184.64,"pct_val":-0.0087705,"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 MYR P 3.50000 09/17/25-5Y BPS","isin":"EZZ4WBLBHBF6","value_usd":-28326.43,"pct_val":-0.0094271,"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/1.00000 06/18/25-5Y LCH","isin":"EZ2GLHD0M6N1","value_usd":-28391.26,"pct_val":-0.0088348,"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":"LME PRI ALUM FUTR SEP25 XLME 20250915","isin":"GB00FW35KF69","value_usd":-30104.25,"pct_val":-0.0100188,"balance":-10,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX IG45 10Y ICE","isin":"EZN8K7G6VZS1","value_usd":-30442.44,"pct_val":-0.009473,"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/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":-31780.34,"pct_val":-0.0102145,"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 4.00000 09/17/25-5Y LCH","isin":"EZHYPJQM5V95","value_usd":-32952.89,"pct_val":-0.0102542,"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":"LME NICKEL FUTURE JAN26 XLME 20260119","isin":"GB00H24J3T01","value_usd":-34806.8,"pct_val":-0.0108311,"balance":-4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH","isin":"EZPKHFP8GQ39","value_usd":-35184.44,"pct_val":-0.0109486,"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":"CDX IG44 10Y ICE","isin":"EZ2KJYY390G1","value_usd":-35850.69,"pct_val":-0.0115228,"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-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-36132.13,"pct_val":-0.0112435,"balance":37,"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/1.50000 12/17/25-10Y LCH","isin":"EZBDYQVMPQL8","value_usd":-36697.12,"pct_val":-0.0114194,"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/3.62000 09/02/25-4Y* LCH","isin":"EZNQ4Z4QT3L7","value_usd":-40956.23,"pct_val":-0.0136303,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS INR MIBOR/5.75000 03/18/26-5Y LCH","isin":"EZ9M9VR0RKD5","value_usd":-41494.92,"pct_val":-0.0129123,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IN","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR JAN26 XLME 20260119","isin":"GB00G0JL9Y57","value_usd":-42507.98,"pct_val":-0.0132276,"balance":-7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/2.25000 09/17/25-30Y LCH","isin":"EZRDRGKTVCH3","value_usd":-44184.28,"pct_val":-0.0137492,"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-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-45814.77,"pct_val":-0.0147253,"balance":-35,"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 AUD 4.50000 03/20/24-10Y LCH","isin":"EZJLKSMVQPQ8","value_usd":-46756.17,"pct_val":-0.0145495,"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 GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-46860.47,"pct_val":-0.0155953,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-30Y LCH","isin":"EZ0141M3RG43","value_usd":-48772.25,"pct_val":-0.0162315,"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/3.80740 03/01/24-4Y* LCH","isin":"EZ5FK37PXZM8","value_usd":-48932.84,"pct_val":-0.0157275,"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/3.25000 06/18/25-5Y LCH","isin":"EZH1N8KH2K02","value_usd":-49185.16,"pct_val":-0.0158086,"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":"LME PRI ALUM FUTR JUL25 XLME 20250714","isin":"GB00FVN2W437","value_usd":-52805.14,"pct_val":-0.0175737,"balance":-13,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.25000 09/17/25-10Y LCH","isin":"EZ9QPMSV7CJ4","value_usd":-52934.93,"pct_val":-0.0164722,"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 CLP 5.45500 01/27/25-5Y CME","isin":"EZHN68NRTDP4","value_usd":-53158.76,"pct_val":-0.0176914,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS COP IBR/8.62000 01/23/25-5Y CME","isin":"EZ17SFH1K5G4","value_usd":-57894.99,"pct_val":-0.0180157,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-2Y LCH","isin":"EZ1G16SL5DD8","value_usd":-61147.35,"pct_val":-0.0196534,"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 HUF 6.20000 03/20/24-5Y CME","isin":"EZ953RRC71L1","value_usd":-66668.9,"pct_val":-0.0207459,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"HU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH","isin":"EZ272ZNDWLQ3","value_usd":-71720.33,"pct_val":-0.0223178,"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 JPY MUTK/1.25000 06/18/25-7Y LCH","isin":"EZ9MYT9FCQB5","value_usd":-76541.55,"pct_val":-0.0238181,"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":"OIS MXN TIIE1/9.05000 12/18/24-5Y* CME","isin":"EZLPGB7YNJC9","value_usd":-76961.62,"pct_val":-0.0239488,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/17/25-2Y LCH","isin":"EZR1DFW2QSB8","value_usd":-78000.96,"pct_val":-0.0242722,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS ILS SHIRON -.901/0 04/21/25-0Y* LCH","isin":"EZYN01Y0QYZ5","value_usd":-82575.66,"pct_val":-0.0274814,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS THB THORON/2.00000 09/17/25-5Y LCH","isin":"EZHN0DPKTQK7","value_usd":-82787.79,"pct_val":-0.027552,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"TH","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH","isin":"EZY022Y345Y8","value_usd":-86322.1,"pct_val":-0.0268616,"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":"RFR JPY MUTK/1.25000 06/18/25-10Y LCH","isin":"EZHVW867QSM1","value_usd":-86737.46,"pct_val":-0.0269908,"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/3.75000 06/20/24-10Y LCH","isin":"EZ52H44WTW83","value_usd":-91217.05,"pct_val":-0.0293181,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS COP IBR/7.76500 11/13/24-5Y CME","isin":"EZQ5JGBD1V34","value_usd":-97536.89,"pct_val":-0.0324605,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-7Y CME","isin":"EZ0PNQMB0G91","value_usd":-99674.49,"pct_val":-0.0320364,"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/3.25000 06/18/25-30Y LCH","isin":"EZVR6JLJ0ZB5","value_usd":-123027.16,"pct_val":-0.0395422,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 12 06/27/24-01/02/29 CME","isin":"EZ5FYNSKHKC7","value_usd":-133172.07,"pct_val":-0.0414403,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.15000 09/03/24-4Y* CME","isin":"EZ4809P3F712","value_usd":-169419.83,"pct_val":-0.0544532,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-196330.37,"pct_val":-0.0653393,"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 ILS SHIRON -.901/3.92 4/21/25-5Y LCH","isin":"EZD1S0X9D5D6","value_usd":-234662.59,"pct_val":-0.073022,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"IL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS KRW 2.50000 03/18/26-5Y LCH","isin":"EZYZY174QQD8","value_usd":-235045.2,"pct_val":-0.073141,"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":"RFR JPY MUTK/1.30000 12/18/24-20Y LCH","isin":"EZWCQL030649","value_usd":-305436.98,"pct_val":-0.0950455,"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":-336099.33,"pct_val":-0.104587,"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 PLN 5.02000 03/21/24-5Y CME","isin":"EZSXLXMNQZT2","value_usd":-608550.7,"pct_val":-0.189368,"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":"IRS ZAR 8.64900 04/03/24-5Y CME","isin":"EZL3LJP0K748","value_usd":-655508.55,"pct_val":-0.20398,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"ZA","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":-667876.47,"pct_val":-0.214662,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.08050 03/10/22-9Y* LCH","isin":"EZNDR6Q2ZXR5","value_usd":-1305036.2,"pct_val":-0.406099,"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":-1990654.51,"pct_val":-0.662495,"balance":-2400000,"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":-2022365.04,"pct_val":-0.650008,"balance":-2400000,"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":-2029312.51,"pct_val":-0.631479,"balance":-2400000,"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":-3519156.25,"pct_val":-1.09509,"balance":-3800000,"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":-4753013.1,"pct_val":-1.58182,"balance":-6000000,"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":-10077913.88,"pct_val":-3.23914,"balance":-12500000,"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":-10107372.13,"pct_val":-3.1452,"balance":-12500000,"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-core-asset-allocation-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-global-core-asset-allocation-fund/"},"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 Core Asset Allocation Fund | LEI: YB8LA59EIUIEOFQSLY54 | 421 positions totaling $428,181,238 across ABS-MBS, EC, ABS-CBDO, DIR, DCO, STIV, DBT, ABS-O, DFE, DCR | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}