{"entity_type":"fund","name":"PIMCO International Bond Fund (U.S. Dollar-Hedged)","identifiers":{"lei":"549300NKY72DZUNDF872","cik":"810893","fund_id":"S000009678","fundkey":"pimco-international-bond-fund-u-s-dollar-hedged"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":1620,"total_value_usd":31092073720.79,"asset_categories":["STIV","LON","ABS-O","ABS-MBS","DIR","ABS-CBDO","DBT","DFE","DCR","EP"],"by_asset_category":{"ABS-MBS":{"positions":655,"total_value_usd":14162092266.94},"DBT":{"positions":514,"total_value_usd":14843026478.74},"DIR":{"positions":218,"total_value_usd":-180220016.31},"ABS-CBDO":{"positions":121,"total_value_usd":1081427531.09},"DFE":{"positions":54,"total_value_usd":6406094.33},"LON":{"positions":11,"total_value_usd":149299716.8},"ABS-O":{"positions":28,"total_value_usd":174617393.25},"DCR":{"positions":16,"total_value_usd":15390940.31},"STIV":{"positions":2,"total_value_usd":830039515.64},"EP":{"positions":1,"total_value_usd":9993800}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":2069394850.83,"pct_val":12.3072,"balance":2076940000,"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":1961462724.76,"pct_val":12.1489,"balance":1978900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":1822647605.96,"pct_val":11.2891,"balance":1762500735,"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":1390001751.18,"pct_val":8.26672,"balance":1337165000,"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":1335953061.61,"pct_val":8.56285,"balance":1363900000,"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":1291119139.42,"pct_val":8.27548,"balance":1252165000,"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 SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":756692578.82,"pct_val":4.50026,"balance":77079818.56,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326700","value_usd":562309442.35,"pct_val":3.60415,"balance":618420000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":539191947.53,"pct_val":3.45597,"balance":531065310,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626281","value_usd":502509542.71,"pct_val":2.98856,"balance":486600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVELOPMENT BANK","title":"CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82","isin":"CND10006GPV7","value_usd":451418046.84,"pct_val":2.68471,"balance":2977280000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 03/30 4.375","isin":"GB00BSQNRD01","value_usd":443481812.78,"pct_val":2.63751,"balance":323400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVELOPMENT BANK","title":"CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63","isin":"CND10007C5L3","value_usd":436145984.99,"pct_val":2.59388,"balance":2910340000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75","isin":"FR001400PM68","value_usd":426331110.25,"pct_val":2.53551,"balance":361800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506190","value_usd":393728117.91,"pct_val":2.34161,"balance":394745820,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306B55","value_usd":341068551.02,"pct_val":2.11252,"balance":382000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626851","value_usd":338366744.14,"pct_val":2.16878,"balance":330200000,"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":"US01F0626303","value_usd":335012808.9,"pct_val":1.99241,"balance":322000000,"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":334858456.03,"pct_val":2.07405,"balance":327820000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/54 4.5","isin":"US912810UE63","value_usd":323908912.35,"pct_val":1.92637,"balance":343300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626A00","value_usd":317295120.48,"pct_val":1.96527,"balance":308900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1","isin":"IT0005657330","value_usd":317243603.68,"pct_val":1.88673,"balance":270300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526156","value_usd":315397179.24,"pct_val":1.87575,"balance":311000000,"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":314930308.67,"pct_val":1.87298,"balance":1784000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3","isin":"ES0000012N35","value_usd":305426694.08,"pct_val":1.81645,"balance":254730000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":298172740.89,"pct_val":1.91115,"balance":1679500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306827","value_usd":277713346.74,"pct_val":1.78002,"balance":314000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5","isin":"US3132DWMC46","value_usd":256920760.19,"pct_val":1.64674,"balance":248579842.55,"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":"US01F0606347","value_usd":254541223.2,"pct_val":1.51383,"balance":248000000,"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":245501165.72,"pct_val":1.46006,"balance":337100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 05/35 1.65","isin":"CND100098JS4","value_usd":245434737.95,"pct_val":1.45967,"balance":1745400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","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":234632198.46,"pct_val":1.39542,"balance":228620000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/30 2.7","isin":"ES0000012O00","value_usd":220526438.58,"pct_val":1.41347,"balance":185208000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/33 3","isin":"ES0000012L78","value_usd":218893433.16,"pct_val":1.40301,"balance":178500000,"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 02/55 4.625","isin":"US912810UG12","value_usd":206095991.12,"pct_val":1.22571,"balance":213900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 11/34 2.04","isin":"CND10008MC01","value_usd":199810512.61,"pct_val":1.23759,"balance":1397700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA GOVT","title":"MALAYSIA GOVERNMENT BONDS 04/28 3.519","isin":"MYBMI2300024","value_usd":190987804.79,"pct_val":1.13586,"balance":765672000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5328 FN 04/54 FIXED 6","isin":"US31418E4N74","value_usd":171158862.48,"pct_val":1.01793,"balance":166539569.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875","isin":"ZAG000125972","value_usd":167996913.04,"pct_val":0.999123,"balance":2665800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":167387787.71,"pct_val":0.9955,"balance":158300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":161100000,"pct_val":0.997824,"balance":161100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SOUTH KOREA GOVT","title":"KOREA TREASURY BOND BONDS 06/28 2.625","isin":"KR103502G867","value_usd":156092364.39,"pct_val":0.928323,"balance":226380130000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306256","value_usd":152239679.51,"pct_val":0.905411,"balance":169619000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":150020287.44,"pct_val":0.892211,"balance":224800000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"THAILAND GOVT","title":"THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5","isin":"TH0623039B04","value_usd":143136338.26,"pct_val":0.85127,"balance":4301080000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0088 G2 12/54 FIXED 3.5","isin":"US3618N5C239","value_usd":140998361.19,"pct_val":0.838555,"balance":154764127.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000","isin":"ES0000012I08","value_usd":140548417.65,"pct_val":0.835879,"balance":125050000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 06/34 3","isin":"CA135087R481","value_usd":134379020.16,"pct_val":0.799188,"balance":188700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306173","value_usd":134160467.83,"pct_val":0.797889,"balance":149281000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 10/51 3.53","isin":"CND10004NCM5","value_usd":124395025.87,"pct_val":0.739811,"balance":707500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 06/49 3","isin":"FR001400NEF3","value_usd":123456384.02,"pct_val":0.791299,"balance":121250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 09/54 2.19","isin":"CND10008DYH1","value_usd":116794152.39,"pct_val":0.694606,"balance":846400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75","isin":"FR0011317783","value_usd":114706849.3,"pct_val":0.682193,"balance":96750000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0201 G2 02/55 FIXED 3.5","isin":"US3618N5GK90","value_usd":114672338.87,"pct_val":0.681987,"balance":125819096.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0143 G2 01/55 FIXED 3.5","isin":"US3618N5ER61","value_usd":114513539.1,"pct_val":0.681043,"balance":125631207.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROPEAN UNION (EU)","title":"EUROPEAN UNION SR UNSECURED REGS 10/45 3.75","isin":"EU000A4EA8Y7","value_usd":110398935.27,"pct_val":0.656572,"balance":95200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"N/A","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75","isin":"FR001400AIN5","value_usd":108772608.2,"pct_val":0.6469,"balance":95650000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3","isin":"ES0000012O67","value_usd":106364399.43,"pct_val":0.632578,"balance":91140000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506760","value_usd":103894261.24,"pct_val":0.665915,"balance":106000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75","isin":"AU3SG0002553","value_usd":102996788.91,"pct_val":0.61255,"balance":199070000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/28 0.1","isin":"JP1120231J51","value_usd":101929674.49,"pct_val":0.606203,"balance":15691660160,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4","isin":"ES0000012O59","value_usd":101095873.99,"pct_val":0.601244,"balance":85750000,"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":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":100461206.56,"pct_val":0.59747,"balance":104663367.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 12/44 2","isin":"JP1201911R15","value_usd":98912946.68,"pct_val":0.612649,"balance":15958000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15","isin":"US715638BY77","value_usd":96157936.39,"pct_val":0.571877,"balance":299500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 12/33 3.25","isin":"CA135087Q723","value_usd":96043845.31,"pct_val":0.571199,"balance":132000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0362 G2 05/55 FIXED 3.5","isin":"US3618N5ML00","value_usd":95305451.44,"pct_val":0.566807,"balance":104592671.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 01/26 1","isin":"DK0009414179","value_usd":92059820.79,"pct_val":0.547505,"balance":585100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LUXCO SA RL","title":"EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5","isin":"US26951TAA88","value_usd":90969728,"pct_val":0.541022,"balance":89200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 0.5","isin":"US9128283R96","value_usd":90664512.99,"pct_val":0.539206,"balance":92269398,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1","isin":"AU3SG0002439","value_usd":90228365.85,"pct_val":0.536612,"balance":167400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 04/26 1","isin":"DK0004627809","value_usd":86903212.73,"pct_val":0.516837,"balance":553400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0420 G2 06/55 FIXED 3.5","isin":"US3618N5PE30","value_usd":82706417.4,"pct_val":0.491877,"balance":90805422,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 02/30 5.375","isin":"US46514Y8A80","value_usd":82017063.22,"pct_val":0.487778,"balance":79200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/44 4.125","isin":"US912810UD80","value_usd":80562041.24,"pct_val":0.479124,"balance":87750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 04/26 1","isin":"DK0002047810","value_usd":79932891.09,"pct_val":0.475382,"balance":509200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25","isin":"SGXPK17B11U8","value_usd":79593240.53,"pct_val":0.492986,"balance":81589000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH KOREA GOVT","title":"KOREA TREASURY BOND BONDS 12/28 2.375","isin":"KR103502G8C0","value_usd":77522684.58,"pct_val":0.461048,"balance":113568490000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF BRITISH COLUMBIA CANADA","title":"BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15","isin":"CA110709AK82","value_usd":77280764.19,"pct_val":0.45961,"balance":102700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9","isin":"US715638AV48","value_usd":74337107.2,"pct_val":0.442103,"balance":238700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":74102340.64,"pct_val":0.474962,"balance":79700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0481 G2 07/55 FIXED 3.5","isin":"US3618N5RB72","value_usd":73927249.21,"pct_val":0.439665,"balance":81166619.3,"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":73346936.82,"pct_val":0.436214,"balance":7529713.26,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797LW51","value_usd":71442145.3,"pct_val":0.457912,"balance":71517000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 08/33 VAR","isin":"US225401AZ15","value_usd":67309503.28,"pct_val":0.416903,"balance":61000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4","isin":"JP1201731L76","value_usd":66690445.46,"pct_val":0.396626,"balance":14093700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 01/27 1","isin":"DK0004630357","value_usd":65794261.1,"pct_val":0.391296,"balance":422095000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/30 8","isin":"ZAG000106998","value_usd":64493092.39,"pct_val":0.383558,"balance":1044300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5247 FN 01/54 FIXED 6","isin":"US31418EZM55","value_usd":63649766.3,"pct_val":0.378542,"balance":61869966.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626B82","value_usd":63063899.48,"pct_val":0.390606,"balance":61400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1A 144A","isin":"US83208DAA54","value_usd":61889755.65,"pct_val":0.368075,"balance":61389693.62,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","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":"US01F0626717","value_usd":61183496.96,"pct_val":0.392158,"balance":59250000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7988 G2 04/52 FIXED 3","isin":"US36179W2V97","value_usd":60721962.87,"pct_val":0.36113,"balance":67444582.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306744","value_usd":60157681.72,"pct_val":0.385583,"balance":68000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226223","value_usd":59409966.06,"pct_val":0.353327,"balance":68878000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226B29","value_usd":59312820.53,"pct_val":0.367373,"balance":68878000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 2.5 JUMBOS","isin":"US21H0226892","value_usd":58529209.99,"pct_val":0.375146,"balance":68878000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 09/44 1.8","isin":"JP1201901QA8","value_usd":57799989.79,"pct_val":0.343752,"balance":10720000000,"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 11/48 3.375","isin":"US912810SE91","value_usd":57303469.11,"pct_val":0.340799,"balance":72400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/27 2.5","isin":"ES0000012M77","value_usd":56912568.65,"pct_val":0.338474,"balance":48200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8384 FR 12/53 FIXED 6","isin":"US3132DWJ531","value_usd":56765622.97,"pct_val":0.337601,"balance":55139379.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 01/41 5.25","isin":"GB00BVP99897","value_usd":55824126.16,"pct_val":0.332001,"balance":40100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-INV8","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A","isin":"US46654RAG74","value_usd":55737922.06,"pct_val":0.331489,"balance":63465500.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4","isin":"JP1201921R47","value_usd":54792651.69,"pct_val":0.325867,"balance":9271000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"CITIGROUP INC CITIGROUP INC","isin":"US17327CAT09","value_usd":54471014.09,"pct_val":0.337384,"balance":54200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 03/35 VAR","isin":"US639057AN83","value_usd":53954986.92,"pct_val":0.320885,"balance":51000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7907 FN 11/53 FIXED 6.5","isin":"US3140QTYD58","value_usd":53859236.68,"pct_val":0.320315,"balance":51813509.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75","isin":"US80413TBF57","value_usd":52619782.53,"pct_val":0.312944,"balance":51500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/31 0.125","isin":"US91282CCM10","value_usd":51795065.14,"pct_val":0.308039,"balance":55883100,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT BONDS 03/35 2.75","isin":"SGXF25686589","value_usd":51073379.83,"pct_val":0.327357,"balance":62060000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 01/31 VAR","isin":"US06051GML04","value_usd":50905548.66,"pct_val":0.302749,"balance":49300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2","isin":"JP1400171Q50","value_usd":50300279.43,"pct_val":0.299149,"balance":10823000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6.5 JUMBOS","isin":"US21H0626778","value_usd":49596473.43,"pct_val":0.317891,"balance":48300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 12/40 4.25","isin":"GB00B6460505","value_usd":49310257.55,"pct_val":0.305419,"balance":40600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 09/42 1.1","isin":"JP1201821NA5","value_usd":48476852.66,"pct_val":0.288305,"balance":9710000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/32 0.125","isin":"US91282CDX65","value_usd":48423968.83,"pct_val":0.28799,"balance":52974911,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7937 G2 03/52 FIXED 3","isin":"US36179WZA97","value_usd":48405772.84,"pct_val":0.287882,"balance":53764848.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5217 FN 12/53 FIXED 6.5","isin":"US31418EYP95","value_usd":47346431.78,"pct_val":0.281582,"balance":45546672.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR","isin":"US38141GB789","value_usd":47318574.1,"pct_val":0.281416,"balance":47050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/31 4.375","isin":"US00402D2C80","value_usd":46927011.12,"pct_val":0.279088,"balance":47100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/31 5.125","isin":"XS2908712040","value_usd":46665303.28,"pct_val":0.277531,"balance":38780000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","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":45609375.21,"pct_val":0.292335,"balance":52700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIAN CAPITAL TERRITORY","title":"AUST CAPITAL TERRITORY SR UNSECURED REGS 10/30 4.75","isin":"AU3SG0003106","value_usd":45426349.92,"pct_val":0.270163,"balance":67900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125","isin":"US80413TBJ79","value_usd":45384315.14,"pct_val":0.269913,"balance":44400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"METROPOLIS OF TOKYO JAPAN","title":"TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75","isin":"US59173LAD29","value_usd":45125394.24,"pct_val":0.289233,"balance":45200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 01/55 1.92","isin":"CND10008RFM0","value_usd":44086002.73,"pct_val":0.262191,"balance":333600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2022-INV1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A","isin":"US465973AC95","value_usd":43673584.25,"pct_val":0.259739,"balance":49765316.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)","title":"COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA","isin":"US74977RDT86","value_usd":43305525.23,"pct_val":0.268226,"balance":41800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)","title":"JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625","isin":"US471068AS59","value_usd":43115803.78,"pct_val":0.276353,"balance":43400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR","isin":"US46647PEB85","value_usd":43068343.92,"pct_val":0.256139,"balance":42000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0304 G2 04/55 FIXED 3.5","isin":"US3618N5KS70","value_usd":42851682.65,"pct_val":0.25485,"balance":47035703.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 01/27 1","isin":"DK0009416703","value_usd":42787601.77,"pct_val":0.254469,"balance":274518000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/28 4.016","isin":"US501499AD91","value_usd":41306680.81,"pct_val":0.245662,"balance":41200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5","isin":"US3132DWHG15","value_usd":41281361.96,"pct_val":0.245511,"balance":40581445.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 01/30 VAR","isin":"US61747YFK64","value_usd":41189834.59,"pct_val":0.244967,"balance":40100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 02/31 VAR","isin":"US78017DAD03","value_usd":41085380.89,"pct_val":0.244346,"balance":40900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA GOVT","title":"REPUBLIC OF PANAMA EUR TERM LOAN","isin":null,"value_usd":40745944.24,"pct_val":0.242327,"balance":34600000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR","isin":"US95000U3W12","value_usd":40162351.29,"pct_val":0.238856,"balance":38900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5","isin":"JP1201861PA6","value_usd":40092454.98,"pct_val":0.256974,"balance":6513000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)","title":"VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625","isin":"XS2797211872","value_usd":39949436.94,"pct_val":0.23759,"balance":33700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 2.5","isin":"US912810PZ57","value_usd":39379552.38,"pct_val":0.234201,"balance":38141484,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR","isin":"US95000U3N13","value_usd":38835667.88,"pct_val":0.230966,"balance":38000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5","isin":"JP1300621K47","value_usd":37803448.74,"pct_val":0.224827,"balance":10483000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4","isin":"JP1051711Q82","value_usd":37801470.89,"pct_val":0.224816,"balance":6120000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.21300 03/12/40-15Y LCH","isin":"EZW3GVW00S77","value_usd":36941846.38,"pct_val":0.219703,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5","isin":"US80413TBG31","value_usd":36372620.89,"pct_val":0.216318,"balance":35500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7","isin":"JP1300611K15","value_usd":36309176.77,"pct_val":0.215941,"balance":9439000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3","isin":"ES0000012P33","value_usd":36297629.97,"pct_val":0.215872,"balance":31100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF QUEENSLAND LIMITED","title":"BANK OF QUEENSLAND LTD BANK OF QUEENSLAND LTD","isin":"XS2828820352","value_usd":36287191.23,"pct_val":0.21581,"balance":30377000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAILAND GOVT","title":"THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775","isin":"TH0623A3C606","value_usd":35626640.79,"pct_val":0.211881,"balance":977460000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF QUEBEC","title":"PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45","isin":"CA74814ZFT53","value_usd":34977762.49,"pct_val":0.208022,"balance":45700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TG20","value_usd":34756182.92,"pct_val":0.206704,"balance":35081000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7","isin":"JP1300711M79","value_usd":33998158.52,"pct_val":0.202196,"balance":9715000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY 03/35 1","isin":"XS2790333889","value_usd":33882358.24,"pct_val":0.201508,"balance":28400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRACCAN MORTGAGE FUNDING 2025-2A PLC","title":"BRACCAN MORTGAGE FUNDING BRACN 2025 2A A 144A","isin":"XS3217600157","value_usd":33775821.68,"pct_val":0.200874,"balance":25000000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":33759989.53,"pct_val":0.20078,"balance":35972865,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLARIS 2025-3 PLC 25-3A","title":"POLARIS PLRS 2025 3A A 144A","isin":"XS3216526205","value_usd":33720053.07,"pct_val":0.200542,"balance":24999452.47,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EFMT 2025-NQM3 2025-NQM3","title":"ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM3 A1 144A","isin":"US26846YAC21","value_usd":33480020.61,"pct_val":0.199115,"balance":33179983.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDIGO CREDIT MANAGEMENT II DAC 2A","title":"INDIGO CREDIT MANAGEMENT INDI 2A A 144A","isin":"XS2916992865","value_usd":32929920.24,"pct_val":0.195843,"balance":28000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA HOUSING FINANCE CORP (KHFC)","title":"KOREA HOUSING FINANCE CO COVERED REGS 09/30 2.765","isin":"XS3149806971","value_usd":32876166.83,"pct_val":0.195523,"balance":28100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/40 9","isin":"ZAG000125980","value_usd":32808615.94,"pct_val":0.195122,"balance":541200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/54 4.375","isin":"GB00BPSNBB36","value_usd":32623163.99,"pct_val":0.194019,"balance":27570000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75","isin":"US80413TBC27","value_usd":32553739.28,"pct_val":0.193606,"balance":32100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":32498699.05,"pct_val":0.193278,"balance":5007964800,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA GOVT","title":"MALAYSIA INVESTMNT ISSUE BONDS 10/32 4.193","isin":"MYBGO2200018","value_usd":32383616.26,"pct_val":0.192594,"balance":125660000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A","isin":"US89178BAA26","value_usd":31520855.16,"pct_val":0.187463,"balance":32632848.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4","isin":"USP78024AG45","value_usd":31352621.46,"pct_val":0.186463,"balance":105600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR","isin":"US606822DM35","value_usd":31154939.24,"pct_val":0.185287,"balance":31000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 01/56 5.375","isin":"GB00BT7J0241","value_usd":30952959.22,"pct_val":0.184086,"balance":22300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 03/36 5","isin":"AU3SG0003254","value_usd":30928953.92,"pct_val":0.183943,"balance":47800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 03/27 VAR","isin":"XS2790333616","value_usd":30843097.64,"pct_val":0.183432,"balance":26200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":30836501.12,"pct_val":0.183393,"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":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 10/25 ZCP","isin":"US22823PXP34","value_usd":30758810.49,"pct_val":0.190515,"balance":30850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC SR UNSECURED 06/29 2.75","isin":"XS3087812593","value_usd":30239540.49,"pct_val":0.179843,"balance":25900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1","isin":"AU0000079402","value_usd":30057518.9,"pct_val":0.17876,"balance":59100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2","isin":"JP1300881RA0","value_usd":30025165.99,"pct_val":0.178568,"balance":4850000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 06/30 VAR","isin":"US53944YBA01","value_usd":29883342.69,"pct_val":0.177724,"balance":28500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)","title":"VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75","isin":"US92858RAD26","value_usd":29839810,"pct_val":0.177465,"balance":28600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COSTA RICA GOVT","title":"COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995","isin":"XS3239964581","value_usd":29824698.36,"pct_val":0.177375,"balance":24750000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2025-1 DAC 25-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A","isin":"XS3065225669","value_usd":29404708.32,"pct_val":0.174878,"balance":25000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT AGRICOLE SA","title":"CREDIT AGRICOLE SA 144A 01/36 VAR","isin":"US22535WAN74","value_usd":29089545.85,"pct_val":0.173003,"balance":27562000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/35 4.652","isin":"US501499AF40","value_usd":29033515.01,"pct_val":0.17267,"balance":29000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375","isin":"US80413TBK43","value_usd":28960992.98,"pct_val":0.172239,"balance":27600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/51 1.25","isin":"GB00BLH38158","value_usd":28207291.87,"pct_val":0.167756,"balance":47100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SERBIA GOVT","title":"PROJECT MERCURY EUR TERM LOAN","isin":null,"value_usd":28205845.95,"pct_val":0.174702,"balance":23363636.36,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"NUSS","inv_country":"RS","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 10/30 VAR","isin":"US61747YFU47","value_usd":27940015.72,"pct_val":0.166167,"balance":27600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-2 DAC 25-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A","isin":"XS3070649366","value_usd":27823997.29,"pct_val":0.165477,"balance":23660716.25,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025-HMST","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A","isin":"US05555XAA37","value_usd":27775872.46,"pct_val":0.165191,"balance":28408544.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/31 7","isin":"ZAG000077470","value_usd":27252913.16,"pct_val":0.16208,"balance":461300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2","isin":"AU3SG0002082","value_usd":27222232.9,"pct_val":0.161898,"balance":49600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GACI FIRST INVESTMENT COMPANY","title":"GACI FIRST INVESTMENT COMPANY GUAR REGS 07/34 5.625","isin":"XS2987801433","value_usd":27208120.66,"pct_val":0.161814,"balance":25800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN MEDICAL SYSTEMS EUROPE BV","title":"AMERICAN MEDICAL SYST EU COMPANY GUAR 03/31 3","isin":"XS2993376693","value_usd":27187810.65,"pct_val":0.174261,"balance":23100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A","isin":"US36265LAB36","value_usd":27187663.71,"pct_val":0.161692,"balance":31002810.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A","isin":"US17290FBA66","value_usd":27095664.42,"pct_val":0.161145,"balance":30808466.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 06/15/22-30Y LCH","isin":"EZ2TNCR649W7","value_usd":27055978.53,"pct_val":0.160909,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875","isin":"XS2586944659","value_usd":26936327.06,"pct_val":0.17265,"balance":21800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA TRUST 2025-NQM3","title":"MFRA TRUST MFRA 2025 NQM3 A1 144A","isin":"US58004LAA52","value_usd":26634805.33,"pct_val":0.158404,"balance":26548697.29,"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 04/26 0.00000","isin":"US912797TH03","value_usd":26417179.96,"pct_val":0.15711,"balance":26683000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FG","isin":"US3137HKKP89","value_usd":26362934.37,"pct_val":0.156788,"balance":26271881.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 03/30 VAR","isin":"XS2790333707","value_usd":26349516.35,"pct_val":0.156708,"balance":21900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A","title":"BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A","isin":"XS3152565340","value_usd":26346768.71,"pct_val":0.156691,"balance":22400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":26056021.24,"pct_val":0.154962,"balance":26281000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BULGARIAN GOVT","title":"BULGARIA SR UNSECURED REGS 07/35 3.375","isin":"XS3124345631","value_usd":25881965.26,"pct_val":0.153927,"balance":22400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 04/31 VAR","isin":"US38141GC936","value_usd":25826291.75,"pct_val":0.153596,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC","title":"PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000","isin":"US69828QAD97","value_usd":25798262.76,"pct_val":0.153429,"balance":33409000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO260626","isin":null,"value_usd":25600751.37,"pct_val":0.152255,"balance":40737394000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/48 3","isin":"US912810SA79","value_usd":25385851.39,"pct_val":0.150977,"balance":34100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITY SQUARE 2021-1 PLC A","title":"TRINITY SQUARE TRINI 2021 1A AR 144A","isin":"XS2783078087","value_usd":25248518.55,"pct_val":0.15016,"balance":18718875.44,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2","title":"ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A","isin":"US67114WAA99","value_usd":25065407.24,"pct_val":0.149071,"balance":28641436.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)","title":"BANQUE FED CRED MUTUEL 144A 07/26 5.896","isin":"US06675FBA49","value_usd":25050775.12,"pct_val":0.148984,"balance":24800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/49 2.25","isin":"US912810SJ88","value_usd":24940019.73,"pct_val":0.148325,"balance":39750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH KOREA GOVT","title":"KOREA TREASURY BOND BONDS 06/30 1.375","isin":"KR103502GA67","value_usd":24878420.91,"pct_val":0.147959,"balance":38824610000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-90","title":"FANNIE MAE FNR 2024 90 FA","isin":"US3136BTXB47","value_usd":24527771.28,"pct_val":0.145873,"balance":24298565.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"CITIGROUP INC CITIGROUP INC","isin":"US172967PL97","value_usd":24066198.22,"pct_val":0.149062,"balance":23200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA ROYAL BANK OF CANADA","isin":"US780082AQ65","value_usd":23969510.48,"pct_val":0.148463,"balance":23700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXPORT DEVELOPMENT CANADA (EDC)","title":"EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA","isin":"XS2779828206","value_usd":23809341.81,"pct_val":0.141601,"balance":2119600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2025-R1","title":"ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A","isin":"US034951AA14","value_usd":23425453.07,"pct_val":0.139318,"balance":23439533.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5107 FN 08/53 FIXED 5.5","isin":"US31418EU999","value_usd":23231993.3,"pct_val":0.138167,"balance":22832981.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXQ12","value_usd":23028852,"pct_val":0.142637,"balance":23100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE","title":"TELECOM SERBIA EUR TERM LOAN A","isin":null,"value_usd":22802800.98,"pct_val":0.135614,"balance":19400000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BULGARIAN GOVT","title":"BULGARIA SR UNSECURED REGS 07/45 4.125","isin":"XS3124393367","value_usd":22596040.28,"pct_val":0.134385,"balance":20000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 01/36 VAR","isin":"US06051GMM86","value_usd":22533591.74,"pct_val":0.134013,"balance":21600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A","isin":"XS2999623775","value_usd":22406374.93,"pct_val":0.133257,"balance":19051241.63,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MANHATTAN WEST 2020-1MW","title":"MANHATTAN WEST OMW 2020 1MW A 144A","isin":"US563136AA85","value_usd":22330638,"pct_val":0.132806,"balance":23200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25","isin":"AU3SG0001175","value_usd":22321397.78,"pct_val":0.132751,"balance":34900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375","isin":"XS3015245957","value_usd":22098207.94,"pct_val":0.131424,"balance":18700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 03/54 5.75","isin":"US46514BRM18","value_usd":22075755.26,"pct_val":0.131291,"balance":22900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR","isin":"US46647PDX15","value_usd":22019863.59,"pct_val":0.130958,"balance":20900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL I INC 2021-230P","title":"MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A","isin":"US61772WAA53","value_usd":21985269.36,"pct_val":0.130752,"balance":22800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS EURO CLO 2020-1 DAC  20-1A","title":"BARINGS EURO CLO BABSE 2020 1A ARR 144A","isin":"XS3201274910","value_usd":21953824.04,"pct_val":0.130565,"balance":18700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 07/31 VAR","isin":"US06051GJF72","value_usd":21835871.38,"pct_val":0.129864,"balance":24300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF ONTARIO CANADA","title":"ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65","isin":"CA68333ZAY30","value_usd":21755329.53,"pct_val":0.129385,"balance":29600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":21689043.63,"pct_val":0.134338,"balance":21672193.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A","title":"TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A","isin":"XS2799791848","value_usd":21673508.28,"pct_val":0.128898,"balance":16063752.61,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5","isin":"JP1300521G93","value_usd":21618432.07,"pct_val":0.128571,"balance":5480000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5295 FN 03/54 FIXED 6","isin":"US31418E3D02","value_usd":21539851.88,"pct_val":0.128103,"balance":20960305.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"CITIGROUP INC SR UNSECURED 02/30 VAR","isin":"US172967PF20","value_usd":21451711.51,"pct_val":0.127579,"balance":20900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLME IV DAC A4","title":"OZLME OZLME 4A AR 144A","isin":"XS3047412369","value_usd":21425237.91,"pct_val":0.127422,"balance":18200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH KOREA GOVT","title":"KOREA TREASURY BOND BONDS 12/32 4.25","isin":"KR103502GCC8","value_usd":21401411.94,"pct_val":0.137173,"balance":26203950000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375","isin":"US345397B280","value_usd":21062012.4,"pct_val":0.130454,"balance":21100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR","isin":"US95000U3D31","value_usd":21023062.13,"pct_val":0.12503,"balance":20200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM 2025-A TRUST","title":"SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A","isin":"US83407UAA60","value_usd":20889151.08,"pct_val":0.124233,"balance":20780002.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/30 4.136","isin":"US501499AE74","value_usd":20540602.92,"pct_val":0.122161,"balance":20500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 01/49 1.75","isin":"GB00BFWFPP71","value_usd":20522546.49,"pct_val":0.122053,"balance":28000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONTEGO CLO III BV 3A","title":"CONTEGO CLO DAC CONTE 3A ARR 144A","isin":"XS3144694455","value_usd":20230839.55,"pct_val":0.120318,"balance":17200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 11/33 VAR","isin":"US902613BT44","value_usd":20225213.44,"pct_val":0.120285,"balance":20200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 03/29 5.375","isin":"US46514BRN90","value_usd":20147983.08,"pct_val":0.119826,"balance":19550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO V DAC 5A","title":"HAYFIN EMERALD CLO HAYEM 5A AR 144A","isin":"XS2904562746","value_usd":19836373.49,"pct_val":0.117972,"balance":16900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 11/31 VAR","isin":"XS3215634810","value_usd":19729494.75,"pct_val":0.117337,"balance":16900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2","isin":"JP1300831Q70","value_usd":19516602.64,"pct_val":0.11607,"balance":3886350000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5","isin":"AU3SG0002868","value_usd":19455084.67,"pct_val":0.115705,"balance":29600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 10/50 0.625","isin":"GB00BMBL1F74","value_usd":19383223.68,"pct_val":0.115277,"balance":38900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 01/41 3","isin":"ES0000012O75","value_usd":19376760.45,"pct_val":0.124196,"balance":16800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA GOVT","title":"MALAYSIA GOVERNMENT BONDS 04/31 2.632","isin":"MYBMO2000028","value_usd":19037777.62,"pct_val":0.113223,"balance":79740000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD","title":"ROYAL BK SCOTLAND INTL LTD USD SR NT SER E","isin":null,"value_usd":18983470,"pct_val":0.1129,"balance":19000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75","isin":"US147918AB23","value_usd":18903370.11,"pct_val":0.112423,"balance":18800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25","isin":"AU3SG0002504","value_usd":18841113.3,"pct_val":0.112053,"balance":34500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROSS 2025-H6 MORTGAGE TRUST 2025-H6","title":"CROSS MORTGAGE TRUST CROSS 2025 H6 A1 144A","isin":"US22758TAC80","value_usd":18811667.5,"pct_val":0.111878,"balance":18719723.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 03/30 VAR","isin":"US06738ECR45","value_usd":18734693.4,"pct_val":0.11142,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/53 1.5","isin":"GB00BM8Z2V59","value_usd":18512793.13,"pct_val":0.110101,"balance":29830000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO III DAC 3A","title":"INVESCO EURO CLO INVSC 3A AR","isin":"XS2867986593","value_usd":18457306.05,"pct_val":0.109771,"balance":15700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER HOLDINGS USA INC","title":"SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR","isin":"US80282KBK16","value_usd":18427174.39,"pct_val":0.109591,"balance":18300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 11/36 VAR","isin":"XS3215634901","value_usd":18398800.27,"pct_val":0.109423,"balance":15900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL","title":"WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A","isin":"US95003WAA45","value_usd":18259406,"pct_val":0.108594,"balance":18800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED 144A 09/32 6.25","isin":"US445545AS56","value_usd":18191237.16,"pct_val":0.116598,"balance":17400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR","isin":"US853254CT59","value_usd":18185518.26,"pct_val":0.108154,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS","isin":"US80281LAU98","value_usd":18182471.22,"pct_val":0.116541,"balance":18200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5","isin":"US3132DWMA89","value_usd":18165666.9,"pct_val":0.108036,"balance":17894380.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CORP 2006-BC5","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A5","isin":"US86359SAE46","value_usd":18144925.48,"pct_val":0.107913,"balance":19167000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 11/25 ZCP","isin":"US6840C2YK59","value_usd":17894417.4,"pct_val":0.110835,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRACCAN MORTGAGE FUNDING 2025-1 PLC 25-1A","title":"BRACCAN MORTGAGE FUNDING BRACN 2025 1A A 144A","isin":"XS3063585965","value_usd":17686309.69,"pct_val":0.105185,"balance":13090127.71,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 05/29 VAR","isin":"XS3215634570","value_usd":17655767.82,"pct_val":0.105004,"balance":15000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 04/26 1","isin":"DK0009547051","value_usd":17579091.83,"pct_val":0.104548,"balance":111900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5445 FN 08/54 FIXED 6","isin":"US31418FBP18","value_usd":17568813.79,"pct_val":0.104487,"balance":17100112.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XVI DAC 16A","title":"HARVEST CLO HARVT 16A AR3 144A","isin":"XS3233921025","value_usd":17510479.85,"pct_val":0.10414,"balance":14900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KREDITANSTALT FUER WIEDERAUFBAU (KFW)","title":"KFW GOVT GUARANT REGS 02/30 4.25","isin":"XS3006160033","value_usd":17426476.71,"pct_val":0.10364,"balance":12800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORPORATION OF VICTORIA","title":"TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2","isin":"AU3SG0002579","value_usd":17347009.34,"pct_val":0.103167,"balance":34900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCA MONTE DEI PASCHI DI SIENA SPA","title":"BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875","isin":"IT0005386922","value_usd":17269560.04,"pct_val":0.102707,"balance":14835000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTESA SANPAOLO SPA","title":"INTESA SANPAOLO SPA 144A 11/33 7.2","isin":"US46115HCD70","value_usd":17253211.68,"pct_val":0.10261,"balance":15100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA4346 FN 10/49 FIXED 3","isin":"US3140QBZL57","value_usd":17219341.81,"pct_val":0.102408,"balance":19407521.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC HSBC HOLDINGS PLC","isin":"US404280EF20","value_usd":17219217.51,"pct_val":0.102407,"balance":16900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 03/28 2.125","isin":"XS2434895475","value_usd":17109106.74,"pct_val":0.101753,"balance":14800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)","title":"COOPERATIEVE RABOBANK UA 144A 01/33 VAR","isin":"US74977RDU59","value_usd":16940856.95,"pct_val":0.104929,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI TRUST BANK LIMITED","title":"SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/29 5.2","isin":"US86563VBQ14","value_usd":16918626.06,"pct_val":0.10062,"balance":16400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/29 6.625","isin":"XS2538442562","value_usd":16842415.08,"pct_val":0.100166,"balance":13100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A","isin":"XS1697686928","value_usd":16803881.92,"pct_val":0.0999372,"balance":12453791.68,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 04/26 1","isin":"DK0009391377","value_usd":16710708.74,"pct_val":0.0993831,"balance":106400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 11/29 VAR","isin":"US61747YFH36","value_usd":16643752.91,"pct_val":0.0989849,"balance":15700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR","isin":"US95000U3J01","value_usd":16583754.77,"pct_val":0.0986281,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARCAN-2A","title":"ARCANO EURO CLO ARCAN 2A A 144A","isin":"XS3109623689","value_usd":16348988.42,"pct_val":0.0972318,"balance":13900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 07/26 VAR","isin":"US225401AY40","value_usd":16215258.46,"pct_val":0.103932,"balance":16200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR","isin":"US38141GA468","value_usd":16125544.42,"pct_val":0.095903,"balance":15200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/29 3.875","isin":"US912810FH69","value_usd":16006405.74,"pct_val":0.0951944,"balance":14854800,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/19/25-2Y LCH","isin":"EZL09R55M3J0","value_usd":15999751.41,"pct_val":0.0951548,"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":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 03/30 5.25","isin":"XS2999546687","value_usd":15988008.26,"pct_val":0.095085,"balance":13000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO X DAC 10A","title":"HAYFIN EMERALD CLO HAYEM 10A AR","isin":"XS2813167298","value_usd":15967089.01,"pct_val":0.0988972,"balance":13600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT PANAMA SPV LIMITED LIABILITY CO","title":"PROJECT PANAMA SPV LLC 01/29 1","isin":"US74290GAA67","value_usd":15903256.86,"pct_val":0.094581,"balance":15804000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 12/35 VAR","isin":"US00084DBF69","value_usd":15703102.67,"pct_val":0.0933906,"balance":15200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 02/35 5.625","isin":"US46514Y8B63","value_usd":15683490.9,"pct_val":0.093274,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR","isin":"US38141GA872","value_usd":15674082.9,"pct_val":0.093218,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A","isin":"US74143JAA97","value_usd":15662427.62,"pct_val":0.0970102,"balance":15644961.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR","isin":"US95000U3K73","value_usd":15659197.8,"pct_val":0.0931295,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTESA SANPAOLO SPA","title":"INTESA SANPAOLO SPA 144A 11/33 VAR","isin":"US46115HBV87","value_usd":15593120.8,"pct_val":0.0927365,"balance":13200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-2Y LCH","isin":"EZPWHZ0KPVN8","value_usd":15562570.48,"pct_val":0.0925548,"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":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 05/37 5.625","isin":"XS2829811731","value_usd":15460795.92,"pct_val":0.0919495,"balance":13500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO LTD 2015-6A","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A","isin":"US03328QBL41","value_usd":15434611.81,"pct_val":0.0989288,"balance":15400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR","isin":"US38141GC449","value_usd":15265250.72,"pct_val":0.0907866,"balance":14700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH","isin":"EZMXYW9VSVJ2","value_usd":15223099.78,"pct_val":0.0905359,"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":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR","isin":"US46647PEQ54","value_usd":15214192.5,"pct_val":0.0904829,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR","isin":"US80281LAW54","value_usd":15201965.82,"pct_val":0.0904102,"balance":15200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AES CORPORATION","title":"AES CORP DISC COML PAPER 10/25 ZCP","isin":"US00809GX771","value_usd":15186759.28,"pct_val":0.094064,"balance":15200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-16","title":"FANNIE MAE FNR 2025 16 FA","isin":"US3136BU5D84","value_usd":15176060.38,"pct_val":0.0902561,"balance":15122186.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KINBANE 2025-RPL 2 DAC  25-RPL2A","title":"KINBANE DAC KINBN 2025 RPL2A A 144A","isin":"XS3177967810","value_usd":15170677.86,"pct_val":0.0902241,"balance":12888396.6,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GROSVENOR PLACE CLO 2025-4 DAC 25-4A","title":"GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A","isin":"XS3247556916","value_usd":15160079.87,"pct_val":0.0901611,"balance":12900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-NC3","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A1 144A","isin":"US61755AAA43","value_usd":15153948.42,"pct_val":0.0901246,"balance":26097498.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3","isin":"JP1300851R17","value_usd":15127444.77,"pct_val":0.089967,"balance":2950300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 03/29 4.625","isin":"US731011AX08","value_usd":15124241.06,"pct_val":0.0899479,"balance":14800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW SOUTH WALES TREASURY CORPORATION","title":"NEW S WALES TREASURY CRP LOCAL GOVT G REGS 09/35 4.75","isin":"AU3SG0002926","value_usd":15000720.74,"pct_val":0.0892133,"balance":23400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXV LTD 2021-25A","title":"SYMPHONY CLO LTD SYMP 2021 25A AR 144A","isin":"US87167WDC64","value_usd":14899426.95,"pct_val":0.0886109,"balance":14900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRISTOL-MYERS SQUIBB COMPANY","title":"BRISTOL MYERS SQUIBB CO SR UNSECURED 02/34 5.2","isin":"US110122EH72","value_usd":14870481.48,"pct_val":0.0884388,"balance":14300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2022-6 DAC 6A","title":"OCP EURO CLO OCPE 2022 6A ARR 144A","isin":"XS3113487527","value_usd":14819965.59,"pct_val":0.0881383,"balance":12600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS EURO CLO 2025-1 DAC 25-1A","title":"BARINGS EURO CLO DAC BABSE 2025 1A A 144A","isin":"XS3246987104","value_usd":14807519.87,"pct_val":0.0880643,"balance":12600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THAILAND GOVT","title":"THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41","isin":"TH0623A3F302","value_usd":14787875.92,"pct_val":0.0879475,"balance":435690000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":14766950.12,"pct_val":0.087823,"balance":14800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI7562 FR 06/54 FIXED 6","isin":"US3133WEMK36","value_usd":14693206.86,"pct_val":0.0873845,"balance":14260893.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A","isin":"US05493LAA44","value_usd":14671468.64,"pct_val":0.0872552,"balance":15200000,"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 10/71 1","isin":"ES0000012H58","value_usd":14666201.53,"pct_val":0.0940036,"balance":26890000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"REPUBLIC OF CHILE SR UNSECURED 01/29 4.85","isin":"US168863EB04","value_usd":14631045,"pct_val":0.0870148,"balance":14300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7","isin":"JP1300691M16","value_usd":14574591.42,"pct_val":0.086679,"balance":4080000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO XII LTD","title":"TRINITAS CLO LTD TRNTS 2020 12A A1R 144A","isin":"US89641GAN25","value_usd":14519757.56,"pct_val":0.093065,"balance":14500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 28 LTD 28A","title":"KKR FINANCIAL CLO LTD KKR 28A AR 144A","isin":"US48253WAL63","value_usd":14454633.02,"pct_val":0.0895294,"balance":14400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5","isin":"US3132DWL503","value_usd":14439540.19,"pct_val":0.0925508,"balance":13970761.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7","isin":"JP1300701M48","value_usd":14417788.56,"pct_val":0.0857465,"balance":4080000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2019-4 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A","isin":"US05684AAY55","value_usd":14394777.98,"pct_val":0.0856096,"balance":14400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR","isin":"US853254CW88","value_usd":14390554.92,"pct_val":0.0855845,"balance":14000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-5Y LCH","isin":"EZ9JNZJCQVZ3","value_usd":14389404.26,"pct_val":0.0922295,"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":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR","isin":"US95000U3G61","value_usd":14373435.67,"pct_val":0.0854827,"balance":13600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVIDUS CLO V DAC 5A","title":"PROVIDUS CLO PRVD 5A AR 144A","isin":"XS3196134475","value_usd":14349709.85,"pct_val":0.0853416,"balance":12200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0022 G2 11/54 FIXED 3.5","isin":"US3618N5AY58","value_usd":14285765.06,"pct_val":0.0849613,"balance":15669188.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0334 FN 01/59 FIXED 3.5","isin":"US3140FXLQ30","value_usd":14282459.67,"pct_val":0.0849416,"balance":15643236.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1","title":"ACE SECURITIES CORP. ACE 2006 HE1 M1","isin":"US004421WR06","value_usd":14250338.99,"pct_val":0.0847506,"balance":15633250.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKSTONE HOLDINGS FINANCE CO LLC","title":"BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/34 3.5","isin":"XS2485132844","value_usd":14236707.45,"pct_val":0.0846695,"balance":12200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLIV CLO LTD 2017-44A","title":"ARES CLO LTD ARES 2017 44A A1RR 144A","isin":"US04016NBH52","value_usd":14204499.84,"pct_val":0.084478,"balance":14200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9","isin":"US517834AJ61","value_usd":14184383.71,"pct_val":0.0843584,"balance":13900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF INDUSTRY LIMITED","title":"BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1","isin":null,"value_usd":14180815.1,"pct_val":0.0843371,"balance":12100000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"MUN","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)","title":"BANQUE FED CRED MUTUEL 144A 01/27 5.088","isin":"US06675FBC05","value_usd":14051182.38,"pct_val":0.0835662,"balance":13900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 02/35 VAR","isin":"US09659W2X16","value_usd":13968976.7,"pct_val":0.0830773,"balance":13300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A","isin":"XS3020835339","value_usd":13908699.66,"pct_val":0.0827188,"balance":11847690.34,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 04/42 2.875","isin":"XS2364200357","value_usd":13898537.93,"pct_val":0.0826584,"balance":17900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA COVERED 144A 03/28 4.299","isin":"US06418BAK44","value_usd":13881482.53,"pct_val":0.0825569,"balance":13700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5","isin":"US3132DWNK52","value_usd":13859249.02,"pct_val":0.0824247,"balance":13657774.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC 07/25 ZCP","isin":"US12610BUQ30","value_usd":13755638.52,"pct_val":0.0881673,"balance":13800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/33 6.375","isin":"XS2689949043","value_usd":13736332.13,"pct_val":0.0816937,"balance":10900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD1927 FN 02/55 FIXED 6.5","isin":"US3140B2D920","value_usd":13647288.4,"pct_val":0.0874729,"balance":13202307.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO V BV 5A","title":"TIKEHAU TIKEH 5A AR 144A","isin":"XS3052010652","value_usd":13642526.4,"pct_val":0.0811358,"balance":11600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BUILDING SOCIETY","title":"NATIONWIDE BLDG SOCIETY 144A 02/28 VAR","isin":"US63861VAF40","value_usd":13639305.35,"pct_val":0.0811166,"balance":13800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"365BANK A S","title":"365 BANK AS REGS 07/28 VAR","isin":"XS2854419277","value_usd":13578713.38,"pct_val":0.0807563,"balance":10900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2700 FR 07/54 FIXED 6.5","isin":"US3142GTAA42","value_usd":13575401.69,"pct_val":0.0870121,"balance":13104185.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOMMUNALBANKEN AS","title":"KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9","isin":"AU3CB0285849","value_usd":13479428.94,"pct_val":0.0801658,"balance":20700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A","isin":"US03880RAA77","value_usd":13478787.46,"pct_val":0.080162,"balance":13390696.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8517 FR 03/55 FIXED 6.5","isin":"US3132DWPA52","value_usd":13451885.74,"pct_val":0.0862204,"balance":13017138.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5422 FN 07/54 FIXED 6.5","isin":"US31418FAY34","value_usd":13437475.45,"pct_val":0.0861281,"balance":13001228.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QH9458 FR 02/54 FIXED 6.5","isin":"US3133CNQK19","value_usd":13424950.07,"pct_val":0.0860478,"balance":12965558.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX2604 FR 01/55 FIXED 6.5","isin":"US31425W3N98","value_usd":13417983.53,"pct_val":0.0860031,"balance":12982145.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYFRT-7A","title":"BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A","isin":"XS3200746496","value_usd":13400000,"pct_val":0.0796934,"balance":13400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"SG","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":13399085.67,"pct_val":0.0829915,"balance":12964265,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8471 FR 10/54 FIXED 6.5","isin":"US3132DWMU44","value_usd":13381063.93,"pct_val":0.0857665,"balance":12946648.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX1642 FR 12/54 FIXED 6.5","isin":"US31425VZG12","value_usd":13375672.88,"pct_val":0.0857319,"balance":12919212.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1930 FR 07/54 FIXED 6.5","isin":"US3142GSEC88","value_usd":13327990.83,"pct_val":0.0854263,"balance":12895298.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875","isin":"US718172DG16","value_usd":13310510.07,"pct_val":0.0791612,"balance":13000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC2002 FN 09/54 FIXED 6.5","isin":"US3140APGL29","value_usd":13297115.06,"pct_val":0.0852284,"balance":12865424.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC9715 FN 01/55 FIXED 6.5","isin":"US3140AXYM34","value_usd":13288988.21,"pct_val":0.0851763,"balance":12833418.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 07/30 1.75","isin":"XS2364199674","value_usd":13286957.98,"pct_val":0.0790211,"balance":12500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC5697 FN 11/54 FIXED 6.5","isin":"US3140ATKK12","value_usd":13278596.42,"pct_val":0.0851097,"balance":12847507.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB4411 FN 07/54 FIXED 6.5","isin":"US3140AD3V19","value_usd":13260011.07,"pct_val":0.0849906,"balance":12803139.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX340","value_usd":13245255.18,"pct_val":0.0820387,"balance":13250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3477 FN 09/54 FIXED 6.5","isin":"US3140AQ2K72","value_usd":13175906.69,"pct_val":0.0844515,"balance":12748151.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC7036 FN 12/54 FIXED 6.5","isin":"US3140AUZA48","value_usd":13154158.05,"pct_val":0.0843121,"balance":12729033.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC7843 FN 01/55 FIXED 6.5","isin":"US3140AVWD96","value_usd":13121493.38,"pct_val":0.0841028,"balance":12697424.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":13114058.91,"pct_val":0.0779928,"balance":13058193.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXXII LTD","title":"SYMPHONY CLO LTD SYMP 2022 32A AR 144A","isin":"US87168NAU81","value_usd":13099656.78,"pct_val":0.0779072,"balance":13100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC","isin":"US12610BUA87","value_usd":13082732.9,"pct_val":0.0838543,"balance":13100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5","isin":"US3132DWMM28","value_usd":13074685.11,"pct_val":0.0838027,"balance":12650216.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5631 FN 02/55 FIXED 6.5","isin":"US31418FHH38","value_usd":13043273.16,"pct_val":0.0836014,"balance":12621732.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2525 FR 07/54 FIXED 6.5","isin":"US3142GSYX06","value_usd":13037265.95,"pct_val":0.0835629,"balance":12614011.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XII DAC 12A","title":"CORDATUS CLO PLC CORDA 12A ARR 144A","isin":"XS3244866821","value_usd":13021215.89,"pct_val":0.0774407,"balance":11080000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ7190 FR 10/54 FIXED 6.5","isin":"US3133CX7B00","value_usd":12974049.07,"pct_val":0.0831577,"balance":12529406.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 05/30 VAR","isin":"US09659W2W33","value_usd":12942614.13,"pct_val":0.0769732,"balance":12500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB6956 FN 08/54 FIXED 6.5","isin":"US3140AGWS98","value_usd":12907381.64,"pct_val":0.0827304,"balance":12463690.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 11/35 VAR","isin":"US539439BA62","value_usd":12880940.69,"pct_val":0.0766064,"balance":12300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9792 FR 03/55 FIXED 6.5","isin":"US31426G3A11","value_usd":12880696.5,"pct_val":0.0825594,"balance":12450434.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":12878051.94,"pct_val":0.0765893,"balance":12900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ4503 FR 09/54 FIXED 6.5","isin":"US3133CVAC82","value_usd":12870261.75,"pct_val":0.0824925,"balance":12454312.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A","isin":"US05682GAQ10","value_usd":12802132.86,"pct_val":0.0761377,"balance":12800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1660 FR 03/54 FIXED 6.5","isin":"US3142GRZ299","value_usd":12779429.91,"pct_val":0.0819103,"balance":12364546.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2093 FR 05/54 FIXED 6.5","isin":"US3142GSKF46","value_usd":12777851.36,"pct_val":0.0819002,"balance":12327072.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8602 FN 07/54 FIXED VAR","isin":"US3140XQRY56","value_usd":12770738.84,"pct_val":0.0818546,"balance":12354155.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8508 FR 02/55 FIXED 6.5","isin":"US3132DWNZ22","value_usd":12754096.8,"pct_val":0.0817479,"balance":12341901.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ3868 FR 09/54 FIXED 6.5","isin":"US3133CUJM90","value_usd":12743910.46,"pct_val":0.0816826,"balance":12330180.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5","isin":"US3133CLWL61","value_usd":12733670.96,"pct_val":0.081617,"balance":12290470.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR","isin":"US86562MDY30","value_usd":12727959.8,"pct_val":0.0756966,"balance":12600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5648 FN 03/55 FIXED 6.5","isin":"US31418FH266","value_usd":12727368.21,"pct_val":0.0815766,"balance":12316036.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5","isin":"US3132DWPK35","value_usd":12721943.06,"pct_val":0.0815418,"balance":12310787.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A","isin":"US03880XAA46","value_usd":12679006.15,"pct_val":0.0754055,"balance":12603057.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHARTER COMMUNICATIONS OPERATING LLC","title":"CHARTER COMM OPETING LLC 2024 TERM LOAN B5","isin":"US16117LCE74","value_usd":12601277.45,"pct_val":0.07805,"balance":12592211.06,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5498 FN 10/54 FIXED 6","isin":"US31418FDC86","value_usd":12465429.32,"pct_val":0.0741353,"balance":12132814.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 01/33 VAR","isin":"US09659W3A04","value_usd":12398356.29,"pct_val":0.0737364,"balance":11800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED REGS 01/33 VAR","isin":"XS2983840518","value_usd":12350058.82,"pct_val":0.0734491,"balance":10500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1748 FR 06/54 FIXED 6.5","isin":"US3142GR5J57","value_usd":12315704.54,"pct_val":0.078938,"balance":11915875.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTIMER BTL 2021-1 PLC 21-1","title":"MORTIMER BTL MORTI 2021 1 A REGS","isin":"XS2349426895","value_usd":12315468.49,"pct_val":0.0732434,"balance":9130797.74,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARBLE POINT CLO XXII LTD","title":"MARBLE POINT CLO MP22 2021 2A AR 144A","isin":"US56606GAJ31","value_usd":12313120.78,"pct_val":0.0732295,"balance":12300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO V LTD","title":"ROMARK CLO LTD RMRK 2021 5A AR 144A","isin":"US77588PAN24","value_usd":12208972.12,"pct_val":0.0726101,"balance":12200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PPMC-2021-5A","title":"PPM CLO, LTD. PPMC 2021 5A AR 144A","isin":"US69356TAJ07","value_usd":12200223.26,"pct_val":0.072558,"balance":12200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1195 FN 01/55 FIXED VAR","isin":"US3140W1KH57","value_usd":12191425.66,"pct_val":0.0725057,"balance":11701281.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5272 FN 02/54 FIXED 6","isin":"US31418E2E93","value_usd":12128063.75,"pct_val":0.0721289,"balance":11791396.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT TRUST 2022-INV2","title":"GCAT GCAT 2022 INV2 A5 144A","isin":"US36168FAE88","value_usd":12026732.7,"pct_val":0.0715262,"balance":13703871.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 09/30 VAR","isin":"US902613BL18","value_usd":12016729.39,"pct_val":0.0714667,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVSC-5A","title":"INVESCO EURO CLO INVSC 5A AR 144A","isin":"XS3036677501","value_usd":11882479.04,"pct_val":0.0706683,"balance":10100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5165 FN 10/53 FIXED 5.5","isin":"US31418EW300","value_usd":11841380.86,"pct_val":0.0704239,"balance":11640642.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A","isin":"XS3147501103","value_usd":11762024.35,"pct_val":0.0699519,"balance":10000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":11754538.79,"pct_val":0.0699074,"balance":11748170.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A","title":"REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A","isin":"CA75585RRU19","value_usd":11726440.57,"pct_val":0.0697403,"balance":16700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCEAN TRAILS CLO 8 2020-8A","title":"OCEAN TRAILS CLO OCTR 2020 8A ARR","isin":"US67514UAU51","value_usd":11717832.91,"pct_val":0.0725781,"balance":11700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3281 FN 09/54 FIXED 6.5","isin":"US3140AQUF77","value_usd":11687449.96,"pct_val":0.0749112,"balance":11308017.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CREDIT FUNDING III LTD 2025-4A","title":"ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A","isin":"US77588RAA68","value_usd":11572070.5,"pct_val":0.0688222,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO CLO 2022-2A LTD","title":"INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A","isin":"US46145XAL01","value_usd":11501161.39,"pct_val":0.0684005,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD6416 FN 04/55 FIXED 6.5","isin":"US3140B7DW06","value_usd":11477243.02,"pct_val":0.0682583,"balance":11039198.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 01/35 VAR","isin":"US06051GMA49","value_usd":11462639.21,"pct_val":0.0681714,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2290 FR 08/54 FIXED 6","isin":"US3142GSRL41","value_usd":11388632.07,"pct_val":0.0677313,"balance":11064239.31,"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-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FJ","isin":"US38383KMM17","value_usd":11348321.45,"pct_val":0.0674915,"balance":11236130.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":11344322.4,"pct_val":0.0727119,"balance":11400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A","isin":"US14311UBA51","value_usd":11306215,"pct_val":0.0672411,"balance":11300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2373 FR 09/54 FIXED 6.5","isin":"US3142GST738","value_usd":11272723.09,"pct_val":0.072253,"balance":10903453.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/28 5.5","isin":"XS2689949555","value_usd":11194485.02,"pct_val":0.0665766,"balance":9000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO HOME EQUITY TRUST 2006-3","title":"WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 M1","isin":"US9497EBAD15","value_usd":11193819.05,"pct_val":0.0665727,"balance":11117508.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 07/35 VAR","isin":"US61747YFT73","value_usd":11121340.61,"pct_val":0.0661416,"balance":10800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 01/26 ZCP","isin":"US6840C3AG86","value_usd":11061747.2,"pct_val":0.0685145,"balance":11200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 9 M2","isin":"US1266736F40","value_usd":11032001.24,"pct_val":0.0656103,"balance":11123272.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 01/33 4.5","isin":"US46514BRA79","value_usd":11010569.25,"pct_val":0.0654828,"balance":11200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR","isin":"US404280BX62","value_usd":10989496.43,"pct_val":0.0704376,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC1350 FN 08/54 FIXED 6.5","isin":"US3140ANQC61","value_usd":10955936.8,"pct_val":0.0651579,"balance":10524427.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX1593 FR 12/54 FIXED 6.5","isin":"US31425VXX62","value_usd":10940418.49,"pct_val":0.0701231,"balance":10586838.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR","isin":"US853254CG39","value_usd":10929905.15,"pct_val":0.0650031,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5","isin":"US31426G6S91","value_usd":10915897.94,"pct_val":0.0649198,"balance":10499284.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A","isin":"US83206NAA54","value_usd":10858493.87,"pct_val":0.0645784,"balance":11079199.28,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC3280 FN 09/54 FIXED 6.5","isin":"US3140AQUE03","value_usd":10793196.15,"pct_val":0.0641901,"balance":10368098.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 09/28 VAR","isin":"US639057AF59","value_usd":10774695.65,"pct_val":0.06408,"balance":10500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M2","isin":"US17309LAG05","value_usd":10771699.73,"pct_val":0.0640622,"balance":10911668.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9","isin":"US36143L2S34","value_usd":10770802.67,"pct_val":0.0640569,"balance":10500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX3039 FR 01/55 FIXED 6.5","isin":"US31425XLV90","value_usd":10766328.92,"pct_val":0.0690072,"balance":10418375.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/52 1","isin":"JP1300741N49","value_usd":10755308.99,"pct_val":0.0639647,"balance":2860000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5","isin":"US3142GTJU15","value_usd":10746775.82,"pct_val":0.0688819,"balance":10375268.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2020-4 DAC 20-4A","title":"OCP EURO CLO OCPE 2020 4A ARR 144A","isin":"XS3127992785","value_usd":10703125.61,"pct_val":0.0636544,"balance":9100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR CLO X DAC 10A","title":"CAPITAL FOUR CLO CFOUR 10A A 144A","isin":"XS3140140818","value_usd":10702951.29,"pct_val":0.0636533,"balance":9100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR","isin":"US38141GB375","value_usd":10689217.03,"pct_val":0.0635717,"balance":10400000,"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 04/26 0.00000","isin":"US912797TJ68","value_usd":10688892.99,"pct_val":0.0635697,"balance":10804000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED REGS 01/34 VAR","isin":"XS2560422581","value_usd":10630811.34,"pct_val":0.0658453,"balance":8200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 11/26 VAR","isin":"US251526CE71","value_usd":10561657.57,"pct_val":0.065417,"balance":10600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2022-FL11 LLC","title":"BDS LTD BDS 2022 FL11 ATS 144A","isin":"US054980AA58","value_usd":10537448.02,"pct_val":0.062669,"balance":10517527.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FAIRFAX FINANCIAL HOLDINGS LIMITED","title":"FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75","isin":"XS1794675931","value_usd":10511530.9,"pct_val":0.0625149,"balance":9000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-2","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A","isin":"US89176UAN46","value_usd":10510910.85,"pct_val":0.0625112,"balance":11428803.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA8105 FN 02/54 FIXED 6.5","isin":"US3140YWAF00","value_usd":10501417.71,"pct_val":0.0673093,"balance":10135405.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH","isin":"EZY022Y345Y8","value_usd":10471092.11,"pct_val":0.0622744,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL DC9243 FN 12/54 FIXED 6.5","isin":"US3140AXHV26","value_usd":10465932.01,"pct_val":0.0670818,"balance":10107132.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 AF","isin":"US3137HJFR38","value_usd":10422686.34,"pct_val":0.0619865,"balance":10361732.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND BONDS 02/30 4.875","isin":"US857524AF94","value_usd":10311545.6,"pct_val":0.0613255,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/28 4","isin":"US91282CGP05","value_usd":10307777.38,"pct_val":0.0613031,"balance":10200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE II LLC","title":"BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25","isin":"US07274NAJ28","value_usd":10291663.39,"pct_val":0.0637447,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/41 1.875","isin":"US912810SW99","value_usd":10275070.39,"pct_val":0.0611086,"balance":14700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC0264 FN 08/54 FIXED 6.5","isin":"US3140AMJJ15","value_usd":10182988.15,"pct_val":0.060561,"balance":9773400.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR","isin":"US95000U3B74","value_usd":10158378.4,"pct_val":0.0604146,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25","isin":"ZAG000030404","value_usd":10150662.2,"pct_val":0.0603687,"balance":196600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329","isin":"US65535HAZ29","value_usd":10121738.11,"pct_val":0.0601967,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIXABANK SA (AKA: LA CAIXA)","title":"CAIXABANK SA 144A 01/29 VAR","isin":"US12803RAA23","value_usd":10090412.97,"pct_val":0.0624982,"balance":9700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268","isin":"US48266XAF24","value_usd":9999002.5,"pct_val":0.0594668,"balance":9700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FARM CREDIT BANK OF TEXAS","title":"FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR","isin":"US30767EAD13","value_usd":9993800,"pct_val":0.0640557,"balance":10000000,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 03/28 VAR","isin":"US06738ECP88","value_usd":9977597.66,"pct_val":0.0593395,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ1371 FR 02/54 FIXED 6.5","isin":"US3142GRQZ62","value_usd":9967330.44,"pct_val":0.063886,"balance":9625863.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A","isin":"US64831HAM51","value_usd":9959930.98,"pct_val":0.0592344,"balance":9842726.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO110626","isin":null,"value_usd":9942875.53,"pct_val":0.059133,"balance":15694000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NIGERIA GOVT","title":"NIGERIA OMO BILL OMO120626","isin":null,"value_usd":9928629.97,"pct_val":0.0590482,"balance":15680000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 73 EURO CLO 2019 DAC 19-73A","title":"DRYDEN EURO CLO DRYD 2019 73A A1 144A","isin":"XS2063331545","value_usd":9918438.3,"pct_val":0.0589876,"balance":8430299.3,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICG-2021-3A","title":"ICG US CLO LTD ICG 2021 3A AR 144A","isin":"US449249AS08","value_usd":9904950,"pct_val":0.0589074,"balance":9900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAMESTOWN CLO XVI LTD 2021-16A","title":"JAMESTOWN CLO LTD JTWN 2021 16A AR 144A","isin":"US47048RAL96","value_usd":9902000.39,"pct_val":0.0588899,"balance":9900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENEFIT STREET PARTNERS CLO XXII LTD 2020-22A","title":"BENEFIT STREET PARTNERS CLO LT BSP 2020 22A ARR 144A","isin":"US08186UAU60","value_usd":9901811.11,"pct_val":0.0588887,"balance":9900000,"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 03/19/25-30Y LCH","isin":"EZLKBMPX51B0","value_usd":9886049.49,"pct_val":0.058795,"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":"PENTA CLO 9 DAC","title":"PENTA CLO S.A. PENTA 2021 9A A 144A","isin":"XS2344757203","value_usd":9871276.16,"pct_val":0.0587071,"balance":8400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 12/29 1.375","isin":"XS2262139533","value_usd":9822621.19,"pct_val":0.0584178,"balance":9090000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIA GOVT","title":"AUSTRALIAN GOVERNMENT BONDS 05/30 2.5","isin":"AU0000013740","value_usd":9817429.05,"pct_val":0.0583869,"balance":15800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO LTD 2020-14A","title":"TRINITAS CLO LTD TRNTS 2020 14A A1R 144A","isin":"US89641QAN07","value_usd":9806077.08,"pct_val":0.0628525,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO XV DAC 15A","title":"ARES EURO CLO ARESE 15A A 144A","isin":"XS2409272098","value_usd":9805401.63,"pct_val":0.0583154,"balance":8335000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOUNTAIN VIEW CLO XIV LTD 2019-1A","title":"MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A","isin":"US62432MAN92","value_usd":9803314.36,"pct_val":0.058303,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTER-AMERICAN DEVELOPMENT BANK","title":"INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5","isin":"AU3CB0240133","value_usd":9800435.65,"pct_val":0.0582858,"balance":15000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A","title":"NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A","isin":"US64134MAJ53","value_usd":9795647.62,"pct_val":0.0582574,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTS 2006-20","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 2A4","isin":"US12667HAE18","value_usd":9786709.31,"pct_val":0.0582042,"balance":10617294.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRNCL-2019-11A","title":"CAIRN CLO BV CRNCL 2019 11A AR 144A","isin":"XS3201084202","value_usd":9764204.75,"pct_val":0.0580704,"balance":8300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN EURO CLO 20-74A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A","isin":"XS3144968255","value_usd":9762481.19,"pct_val":0.0580601,"balance":8300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 12/53 1.75","isin":"CA135087M680","value_usd":9667326.46,"pct_val":0.0574942,"balance":20660000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA3439 FN 11/53 FIXED 6.5","isin":"US3140A3ZD82","value_usd":9617485.08,"pct_val":0.0571978,"balance":9251936.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A","isin":"US64830NAA90","value_usd":9578569.79,"pct_val":0.0569663,"balance":9867639.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GACI FIRST INVESTMENT COMPANY","title":"GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25","isin":"XS2755904799","value_usd":9560098.03,"pct_val":0.0568565,"balance":9300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ2132 FR 08/54 FIXED 6.5","isin":"US3133CSLM17","value_usd":9553097.57,"pct_val":0.0568148,"balance":9168853.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2021-14","title":"JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A","isin":"US46653QBD60","value_usd":9549243.28,"pct_val":0.0567919,"balance":10215733.03,"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":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":9531159.52,"pct_val":0.0610904,"balance":3233,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR","isin":"US404280BW89","value_usd":9526460.45,"pct_val":0.0610603,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ST PAULS CLO II DAC 2A","title":"ST PAULS CLO SPAUL 2A AR4 144A","isin":"XS2402448703","value_usd":9410419.56,"pct_val":0.0559663,"balance":8000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDS CHINA LTD","title":"SANDS CHINA LTD SR UNSECURED 08/28 5.65","isin":"US80007RAE53","value_usd":9381359.6,"pct_val":0.0557935,"balance":9200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5","isin":"US3132DWMK61","value_usd":9336166.85,"pct_val":0.0555247,"balance":9200450.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO XIX LTD","title":"TRINITAS CLO LTD TRNTS 2022 19A A1R 144A","isin":"US89642FAN33","value_usd":9325508.98,"pct_val":0.0554613,"balance":9314123.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELEVATION CLO 2022-16A LTD","title":"ELEVATION CLO LTD AWPT 2022 16A A1AR 144A","isin":"US28623YAU73","value_usd":9292456.77,"pct_val":0.0552647,"balance":9300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A","isin":"US21050QAB32","value_usd":9258352.99,"pct_val":0.0550619,"balance":9080000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DLR KREDIT A/S","title":"DLR KREDIT A/S COVERED 01/27 1","isin":"DK0006362231","value_usd":9238153.27,"pct_val":0.0549418,"balance":59280000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOGETHER ASSET BACKED SECURITISATION 14 2025-1ST1 PLC 25-1ST1A","title":"TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A","isin":"XS3174366966","value_usd":9221247.56,"pct_val":0.0548412,"balance":6845046.29,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","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":9216730.04,"pct_val":0.0548144,"balance":9204621.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LXII CLO LTD 2021-62A","title":"ARES CLO LTD ARES 2021 62A A1R 144A","isin":"US00192WAL19","value_usd":9200147.48,"pct_val":0.0547158,"balance":9200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 09/31 VAR","isin":"US251526CD98","value_usd":9197501.78,"pct_val":0.0569677,"balance":9700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATARENERGY","title":"QATAR ENERGY SR UNSECURED 144A 07/31 2.25","isin":"US74730DAC74","value_usd":9193566,"pct_val":0.0546766,"balance":10200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FB","isin":"US3137HKKK92","value_usd":9188026.06,"pct_val":0.0546437,"balance":9103945.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":9094924.94,"pct_val":0.05409,"balance":9100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A","isin":"US64828XAA19","value_usd":9093261.21,"pct_val":0.0540801,"balance":9403192.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JX102","value_usd":9089935.44,"pct_val":0.0563014,"balance":9091000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 05/32 VAR","isin":"US251526CK32","value_usd":9046653.86,"pct_val":0.0560333,"balance":9900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAIN GOVT","title":"BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3","isin":"ES00000128E2","value_usd":9008071.09,"pct_val":0.0577376,"balance":8743000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025-HMST","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A","isin":"US05555XAB10","value_usd":8981648.1,"pct_val":0.0534163,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX4018 FR 01/55 FIXED 6.5","isin":"US31425YPC56","value_usd":8948322.45,"pct_val":0.0532181,"balance":8524187.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WXA88","value_usd":8938750.75,"pct_val":0.055365,"balance":8950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 3A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A","isin":"XS2348330064","value_usd":8915611.1,"pct_val":0.0530235,"balance":7600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT RRB BONDS 12/44 1.5","isin":"CA135087ZH04","value_usd":8914207.31,"pct_val":0.0530152,"balance":12869370,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XI DAC 21-1","title":"CORDATUS CLO PLC CORDA 11A AR 144A","isin":"XS2310127027","value_usd":8836232.22,"pct_val":0.05473,"balance":7526278.47,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2023-1","title":"ANGEL OAK MORTGAGE TRUST AOMT 2023 1 A1 144A","isin":"US03465WAA99","value_usd":8821740.67,"pct_val":0.0524653,"balance":8845524.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":8715019.98,"pct_val":0.0539792,"balance":9569,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375","isin":"US80414L3F04","value_usd":8687253.1,"pct_val":0.0516654,"balance":8300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2007-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A","isin":"US669971AA13","value_usd":8629252.78,"pct_val":0.0513205,"balance":13105208.21,"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 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606750","value_usd":8592324.66,"pct_val":0.0550729,"balance":8454690,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 01/36 VAR","isin":"US05571ABA25","value_usd":8543048.32,"pct_val":0.0508078,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OLYMPUS CORPORATION","title":"OLYMPUS CORP SR UNSECURED 144A 12/26 2.143","isin":"US68163WAA71","value_usd":8537329.75,"pct_val":0.0507738,"balance":8700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE GOVT","title":"SINGAPORE GOVERNMENT BONDS 07/39 2.375","isin":"SGXF13029610","value_usd":8520707.47,"pct_val":0.0546138,"balance":10768000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXPORT DEVELOPMENT CANADA (EDC)","title":"EXPORT DEVELOPMNT CANADA GOVT GUARANT REGS 01/30 4.5","isin":"XS2987626509","value_usd":8509980.9,"pct_val":0.0506112,"balance":6200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR","isin":"US78016HZZ62","value_usd":8508708.48,"pct_val":0.0506036,"balance":8300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 03/34 5.5","isin":"US46514BRL35","value_usd":8505502.64,"pct_val":0.0505845,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A2 144A","isin":null,"value_usd":8475345.42,"pct_val":0.0504052,"balance":12700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK","isin":"EZFN2Q3HCPS6","value_usd":8431981.08,"pct_val":0.0501473,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A","isin":"XS1697693627","value_usd":8424965.51,"pct_val":0.0501055,"balance":6230000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":8404233.71,"pct_val":0.0538673,"balance":8476000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ0143 FR 07/54 FIXED 6.5","isin":"US3133CQEQ48","value_usd":8358576.34,"pct_val":0.0497107,"balance":8000059.21,"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":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":8335404.88,"pct_val":0.0495729,"balance":7679,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"RISERVA CLO LTD 2016-3A","title":"RISERVA CLO, LTD. RSRVA 2016 3A AR3","isin":"US76761RBG39","value_usd":8300483.06,"pct_val":0.0493652,"balance":8300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KBC GROEP NV","title":"KBC GROUP NV SR UNSECURED 144A 01/29 VAR","isin":"US48241FAB04","value_usd":8264066.16,"pct_val":0.0491486,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6","isin":"XS0089572316","value_usd":8253050.75,"pct_val":0.0490831,"balance":5900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2006-3","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6","isin":"US75971EAJ55","value_usd":8234845.68,"pct_val":0.0489748,"balance":26069224.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":8184333.9,"pct_val":0.0524578,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR","isin":"US86562MDX56","value_usd":8161238.11,"pct_val":0.0485371,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3972 FN 07/50 FIXED VAR","isin":"US3140X7MW66","value_usd":8141364.28,"pct_val":0.0484189,"balance":8691817.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-19","title":"FANNIE MAE FNR 2025 19 FC","isin":"US3136BVBY34","value_usd":8103324.7,"pct_val":0.0481927,"balance":8069850.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PMT LOAN TRUST 2021-INV1","title":"PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A","isin":"US69359YAC12","value_usd":8087364.17,"pct_val":0.0480977,"balance":9654899.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":8079286.68,"pct_val":0.0480497,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 01/28 VAR","isin":"US25160PAH01","value_usd":8066403.96,"pct_val":0.0479731,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2006-HE1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2","isin":"US65536HCT32","value_usd":8061407.47,"pct_val":0.0479434,"balance":8803489.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 01/35 VAR","isin":"US61747YFL48","value_usd":8006791.79,"pct_val":0.0476186,"balance":7700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MML DORCHESTER SCSP","title":"PROJECT DORCHESTER EUR TERM LOAN","isin":null,"value_usd":7991359.93,"pct_val":0.0475268,"balance":6800000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COLT 2022-3 MORTGAGE LOAN TRUST","title":"COLT FUNDING LLC COLT 2022 3 A2 144A","isin":"US12659YAB02","value_usd":7980007.47,"pct_val":0.0474593,"balance":8255521.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STWD 2022-FL3 LTD","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A","isin":"US78485KAA34","value_usd":7956910.06,"pct_val":0.0473219,"balance":7940460.28,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 10/33 4.875","isin":"US731011AV42","value_usd":7945601.12,"pct_val":0.0472546,"balance":7800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QJ0973 FR 07/54 FIXED 6.5","isin":"US3133CRCJ06","value_usd":7941285.16,"pct_val":0.047229,"balance":7604961.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A","isin":"XS2350015942","value_usd":7924910.15,"pct_val":0.0471316,"balance":6739664.21,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KONA SPC LTD","title":"KONA SPC LTD COMPANY GUAR 144A 09/26 VAR","isin":"XS3135157884","value_usd":7902591.02,"pct_val":0.0469988,"balance":6700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TRUST 2005-HE2","title":"MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M3","isin":"US57643LKN54","value_usd":7886316.59,"pct_val":0.0469021,"balance":7929722.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN","title":"DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4","isin":"US48129VAF31","value_usd":7863437.21,"pct_val":0.046766,"balance":3838000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TEXAS NATURAL GAS SECURITIZATION FINANCE CORP","title":"TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102","isin":"US88258MAA36","value_usd":7739142.76,"pct_val":0.0460268,"balance":7535766.73,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX266","value_usd":7648176.24,"pct_val":0.0473714,"balance":7650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR","isin":"US606822DN18","value_usd":7644192.56,"pct_val":0.0454621,"balance":7600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 01/29 VAR","isin":"US225401AF50","value_usd":7639600.82,"pct_val":0.0454348,"balance":7680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD6419 FN 04/55 FIXED 6.5","isin":"US3140B7DZ37","value_usd":7592102.04,"pct_val":0.0451523,"balance":7206286.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR","isin":"US95000U3A91","value_usd":7584796.2,"pct_val":0.0451088,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WEST STREET GLOBAL GROWTH PARTNERS LP","title":"PROJECT HUDSON II FIXED TERM LOAN","isin":null,"value_usd":7568201.48,"pct_val":0.0450101,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":7555078.13,"pct_val":0.0449321,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5","isin":"US00402AAB70","value_usd":7524110.43,"pct_val":0.0447479,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BF0463 FN 03/60 FIXED 3","isin":"US3140FXQR67","value_usd":7478088.81,"pct_val":0.0444742,"balance":8531529.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR","isin":"US404280BT50","value_usd":7470685.02,"pct_val":0.0444302,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2024-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A","isin":"US89183GAA40","value_usd":7458083.66,"pct_val":0.0443552,"balance":7429571.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XXIII 2019-2A","title":"SOUND POINT CLO LTD SNDPT 2019 2A AR 144A","isin":"US83614BAQ23","value_usd":7423197.74,"pct_val":0.0441478,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MV CREDIT EURO CLO III DAC 3A","title":"MV CREDIT EURO CLO MVCLO 3A AR 144A","isin":"XS3233494361","value_usd":7403763.64,"pct_val":0.0440322,"balance":6300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25","isin":"XS2586944147","value_usd":7363216.96,"pct_val":0.0471949,"balance":6230000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 02/30 VAR","isin":"US902613BJ61","value_usd":7345352,"pct_val":0.0436848,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875","isin":"US80413TBD00","value_usd":7322245.7,"pct_val":0.0435474,"balance":7200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2020-1","title":"TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A","isin":"US89178WAU27","value_usd":7269460.57,"pct_val":0.0432334,"balance":7510164.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25","isin":"US36143L2G95","value_usd":7267819.79,"pct_val":0.0432237,"balance":7400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A","isin":"US362963AA80","value_usd":7256191.7,"pct_val":0.0431545,"balance":7412053.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRATTON MORTGAGE FUNDING 2024-2 PLC  24-2A","title":"STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A","isin":"XS2777475372","value_usd":7229116.04,"pct_val":0.0429935,"balance":5361218.74,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3","isin":"JP1300751N79","value_usd":7170674.16,"pct_val":0.0426459,"balance":1760000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS EURO CLO V DAC 1A","title":"TRINITAS EURO CLO TRNTE 1A AR 144A","isin":"XS3086787259","value_usd":7056527.12,"pct_val":0.0419671,"balance":6000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-2","title":"FREMONT HOME LOAN TRUST FHLT 2006 2 2A4","isin":"US35729PPY06","value_usd":7031987.58,"pct_val":0.0418211,"balance":7522000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JUBILEE CLO 2016-XVII BV 16-17A","title":"JUBILEE CDO BV JUBIL 2016 17A A1RR 144A","isin":"XS2307738828","value_usd":7023898.09,"pct_val":0.041773,"balance":5973706.22,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MDGH GMTN (RSC) LTD","title":"MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5","isin":"US55285GAB05","value_usd":6985077,"pct_val":0.0415421,"balance":6600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 09/29 VAR","isin":"US06738ECK91","value_usd":6976199.93,"pct_val":0.0414893,"balance":6600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA6038 FN 05/54 FIXED 6","isin":"US3140A6V866","value_usd":6954927.5,"pct_val":0.0413628,"balance":6765528.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERDELITE STATIC CLO LTD 2024-1","title":"VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A","isin":"US92338VAA98","value_usd":6884381,"pct_val":0.0409433,"balance":6882505.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 07/30 VAR","isin":"US46647PEJ12","value_usd":6879655.48,"pct_val":0.0409152,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1B 144A","isin":"US83208DAB38","value_usd":6866054.52,"pct_val":0.0408343,"balance":6853251.96,"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 01/27 2.375","isin":"US912810PS15","value_usd":6835929.86,"pct_val":0.0406551,"balance":6781236,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA6106 FN 06/50 FIXED 4","isin":"US3140QDYC24","value_usd":6829216.25,"pct_val":0.0406152,"balance":7116376.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI8170 FR 06/54 FIXED 6","isin":"US3133WFCF26","value_usd":6752655.31,"pct_val":0.0401599,"balance":6472677.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR DELAYED DRAW TERM LOAN A","isin":null,"value_usd":6747583.68,"pct_val":0.0401297,"balance":5713391.01,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2004-10","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4","isin":"US126673JW36","value_usd":6724574.49,"pct_val":0.0399929,"balance":7090530.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75","isin":"XS3015247656","value_usd":6591729.65,"pct_val":0.0392028,"balance":5700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA RESECURITIZATION TRUST 2016-2R","title":"NOMURA RESECURITIZATION TRUST NMRR 2016 2R 2A2 144A","isin":"US65541FAE51","value_usd":6561877.65,"pct_val":0.0390253,"balance":7420570.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 09/45 1.4","isin":"JP1300481F92","value_usd":6548704.67,"pct_val":0.0389469,"balance":1330000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN STATE TOBACCO SECURITIZATION","title":"GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487","isin":"US38122ND419","value_usd":6545050.82,"pct_val":0.0389252,"balance":7700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL X LTD 2021-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A","isin":"US34962HAJ68","value_usd":6507277.79,"pct_val":0.0387005,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO XIV DAC 14A","title":"HAYFIN EMERALD CLO HAYEM 14A A 144A","isin":"XS2962031659","value_usd":6468325.48,"pct_val":0.0384689,"balance":5500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB7685 FN 07/54 FIXED 6","isin":"US3140AHRF16","value_usd":6468294.72,"pct_val":0.0384687,"balance":6279402.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/26 5","isin":"XS2538441085","value_usd":6412703.74,"pct_val":0.0381381,"balance":5355000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY STRUCTURED TRUST 2007-1","title":"MORGAN STANLEY STRUCTURED TRUS MSST 2007 1 A4","isin":"US61755FAD78","value_usd":6382124.16,"pct_val":0.0379562,"balance":6845509.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":6372579.45,"pct_val":0.0378995,"balance":-6301,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MARVELL TECHNOLOGY INC","title":"MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65","isin":"US573874AC88","value_usd":6357502.85,"pct_val":0.0378098,"balance":6400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB5288 FN 06/54 FIXED 6","isin":"US3140AE2W82","value_usd":6336894.71,"pct_val":0.0376872,"balance":6067041.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":6335099.73,"pct_val":0.0376765,"balance":6350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/48 3","isin":"US912810SD19","value_usd":6333011.68,"pct_val":0.0376641,"balance":8550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM 2025-A TRUST","title":"SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A","isin":"US83407UAE82","value_usd":6331263.35,"pct_val":0.0376537,"balance":4823582.8,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DC0374 FN 08/54 FIXED 6","isin":"US3140AMMY45","value_usd":6307387.4,"pct_val":0.0375117,"balance":6139514.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH","isin":"EZP58V2Q8DX2","value_usd":6300491.31,"pct_val":0.0390241,"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":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5","isin":"FR0014001NN8","value_usd":6283452.62,"pct_val":0.0402741,"balance":19400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 09/34 5.125","isin":"US731011AY80","value_usd":6262047.72,"pct_val":0.0372421,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 04/53 5.5","isin":"US731011AW25","value_usd":6251087.14,"pct_val":0.0400666,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TR 2006-3","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4","isin":"US83612HAD08","value_usd":6235349.97,"pct_val":0.0370833,"balance":6497827.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND BONDS 02/35 5.375","isin":"US857524AH50","value_usd":6234290.22,"pct_val":0.037077,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA","title":"BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A","isin":"US08180FBU49","value_usd":6209633.87,"pct_val":0.0398009,"balance":6200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":6112216.25,"pct_val":0.0391765,"balance":6150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI7525 FR 06/54 FIXED 6","isin":"US3133WELE84","value_usd":6080608.73,"pct_val":0.036163,"balance":5909009.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 09/34 6.25","isin":"XS2999564235","value_usd":6050837.98,"pct_val":0.035986,"balance":4900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX2602 FR 01/55 FIXED 6.5","isin":"US31425W3L33","value_usd":6022891.08,"pct_val":0.0358198,"balance":5761497.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI4422 FR 05/54 FIXED 6","isin":"US3133WA4F21","value_usd":5984371.04,"pct_val":0.0355907,"balance":5812542.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 12/40 2.625","isin":"XS2258398911","value_usd":5969651.64,"pct_val":0.0355031,"balance":7700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS B 144A","isin":null,"value_usd":5939415.29,"pct_val":0.0353233,"balance":8900000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/49 2.375","isin":"US912810SK51","value_usd":5927783.16,"pct_val":0.0352541,"balance":9225000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TREASURY CORPORATION","title":"QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2","isin":"AU3CB0284172","value_usd":5916505.17,"pct_val":0.0351871,"balance":11000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB5291 FN 06/54 FIXED 6","isin":"US3140AE2Z14","value_usd":5888387.37,"pct_val":0.0350198,"balance":5658353.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XVI DAC 16A","title":"HARVEST CLO HARVT 16A ARR 144A","isin":"XS2304366656","value_usd":5886793.37,"pct_val":0.0364617,"balance":5009858.21,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 01/30 VAR","isin":"US78009PEH01","value_usd":5861155.95,"pct_val":0.0348579,"balance":5732000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR","isin":"US853254CU23","value_usd":5859146.61,"pct_val":0.0362905,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA GOVT","title":"MALAYSIA GOVERNMENT BONDS 07/32 3.582","isin":"MYBMO2200016","value_usd":5837070.58,"pct_val":0.0347146,"balance":23340000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C D 144A","isin":"US83208DAE76","value_usd":5825833.8,"pct_val":0.0346478,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED 144A 03/36 5.5","isin":"US445545AU03","value_usd":5801462.47,"pct_val":0.0345029,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":5768847.73,"pct_val":0.0369757,"balance":-5361,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/53 1.4","isin":"JP1300781P48","value_usd":5763033.71,"pct_val":0.0342743,"balance":1390000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE7","title":"AREIT CRE TRUST AREIT 2022 CRE7 A 144A","isin":"US00217VAA89","value_usd":5729325.97,"pct_val":0.0340738,"balance":5727693.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":5700643.56,"pct_val":0.0339033,"balance":6254029.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MONDELEZ INTERNATIONAL INC","title":"MONDELEZ INTL INC","isin":"US60920VVB51","value_usd":5649921.56,"pct_val":0.0362134,"balance":5680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM3 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A","isin":"US67117PAA12","value_usd":5628740.92,"pct_val":0.0334756,"balance":5625661.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TRUST 2006-3","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3","isin":"US68389BAC72","value_usd":5622256.14,"pct_val":0.0334371,"balance":11348915.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/25 0.125","isin":"US91282CAQ42","value_usd":5598228.38,"pct_val":0.0346744,"balance":5602365,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC","isin":"US01626UU783","value_usd":5594931.44,"pct_val":0.035861,"balance":5600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM TRUST 2023-R2","title":"CIM TRUST CIM 2023 R2 A1 144A","isin":"US17181KAA88","value_usd":5592066.95,"pct_val":0.0332575,"balance":5528167.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":5590254.27,"pct_val":0.035831,"balance":11376,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8470 FR 10/54 FIXED 6","isin":"US3132DWMT70","value_usd":5579459.87,"pct_val":0.0331826,"balance":5430583.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI6081 FR 05/54 FIXED 6","isin":"US3133WCXJ87","value_usd":5579259.5,"pct_val":0.0331814,"balance":5352645.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":5544494.39,"pct_val":0.0329746,"balance":-3768,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA1535 FN 02/48 FIXED 3.5","isin":"US3140Q8V518","value_usd":5519933.94,"pct_val":0.0328285,"balance":5872613.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL","title":"CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95","isin":"US161175CG74","value_usd":5508351.58,"pct_val":0.0341177,"balance":8700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050368","value_usd":5486541.85,"pct_val":0.0326299,"balance":42774391.82,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLARIS 2025-2 PLC 25-2","title":"POLARIS PLRS 2025 2 A REGS","isin":"XS3101452467","value_usd":5485430.95,"pct_val":0.0326233,"balance":4069949.81,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA4666 FN 01/54 FIXED 6","isin":"US3140A5FG81","value_usd":5471987.94,"pct_val":0.0325434,"balance":5325265.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI6083 FR 05/54 FIXED 6","isin":"US3133WCXL34","value_usd":5461951.42,"pct_val":0.0324837,"balance":5235495.61,"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 AUD 3.75000 03/19/25-5Y LCH","isin":"EZ1SKCYFPQ26","value_usd":5448508.73,"pct_val":0.0349224,"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":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A","isin":"US36263TAB89","value_usd":5425639.81,"pct_val":0.0322677,"balance":6486930.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXX DAC 30A","title":"CORDATUS CLO PLC CORDA 30A AR 144A","isin":"XS3230493515","value_usd":5410608.51,"pct_val":0.0321783,"balance":4600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2271 FR 05/54 FIXED 6","isin":"US3142GSQZ46","value_usd":5393346.96,"pct_val":0.0320757,"balance":5249413.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A","isin":"US21050UAB44","value_usd":5369135.53,"pct_val":0.0319317,"balance":5260000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED WHOLESALE MORTGAGE LLC 2021-INV5","title":"UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV5 A12 144A","isin":"US90355DAV55","value_usd":5349575.19,"pct_val":0.0318154,"balance":6117323.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A","isin":"XS1697546247","value_usd":5337568.24,"pct_val":0.031744,"balance":485,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A","isin":"US14311AAS15","value_usd":5319514.85,"pct_val":0.0340957,"balance":5306602.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5","isin":"US00402AAA97","value_usd":5245831.92,"pct_val":0.0311984,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A4","isin":"US466284AD88","value_usd":5239169.38,"pct_val":0.0311588,"balance":5660365.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANTHEON SENIOR DEBT SECONDARIES III","title":"PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN","isin":null,"value_usd":5200000,"pct_val":0.0309258,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ALDBROOK MORTGAGE TRANSACTION 2025-1 PLC 25-1","title":"ALDBROOK MORTGAGE TRANSACTION ALDBR 2025 1 A REGS","isin":"XS3059571516","value_usd":5187255.17,"pct_val":0.03085,"balance":3838329.43,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVF74","value_usd":5167349.72,"pct_val":0.0331203,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR US CLO 2022-1A","title":"CAPITAL FOUR US CLO C4US 2022 1A AR 144A","isin":"US14016CAN65","value_usd":5137439.3,"pct_val":0.0305537,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95","isin":"US715638BE14","value_usd":5107460.7,"pct_val":0.0303754,"balance":15441000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":5098868.31,"pct_val":0.0303243,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 05/48 2","isin":"FR0013257524","value_usd":5088958.83,"pct_val":0.0326179,"balance":6000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0255 G2 03/55 FIXED 3.5","isin":"US3618N5H931","value_usd":5086920.33,"pct_val":0.0302533,"balance":5583595.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM1 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A","isin":"US670855AA38","value_usd":5074336.5,"pct_val":0.0301784,"balance":5086390.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":5069463.6,"pct_val":0.0301495,"balance":5065804.37,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2","isin":"US83612MAG24","value_usd":5045027.31,"pct_val":0.0300041,"balance":5128337.67,"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 10/52 1","isin":"ES0000012K46","value_usd":5036569.48,"pct_val":0.0322821,"balance":6450000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A","isin":"US05684NAL55","value_usd":5001943.3,"pct_val":0.0297479,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR","isin":"US404280CC17","value_usd":4940628.35,"pct_val":0.0293833,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 04/51 5","isin":"US91087BAL45","value_usd":4919650,"pct_val":0.0292585,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8421 FR 04/54 FIXED 6","isin":"US3132DWLA98","value_usd":4919208.24,"pct_val":0.0292559,"balance":4783598.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":4915771,"pct_val":0.0292354,"balance":4867100,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SECURITIES INC 2007-OA4","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 3A1","isin":"US25151XAE13","value_usd":4905399.98,"pct_val":0.0291737,"balance":5610627.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A","isin":"US05683NAJ19","value_usd":4892283.28,"pct_val":0.0290957,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN STATE TOBACCO SECURITIZATION","title":"GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/27 FIXED 2.332","isin":"US38122NC676","value_usd":4868754.5,"pct_val":0.0289558,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/33 3.5","isin":"US91282CGM73","value_usd":4830704.12,"pct_val":0.0287295,"balance":4970000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797QK68","value_usd":4826535.18,"pct_val":0.0309359,"balance":4855000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOXCONN (FAR EAST) LIMITED","title":"FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875","isin":"XS2379464568","value_usd":4826267.84,"pct_val":0.0287031,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXIX LTD","title":"SYMPHONY CLO LTD SYMP 2021 29A AR 144A","isin":"US87168GAN97","value_usd":4800125.52,"pct_val":0.0285476,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS NZD 4.75000 06/19/24-5Y LCH","isin":"EZ6L5S4WS5D4","value_usd":4784217.64,"pct_val":0.0296326,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":4776268.39,"pct_val":0.0284058,"balance":-2388,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C","isin":"US617526AE83","value_usd":4737172.94,"pct_val":0.0281732,"balance":7978509.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP","isin":null,"value_usd":4695505.86,"pct_val":0.0279254,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 08/28 VAR","isin":"US225401AV01","value_usd":4676529.69,"pct_val":0.0289656,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 04/29 VAR","isin":"US06051GLG28","value_usd":4615981.34,"pct_val":0.0274525,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC RESIDENTIAL ASSET BACKED 2007-A","title":"INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3","isin":"US43710BAD82","value_usd":4613213.4,"pct_val":0.027436,"balance":6736060.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOUR CLO DAC 11A","title":"ARBOUR CLO ARBR 11A AR","isin":"XS2814888132","value_usd":4592850.31,"pct_val":0.0273149,"balance":3900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 33 LTD 33A","title":"KKR FINANCIAL CLO LTD KKR 33A AR 144A","isin":"US48254QAF19","value_usd":4501098.72,"pct_val":0.0267692,"balance":4500000,"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 LCH","isin":"EZ3BPZ7JX2D9","value_usd":4472361.98,"pct_val":0.0265983,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.25000 03/15/23-10Y LCH","isin":"EZX8DCJ81DY7","value_usd":4459022.41,"pct_val":0.0285803,"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":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 05/32 VAR","isin":"US225401AU28","value_usd":4458501.17,"pct_val":0.0265159,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY HOME EQUITY LN 2007-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2","isin":"US61752UAB17","value_usd":4453683.33,"pct_val":0.0264873,"balance":8615566.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTS 2006-22","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A","isin":"US12666BAA35","value_usd":4450588.91,"pct_val":0.0264689,"balance":4807349.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2007-QS3","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3","isin":"US75116BAC28","value_usd":4446072.71,"pct_val":0.026442,"balance":5317699.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUE27","value_usd":4442028.72,"pct_val":0.0284714,"balance":4450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5","isin":"US3133C5G544","value_usd":4425766.43,"pct_val":0.0263212,"balance":4353701.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLETCHLEY PARK FUNDING 2025-1 PLC 25-1","title":"BLETCHLEY PARK FUNDING BPKF 2025 1 A REGS","isin":"XS3075488521","value_usd":4423751.05,"pct_val":0.0263092,"balance":3280194.82,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-OPT2","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M3","isin":"US40430HEC88","value_usd":4365252.45,"pct_val":0.0259613,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI TRUST BANK LIMITED","title":"SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 5.2","isin":"US86563VBP31","value_usd":4362443.7,"pct_val":0.0259446,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A","isin":"US36263KAB70","value_usd":4361984.58,"pct_val":0.0259419,"balance":5207447.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8200 FN 06/54 FIXED VAR","isin":"US3140XQDE49","value_usd":4356268.28,"pct_val":0.0259079,"balance":4236204.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619467","value_usd":4352455,"pct_val":0.0258852,"balance":34373399.39,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL","title":"CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9","isin":"US161175CA05","value_usd":4337721.73,"pct_val":0.0268671,"balance":6400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2006-4","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3","isin":"US75970HAF73","value_usd":4334779.12,"pct_val":0.0257801,"balance":14364579.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO IV LTD 2021-4A","title":"ROMARK CLO LTD RMRK 2021 4A A1R 144A","isin":"US77588LAN10","value_usd":4301861.6,"pct_val":0.0255843,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-ADV TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A","isin":"US12660WAA36","value_usd":4298837.28,"pct_val":0.0255663,"balance":4800000,"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":4296409.56,"pct_val":0.0266112,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8439 FR 06/54 FIXED 6","isin":"US3132DWLU52","value_usd":4270224.44,"pct_val":0.0253962,"balance":4156575.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND VII DAC 7A","title":"CORDATUS CLO PLC CORDA 7A ARR 144A","isin":"XS2305369709","value_usd":4251646.36,"pct_val":0.0263339,"balance":3625154.7,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS 01/26 ZCP","isin":null,"value_usd":4239584.53,"pct_val":0.025214,"balance":4250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)","title":"GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22","isin":"ES0000095879","value_usd":4230261.63,"pct_val":0.0251585,"balance":3500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A","isin":"US362948AA98","value_usd":4215729.34,"pct_val":0.0250721,"balance":4272233.91,"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-RF4","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A","isin":"US863911AA15","value_usd":4205380.8,"pct_val":0.0250105,"balance":4991513.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":4199037.78,"pct_val":0.0249728,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A","isin":"XS1697698188","value_usd":4187188.8,"pct_val":0.0249023,"balance":3115000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25","isin":"FR0011461037","value_usd":4145241.31,"pct_val":0.0265691,"balance":3800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXF56","value_usd":4142043.21,"pct_val":0.0256551,"balance":4150000,"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":"OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH","isin":"EZP8XM7HF4K9","value_usd":4125405.39,"pct_val":0.0245349,"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":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25","isin":"XS2159975700","value_usd":4112768.88,"pct_val":0.0244597,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AKTIENGESELLSCHAFT","title":"DEUTSCHE BANK AG REGS 11/30 VAR","isin":"DE000DL19VS4","value_usd":4107737.52,"pct_val":0.0254426,"balance":3700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A","isin":"US12670FAA84","value_usd":4098008.96,"pct_val":0.024372,"balance":4545859.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR","isin":"US404280BK42","value_usd":4095582.87,"pct_val":0.0243575,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 01/31 VAR","isin":"US05571AAZ84","value_usd":4077758.45,"pct_val":0.0242515,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009527616","value_usd":4028636.58,"pct_val":0.0239594,"balance":31803010.9,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED REGS 01/31 VAR","isin":"XS2987772402","value_usd":4016771.8,"pct_val":0.0238888,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWER BRIDGE FUNDING PLC 2024-2X","title":"TOWER BRIDGE FUNDING TWRBG 2024 2X A REGS","isin":"XS2799470880","value_usd":4004891.79,"pct_val":0.0238182,"balance":2966447.75,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANYON CAPITAL CLO 2019-2 LTD","title":"CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A","isin":"US13887WAS98","value_usd":3997644.2,"pct_val":0.0237751,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC. 01/26 ZCP","isin":"US20600HAD61","value_usd":3994224,"pct_val":0.0237547,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS AG / STAMFORD BRANCH","title":"UBS AG STAMFORD CT SR UNSECURED 07/27 5","isin":"US22550L2K67","value_usd":3966579.36,"pct_val":0.0245683,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2007-2","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF2","isin":"US75970QAE08","value_usd":3924458.19,"pct_val":0.0233398,"balance":16476581.92,"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 12/17/25-30Y LCH","isin":"EZ9XTCS56VG3","value_usd":3913327.98,"pct_val":0.0232736,"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":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":3893855.55,"pct_val":0.0231578,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAAC SERIES 2006-RP2","title":"RAAC SERIES RAAC 2006 RP2 M1 144A","isin":"US74919MAB28","value_usd":3855683.97,"pct_val":0.0229308,"balance":3925030.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM 2025-A TRUST","title":"SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A","isin":"US83407UAB44","value_usd":3843317.9,"pct_val":0.0228572,"balance":3796000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-NC1","title":"GSAMP TRUST GSAMP 2007 NC1 A1","isin":"US3622MGAA63","value_usd":3806203.09,"pct_val":0.0226365,"balance":7116436.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETRONAS CAPITAL LIMITED","title":"PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8","isin":"US716743AS84","value_usd":3796171.22,"pct_val":0.0225769,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 07/25 ZCP","isin":"US00913WUF03","value_usd":3792463.84,"pct_val":0.024308,"balance":3800000,"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":"CDX ITRAXX XOV44 5Y 35-100% SP JPM","isin":"EZBL882X12N4","value_usd":3785127.18,"pct_val":0.0225112,"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":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797PG65","value_usd":3717109.75,"pct_val":0.023825,"balance":3730000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1","title":"MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1","isin":"US61776YAA73","value_usd":3701186.02,"pct_val":0.022012,"balance":3773380.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":3686572.57,"pct_val":0.021925,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-10Y LCH","isin":"EZSRZZKW9XN0","value_usd":3685129.45,"pct_val":0.02362,"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":"INVESTINDUSTRIAL VIII SCSP","title":"PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2","isin":null,"value_usd":3664861.17,"pct_val":0.0217959,"balance":3118500,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MTGE P/T 2007-OA3","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1","isin":"US939355AD54","value_usd":3606744.08,"pct_val":0.0214503,"balance":4278978.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMO PLACEHOLDER","title":"PROJECT NOVA TERM LOAN","isin":null,"value_usd":3600000,"pct_val":0.0214102,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO VII LTD 2017-7A","title":"TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A","isin":"US89641CAU53","value_usd":3599938.58,"pct_val":0.0214098,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV","title":"ORGANON + CO/ORG SR SECURED 144A 04/28 4.125","isin":"US68622TAA97","value_usd":3560868.9,"pct_val":0.0228235,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESTINDUSTRIAL VIII SCSP","title":"PROJ ALFA 3 TERM LOAN","isin":null,"value_usd":3559228.3,"pct_val":0.0211677,"balance":3559228.3,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45","isin":"US00774MAV72","value_usd":3552057.65,"pct_val":0.021125,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8","isin":"JP1300821Q49","value_usd":3537872.19,"pct_val":0.0210407,"balance":775500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SECUR TR 2006-WMC4","title":"MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5","isin":"US57645MAE21","value_usd":3515566.19,"pct_val":0.020908,"balance":10745925.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR REVOLVER","isin":null,"value_usd":3514366.49,"pct_val":0.0209009,"balance":2975724.48,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"DRYDEN EURO CLO 20-74A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A","isin":"XS2124848735","value_usd":3453412.44,"pct_val":0.0221348,"balance":2933679.95,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-RPL3 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL3 A1 144A","isin":"US69381LAA52","value_usd":3434610.65,"pct_val":0.0204266,"balance":3497092.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TR 2003-4","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2003 4 M1","isin":"US64352VDK44","value_usd":3421881.21,"pct_val":0.0203509,"balance":3422780.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOCTORS CO/THE","title":"DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5","isin":"US256141AB88","value_usd":3419902.26,"pct_val":0.0203391,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QA5","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A1","isin":"US75115BAA70","value_usd":3417662.12,"pct_val":0.0203258,"balance":10712002.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2007-4","title":"SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A","isin":"US80557CAB81","value_usd":3412773.53,"pct_val":0.0202967,"balance":3798812.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELSTREE 2025-1 1ST","title":"ELSTREE FUNDING ELSTR 251 1ST A REGS","isin":"XS2988690470","value_usd":3401768.56,"pct_val":0.0202312,"balance":2525943.29,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403644","value_usd":3372822.29,"pct_val":0.0200591,"balance":26458907.88,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-2Y LCH","isin":"EZ7Z8JG63Q68","value_usd":3360217.94,"pct_val":0.0199841,"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":"LOANCORE 2022-CRE7 ISSUER LTD","title":"LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A","isin":"US53946PAA84","value_usd":3357746.12,"pct_val":0.0199694,"balance":3353435.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":3342212.59,"pct_val":0.019877,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND V LTD 5A","title":"CORDATUS CLO PLC CORDA 5A ARR 144A","isin":"XS2066217295","value_usd":3335459.52,"pct_val":0.0213788,"balance":2826731.89,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU ASSET-BACKED CERTIFICATES 2007-HE3","title":"WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A4","isin":"US93364EAE41","value_usd":3323759.87,"pct_val":0.0197673,"balance":3673511.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8486 FR 01/55 FIXED 6.5","isin":"US3132DWNB53","value_usd":3321727.89,"pct_val":0.0212908,"balance":3214374.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENTINA GOVT","title":"REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR","isin":"US040114HS26","value_usd":3301565.83,"pct_val":0.0196353,"balance":3863740,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY HOME EQUITY LN 2007-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3","isin":"US61752UAC99","value_usd":3279956.29,"pct_val":0.0195068,"balance":6343027.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QE3059 FR 06/52 FIXED 4","isin":"US3133BCMG96","value_usd":3262864.17,"pct_val":0.0194051,"balance":3417982.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RD17","value_usd":3255678.18,"pct_val":0.0201651,"balance":3263000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATARENERGY","title":"QATAR ENERGY SR UNSECURED 144A 07/51 3.3","isin":"US74730DAD57","value_usd":3225083,"pct_val":0.0191804,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5","isin":"US3132DWJ614","value_usd":3212726.95,"pct_val":0.019107,"balance":3088177.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2006-CB3","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4","isin":"US12489WQX55","value_usd":3207002.76,"pct_val":0.0190729,"balance":3459636.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR","isin":"US04685A4J75","value_usd":3205129.18,"pct_val":0.0190618,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORVESTOR SPV III SCSP","title":"PROJECT FENNO EUR DELAYED DRAW TERM LOAN B","isin":null,"value_usd":3205102.25,"pct_val":0.0190616,"balance":2713860.73,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6989 FN 06/53 FIXED 5.5","isin":"US3140QSXT37","value_usd":3188455.87,"pct_val":0.0189626,"balance":3138203.23,"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/3.50000 12/18/24-1Y LCH","isin":"EZXN18T2XBB5","value_usd":3168353.14,"pct_val":0.0196242,"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":"GOLDEN STATE TOBACCO SECURITIZATION","title":"GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/28 FIXED 2.532","isin":"US38122NC759","value_usd":3163720.89,"pct_val":0.0188155,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 144A","isin":"US21050QAA58","value_usd":3143406.62,"pct_val":0.0186947,"balance":3122596.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS C 144A","isin":null,"value_usd":3136545.16,"pct_val":0.0186539,"balance":4700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":3103499.33,"pct_val":0.0184573,"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":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC","isin":"US37790AXG39","value_usd":3094043.35,"pct_val":0.0191639,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.34250 01/10/25-5Y LCH","isin":"EZ16L7KV1835","value_usd":3079757.85,"pct_val":0.0190755,"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":"HSI ASSET SECUR CORP TRUST 2007-HE2","title":"HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3","isin":"US40430RAD89","value_usd":3070322.18,"pct_val":0.01826,"balance":6065522.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETRONAS CAPITAL LIMITED","title":"PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/61 3.404","isin":"US71675CAE84","value_usd":3062578.95,"pct_val":0.018214,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5","isin":"US3133KLBK26","value_usd":3059348.57,"pct_val":0.0181948,"balance":3603567.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LOANCORE ISSUER LTD 2021-CRE6","title":"LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A","isin":"US53948HAA41","value_usd":3048180.12,"pct_val":0.0181283,"balance":3030819.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C B 144A","isin":"US83208DAC11","value_usd":3023842.2,"pct_val":0.0179836,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA8827 FN 02/51 FIXED 2.5","isin":"US3140QGYZ40","value_usd":3018731.94,"pct_val":0.0179532,"balance":3561502,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMAC SECURITIES PLC 2006-NS4X","title":"RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS","isin":"XS0277409446","value_usd":3014493.3,"pct_val":0.017928,"balance":2274671.53,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIA GOVT","title":"AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75","isin":"AU0000097495","value_usd":3004404.51,"pct_val":0.017868,"balance":8800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD","title":"GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A","isin":"US38136NAY22","value_usd":3000963.69,"pct_val":0.0178475,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANYON CLO 2020-1 LTD","title":"CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A","isin":"US13876LAW72","value_usd":2997589.68,"pct_val":0.0178275,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM 2025-A TRUST","title":"SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A","isin":"US83407UAC27","value_usd":2988120.55,"pct_val":0.0177712,"balance":2944000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C C 144A","isin":"US83208DAD93","value_usd":2972149.2,"pct_val":0.0176762,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LN ASSET 2003-FF5","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF5 M1","isin":"US32027NFD84","value_usd":2961253.51,"pct_val":0.0176114,"balance":2844617.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B","isin":"US17311XAB10","value_usd":2959523.47,"pct_val":0.0176011,"balance":3961591.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETRONAS CAPITAL LIMITED","title":"PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55","isin":"US716743AR02","value_usd":2910080.71,"pct_val":0.017307,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS","isin":"XS0329656101","value_usd":2901726.6,"pct_val":0.0172574,"balance":2495501.77,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PXM03","value_usd":2892184.5,"pct_val":0.0179137,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFA 2020-NQM2 TRUST","title":"MFRA TRUST MFRA 2020 NQM2 A1 144A","isin":"US552751AA74","value_usd":2871256.88,"pct_val":0.0170761,"balance":2923087.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-2","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A","isin":"US12668NAA54","value_usd":2858211.57,"pct_val":0.0169986,"balance":3176051.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAGNETITE XII LTD 2015-12A","title":"MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A","isin":"US55953HBD44","value_usd":2842336.47,"pct_val":0.0182181,"balance":2840904.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EXW73","value_usd":2789173.24,"pct_val":0.0172756,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":"US40412DB407","value_usd":2788888.76,"pct_val":0.0165863,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUA14","value_usd":2746437.1,"pct_val":0.0176034,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKROCK EUROPEAN CLO VII DAC 7A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A","isin":"XS2304369759","value_usd":2740021.37,"pct_val":0.0162956,"balance":2328709.19,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYMT LOAN TRUST 2024-INV1","title":"NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A","isin":"US62956XAA90","value_usd":2714689.8,"pct_val":0.016145,"balance":2696668.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDIGO CREDIT MANAGEMENT I DAC 1A","title":"INDIGO CREDIT MANAGEMENT INDI 1A AR 144A","isin":"XS3236214899","value_usd":2702964.3,"pct_val":0.0160753,"balance":2300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIRN CLO VII BV 16-7A","title":"CAIRN CLO BV CRNCL 2016 7A A1R 144A","isin":"XS2066880928","value_usd":2701102.18,"pct_val":0.0160642,"balance":2297133.92,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACREC 2021-FL1 LTD","title":"ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A","isin":"US00500RAA32","value_usd":2654725.77,"pct_val":0.0157884,"balance":2657782.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD4408 FN 03/55 FIXED 6.5","isin":"US3140B43S76","value_usd":2642084.29,"pct_val":0.0169346,"balance":2555595.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED FUNDING CERT 2006-HE1","title":"ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1","isin":"US00075WAA71","value_usd":2619797.38,"pct_val":0.0155806,"balance":3580712.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR","isin":"US38141GZL12","value_usd":2616848.57,"pct_val":0.0155631,"balance":2600000,"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 03/26 0.00000","isin":"US912797SY45","value_usd":2609038.11,"pct_val":0.0155167,"balance":2626000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 04/26 4.55","isin":"US902613BB36","value_usd":2604523.43,"pct_val":0.0154898,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TRUST 2007-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A","isin":"US88522WAB90","value_usd":2585118.99,"pct_val":0.0153744,"balance":2998889.23,"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/3.50000 06/20/24-30Y LCH","isin":"EZV8ZC6L7CY8","value_usd":2585074.88,"pct_val":0.0160115,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NEWGATE FUNDING PLC 2006-2","title":"NEWGATE FUNDING PLC NGATE 2006 2 BB REGS","isin":"XS0257993302","value_usd":2583983.67,"pct_val":0.0153676,"balance":2300762.82,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-HY2","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A","isin":"US89177HAA05","value_usd":2583845.76,"pct_val":0.0153668,"balance":2535198.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ4421 FR RJ4421","isin":"US3142GU4F72","value_usd":2575288.95,"pct_val":0.0165064,"balance":2486321,"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/2.96478 10/05/22-4Y* LCH","isin":"EZJH0GFKM5S6","value_usd":2571744.77,"pct_val":0.0152949,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 12/60 2.78","isin":"US715638DQ26","value_usd":2563380,"pct_val":0.0152451,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 01/28 VAR","isin":"US61747YEK73","value_usd":2558258.12,"pct_val":0.0152147,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRSLF-2017-54A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A","isin":"US26244RAF82","value_usd":2520037.93,"pct_val":0.0149873,"balance":2517666.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELMWOOD CLO 15 LTD","title":"ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A","isin":"US29003JAN46","value_usd":2500413.7,"pct_val":0.0148706,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELMWOOD CLO 15 LTD","title":"ELM15 20222A A1R 144A 29003P910","isin":null,"value_usd":2500000,"pct_val":0.0160239,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUV50","value_usd":2490562,"pct_val":0.0159634,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD6592 FN 06/55 FIXED 6.5","isin":"US3140B7KE25","value_usd":2473340.01,"pct_val":0.015853,"balance":2393405,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 03/30 2.75","isin":"CA135087S471","value_usd":2462319.96,"pct_val":0.0146441,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-2X","title":"NEWGATE FUNDING PLC NGATE 2007 2X M REGS","isin":"XS0304280133","value_usd":2450195.55,"pct_val":0.014572,"balance":1905410,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4","isin":"US694308KC03","value_usd":2440014,"pct_val":0.015113,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8433 FR 05/54 FIXED 6.5","isin":"US3132DWLN10","value_usd":2429492.2,"pct_val":0.0155719,"balance":2346429.94,"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 2A2","isin":"US35729TAD46","value_usd":2426588.12,"pct_val":0.0144316,"balance":6050979.8,"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 12/17/25-10Y LCH","isin":"EZV20GX3PLY1","value_usd":2417271.62,"pct_val":0.0143762,"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":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 04/41 2.75","isin":"XS2331742036","value_usd":2415311.86,"pct_val":0.0143645,"balance":3095000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":2409255.02,"pct_val":0.0154422,"balance":-6227,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ASSET SECUR TRUST 2005-A15","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1","isin":"US45660L4E63","value_usd":2399397.42,"pct_val":0.0142699,"balance":3482825.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACRA TRUST 2024-NQM1","title":"ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A","isin":"US00112EAA29","value_usd":2396374.96,"pct_val":0.0142519,"balance":2384257.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2005-AR15","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2","isin":"US45660LVM89","value_usd":2391206.8,"pct_val":0.0142212,"balance":2946045.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A","isin":"XS1697701826","value_usd":2388847.54,"pct_val":0.0142071,"balance":1780000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A","isin":"XS1697706890","value_usd":2370425.32,"pct_val":0.0140976,"balance":1780000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/35 5.7","isin":"US694308KU01","value_usd":2357712.5,"pct_val":0.0146032,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.77259 03/04/25-30Y LCH","isin":"EZHVF7F9XTR4","value_usd":2331419.06,"pct_val":0.0138656,"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":"NIGERIA GOVT","title":"NIGERIA OMO BILL BILLS 11/25 0.00000","isin":"NGO9A0411253","value_usd":2316926.76,"pct_val":0.0143506,"balance":3500000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS","isin":"XS0332288058","value_usd":2316137.41,"pct_val":0.0137747,"balance":1738565.4,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 02/35 VAR","isin":"US902613BH06","value_usd":2314408.51,"pct_val":0.0137644,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":2305828.7,"pct_val":0.0137134,"balance":2304612.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAN GLG EURO CLO V DAC 5A","title":"MAN GLG EURO CLO GLGE 5A A1R 144A","isin":"XS2313672177","value_usd":2302103.6,"pct_val":0.0136912,"balance":1957596.41,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC RESIDENTIAL ASSET BACKED 2006-E","title":"INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3","isin":"US43709XAE13","value_usd":2300561.46,"pct_val":0.0136821,"balance":3185795.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS CLO 50B LTD","title":"GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A","isin":"US38178DAN75","value_usd":2299945.86,"pct_val":0.0136784,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN MOTOR CO LTD","title":"NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522","isin":"US654744AB77","value_usd":2281243.85,"pct_val":0.0146217,"balance":2294000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8345 G2 10/52 FIXED 3.5","isin":"US36179XHW92","value_usd":2280350.45,"pct_val":0.0135619,"balance":2479144.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS D 144A","isin":null,"value_usd":2268990.11,"pct_val":0.0134943,"balance":3400000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A","isin":"XS2934650610","value_usd":2268356.65,"pct_val":0.0134905,"balance":1930797.52,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B 144A","isin":"US21050QAC15","value_usd":2263547.74,"pct_val":0.0134619,"balance":2228000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A","isin":"XS2878983712","value_usd":2260768.04,"pct_val":0.0134454,"balance":1922703.95,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVEST LN TR 2003-BC7","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC7 1A2","isin":"US86358ECT10","value_usd":2222839.14,"pct_val":0.0132198,"balance":2258669.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI CONSUMER LOAN PROGRAM 2025-A TRUST","title":"SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A","isin":"US83407UAD00","value_usd":2212478.57,"pct_val":0.0131582,"balance":2177000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU940","value_usd":2197436.34,"pct_val":0.0140846,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B","isin":"US17311BAB99","value_usd":2195372.72,"pct_val":0.0130565,"balance":5824677.32,"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 2007-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A","isin":"US02151WAA09","value_usd":2149633.11,"pct_val":0.0127844,"balance":2380378.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":2148073.17,"pct_val":0.0127752,"balance":2150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WUB61","value_usd":2146893.68,"pct_val":0.0137606,"balance":2150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNPP AM EURO CLO 2017 BV 17-1A","title":"BNPP AM EURO CLO BNPAM 2017 1A AR 144A","isin":"XS2060921223","value_usd":2133780.17,"pct_val":0.0126902,"balance":1814739.14,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR3","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR3 1A1","isin":"US45660L5N53","value_usd":2130888.76,"pct_val":0.012673,"balance":2975654.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS KRW 2.75000 03/19/25-10Y LCH","isin":"EZ3GWC4VCB37","value_usd":2116272.09,"pct_val":0.0135643,"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":"STRUCTURED ASSET SECURITIES CO-2007-BC3","title":"STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3","isin":"US86363WAC38","value_usd":2064647.27,"pct_val":0.012279,"balance":2089257.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":2058346.41,"pct_val":0.0131931,"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":"CSMC 2021-INV1 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A","isin":"US12661XAC65","value_usd":2042258.72,"pct_val":0.0121459,"balance":2434473.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/51 0.7","isin":"JP1300731N17","value_usd":2035921.86,"pct_val":0.0121082,"balance":590000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2006-WMC3","title":"MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A3","isin":"US55291KAC18","value_usd":2034126.54,"pct_val":0.0120975,"balance":5994781.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PMTS INC 07/25 ZCP","isin":"US37961CU186","value_usd":1999728,"pct_val":0.0128173,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 36 LTD","title":"LCM LTD PARTNERSHIP LCM 36A A1R 144A","isin":"US50190LAL27","value_usd":1997506.98,"pct_val":0.0118797,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LOAN TR 2005-A2","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1","isin":"US46627MBS52","value_usd":1968250.59,"pct_val":0.0117057,"balance":2911966.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2007-QH8","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A","isin":"US74924EAA55","value_usd":1940800.03,"pct_val":0.0115425,"balance":2438305.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1","isin":"US46628TAA97","value_usd":1934734.33,"pct_val":0.0115064,"balance":2121915.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1","isin":"US25151KAC36","value_usd":1913373.54,"pct_val":0.0113793,"balance":2442919.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8786 FN 07/54 FIXED VAR","isin":"US3140XQXQ58","value_usd":1911049.26,"pct_val":0.0113655,"balance":1828009.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5","isin":"US3133KYR921","value_usd":1909998.64,"pct_val":0.0113593,"balance":1988280.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TR 2005-1","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1","isin":"US68389FGK49","value_usd":1904471.69,"pct_val":0.0113264,"balance":1975254.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2021-18A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A","isin":"US04943EAQ44","value_usd":1899905,"pct_val":0.0112992,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7","isin":"US345397B777","value_usd":1882042.68,"pct_val":0.011193,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3414 FN 07/48 FIXED 3.5","isin":"US31418CYL26","value_usd":1881280.94,"pct_val":0.0111885,"balance":2000684.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REAL ESTATE ASSET LIQUIDITY TRUST 2018-1A","title":"REAL ESTATE ASSET LIQUIDITY TR REALT 2018 1A A2 144A","isin":"CA75585RQM02","value_usd":1874402.71,"pct_val":0.0111476,"balance":2561339.09,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-NC3","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B","isin":"US61755AAC09","value_usd":1870244.73,"pct_val":0.0111229,"balance":2393916.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2006-5","title":"GSAA HOME EQUITY TRUST GSAA 2006 5 2A2","isin":"US362334GS78","value_usd":1856426.76,"pct_val":0.0110407,"balance":5780374.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MANSARD MORTGAGES PLC 2007-2X","title":"MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS","isin":"XS0333305299","value_usd":1853118.63,"pct_val":0.011021,"balance":1374420.93,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":"US29251UUB24","value_usd":1847405.93,"pct_val":0.011841,"balance":1850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2005-3","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A","isin":"US542514NT77","value_usd":1835416.97,"pct_val":0.0109157,"balance":1845927.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB2414 FN 06/54 FIXED 6","isin":"US3140ABVG72","value_usd":1827722.55,"pct_val":0.01087,"balance":1778208.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 12/99 3.23","isin":"US715638DR09","value_usd":1809555,"pct_val":0.0107619,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION","isin":"US12665JUF47","value_usd":1796308.2,"pct_val":0.0115135,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS NZD 2.50000 03/12/26-2Y LCH","isin":"EZMSBPMSFWX3","value_usd":1795958.55,"pct_val":0.0106811,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS NZD 3.50000 03/18/26-5Y LCH","isin":"EZXR7S50T0Y7","value_usd":1789391.32,"pct_val":0.010642,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"AURIUM CLO III DAC 3A","title":"AURIUM CLO ACLO 3A AR 144A","isin":"XS2057850948","value_usd":1788631.09,"pct_val":0.0106375,"balance":1521209.54,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-10Y LCH","isin":"EZXZ4DC8KGZ4","value_usd":1781131.85,"pct_val":0.0105929,"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":"ASSET BACK SEC CORP HM EQ LN TR 2005-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3","isin":"US04541GQD78","value_usd":1771940.07,"pct_val":0.0105382,"balance":1726938.47,"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 2006-HYB2","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 2A1B","isin":"US126694D216","value_usd":1760164.61,"pct_val":0.0104682,"balance":1914104.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS2661 FN 07/52 FIXED VAR","isin":"US3140XH5X18","value_usd":1754886.67,"pct_val":0.0104368,"balance":1783684.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MTGE P/T 2006-AR6","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR6 1A","isin":"US93935FAA93","value_usd":1749262.5,"pct_val":0.0104033,"balance":2024694.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU MTGE P/T CERT 2007-HY1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1","isin":"US92925VAA89","value_usd":1731444.02,"pct_val":0.0102974,"balance":1935677.34,"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 MTGE ASSOC 2004-68","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC","isin":"US38374HVU12","value_usd":1709416.19,"pct_val":0.0101664,"balance":1694675.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO 2022 XXA LTD","title":"TRINITAS CLO LTD TRNTS 2022 20A A1R 144A","isin":"US89640EAN85","value_usd":1696175,"pct_val":0.0100876,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DE2036 FN 06/55 FIXED 6.5","isin":"US3140BEHN10","value_usd":1683895.01,"pct_val":0.010793,"balance":1626121,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DD9656 FN 06/55 FIXED 6.5","isin":"US3140BAWS10","value_usd":1674997.5,"pct_val":0.010736,"balance":1617624,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL VII LTD 2019-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A","isin":"US34956NAL64","value_usd":1659843.43,"pct_val":0.0098715,"balance":1657952.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":1659375,"pct_val":0.0098688,"balance":5625000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE4","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4","isin":"US61748BAD64","value_usd":1653963.8,"pct_val":0.0098366,"balance":3284083.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERCONTINENTAL EXCHANGE INC","title":"INTERCONTINENTAL EXCHANGE","isin":"US45856WU236","value_usd":1649579.25,"pct_val":0.010573,"balance":1650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO 14A","title":"ARES EURO CLO ARESE 14A AR 144A","isin":"XS2920478356","value_usd":1648541.24,"pct_val":0.0098043,"balance":1400916.32,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AU933","value_usd":1648106.13,"pct_val":0.0105636,"balance":1650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","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":1647463.91,"pct_val":0.0097979,"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":"EQUIFAX INC","title":"EQUIFAX INC","isin":"US29442KUH12","value_usd":1646408.28,"pct_val":0.0105527,"balance":1650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.64000 03/31/26-9Y* LCH","isin":"EZZZFWRT0PM3","value_usd":1640908.04,"pct_val":0.0097589,"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":"GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2018 RPL1 A1A 144A","isin":"US36256BAC46","value_usd":1632566.78,"pct_val":0.0097093,"balance":1653913.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5421 FN 07/54 FIXED 6","isin":"US31418FAX50","value_usd":1632554.46,"pct_val":0.0097092,"balance":1589054.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA UNSECURED 144A 04/33 2","isin":"XS2331735253","value_usd":1625942.07,"pct_val":0.0096699,"balance":1700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS SEK 2.47375 02/03/25-5Y LCH","isin":"EZ13TBS273W6","value_usd":1603468.98,"pct_val":0.0095363,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUF79","value_usd":1596931.52,"pct_val":0.0102356,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":1593000,"pct_val":0.009474,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTIMER 2024-MIX PLC 24-MIX","title":"MORTIMER BTL PLC MORTI 2024 MIX A REGS","isin":"XS2920412330","value_usd":1558815.07,"pct_val":0.0092707,"balance":1154784.66,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797MH75","value_usd":1554978.99,"pct_val":0.0099667,"balance":1567000,"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":"CCS USD R USSOFR/JPYMUTKCALM-41 CBK","isin":"EZTWL1TKBWX3","value_usd":1548228.42,"pct_val":0.0095894,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ACE SECURITIES CORP 2007-WM1","title":"ACE SECURITIES CORP. ACE 2007 WM1 A2A","isin":"US004424AB31","value_usd":1512879.12,"pct_val":0.0089975,"balance":3668183.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RN98","value_usd":1510929.19,"pct_val":0.0093584,"balance":1518000,"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":"31750RFG7 PIMCO FXVAN PUT USD BRL 5.48000000","isin":"EZG4C8FWWF20","value_usd":1506553.5,"pct_val":0.0093313,"balance":54300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"LOGICOR FINANCING SARL","title":"LOGICOR FINANCING SARL COMPANY GUAR REGS 07/27 1.625","isin":"XS2027364327","value_usd":1506097.47,"pct_val":0.0089572,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4579","title":"FREDDIE MAC FHR 4579 FD","isin":"US3137BPPH69","value_usd":1503200.74,"pct_val":0.0089399,"balance":1522908.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE 44 CLO LTD","title":"VENTURE CDO LTD VENTR 2021 44A A1NR 144A","isin":"US92332KAQ40","value_usd":1500451.64,"pct_val":0.0089236,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A11","isin":"US12668AJK25","value_usd":1490049.9,"pct_val":0.0088617,"balance":2928364.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D 144A","isin":"US21050QAE70","value_usd":1476716.6,"pct_val":0.0087824,"balance":1464000,"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/4.25000 12/20/23-2Y LCH","isin":"EZM7XR6RB2D5","value_usd":1470061.44,"pct_val":0.0091053,"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":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":1449201.92,"pct_val":0.0086188,"balance":1450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X CB REGS","isin":"XS0329656523","value_usd":1419395.89,"pct_val":0.0084415,"balance":1296021.48,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 01/32 2","isin":"XS2109812508","value_usd":1407635.74,"pct_val":0.0083716,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC.","isin":null,"value_usd":1399230.28,"pct_val":0.0083216,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN MEDICAL SYSTEMS EUROPE BV","title":"AMERICAN MEDICAL SYST EU COMPANY GUAR 03/34 3.25","isin":"XS2993380885","value_usd":1397252.28,"pct_val":0.0089557,"balance":1200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVT","title":"CHINA GOVERNMENT BOND BONDS 04/53 3.19","isin":"CND100069PK9","value_usd":1347878.79,"pct_val":0.0080162,"balance":8080000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/35 5.375","isin":"US80414L3B99","value_usd":1341472.6,"pct_val":0.0079781,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A","isin":"US21050UAC27","value_usd":1332081.31,"pct_val":0.0079222,"balance":1310575.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH7058 FN 12/47 FIXED 3.5","isin":"US3140GVZY43","value_usd":1322954.44,"pct_val":0.007868,"balance":1404987.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75","isin":"US80414L2X29","value_usd":1318270.2,"pct_val":0.0078401,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A","title":"OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A","isin":"US67592CAL00","value_usd":1314020.17,"pct_val":0.0078148,"balance":1312443.22,"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":"US912797TA59","value_usd":1309571.53,"pct_val":0.0077884,"balance":1320000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BH5752 FN 11/47 FIXED 3.5","isin":"US3140GUMA21","value_usd":1299163.03,"pct_val":0.0077265,"balance":1379721.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.96000 06/27/25-30Y LCH","isin":"EZFNM7GX8WQ8","value_usd":1298867.53,"pct_val":0.0077247,"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":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":"US29251UUM88","value_usd":1296493.64,"pct_val":0.0083099,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":1292882.61,"pct_val":0.0076891,"balance":1100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QS94","value_usd":1281072.34,"pct_val":0.0079347,"balance":1290000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X BA REGS","isin":"XS0329653934","value_usd":1277358.83,"pct_val":0.0075968,"balance":979918.68,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA1133 FN 10/53 FIXED 6.5","isin":"US3140A1HK61","value_usd":1261336.54,"pct_val":0.0075015,"balance":1212957.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR12","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1","isin":"US45661VAA44","value_usd":1252703.77,"pct_val":0.0074502,"balance":1344553.88,"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":"KINGDOM OF SPAIN SR UNSECURED 04/29 5.25","isin":"XS0096272355","value_usd":1249319.62,"pct_val":0.00743,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXH13","value_usd":1247276.25,"pct_val":0.0077254,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATARENERGY","title":"QATAR ENERGY SR UNSECURED 144A 07/41 3.125","isin":"US74730DAE31","value_usd":1233843.2,"pct_val":0.007338,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A","isin":"US17312EAA47","value_usd":1228911.55,"pct_val":0.0073087,"balance":1333922.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A","isin":"US83206NAB38","value_usd":1221809.01,"pct_val":0.0072664,"balance":1209519.57,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII","isin":"US76112BR368","value_usd":1221708.83,"pct_val":0.0072658,"balance":1321193.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB1033 FN 02/54 FIXED 6.5","isin":"US3140AAEF00","value_usd":1210224.91,"pct_val":0.0071975,"balance":1164032.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM1796 FN 10/34 FIXED VAR","isin":"US3140X47J93","value_usd":1201142.45,"pct_val":0.0071435,"balance":1217597.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS","isin":null,"value_usd":1199111.04,"pct_val":0.0071314,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A","isin":"US17311BAS25","value_usd":1189058.86,"pct_val":0.0070717,"balance":2098934.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFA 2020-NQM2 TRUST","title":"MFRA TRUST MFRA 2020 NQM2 A3 144A","isin":"US552751AC31","value_usd":1188836.6,"pct_val":0.0070703,"balance":1208082.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2007-OA1","title":"GSR MORTGAGE LOAN TRUST GSR 2007 OA1 1A1","isin":"US3622NAAA84","value_usd":1181035.84,"pct_val":0.0070239,"balance":2512282.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R 144A","isin":"US21050QAG29","value_usd":1175356.88,"pct_val":0.0069902,"balance":2299924.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2007-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3","isin":"US86364MAC47","value_usd":1166898.67,"pct_val":0.0069399,"balance":1290802.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX6206 FR 02/55 FIXED 6.5","isin":"US31426B3Q71","value_usd":1166119.19,"pct_val":0.0074743,"balance":1126144.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR15","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2","isin":"US92922F5U86","value_usd":1163474.94,"pct_val":0.0069195,"balance":1233538.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTS 2006-21","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A","isin":"US12667LAA08","value_usd":1163431.87,"pct_val":0.0069192,"balance":1193078.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX0918 FR 12/54 FIXED 6.5","isin":"US31425VAU70","value_usd":1153803.7,"pct_val":0.0073954,"balance":1114295.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH","isin":"EZZS62JCF3K5","value_usd":1152236.49,"pct_val":0.0068527,"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 USD SOFR/3.93000 06/25/25-30Y LCH","isin":"EZT0FL60L6D6","value_usd":1148657.73,"pct_val":0.0068314,"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":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUG74","value_usd":1147642.5,"pct_val":0.0073559,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC","isin":"US65339MVK97","value_usd":1142660.82,"pct_val":0.0073239,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C 144A","isin":"US21050QAD97","value_usd":1127311.19,"pct_val":0.0067044,"balance":1114000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMAC SECURITIES PLC 2007-NS1X","title":"RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS","isin":"XS0307493162","value_usd":1095929.28,"pct_val":0.0065178,"balance":830584.01,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RMF1 PIMCO FXVAN PUT USD BRL 5.47500000","isin":"EZ5VHDYDQYB7","value_usd":1092228.23,"pct_val":0.0067651,"balance":39925000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)","title":"SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25","isin":"XS2262853265","value_usd":1085650.8,"pct_val":0.0064567,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":1081589.29,"pct_val":0.0066992,"balance":-5936,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TRUST 2007-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 2 A3A","isin":"US88522WAD56","value_usd":1073412.74,"pct_val":0.0063839,"balance":1239195.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1","isin":"US86360KAE82","value_usd":1072678.69,"pct_val":0.0063795,"balance":1277125.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 10/45 6.5","isin":"XS3200176298","value_usd":1053131.97,"pct_val":0.0062633,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A","title":"REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A1 144A","isin":"CA75585RRT46","value_usd":1051524.5,"pct_val":0.0062537,"balance":1448658.96,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SECUR TR 2006-WMC4","title":"MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A6","isin":"US57645MAF95","value_usd":1045741.01,"pct_val":0.0062193,"balance":3197568.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 03/19/25-10Y LCH","isin":"EZG5Z5S944W5","value_usd":1026282.66,"pct_val":0.0061036,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75","isin":"US694308HH37","value_usd":1023512.05,"pct_val":0.0060871,"balance":1207000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TRUST 2007-5","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1","isin":"US68403HAA05","value_usd":1000713.95,"pct_val":0.0059515,"balance":1643850.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LLC 2021-FL3","title":"GPMT LTD. GPMT 2021 FL3 A 144A","isin":"US36264BAA89","value_usd":998980.93,"pct_val":0.0059412,"balance":999060.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5167 FN 10/53 FIXED 6.5","isin":"US31418EW557","value_usd":961395.72,"pct_val":0.0057177,"balance":923863.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A","isin":"US21050UAA60","value_usd":955483.12,"pct_val":0.0056825,"balance":953693.42,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QB8321 FR 01/51 FIXED 2.5","isin":"US3133AFG627","value_usd":953854.85,"pct_val":0.0056728,"balance":1122073.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 02/34 3.75","isin":"XS2434895632","value_usd":953815.82,"pct_val":0.0056726,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.8500 12/31/24-5Y* LCH","isin":"EZ92L4J2GTH0","value_usd":928954.87,"pct_val":0.0055247,"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":"COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B","isin":"US02151WAT99","value_usd":925226.85,"pct_val":0.0055026,"balance":1024427.26,"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 SECURITIES CORP 2006-BC1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2","isin":"US86359YAD31","value_usd":920648.43,"pct_val":0.0054753,"balance":949008.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6","isin":"US694308HD23","value_usd":919142.05,"pct_val":0.0054664,"balance":1100000,"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":"SHORT EURO-BTP FU SEP25 XEUR 20250908","isin":"DE000F1NGF46","value_usd":915321.91,"pct_val":0.0058668,"balance":-4624,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 01/28 4.282","isin":"US225401AC20","value_usd":901496.79,"pct_val":0.0053614,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH","isin":"EZQ0W5J07QS4","value_usd":901155.89,"pct_val":0.0053594,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CH","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A","title":"NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A","isin":"US64134AAJ16","value_usd":899794.1,"pct_val":0.0053513,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS","isin":null,"value_usd":898661.16,"pct_val":0.0053446,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EXG24","value_usd":898159.68,"pct_val":0.005563,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHETARD INC 01/26 ZCP","isin":null,"value_usd":897947.01,"pct_val":0.0053403,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X BB REGS","isin":"XS0329656366","value_usd":894225.16,"pct_val":0.0053182,"balance":790257,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5","isin":"US80413TBE82","value_usd":891674.7,"pct_val":0.005303,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR10","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1","isin":"US93363EAF25","value_usd":883911.88,"pct_val":0.0052569,"balance":1030103.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9","isin":"US345397B512","value_usd":867008.06,"pct_val":0.0051563,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.95864 02/12/25-30Y* LCH","isin":"EZNV8KC0QQ05","value_usd":866040.38,"pct_val":0.0051506,"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":"INDYMAC IMSC MTGE LN TRUST 2007-HOA1","title":"INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11","isin":"US45670LAA52","value_usd":865853.11,"pct_val":0.0051495,"balance":1269264.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":849510.57,"pct_val":0.0050523,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":849411.72,"pct_val":0.0050517,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":"US46652LUE54","value_usd":848321.08,"pct_val":0.0054373,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVN09","value_usd":843860.54,"pct_val":0.0054088,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-A","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E 144A","isin":"US21050QAF46","value_usd":843757.3,"pct_val":0.0050181,"balance":834000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A","isin":"US21050UAE82","value_usd":834732.59,"pct_val":0.0049644,"balance":824743.38,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-HE2","title":"GSAMP TRUST GSAMP 2007 HE2 A2C","isin":"US362440AD15","value_usd":833652.83,"pct_val":0.004958,"balance":1106565.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-WFH3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1","isin":"US17313CAD11","value_usd":830790.75,"pct_val":0.0049409,"balance":831270.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG","isin":null,"value_usd":826000,"pct_val":0.0049124,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 07/31 2.124","isin":"XS2027596530","value_usd":825206.63,"pct_val":0.0049077,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A","isin":"US21050UAG31","value_usd":797050.68,"pct_val":0.0047403,"balance":1515476.75,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.22800 08/30/24-1Y LCH","isin":"EZCK1CF3MS96","value_usd":793840.4,"pct_val":0.0050882,"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":"ACCUNIA EUROPEAN CLO I DAC 1A","title":"ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A","isin":"XS1966591452","value_usd":789814.49,"pct_val":0.004892,"balance":672372.67,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA0863 FN 08/53 FIXED 4","isin":"US3140A05Z82","value_usd":789755.27,"pct_val":0.0046969,"balance":830760.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 03/18/26-30Y LCH","isin":"EZJ0QJ90MPZ5","value_usd":769011.14,"pct_val":0.0045735,"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":"TSTAT 2022-1A LTD","title":"TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A","isin":"US872899AY55","value_usd":733575.91,"pct_val":0.0045436,"balance":732749.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A","isin":"US12667AAA43","value_usd":732849.47,"pct_val":0.0043585,"balance":779959.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2007-FS1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A","isin":"US17313EAA38","value_usd":719770.68,"pct_val":0.0042807,"balance":738967.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":710675.24,"pct_val":0.0042266,"balance":1330907.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM7441 FN 05/51 FIXED VAR","isin":"US3140XBHT03","value_usd":708809.77,"pct_val":0.0042155,"balance":800236.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE CAP CERT 2007-6","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1","isin":"US12639PAA66","value_usd":700919.45,"pct_val":0.0041686,"balance":1223896.79,"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":"31750RH59 PIMCO FXVAN PUT USD BRL 5.47000000","isin":"EZ6PK98T5N22","value_usd":699369.6,"pct_val":0.0043318,"balance":26300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":null,"value_usd":697651.29,"pct_val":0.0041491,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A","isin":"US126670KJ66","value_usd":678840.69,"pct_val":0.0040372,"balance":731297.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED 03/41 7.625","isin":"US445545AF36","value_usd":677880.91,"pct_val":0.0043449,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUMINENT MORTGAGE TRUST 2006-7","title":"LUMINENT MORTGAGE TRUST LUM 2006 7 2A1","isin":"US55028BAG23","value_usd":677797.01,"pct_val":0.004031,"balance":758387.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95","isin":"US694308HY69","value_usd":672552.85,"pct_val":0.0039999,"balance":900000,"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":"EURO-SCHATZ FUT   MAR26 XEUR 20260306","isin":"DE000F2MGDE7","value_usd":667423.86,"pct_val":0.0039693,"balance":-3756,"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/3.77660 03/04/25-30Y* LCH","isin":"EZD73F8JTWY7","value_usd":665238.57,"pct_val":0.0039564,"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":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A","isin":"US21050UAD00","value_usd":664496.93,"pct_val":0.0039519,"balance":655287.91,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 3740","title":"FREDDIE MAC FHR 3740 DF","isin":"US3137GAPP61","value_usd":643371.15,"pct_val":0.0038263,"balance":648407.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":642698.86,"pct_val":0.0039808,"balance":214,"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":639977.5,"pct_val":0.0038061,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A","isin":"US92925CDA71","value_usd":639858.34,"pct_val":0.0038054,"balance":689887.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENTINA GOVT","title":"REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR","isin":"US040114HV54","value_usd":638480,"pct_val":0.0037972,"balance":920000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-2Y LCH","isin":"EZHML4QNCYC1","value_usd":630939.9,"pct_val":0.0037524,"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 2006-OA12","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B","isin":"US23243AAB26","value_usd":621304.77,"pct_val":0.0036951,"balance":595452.31,"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-RF1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A","isin":"US86359DXP76","value_usd":612423.81,"pct_val":0.0036422,"balance":728448.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4","isin":"US694308HR19","value_usd":602288.62,"pct_val":0.003582,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESLOC UK PLC 2007-1X","title":"RESLOC UK PLC RLOC 2007 1X M1B REGS","isin":"XS0300473542","value_usd":600827.1,"pct_val":0.0035733,"balance":462709.6,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55","isin":"US694308JM04","value_usd":597673.53,"pct_val":0.0035545,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2006-1","title":"SEQUOIA MORTGAGE TRUST SEMT 2006 1 1A1A","isin":"US81743QAA22","value_usd":596031.73,"pct_val":0.0035448,"balance":1073272.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LION III RE DESIGNATED ACTIVITY COMPANY","title":"LION III RE DAC UNSECURED 144A 07/25 VAR","isin":"XS2356204052","value_usd":589269.81,"pct_val":0.0037769,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR7","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11","isin":"US86361HAP91","value_usd":586243.17,"pct_val":0.0034865,"balance":784312.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-7","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 1A2","isin":"US17307GA577","value_usd":583829.74,"pct_val":0.0034722,"balance":628674.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 06/15/22-5Y LCH","isin":"EZG3K81HS5Q1","value_usd":574078.9,"pct_val":0.0034142,"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/4.00000 03/18/26-10Y LCH","isin":"EZWYGNX94PH2","value_usd":551422.51,"pct_val":0.0032795,"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":"STRUCTURED ASSET MTGE INVEST 2007-AR6","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1","isin":"US86364RAA77","value_usd":545135.53,"pct_val":0.0032421,"balance":630481.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":539693.66,"pct_val":0.0032097,"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":"EUROSAIL PLC 2007-6NCX","title":"EUROSAIL PLC ESAIL 2007 6NCX A3A REGS","isin":"XS0332285971","value_usd":533371.02,"pct_val":0.0031721,"balance":397518.95,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8486 G2 12/52 FIXED 3","isin":"US36179XNB81","value_usd":525198.81,"pct_val":0.0031235,"balance":582781.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   DEC25 XEUR 20251208","isin":"DE000F1ZLHR4","value_usd":517384.36,"pct_val":0.0032046,"balance":-3736,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR10","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 3A3","isin":"US93363EAK10","value_usd":516305.36,"pct_val":0.0030706,"balance":567366.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1","isin":"US576433G423","value_usd":516195.44,"pct_val":0.00307,"balance":548247.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ALT LN TR 2006-2","title":"MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 1A3","isin":"US5764342E39","value_usd":511100.09,"pct_val":0.0030397,"balance":585180.42,"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 2005-37T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A5","isin":"US12667G2X09","value_usd":506477.65,"pct_val":0.0030122,"balance":815654.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE8","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1","isin":"US61750SAA06","value_usd":501006.31,"pct_val":0.0029796,"balance":554225.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA","title":"CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A","isin":"US21050UAF57","value_usd":499984.72,"pct_val":0.0029735,"balance":493043.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEOK INC","title":"ONEOK INC","isin":"US68269EUB63","value_usd":499282.95,"pct_val":0.0032002,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUG52","value_usd":498976.4,"pct_val":0.0031982,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3","isin":"US694308HL49","value_usd":478246.59,"pct_val":0.0028443,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG","isin":null,"value_usd":472000,"pct_val":0.0028071,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY HOME EQUITY LN 2007-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4","isin":"US61752UAD72","value_usd":471851.56,"pct_val":0.0028062,"balance":912665.9,"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":463921.96,"pct_val":0.0028734,"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":"RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A","isin":"US76112B2D12","value_usd":451014.23,"pct_val":0.0026823,"balance":453642.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROSAIL PLC 2006-2X","title":"EUROSAIL PLC ESAIL 2006 2X B1A REGS","isin":"XS0266238715","value_usd":445574.86,"pct_val":0.0027598,"balance":379941.36,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":439777.02,"pct_val":0.0026155,"balance":476365.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-13","title":"COUNTRYWIDE HOME LOANS CWHL 2007 13 A2","isin":"US17025JAB98","value_usd":433986.23,"pct_val":0.002581,"balance":970427.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA5502 FR 06/51 FIXED 3","isin":"US3133KMDF95","value_usd":421175.19,"pct_val":0.0025048,"balance":475110.53,"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/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":416963.48,"pct_val":0.0024798,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5","isin":"US3132DWJH79","value_usd":416291.05,"pct_val":0.0024758,"balance":400467.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG","isin":null,"value_usd":413000,"pct_val":0.0024562,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SF55","value_usd":410560.62,"pct_val":0.0024417,"balance":411000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":"US46652LU215","value_usd":399886.6,"pct_val":0.0025631,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25","isin":"US694308HN05","value_usd":393022.6,"pct_val":0.0023374,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5675 FN 04/55 FIXED 6.5","isin":"US31418FJV04","value_usd":392691.28,"pct_val":0.002517,"balance":380000.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1","isin":"US02150TAA88","value_usd":388903.87,"pct_val":0.0023129,"balance":424586.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB3329 FN 07/54 FIXED 6.5","isin":"US3140ACVX88","value_usd":387541.47,"pct_val":0.002484,"balance":374256.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A","isin":"US93363RAB24","value_usd":384497.2,"pct_val":0.0022867,"balance":400613.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2006-WF1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2","isin":"US65536RAF38","value_usd":383450.33,"pct_val":0.0022805,"balance":383421.34,"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 02/26 0.00000","isin":"US912797SS76","value_usd":380018.59,"pct_val":0.0022601,"balance":382000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-5","title":"BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2","isin":"US073873AK72","value_usd":376567.21,"pct_val":0.0022395,"balance":842944.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC CORP 2004-KS8","title":"RESIDENTIAL ASSET SECURITIES C RASC 2004 KS8 MII1","isin":"US76110WD525","value_usd":375616.06,"pct_val":0.0022339,"balance":382853.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5","title":"OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT","isin":"US68383NCU54","value_usd":369233.99,"pct_val":0.0021959,"balance":371376.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2011-RR4","title":"BCAP LLC TRUST BCAP 2011 RR4 7A1 144A","isin":"US05533XAA00","value_usd":368507.44,"pct_val":0.0021916,"balance":669133.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2006-QO9","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A","isin":"US75114PAC32","value_usd":368332.4,"pct_val":0.0021906,"balance":405956,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEC ASSET BACKED REC LLC 2006-FR4","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B","isin":"US81377GAB59","value_usd":361692.39,"pct_val":0.0021511,"balance":1109467.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESLOC UK PLC 2007-1X","title":"RESLOC UK PLC RLOC 2007 1X A3B REGS","isin":"XS0300470365","value_usd":352751.49,"pct_val":0.0020979,"balance":268809.9,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.06500 06/26/25-30Y LCH","isin":"EZBT9VCX3T86","value_usd":352430.73,"pct_val":0.002096,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-R1","title":"BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21","isin":"US073866BN44","value_usd":348707.82,"pct_val":0.0020739,"balance":528163.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2007-QO2","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1","isin":"US75116AAA88","value_usd":341383.25,"pct_val":0.0020303,"balance":1129177.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5","isin":"US694308JJ74","value_usd":337807.37,"pct_val":0.002009,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00500 09/29/25-30Y LCH","isin":"EZ6CX0MZNQN7","value_usd":336009.38,"pct_val":0.0019983,"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-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":326462.01,"pct_val":0.0020925,"balance":-3795,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2006-FRE2","title":"MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4","isin":"US57643GAD97","value_usd":319195.66,"pct_val":0.0018983,"balance":537509.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8425 G2 11/52 FIXED 3.5","isin":"US36179XLE49","value_usd":305872.87,"pct_val":0.0018191,"balance":333396.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 05/29 VAR","isin":"US780097BG51","value_usd":305291.21,"pct_val":0.0018156,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS NZD 3.75000 06/15/22-5Y LCH","isin":"EZ329Y2MS4V2","value_usd":303972.47,"pct_val":0.0018828,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2007-5","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A","isin":"US41165AAB89","value_usd":300839.7,"pct_val":0.0017892,"balance":341315.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOMEBANC MORTGAGE TRUST 2006-1","title":"HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2","isin":"US43739ECR62","value_usd":299693.18,"pct_val":0.0017824,"balance":332341.96,"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 IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":297795.12,"pct_val":0.0018445,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 09/17/25-2Y LCH","isin":"EZDJBYWF0BY5","value_usd":293748.34,"pct_val":0.001747,"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":"INDYMAC INDX MTGE LOAN TRUST 2007-FLX1","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3","isin":"US45668WAC10","value_usd":281312.15,"pct_val":0.001673,"balance":425229.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XIX LTD 2018-1A","title":"SOUND POINT CLO LTD SNDPT 2018 1A A 144A","isin":"US83610JAA43","value_usd":277938.45,"pct_val":0.001653,"balance":277795.94,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/49 3","isin":"US912810SF66","value_usd":276342.77,"pct_val":0.0016435,"balance":375000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2006-AR7","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A","isin":"US172987AD17","value_usd":275140.65,"pct_val":0.0016363,"balance":289029.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR CHF SRFXON3/0.34250 05/16/22-5Y LCH","isin":"EZ4LRHSL1V23","value_usd":274791.94,"pct_val":0.0016343,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CH","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PQ48","value_usd":271099.92,"pct_val":0.0017376,"balance":273000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2006-7","title":"GSAA HOME EQUITY TRUST GSAA 2006 7 AF2","isin":"US362334NB60","value_usd":267084.82,"pct_val":0.0015884,"balance":767754.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZM3772 FR 07/47 FIXED 4","isin":"US3131XXFM80","value_usd":266896.56,"pct_val":0.0015873,"balance":276714.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A","isin":"US93362YAB83","value_usd":266824.9,"pct_val":0.0015869,"balance":281346.78,"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 TR 2006-OA2","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA2 A1","isin":"US126694R752","value_usd":266537.22,"pct_val":0.0015852,"balance":291842.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5","isin":"US694308JQ18","value_usd":261613.13,"pct_val":0.0015559,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZ3VFT51W2D6","value_usd":258464.95,"pct_val":0.0015372,"balance":44502781,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA6015 FN 03/54 FIXED 6.5","isin":"US3140A6VH63","value_usd":257088.86,"pct_val":0.001529,"balance":245776.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3","isin":"US61752JAE01","value_usd":256621.67,"pct_val":0.0015262,"balance":1264487.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A2","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1","isin":"US16163LAQ59","value_usd":255699.79,"pct_val":0.0015207,"balance":322231.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI9721 FR 07/54 FIXED 6.5","isin":"US3133WGYS81","value_usd":243266.14,"pct_val":0.0015592,"balance":234913.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RZQ3 PIMCO FXVAN PUT USD KRW 1419.0000000","isin":"EZT1Y2PFVFP6","value_usd":240546.09,"pct_val":0.0014306,"balance":41581000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FORT CRE 2022-FL3","title":"FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A","isin":"US34706CAA71","value_usd":239520.58,"pct_val":0.0015352,"balance":243221.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MORTGAGE FUND CORP 2005-2A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A","isin":"US16678RDL87","value_usd":238919.79,"pct_val":0.0014209,"balance":246311.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QS6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1","isin":"US74922EAA73","value_usd":234842.84,"pct_val":0.0013967,"balance":285048.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS MYR R 3.50000 03/19/25-5Y BPS","isin":"EZGV26LZ2MT1","value_usd":234277.99,"pct_val":0.0015016,"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":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":231959.25,"pct_val":0.0014367,"balance":4070,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1","isin":"US058927AA22","value_usd":230605.65,"pct_val":0.0013715,"balance":241158.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH","isin":"EZX6MJ52HC58","value_usd":226687.42,"pct_val":0.0013482,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CH","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RFW2 PIMCO FXVAN PUT EUR HUF 393.00000000","isin":"EZQ4Y3N0K0K8","value_usd":225612.58,"pct_val":0.0013974,"balance":20227997,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R4N4 PIMCO FXVAN PUT EUR CZK 24.60000000","isin":"EZ7DLBS26810","value_usd":224576.19,"pct_val":0.0014394,"balance":44502781,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B","isin":"US02147DAB73","value_usd":217356.41,"pct_val":0.0012927,"balance":219917.95,"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 NZD 3.00000 03/18/26-2Y LCH","isin":"EZJ1P7CM8CV3","value_usd":216265.51,"pct_val":0.0012862,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"NZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-10","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA","isin":"US17313QAL23","value_usd":214793.31,"pct_val":0.0012774,"balance":228266.15,"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/3.47000 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":214474.37,"pct_val":0.0012755,"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":"GREENPOINT MORTGAGE FUND TRUST 2006-OH1","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1","isin":"US39539GAA04","value_usd":213315.48,"pct_val":0.0012686,"balance":227666.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2007-FLX3","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A1","isin":"US45670AAA97","value_usd":209086.02,"pct_val":0.0012435,"balance":220946.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED SEC CORP HOME EQ 2003-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2003 HE2 M1","isin":"US04541GDS84","value_usd":207661.52,"pct_val":0.001235,"balance":206578.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1","isin":"US25150WAA27","value_usd":203996.88,"pct_val":0.0012132,"balance":213984.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1","isin":"US694308JF52","value_usd":194014.51,"pct_val":0.0011539,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TRUST 2007-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1","isin":"US88522WAA18","value_usd":190248.48,"pct_val":0.0011315,"balance":201959.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTGE LOAN 2006-8","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2","isin":"US86361JAB61","value_usd":189990.86,"pct_val":0.0011299,"balance":283247.61,"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 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2","isin":"US12669GTQ46","value_usd":188485.38,"pct_val":0.001121,"balance":195071.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8487 G2 12/52 FIXED 3.5","isin":"US36179XNC64","value_usd":187934.26,"pct_val":0.0011177,"balance":204775,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750QI27 PIMCO FXVAN PUT EUR CZK 24.70000000","isin":"EZ2YGR9812B3","value_usd":186647.05,"pct_val":0.0011963,"balance":28386000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":185646.03,"pct_val":0.0011499,"balance":188000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS INR MIBOR/5.75000 03/18/26-5Y LCH","isin":"EZ9M9VR0RKD5","value_usd":184167.86,"pct_val":0.0010953,"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":"INDYMAC INDA MTGE LOAN TRUST 2006-AR1","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3","isin":"US45662BAD10","value_usd":183766.69,"pct_val":0.0010929,"balance":241285.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2004-W12","title":"FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1","isin":"US31394A6Y70","value_usd":183345.76,"pct_val":0.0010904,"balance":175664.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8266 G2 09/52 FIXED 3.5","isin":"US36179XFF87","value_usd":177499.35,"pct_val":0.0010556,"balance":192079.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A","isin":"US02146YAC03","value_usd":172797.82,"pct_val":0.0010277,"balance":198876.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-1","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B","isin":"US88522EAC75","value_usd":170702.7,"pct_val":0.0010152,"balance":240324.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2004-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A","isin":"US92922FB720","value_usd":169283.54,"pct_val":0.0010068,"balance":172234.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-4","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A6","isin":"US12668WAF41","value_usd":167709.45,"pct_val":0.0009974,"balance":174276.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1","isin":"US88522XAE13","value_usd":167157.95,"pct_val":0.0009941,"balance":189608.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A","isin":"US93935AAC62","value_usd":163067.54,"pct_val":0.0009698,"balance":261426.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RFX0 PIMCO FXVAN PUT EUR CZK 24.25000000","isin":"EZ2SP0GSX648","value_usd":161067.47,"pct_val":0.0009976,"balance":28386000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1","isin":"US12669GPN50","value_usd":160726.04,"pct_val":0.0009559,"balance":172929.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-SD4","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A","isin":"US232433AA04","value_usd":158668.17,"pct_val":0.0009436,"balance":189456.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000","isin":"EZX3BP6FHH19","value_usd":158120.93,"pct_val":0.0009404,"balance":40056000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000","isin":"EZFD2BMPB6J2","value_usd":156485,"pct_val":0.0009307,"balance":26300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2006-A8","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4","isin":"US761119AJ53","value_usd":156215.02,"pct_val":0.0009291,"balance":570586.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRESCO RES SEC 1999-1","title":"AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A","isin":"US03215PFN42","value_usd":154187.8,"pct_val":0.000917,"balance":147098.53,"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 2004-22","title":"COUNTRYWIDE HOME LOANS CWHL 2004 22 A3","isin":"US12669F6Z19","value_usd":153313.71,"pct_val":0.0009118,"balance":159444.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2011-RR4","title":"BCAP LLC TRUST BCAP 2011 RR4 8A1 144A","isin":"US05533XAC65","value_usd":153022.63,"pct_val":0.0009101,"balance":405367.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW ZEALAND GOVT","title":"NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5","isin":"NZGOVDT531C0","value_usd":152880.62,"pct_val":0.0009092,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-7","title":"COUNTRYWIDE HOME LOANS CWHL 2005 7 1A1","isin":"US12669GNL13","value_usd":150217.14,"pct_val":0.0008934,"balance":158277.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1","isin":"US88522XAC56","value_usd":148009.87,"pct_val":0.0008803,"balance":150008.9,"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 2004-W3","title":"ARGENT SECURITIES INC. ARSI 2004 W3 A3","isin":"US040104FW65","value_usd":145085.06,"pct_val":0.0008629,"balance":134639.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 841068 FN 11/34 FLOATING VAR","isin":"US31407UMR58","value_usd":144641.35,"pct_val":0.0008602,"balance":137821.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2164 FN 06/38 FIXED VAR","isin":"US3140X5MN02","value_usd":144616.32,"pct_val":0.0008601,"balance":148895.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 2A1","isin":"US126670JV14","value_usd":142772.32,"pct_val":0.0008491,"balance":150940.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-3","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A","isin":"US59020UL789","value_usd":142389.05,"pct_val":0.0008468,"balance":147510.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2006-AR3","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A1","isin":"US39538WHF86","value_usd":141537.6,"pct_val":0.0008418,"balance":155057.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.24800 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":141013.93,"pct_val":0.0008386,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8432 FR 05/54 FIXED 6","isin":"US3132DWLM37","value_usd":140298.72,"pct_val":0.0008344,"balance":136564.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTGE INVEST 2006-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1","isin":"US86360JAA97","value_usd":139429.15,"pct_val":0.0008292,"balance":196366.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROSAIL PLC 2007-3X","title":"EUROSAIL PLC ESAIL 2007 3X A3C REGS","isin":"XS0308710143","value_usd":138066.69,"pct_val":0.0008211,"balance":102397.8,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7883 G2 02/52 FIXED 3.5","isin":"US36179WXL70","value_usd":131640.47,"pct_val":0.0007829,"balance":143372.67,"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":"31750RO44 PIMCO FXVAN PUT EUR HUF 387.00000000","isin":"EZXKC6F26CP8","value_usd":126385.04,"pct_val":0.0007828,"balance":25902000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RB5001 FR 07/39 FIXED 3.5","isin":"US3133KYRW11","value_usd":125672.59,"pct_val":0.0007474,"balance":130576.45,"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":"31750QFP9 PIMCO FXVAN PUT EUR CZK 24.75000000","isin":"EZXB1LYYQC54","value_usd":124997.06,"pct_val":0.0008012,"balance":17000000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-HYB3","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A","isin":"US1266943Y20","value_usd":124912.54,"pct_val":0.0007429,"balance":134719.11,"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":"RFR USD SOFR/3.70000 02/20/24-25Y LCH","isin":"EZRM7DK4X894","value_usd":124834.8,"pct_val":0.0007424,"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 2007-16CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1","isin":"US02152AAY55","value_usd":123718.2,"pct_val":0.0007358,"balance":279283.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AHL3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A","isin":"US17312GAA94","value_usd":122684.29,"pct_val":0.0007296,"balance":172611.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5K9 PIMCO FXVAN PUT EUR HUF 399.00000000","isin":"EZYGLZDXTDV5","value_usd":122044.88,"pct_val":0.0007823,"balance":20227997,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"AMERICAN MUNICIPAL POWER INC","title":"AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834","isin":"US02765UEJ97","value_usd":118055.96,"pct_val":0.0007021,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-17","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1","isin":"US863579VM76","value_usd":115430.9,"pct_val":0.0006865,"balance":133382.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5","title":"SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A","isin":"US81379EAA01","value_usd":114841.35,"pct_val":0.000683,"balance":146266.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMAC SECURITIES PLC 2007-NS1X","title":"RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS","isin":"XS0307489566","value_usd":113113.83,"pct_val":0.0006727,"balance":115895.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2005-A10","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A","isin":"US59020UZ656","value_usd":112298.57,"pct_val":0.0006679,"balance":113378.11,"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 2006-48","title":"FANNIE MAE FNR 2006 48 TF","isin":"US31395NLE57","value_usd":110263.32,"pct_val":0.0006558,"balance":111093.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":110142.75,"pct_val":0.000655,"balance":21000000,"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":"TREASURY BILL 02/26 0.00000","isin":"US912797SQ11","value_usd":109579.06,"pct_val":0.0006517,"balance":110000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL P50175 FG 12/33 FIXED 6","isin":"US31288LFQ95","value_usd":109261.42,"pct_val":0.0006498,"balance":107923,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2004-B","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 5A1","isin":"US05946XJN49","value_usd":107764.48,"pct_val":0.0006409,"balance":109584.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA7079 FR 06/39 FIXED 4","isin":"US31329Q2L48","value_usd":106079.06,"pct_val":0.0006309,"balance":107815.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000","isin":"EZ0X1GXSRXF6","value_usd":105935.13,"pct_val":0.0006561,"balance":5157500,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO5","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4","isin":"US75114HAK32","value_usd":104859.32,"pct_val":0.0006236,"balance":134519.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A4A","isin":"US17312VAH15","value_usd":102301.5,"pct_val":0.0006084,"balance":103709.25,"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 2005-27","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2","isin":"US12667GL840","value_usd":101836.1,"pct_val":0.0006056,"balance":105537.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-81","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1","isin":"US12668BBN29","value_usd":100275.9,"pct_val":0.0005964,"balance":119488.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R6I3 PIMCO FXVAN PUT EUR HUF 395.00000000","isin":"EZZKJ79NJC27","value_usd":99666.89,"pct_val":0.0006388,"balance":23908000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HARLEY-DAVIDSON FINANCIAL SERVICES INC","title":"HARLEY DAVIDSON FND CP","isin":"US41282JV408","value_usd":99538.19,"pct_val":0.000638,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RNO1 PIMCO FXVAN PUT EUR HUF 386.00000000","isin":"EZ2P1WWS5D76","value_usd":97400.14,"pct_val":0.0006033,"balance":23908000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL","title":"CHARTER COMM OPT LLC/CAP SR SECURED 02/28 3.75","isin":"US161175BJ23","value_usd":97186.86,"pct_val":0.0006229,"balance":99000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2098 FR 05/54 FIXED 6","isin":"US3142GSKL14","value_usd":96740.01,"pct_val":0.0005753,"balance":94067.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2006-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2","isin":"US466247F570","value_usd":96738.09,"pct_val":0.0005753,"balance":147582.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZRPS491TRS5","value_usd":95839.45,"pct_val":0.00057,"balance":15897000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2006-1","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1","isin":"US02660WAC01","value_usd":95335.37,"pct_val":0.000567,"balance":105869.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12","isin":"US02150GAN88","value_usd":93363.48,"pct_val":0.0005553,"balance":311484.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC COMPANY GUAR 02/31 2.45","isin":"US11135FCQ28","value_usd":91512.81,"pct_val":0.0005443,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC COMPANY GUAR 144A 02/31 2.45","isin":"US11135FBH38","value_usd":90981.83,"pct_val":0.0005635,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENTINA GOVT","title":"REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1","isin":"US040114HX11","value_usd":90123.07,"pct_val":0.000536,"balance":100808.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000","isin":"EZNPWWYDDY50","value_usd":89936.48,"pct_val":0.0005349,"balance":28386000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BCAP LLC TRUST 2011-RR5","title":"BCAP LLC TRUST BCAP 2011 RR5 7A1 144A","isin":"US05534AAJ07","value_usd":89814.27,"pct_val":0.0005341,"balance":90779.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3590 FN 02/39 FIXED 4","isin":"US31418C7C29","value_usd":89646.36,"pct_val":0.0005332,"balance":91040.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ8606 FN 04/48 FIXED 3.5","isin":"US3140HAR443","value_usd":89162.19,"pct_val":0.0005303,"balance":95323.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR12","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4","isin":"US92922F3J59","value_usd":88730.78,"pct_val":0.0005277,"balance":96679.39,"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/3.64500 08/07/24-10Y LCH","isin":"EZ2H268MSWS8","value_usd":88253.32,"pct_val":0.0005249,"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":"INDYMAC INDX MORTGAGE LOAN TR 2007-AR7","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1","isin":"US45670CAA53","value_usd":87436.46,"pct_val":0.00052,"balance":268312.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUDGATE FUNDING PLC 2007-1","title":"LUDGATE FUNDING PLC LGATE 2007 1 A2B REGS","isin":"XS0304504003","value_usd":87077.43,"pct_val":0.0005179,"balance":76276.02,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-6","title":"BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1","isin":"US073868AM36","value_usd":85705.47,"pct_val":0.0005097,"balance":202686.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000","isin":"EZH15QWJM8B2","value_usd":85433.07,"pct_val":0.0005081,"balance":17017000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95","isin":"US694308JN86","value_usd":84636.52,"pct_val":0.0005034,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE","isin":"US38380TV370","value_usd":84531.64,"pct_val":0.0005027,"balance":85537.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-HYB2","title":"COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1","isin":"US125438AB79","value_usd":83631.52,"pct_val":0.0004974,"balance":91276.56,"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":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":82535.03,"pct_val":0.0005112,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4","isin":"US31329QDG38","value_usd":82435.12,"pct_val":0.0004903,"balance":83714.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2007-2","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A22","isin":"US05951GBL59","value_usd":80792.83,"pct_val":0.0004805,"balance":105905.03,"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":"31750R594 PIMCO FXVAN PUT EUR USD 1.09750000","isin":"EZXSNMVYWSL9","value_usd":80190.16,"pct_val":0.0004967,"balance":4002000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-56","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3","isin":"US12668ALV51","value_usd":80097.67,"pct_val":0.0004764,"balance":88511.14,"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 2005-56","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2","isin":"US12668AGT60","value_usd":79846.64,"pct_val":0.0004749,"balance":85659.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.45000 10/20/23-5Y LCH","isin":"EZ6D4RM0D1H2","value_usd":79444.06,"pct_val":0.0004921,"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":"RESIDENTIAL FUNDING MTGE SEC 2005-SA4","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21","isin":"US76111XYD91","value_usd":79285.71,"pct_val":0.0004715,"balance":127145.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A3","isin":"US92922F6Y99","value_usd":79183.33,"pct_val":0.0004709,"balance":86377.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH","isin":"EZSHQTW9QFG1","value_usd":78236.42,"pct_val":0.0004653,"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":"FREDDIE MAC REMICS 4579","title":"FREDDIE MAC FHR 4579 SD","isin":"US3137BPS836","value_usd":77291.86,"pct_val":0.0004597,"balance":1522908.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WARWICK FINANCE RESIDENTIAL MORTGAGES 3A","title":"WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A","isin":"XS1697546080","value_usd":76493.19,"pct_val":0.0004549,"balance":485,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2003-34","title":"FANNIE MAE FNR 2003 34 A1","isin":"US31393CEY57","value_usd":75764.33,"pct_val":0.0004506,"balance":74580.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM2005 FN 12/47 FIXED VAR","isin":"US3140J6GP63","value_usd":75600.86,"pct_val":0.0004496,"balance":78149.45,"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":"FORD MOTOR CREDIT COMPANY LLC SNR S* ICE","isin":"EZ87806BLJ43","value_usd":70995.58,"pct_val":0.0004222,"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":"FREDDIE MAC 3397","title":"FREDDIE MAC FHR 3397 FC","isin":"US31397PLU20","value_usd":70458.38,"pct_val":0.000419,"balance":70536.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH","isin":"EZFX115HKHQ4","value_usd":70447.22,"pct_val":0.0004515,"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/3.59500 08/19/24-10Y LCH","isin":"EZN7CQ0TS3K8","value_usd":70148.38,"pct_val":0.0004172,"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":"EUROMASTER PLC 2007-1V","title":"EUROMASTR PLC EMAST 2007 1V A2 REGS","isin":"XS0305763061","value_usd":68884.92,"pct_val":0.0004097,"balance":51741,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.00000 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":67115.84,"pct_val":0.0004302,"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":"FANNIEMAE GRANTOR TRUST 2004-T3","title":"FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1","isin":"US31393YU521","value_usd":66602.95,"pct_val":0.0003961,"balance":66059.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDB MTGE LOAN TRUST 2005-1","title":"INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1","isin":"US45660LYW35","value_usd":64341.16,"pct_val":0.0003827,"balance":110658.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3121 FN 09/47 FIXED 4","isin":"US31418CPF58","value_usd":62838.78,"pct_val":0.0003737,"balance":64964.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-HYB1","title":"COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1","isin":"US22239EAG17","value_usd":62183.89,"pct_val":0.0003698,"balance":72318.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1","isin":"US362341XG98","value_usd":62021.03,"pct_val":0.0003689,"balance":71068.76,"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 2010-115","title":"FANNIE MAE FNR 2010 115 FM","isin":"US31398NNS98","value_usd":61797.06,"pct_val":0.0003675,"balance":62177.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-4","title":"BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1","isin":"US073871AN55","value_usd":61674.61,"pct_val":0.0003668,"balance":101297.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 773348 FN 06/35 FLOATING VAR","isin":"US31404NEV47","value_usd":61314.73,"pct_val":0.0003647,"balance":59713.41,"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":"31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000","isin":"EZ8LQHFK91B3","value_usd":60339.16,"pct_val":0.0003589,"balance":20230000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR4","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR4 A5","isin":"US92922FG778","value_usd":58760.35,"pct_val":0.0003495,"balance":60472.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMAC SECURITIES PLC 2006-NS3X","title":"RMAC SECURITIES PLC RMACS 2006 NS3X M1C REGS","isin":"XS0268024071","value_usd":58542.67,"pct_val":0.0003482,"balance":51437.99,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC","isin":"US38380HCH30","value_usd":57558.11,"pct_val":0.0003423,"balance":59768.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1","isin":"US07384M3X88","value_usd":54150.31,"pct_val":0.000322,"balance":53107.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BO9993 FN 12/49 FIXED 4","isin":"US3140K6C781","value_usd":53564,"pct_val":0.0003186,"balance":55659.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-HYB5","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1","isin":"US170256AD31","value_usd":52011.93,"pct_val":0.0003093,"balance":58483.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":51247.93,"pct_val":0.0003174,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-34CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 34CB 1A1","isin":"US12667GW417","value_usd":51140.15,"pct_val":0.0003041,"balance":92475.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750S550 PIMCO FXVAN PUT EUR HUF 376.00000000","isin":"EZMRRLHNTGL0","value_usd":50769.33,"pct_val":0.0003019,"balance":23987000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2025-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C R 144A","isin":"US83208D1072","value_usd":50452.49,"pct_val":0.0003001,"balance":3910,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR1","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1","isin":"US36242DUL53","value_usd":48995.83,"pct_val":0.0002914,"balance":51318.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-1","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A","isin":"US41161PA868","value_usd":48940.26,"pct_val":0.0002911,"balance":52151.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A","isin":"US92922FD213","value_usd":48279.13,"pct_val":0.0002871,"balance":48054.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":48189.56,"pct_val":0.0002866,"balance":50243.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-10","title":"BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1","isin":"US07386HZJ30","value_usd":47987.65,"pct_val":0.0002854,"balance":50379.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SECURITIES 2005-C","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 C 4A1","isin":"US05949AZ372","value_usd":46418.85,"pct_val":0.0002761,"balance":47122.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000","isin":"EZFBRM75GXV3","value_usd":44716.41,"pct_val":0.0002659,"balance":25902000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA2511 FR 06/38 FIXED 4","isin":"US31329KYG39","value_usd":44705.38,"pct_val":0.0002659,"balance":45364.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A","isin":"US92925DAB64","value_usd":42523.54,"pct_val":0.0002529,"balance":47500.58,"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/3.61300 08/22/24-10Y LCH","isin":"EZZBSDRSGXS6","value_usd":42366.71,"pct_val":0.000252,"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":"IMPAC CMB TR 2004-8","title":"IMPAC CMB TRUST IMM 2004 8 1A","isin":"US45254NKQ96","value_usd":41301,"pct_val":0.0002456,"balance":41554.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3","isin":"US12667GKC68","value_usd":41037.8,"pct_val":0.0002441,"balance":54911.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1","isin":"US02149DAN93","value_usd":39590.91,"pct_val":0.0002355,"balance":44072.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2005-A5","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9","isin":"US59020UYU32","value_usd":38896.39,"pct_val":0.0002313,"balance":40006.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8149 G2 07/52 FIXED 3.5","isin":"US36179XBS45","value_usd":38803.14,"pct_val":0.0002308,"balance":42173.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2005-AR5","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1","isin":"US39538WEA27","value_usd":37349.6,"pct_val":0.0002221,"balance":38737.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-4","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1","isin":"US41161PMX86","value_usd":37349.58,"pct_val":0.0002221,"balance":50208.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SEC T-63","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1","isin":"US31395M2F53","value_usd":34853.23,"pct_val":0.0002073,"balance":35728.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTG SEC 2005-3","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A7","isin":"US05949A6J49","value_usd":34613.01,"pct_val":0.0002059,"balance":37727.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002 AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A","isin":"US929227LE40","value_usd":34487.57,"pct_val":0.0002051,"balance":35282.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QI9547 FR 07/54 FIXED 6.5","isin":"US3133WGTC94","value_usd":32783.52,"pct_val":0.0002101,"balance":31654.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1","isin":"US05951EAM93","value_usd":32716.92,"pct_val":0.0001946,"balance":37748.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDA MORTGAGE LOAN TR 2005-AR1","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1","isin":"US45660LZK87","value_usd":32140.34,"pct_val":0.0001911,"balance":27297.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000","isin":"EZ6LHMHGSW79","value_usd":32045.58,"pct_val":0.0001985,"balance":101468000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR3","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1","isin":"US36242D4W09","value_usd":31863.78,"pct_val":0.0001895,"balance":43100.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ALT LN TR 2006-2","title":"MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1","isin":"US5764342H69","value_usd":31340.76,"pct_val":0.0001864,"balance":367926.13,"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 TR 2006-OA1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1","isin":"US126694A329","value_usd":30907.14,"pct_val":0.0001838,"balance":32576.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1","isin":"US59020UC291","value_usd":30173.03,"pct_val":0.0001934,"balance":30273.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2006-3X","title":"NEWGATE FUNDING PLC NGATE 2006 3X A3A REGS","isin":"XS0272617282","value_usd":30124.28,"pct_val":0.0001792,"balance":22677.16,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A","isin":"US07384MN322","value_usd":30111.37,"pct_val":0.0001791,"balance":30781.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1","isin":"US161630AA63","value_usd":28967.72,"pct_val":0.0001723,"balance":28777.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MTGE ACQUIS CORP 2006-WMC3","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3","isin":"US46629KAD19","value_usd":28836.92,"pct_val":0.0001715,"balance":37774.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1","isin":"US46630GBB05","value_usd":28095.75,"pct_val":0.0001671,"balance":28697.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZL0404 FR 06/38 FIXED 4","isin":"US3131XFNV81","value_usd":27800.42,"pct_val":0.0001653,"balance":28271.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CCS USD R USSOFR/JPYMUTKCALM-42.5 GLM","isin":"EZRQWRRGPG15","value_usd":27661.33,"pct_val":0.0001645,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WIND RIVER CLO LTD 2014-2A","title":"WIND RIVER CLO LTD WINDR 2014 2A AR 144A","isin":"US88390AAT79","value_usd":26887.44,"pct_val":0.0001723,"balance":26849.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTAGE TRUST 2005-5","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1","isin":"US007036LJ33","value_usd":26782.03,"pct_val":0.0001593,"balance":30696.78,"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":"BOUGHT ILS SOLD USD 20260115","isin":null,"value_usd":25045.77,"pct_val":0.000149,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"IL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FIRST HORIZON MTGE PASS-THRU TR 2005-AR3","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1","isin":"US32051GQL22","value_usd":24779.87,"pct_val":0.0001474,"balance":37435.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A","isin":"US07384MN579","value_usd":24702.11,"pct_val":0.0001469,"balance":27094.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2006-R1","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2","isin":"US76113MAB19","value_usd":24562.17,"pct_val":0.0001461,"balance":89704.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"FORD MOTOR CREDIT COMPANY LLC SNR S* ICE","isin":"EZQ5L44FQ7Q3","value_usd":23990.67,"pct_val":0.0001486,"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":"JP MORGAN MORTGAGE TRUST-2005-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1","isin":"US466247TZ61","value_usd":23931.54,"pct_val":0.0001423,"balance":25320.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 800171 FN 12/34 FLOATING VAR","isin":"US31405U6G90","value_usd":23491.87,"pct_val":0.0001397,"balance":23038.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-B","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1","isin":"US058928AF91","value_usd":22775.43,"pct_val":0.0001355,"balance":23697.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2004-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A","isin":"US45660N6S95","value_usd":22017.05,"pct_val":0.0001309,"balance":23254.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-I","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1","isin":"US05951VAH24","value_usd":21293.24,"pct_val":0.0001266,"balance":25327.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-9","title":"BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1","isin":"US07386HYE51","value_usd":21224.84,"pct_val":0.0001262,"balance":27936.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITICORP MORTGAGE SECURITIES 2007-3","title":"CITICORP MORTGAGE SECURITIES, CMSI 2007 3 1A1","isin":"US17312FAA12","value_usd":20924.31,"pct_val":0.0001244,"balance":23952.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1","isin":"US12669GPR64","value_usd":19601.54,"pct_val":0.0001166,"balance":20163.7,"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 TR 2006-OA6","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A","isin":"US12668BD911","value_usd":19260.54,"pct_val":0.0001145,"balance":20681.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8044 G2 05/52 FIXED 3.5","isin":"US36179W5D62","value_usd":19244.45,"pct_val":0.0001145,"balance":20881.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1","isin":"US86359BGF22","value_usd":18445.38,"pct_val":0.0001097,"balance":19031.9,"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 MTGE INVEST 2006-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2","isin":"US86360JAF84","value_usd":17450.66,"pct_val":0.0001038,"balance":27544.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPAC CMB TR 2004-6","title":"IMPAC CMB TRUST IMM 2004 6 1A2","isin":"US45254NKD83","value_usd":16454.94,"pct_val":0.0000979,"balance":16432.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6880 FN 08/53 FIXED 6.5","isin":"US3140QSUE94","value_usd":16404.94,"pct_val":0.0000976,"balance":15781.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000","isin":"EZR5HRN9R6R0","value_usd":15767.78,"pct_val":0.0000977,"balance":32444000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1","isin":"US07402FAC95","value_usd":15261.14,"pct_val":0.0000908,"balance":19193.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2003-5","title":"THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A","isin":"US885220EB50","value_usd":15225.31,"pct_val":0.0000905,"balance":16322.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTORS 2003-A2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1","isin":"US589929M704","value_usd":13972.54,"pct_val":0.0000831,"balance":14838.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A","isin":"US07384MYW62","value_usd":11722.37,"pct_val":0.0000697,"balance":12059.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INV 2007-HE2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A","isin":"US59024LAB71","value_usd":11588.05,"pct_val":0.0000689,"balance":40997.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ARM TR 2004-3","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 4A","isin":"US07384MR208","value_usd":10613.12,"pct_val":0.0000631,"balance":10958.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2003-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7","isin":"US929227R651","value_usd":10328.34,"pct_val":0.0000614,"balance":10319.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MTGE LOAN TRUST 2004-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1","isin":"US542514HN71","value_usd":10170.01,"pct_val":0.0000605,"balance":10387.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2005-8","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4","isin":"US05946XZ487","value_usd":10168.77,"pct_val":0.0000605,"balance":10004.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1","isin":"US86360QAB14","value_usd":9880.13,"pct_val":0.0000588,"balance":9903.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":9857.63,"pct_val":0.0000586,"balance":9920.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO3","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1","isin":"US761118WP92","value_usd":9661.97,"pct_val":0.0000575,"balance":38881.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080393 G2 04/30 FLOATING VAR","isin":"US36225CNK89","value_usd":9448.15,"pct_val":0.0000562,"balance":9452.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3773 FN 09/39 FIXED 4","isin":"US31418DFP24","value_usd":9383.96,"pct_val":0.0000558,"balance":9542.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2003-1","title":"GSR MORTGAGE LOAN TRUST GSR 2003 1 A2","isin":"US36229RJJ95","value_usd":8843.18,"pct_val":0.0000526,"balance":8788.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2003-A2","title":"JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1","isin":"US466247AZ62","value_usd":8566.56,"pct_val":0.0000509,"balance":8826.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A","isin":"US83611DAA63","value_usd":8444.38,"pct_val":0.0000502,"balance":31420.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR2","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1","isin":"US36242DH716","value_usd":7711.74,"pct_val":0.0000459,"balance":8119.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL FUNDING MTG SEC I 2003-S9","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1","isin":"US76111JZ721","value_usd":7710.45,"pct_val":0.0000459,"balance":7609.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 732218 FN 06/43 FLOATING VAR","isin":"US31402LPB26","value_usd":7571.92,"pct_val":0.000045,"balance":7492.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SEC 2005-H","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A1","isin":"US05949CFW10","value_usd":7460.81,"pct_val":0.0000444,"balance":8345.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080407 G2 05/30 FLOATING VAR","isin":"US36225CNZ58","value_usd":7090.6,"pct_val":0.0000422,"balance":7056.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL MTGE P/T 2007-OA5","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B","isin":"US93936RAB06","value_usd":6857.22,"pct_val":0.0000408,"balance":2241.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080409 G2 05/30 FLOATING VAR","isin":"US36225CN364","value_usd":6662.28,"pct_val":0.0000396,"balance":6630.63,"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":"31750R8E0 PIMCO FXVAN PUT EUR USD 1.14500000","isin":"EZVT5TS6QXX5","value_usd":6462.98,"pct_val":0.00004,"balance":83407000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2005-4","title":"SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1","isin":"US81744FJG37","value_usd":6137.95,"pct_val":0.0000365,"balance":6071.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/20/23-7Y LCH","isin":"EZPR4RDSDSJ6","value_usd":5924.23,"pct_val":0.000038,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AS6075 FN 10/45 FIXED 4","isin":"US3138WFXD36","value_usd":5586.11,"pct_val":0.0000332,"balance":5768.83,"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":"31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6W5TLP2QM6","value_usd":5190.32,"pct_val":0.0000309,"balance":9285000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK0915 FN 07/48 FIXED 4","isin":"US3140HEAR33","value_usd":4504.1,"pct_val":0.0000268,"balance":4658.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A","isin":"US17307GTJ75","value_usd":4335.49,"pct_val":0.0000258,"balance":4546.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR","isin":"US3128JMN943","value_usd":4125.81,"pct_val":0.0000245,"balance":3992.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-25","title":"COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1","isin":"US12669GJY89","value_usd":4078.73,"pct_val":0.0000243,"balance":4265.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTO-2006-RM4","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A","isin":"US59023QAB77","value_usd":4029.73,"pct_val":0.000024,"balance":20516.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE 2003-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1","isin":"US07384MB681","value_usd":3757.76,"pct_val":0.0000223,"balance":3986.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 623651 FN 04/32 FLOATING VAR","isin":"US31389EZQ15","value_usd":3702.57,"pct_val":0.000022,"balance":3623.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":2875.03,"pct_val":0.0000171,"balance":2831.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2000-TBC2","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1","isin":"US585525ED64","value_usd":2803.85,"pct_val":0.0000167,"balance":2848.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LN TRUST 2006-A6","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A1","isin":"US466285AK96","value_usd":2549.63,"pct_val":0.0000152,"balance":6059.64,"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":"31750R5Y9 PIMCO FXVAN PUT EUR USD 1.11500000","isin":"EZ7LNGTTZ444","value_usd":2434.51,"pct_val":0.0000151,"balance":5400000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R9N9 PIMCO FXVAN PUT EUR USD 1.12900000","isin":"EZ5XP0D5L9J8","value_usd":2383.19,"pct_val":0.0000148,"balance":67663000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2004-11","title":"FANNIE MAE FNR 2004 11 A","isin":"US31393T7H31","value_usd":2315.23,"pct_val":0.0000138,"balance":2318.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9M1 PIMCO FXVAN PUT EUR USD 1.12200000","isin":"EZWYXTRTQG35","value_usd":2199.63,"pct_val":0.0000136,"balance":1148000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MELLON RES FUND CORP 1999-TBC3","title":"MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2","isin":"US585525DF22","value_usd":2186.24,"pct_val":0.000013,"balance":2236.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MRGT PASS THRU CER 2003-1","title":"GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1","isin":"US395387AA13","value_usd":2080.7,"pct_val":0.0000124,"balance":2118.21,"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 MORTGAGE INV 2005-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1","isin":"US86359LLZ03","value_usd":2041.02,"pct_val":0.0000121,"balance":2373.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-4","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2","isin":"US86359BNU16","value_usd":2022.89,"pct_val":0.000012,"balance":2040.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R8W0 PIMCO FXVAN PUT EUR USD 1.13150000","isin":"EZ9386YZ99F6","value_usd":1935.14,"pct_val":0.000012,"balance":74921000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080109 G2 08/27 FLOATING VAR","isin":"US36225CDP86","value_usd":1842.39,"pct_val":0.000011,"balance":1830.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MTGE TRUST 2005-A7","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1","isin":"US466247WT64","value_usd":1798.41,"pct_val":0.0000107,"balance":1916.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY PASS-THRU CERTS 2002-1","title":"HOME EQUITY ASSET TRUST HEAT 2002 1 A4","isin":"US22541NAD12","value_usd":1693.47,"pct_val":0.0000101,"balance":1796.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 594243 FN 12/30 FLOATING VAR","isin":"US31387UEQ04","value_usd":1677.08,"pct_val":0.00001,"balance":1645.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-J1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1","isin":"US12667FU298","value_usd":1518.34,"pct_val":0.000009,"balance":1497.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2006-CB9","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1","isin":"US12465MAA27","value_usd":1361.48,"pct_val":0.0000081,"balance":2976.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080061 G2 04/27 FLOATING VAR","isin":"US36225CB708","value_usd":1084.75,"pct_val":0.0000065,"balance":1082.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2","isin":"US86359LBY48","value_usd":945.58,"pct_val":0.0000056,"balance":982.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080397 G2 04/30 FLOATING VAR","isin":"US36225CNP76","value_usd":934.63,"pct_val":0.0000056,"balance":930.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080199 G2 05/28 FLOATING VAR","isin":"US36225CGH34","value_usd":834.88,"pct_val":0.000005,"balance":832.14,"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":"31750RXQ5 PIMCO FXVAN CALL USD SGD 1.31500000","isin":"EZ61H1FJ9RT7","value_usd":697.21,"pct_val":0.0000041,"balance":205000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"SA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1","isin":"US07384M3D25","value_usd":686.29,"pct_val":0.0000041,"balance":728.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSETBACKED SEC 2001-3","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2","isin":"US07384YBM75","value_usd":598.79,"pct_val":0.0000036,"balance":598.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008865 G2 05/26 FLOATING VAR","isin":"US36202KZ659","value_usd":382.16,"pct_val":0.0000023,"balance":382.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080187 G2 04/28 FLOATING VAR","isin":"US36225CF501","value_usd":321.63,"pct_val":0.0000019,"balance":321.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080471 G2 11/30 FLOATING VAR","isin":"US36225CQZ22","value_usd":320.74,"pct_val":0.0000019,"balance":319.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9K5 PIMCO FXVAN PUT AUD USD 0.62250000","isin":"EZFCTLFPZ5T5","value_usd":234.07,"pct_val":0.0000014,"balance":29478000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1","isin":"DK0009527376","value_usd":222.52,"pct_val":0.0000013,"balance":1930.2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB4815 FN 04/27 FIXED 3.5","isin":"US31417BK550","value_usd":137.38,"pct_val":8e-7,"balance":138.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008971 G2 09/26 FLOATING VAR","isin":"US36202K6G55","value_usd":100.37,"pct_val":6e-7,"balance":100.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2005-AR3","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2","isin":"US23332UDX90","value_usd":96.86,"pct_val":6e-7,"balance":2996.85,"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":"31750R8D2 PIMCO FXVAN PUT AUD USD 0.62500000","isin":"EZXW7JBCPHR7","value_usd":80.91,"pct_val":5e-7,"balance":40761000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R9L3 PIMCO FXVAN CALL USD SEK 10.12500000","isin":"EZ7G75L3QGF0","value_usd":60.43,"pct_val":4e-7,"balance":7554000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008699 G2 09/25 FLOATING VAR","isin":"US36202KUY99","value_usd":53.68,"pct_val":3e-7,"balance":53.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008651 G2 07/25 FLOATING VAR","isin":"US36202KTG03","value_usd":46.31,"pct_val":3e-7,"balance":46.4,"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":"317U7N5A8 PIMCO SWAPTION 4.75 PUT USD 20250820","isin":"EZSL02XD2L64","value_usd":30,"pct_val":2e-7,"balance":60000000,"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":"31750R8V2 PIMCO FXVAN PUT AUD USD 0.61750000","isin":"EZ3PLRJ6JZ70","value_usd":22.09,"pct_val":1e-7,"balance":16689000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7LXA1 PIMCO SWAPTION 4.57 PUT USD 20250813","isin":"EZQN2H32XRJ3","value_usd":18.92,"pct_val":1e-7,"balance":17200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008770 G2 12/25 FLOATING VAR","isin":"US36202KW763","value_usd":14.44,"pct_val":1e-7,"balance":14.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/50 1","isin":"DK0002044718","value_usd":1.81,"pct_val":0,"balance":14.95,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009397069","value_usd":0.94,"pct_val":0,"balance":7.77,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009524431","value_usd":0.67,"pct_val":0,"balance":5.3,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1","isin":"DK0002044551","value_usd":0.65,"pct_val":0,"balance":5.14,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009522815","value_usd":0.63,"pct_val":0,"balance":5.16,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1","isin":"DK0009527293","value_usd":0.61,"pct_val":0,"balance":5.02,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1","isin":"DK0004616281","value_usd":0.6,"pct_val":0,"balance":5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/50 1","isin":"DK0009397739","value_usd":0.24,"pct_val":0,"balance":2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/50 1","isin":"DK0004612454","value_usd":0.2,"pct_val":0,"balance":1.67,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5","isin":"DK0009521254","value_usd":0.18,"pct_val":0,"balance":1.41,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403727","value_usd":0.17,"pct_val":0,"balance":1.43,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/50 1.5","isin":"DK0002044122","value_usd":0.17,"pct_val":0,"balance":1.31,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5","isin":"DK0009528424","value_usd":0.16,"pct_val":0,"balance":1.32,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619384","value_usd":0.14,"pct_val":0,"balance":1.11,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UB8RA2 PIMCO SWAPTION 3.498 CALL USD 202601","isin":"EZYJY66WQZQ5","value_usd":-1.76,"pct_val":0,"balance":-17600000,"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":"317UA9TA9 PIMCO SWAPTION 2.85 PUT EUR 20251002","isin":"EZ94243RM011","value_usd":-4.88,"pct_val":0,"balance":-5200000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA9UA7 PIMCO SWAPTION 2.61 CALL EUR 2025100","isin":"EZBYD1YHPJV8","value_usd":-449.33,"pct_val":-0.0000028,"balance":-5200000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAG9A5 PIMCO SWAPTION 2.55 CALL EUR 2025101","isin":"EZB7KGYW6VP6","value_usd":-925.62,"pct_val":-0.0000057,"balance":-1500000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.50000 12/19/18-7Y LCH","isin":"EZJLT153MCZ6","value_usd":-2012.13,"pct_val":-0.0000125,"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":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-2036.25,"pct_val":-0.0000121,"balance":-22500000,"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":"317UACKA1 PIMCO SWAPTION 3.398 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-2056.6,"pct_val":-0.0000127,"balance":-56500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90500 08/15/25-1Y LCH","isin":"EZ9NNW6T65W8","value_usd":-3070.23,"pct_val":-0.0000183,"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":"317UAGAA3 PIMCO SWAPTION 2.75 PUT EUR 20251017","isin":"EZP74X759VV7","value_usd":-3359.08,"pct_val":-0.0000208,"balance":-1500000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAFFA0 PIMCO SWAPTION 3.375 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-3395,"pct_val":-0.000021,"balance":-14000000,"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":"317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072","isin":"EZTRLD6PX319","value_usd":-4275.72,"pct_val":-0.0000274,"balance":-3600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-4466.25,"pct_val":-0.0000266,"balance":-22500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE","isin":"EZHCYK4D3DY0","value_usd":-6307.46,"pct_val":-0.0000375,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"DE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-8326.36,"pct_val":-0.0000516,"balance":-22700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510","isin":"EZNQTYB4ZTJ7","value_usd":-11890.56,"pct_val":-0.0000736,"balance":-56300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CCS USD R USSOFR/JPYMUTKCALM-43 MYC","isin":"EZRMSRQNDB73","value_usd":-14441.46,"pct_val":-0.0000926,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507","isin":"EZCLF3R2NG23","value_usd":-16939.8,"pct_val":-0.0001086,"balance":-3600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RW60 PIMCO FXVAN PUT USD BRL 5.16000000","isin":"EZZ8HK7DDDJ6","value_usd":-18190.5,"pct_val":-0.0001082,"balance":-54300000,"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":"317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-18778.65,"pct_val":-0.0001117,"balance":-59900000,"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":"31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000","isin":"EZ6LKNDM7959","value_usd":-19258.19,"pct_val":-0.0001145,"balance":-58714000,"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":"317UBBKA2 PIMCO SWAPTION 3.8775 PUT USD 202601","isin":"EZRPXWTDZ7D5","value_usd":-19850,"pct_val":-0.0001181,"balance":-20000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH","isin":"EZKVS9DRRQP2","value_usd":-20541.34,"pct_val":-0.0001222,"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-BUND OPTION  FEB26C 130.5 EXP 01/23/2026","isin":"DE000F25NMJ0","value_usd":-20918.56,"pct_val":-0.0001244,"balance":-445,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25C 130.5 EXP 10/24/2025","isin":"DE000F2UPBB1","value_usd":-24408.51,"pct_val":-0.0001512,"balance":-231,"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":"317UB8QA3 PIMCO SWAPTION 3.798 PUT USD 2026010","isin":"EZYP3D7S7MC6","value_usd":-26268,"pct_val":-0.0001562,"balance":-17600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":-37303.12,"pct_val":-0.0002391,"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":"EURO-BUND OPTION  NOV25C 129.5 EXP 10/24/2025","isin":"DE000F2UPA73","value_usd":-52127.85,"pct_val":-0.0003229,"balance":-185,"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":"317UAFEA1 PIMCO SWAPTION 3.675 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-55022.8,"pct_val":-0.0003408,"balance":-14000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RH42 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZRJ7BXTYJD5","value_usd":-68590.4,"pct_val":-0.0004248,"balance":-26300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-86958.64,"pct_val":-0.0005172,"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/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-89513.61,"pct_val":-0.0005324,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.75000 03/19/25-2Y LCH","isin":"EZMT5ZMZGMB6","value_usd":-89688.64,"pct_val":-0.0005334,"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":"31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000","isin":"EZ3YDWG2RKN2","value_usd":-90924.9,"pct_val":-0.0005408,"balance":-64900000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25P 127.5 EXP 10/24/2025","isin":"DE000F2UPA08","value_usd":-92796.96,"pct_val":-0.0005748,"balance":-416,"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":"317UACJA3 PIMCO SWAPTION 3.698 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-100931.6,"pct_val":-0.0006252,"balance":-56500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-101036.37,"pct_val":-0.0006476,"balance":-54700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.75000 07/17/24-1Y LCH","isin":"EZQ1KDXKQ9D3","value_usd":-108680.23,"pct_val":-0.0006966,"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":"31750RFH5 PIMCO FXVAN CALL USD BRL 5.77000000","isin":"EZ3XJRMD37B7","value_usd":-112183.8,"pct_val":-0.0006948,"balance":-54300000,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-114983.52,"pct_val":-0.0006838,"balance":-84200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH","isin":"EZM5CNHNBF74","value_usd":-123399.19,"pct_val":-0.0007909,"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":"OIS CAD CAONREPO/3.0000 03/18/26-10Y LCH","isin":"EZG108R6YDV7","value_usd":-132087.02,"pct_val":-0.0007856,"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/0.4500 12/15/21-30Y LCH","isin":"EZ8LLH7KD6Y2","value_usd":-174262.36,"pct_val":-0.0010364,"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":"317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101","isin":"EZ1ZQQ6GKFS5","value_usd":-187923.77,"pct_val":-0.001164,"balance":-56300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH","isin":"EZGTN9JZ4G83","value_usd":-189526.86,"pct_val":-0.0012148,"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/4.00000 03/20/24-30Y LCH","isin":"EZ6FMFVJ49K0","value_usd":-192141.38,"pct_val":-0.0011901,"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":"31750RMD6 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZG0DHQSN2Z2","value_usd":-195512.73,"pct_val":-0.001211,"balance":-39925000,"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":"317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-197302.9,"pct_val":-0.0012646,"balance":-54700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-200426.4,"pct_val":-0.001192,"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":"31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000","isin":"EZBZ5X21SKS5","value_usd":-204219.5,"pct_val":-0.0012145,"balance":-26300000,"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":"SOUTH KOREA GOVT AS BP MYC","isin":"EZ6M0XMW1T25","value_usd":-216428.65,"pct_val":-0.0012872,"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/3.50000 03/18/26-5Y LCH","isin":"EZ6G3TM0YT98","value_usd":-224820.7,"pct_val":-0.0013371,"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/3.8468* 12/02/24-9Y* LCH","isin":"EZGSTYS765X7","value_usd":-243044.79,"pct_val":-0.0014455,"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/3.45975 09/02/25-2Y* LCH","isin":"EZZNDKPP9ZG1","value_usd":-249016,"pct_val":-0.001481,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-249029.92,"pct_val":-0.001481,"balance":-84200000,"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/6.00000 09/17/25-5Y LCH","isin":"EZX8GRVTZGW5","value_usd":-268701.95,"pct_val":-0.0017223,"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 GBP SONIO/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":-277901.35,"pct_val":-0.0016528,"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/3.66213 03/01/24-4Y* LCH","isin":"EZ5FK37PXZM8","value_usd":-278492.86,"pct_val":-0.0016563,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 1.00000 05/18/22-5Y LCH","isin":"EZG2JQ07KZT4","value_usd":-283002.64,"pct_val":-0.0016831,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 06/20/24-2Y LCH","isin":"EZ33002G9XM4","value_usd":-303309.81,"pct_val":-0.0018039,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  FEB26P 127.5 EXP 01/23/2026","isin":"DE000F25NL48","value_usd":-313778.4,"pct_val":-0.0018661,"balance":-445,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-318393.55,"pct_val":-0.0018936,"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/3.94000 08/22/25-1Y LCH","isin":"EZVW28G5TZH6","value_usd":-330169.38,"pct_val":-0.0019636,"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":"31750RXP7 PIMCO FXVAN PUT USD SGD 1.23650000","isin":"EZP9GWJW28X9","value_usd":-352103.08,"pct_val":-0.0020941,"balance":-41977000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.50000 03/18/26-30Y LCH","isin":"EZ7PRP9KG5G9","value_usd":-354645.6,"pct_val":-0.0021092,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS MYR P 3.75000 03/19/25-10Y JPM","isin":"EZCCY1P0DHC8","value_usd":-371123.52,"pct_val":-0.0023787,"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":"31750RW45 PIMCO FXVAN CALL USD BRL 5.70000000","isin":"EZH8S5DJ43X4","value_usd":-385747.2,"pct_val":-0.0022941,"balance":-54300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/2.5000 06/19/19-10Y CME","isin":"EZS6S21KFNX4","value_usd":-397015.76,"pct_val":-0.0023612,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.70000 04/11/22-5Y LCH","isin":"EZ68H722FKZ4","value_usd":-418691.41,"pct_val":-0.0024901,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000","isin":"EZP38740M526","value_usd":-440283.42,"pct_val":-0.002822,"balance":-16084000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-10Y LCH","isin":"EZ52H44WTW83","value_usd":-478447.72,"pct_val":-0.0028455,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":-483849.85,"pct_val":-0.0028776,"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 CAD CAONREPO/3.2500 12/18/24-10Y LCH","isin":"EZHNPSJD3DN9","value_usd":-540219.69,"pct_val":-0.0034626,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS MYR P 3.75000 09/18/24-10Y BPS","isin":"EZLRDZ9WNKY4","value_usd":-560815,"pct_val":-0.0035946,"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":"EURO-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":-564809.05,"pct_val":-0.0036202,"balance":213,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.65000 05/11/22-5Y LCH","isin":"EZ5S6QT5XDZ3","value_usd":-581702.17,"pct_val":-0.0034595,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":-587420.61,"pct_val":-0.0034935,"balance":216,"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 1.00000 05/13/22-5Y LCH","isin":"EZV2M518D339","value_usd":-591065.69,"pct_val":-0.0035152,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH","isin":"EZFLLC2H47Y2","value_usd":-623994.07,"pct_val":-0.0037111,"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 CZK 1.91250 01/30/19-10Y CME","isin":"EZ5P67CS4LH9","value_usd":-630282.72,"pct_val":-0.0037485,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS KRW 2.50000 09/17/25-10Y LCH","isin":"EZTDXJF18SY0","value_usd":-662518.34,"pct_val":-0.0042464,"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/1.25000 06/18/25-10Y LCH","isin":"EZHVW867QSM1","value_usd":-669971.33,"pct_val":-0.0039845,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOUTH KOREA GOVT AS BP MYC","isin":"EZLG31L0TX08","value_usd":-681105.44,"pct_val":-0.0040507,"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":"31750R396 PIMCO FXVAN CALL USD TRY 53.50000000","isin":"EZ8Z632F5QS6","value_usd":-694092.8,"pct_val":-0.0044488,"balance":-25600000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/2.25000 09/17/25-30Y LCH","isin":"EZRDRGKTVCH3","value_usd":-721676.49,"pct_val":-0.004292,"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 0.65000 04/12/22-5Y LCH","isin":"EZW03QFBH1W4","value_usd":-750042.53,"pct_val":-0.0044607,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.82761 12/30/22-9Y* LCH","isin":"EZPBQM687SF8","value_usd":-774838.28,"pct_val":-0.0046082,"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":"SOUTH KOREA GOVT AS BP GST","isin":"EZV3RS2C5M63","value_usd":-820778.23,"pct_val":-0.0050838,"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/3.88000 07/10/24-10Y LCH","isin":"EZG0BTDH1HZ1","value_usd":-893726.9,"pct_val":-0.0053152,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":-1002598.23,"pct_val":-0.0064262,"balance":4732,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-1032551.31,"pct_val":-0.0063954,"balance":-2466,"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 03/18/26-2Y LCH","isin":"EZXH6Z90LT57","value_usd":-1048144.59,"pct_val":-0.0062336,"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 06/18/25-2Y LCH","isin":"EZ1G16SL5DD8","value_usd":-1090752.7,"pct_val":-0.006487,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 12/18/24-10Y LCH","isin":"EZCSY905NSR3","value_usd":-1212324.55,"pct_val":-0.00721,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":-1229919.14,"pct_val":-0.0076179,"balance":-1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"CDX ITRAXX MAIN43 10Y ICE","isin":"EZFYBVRSD755","value_usd":-1243998.1,"pct_val":-0.0079735,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-5Y LCH","isin":"EZN69Y39SP81","value_usd":-1282940.08,"pct_val":-0.00763,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH","isin":"EZSKTZNFVH03","value_usd":-1348219.95,"pct_val":-0.0080182,"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 EUR ESTRON/2.02754 12/10/24-5Y* LCH","isin":"EZXTKTNMM665","value_usd":-1459305.6,"pct_val":-0.0090387,"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 CNY R 1.50000 03/18/26-5Y BPS","isin":"EZ2JY50F6GP6","value_usd":-1474127.9,"pct_val":-0.008767,"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/3.86166 12/02/24-4Y* LCH","isin":"EZSGM4VHBMV4","value_usd":-1557814.76,"pct_val":-0.0092647,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.1800 11/25/24-9Y* LCH","isin":"EZYRFTQG62T6","value_usd":-1607843.98,"pct_val":-0.0095623,"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":"OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC","isin":"EZ78PL11S1Q4","value_usd":-1703793.98,"pct_val":-0.0101329,"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/4.00000 03/18/26-10Y LCH","isin":"EZD0T4M543P3","value_usd":-1704267.43,"pct_val":-0.0101357,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-30Y LCH","isin":"EZ0141M3RG43","value_usd":-1718104.52,"pct_val":-0.0110123,"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/1.7125 10/02/19-10Y LCH","isin":"EZZJS39H9LG8","value_usd":-1732483.12,"pct_val":-0.0103035,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 1.75000 03/16/22-5Y LCH","isin":"EZL3ZQJGWZK6","value_usd":-1738749.73,"pct_val":-0.0103408,"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":"OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH","isin":"EZFQXBYQB6T7","value_usd":-1739346.95,"pct_val":-0.0103444,"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":-1841466.06,"pct_val":-0.0114057,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS MYR P 3.75000 09/20/23-10Y GST","isin":"EZ14D1ZR6JH9","value_usd":-1931928.66,"pct_val":-0.0123828,"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":"OIS SGD SIBSORA/2.00000 09/17/25-10Y LCH","isin":"EZK96S5H9FB6","value_usd":-1942753.38,"pct_val":-0.0120331,"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":"CDX IG43 10Y ICE","isin":"EZRS7ZV2CX50","value_usd":-2040598.84,"pct_val":-0.0126391,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.25000 03/19/25-10Y LCH","isin":"EZ2NWX0YG9B5","value_usd":-2222225.13,"pct_val":-0.0132162,"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 CNY 1.50000 03/18/26-4Y* LCH","isin":"EZK2MQN8D7P5","value_usd":-2412758.04,"pct_val":-0.0149442,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CN","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-2942267.68,"pct_val":-0.0182239,"balance":-3437,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH","isin":"EZKW8JD0CPK4","value_usd":-3149683.32,"pct_val":-0.018732,"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":"OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH","isin":"EZ1777XRV3N1","value_usd":-3159249.71,"pct_val":-0.0202493,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/15/28-5Y LCH","isin":"EZQPHRCHTZH4","value_usd":-3229881.01,"pct_val":-0.0200053,"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 CAD CAONREPO/2.7500 12/18/18-30Y LCH","isin":"EZQ1PKC98ZW4","value_usd":-3458529.14,"pct_val":-0.0205688,"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/3.83993 12/02/24-7Y* LCH","isin":"EZQXPTG0Q2X2","value_usd":-3588358.1,"pct_val":-0.0229997,"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/3.70000 12/31/25-9Y* LCH","isin":"EZ3QD28MGHY9","value_usd":-3675938.72,"pct_val":-0.0227681,"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 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":-3679028.57,"pct_val":-0.0235809,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/21/22-20Y LCH","isin":"EZLBRD9JV9G6","value_usd":-4067871.97,"pct_val":-0.0241927,"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 CAD CAONREPO/1.9000 12/18/19-10Y LCH","isin":"EZ4B3BCWJS76","value_usd":-4266622.34,"pct_val":-0.0253748,"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 06/20/24-7Y LCH","isin":"EZCCSW1V4GN3","value_usd":-4315953.28,"pct_val":-0.0276633,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.60000 12/18/24-5Y LCH","isin":"EZWKGZC16X76","value_usd":-4378137.99,"pct_val":-0.026038,"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 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-4473444.05,"pct_val":-0.0286727,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326130","value_usd":-4550973.45,"pct_val":-0.0270659,"balance":-5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-5785707.5,"pct_val":-0.0344092,"balance":9299,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":-5936883.5,"pct_val":-0.036772,"balance":-6300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":-5972613.76,"pct_val":-0.0355207,"balance":-6300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"CDX IG45 10Y ICE","isin":"EZN8K7G6VZS1","value_usd":-6411526.95,"pct_val":-0.0381311,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.25000 09/17/25-10Y LCH","isin":"EZ9W83MVPGX6","value_usd":-6534164.39,"pct_val":-0.0388604,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.00000 03/18/26-2Y LCH","isin":"EZ7WRPJZGMR0","value_usd":-6680206.32,"pct_val":-0.039729,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.00000 06/17/25-2Y LCH","isin":"EZHN3RVYPHH3","value_usd":-6767737.56,"pct_val":-0.0402496,"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":"CCS USD R USSOFR/JPYMUTKCALM-41.4 GST","isin":"EZ3QHDHNF375","value_usd":-7194112.92,"pct_val":-0.044559,"balance":1,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.25000 03/18/26-10Y LCH","isin":"EZWQB1T1PD87","value_usd":-7383998.2,"pct_val":-0.0439146,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":-7494150.71,"pct_val":-0.0445697,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/21/22-15Y LCH","isin":"EZH88BLMCGL0","value_usd":-8978923.08,"pct_val":-0.0556138,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.45100 05/27/25-25Y LCH","isin":"EZ0WWVTLGHJ9","value_usd":-9017243.53,"pct_val":-0.053628,"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":"CDX ITRAXX MAIN43 5Y ICE","isin":"EZQ41P4DCR25","value_usd":-9547293.99,"pct_val":-0.0611938,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226B66","value_usd":-10113700.32,"pct_val":-0.0626424,"balance":-12000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS KRW 2.75000 03/18/26-10Y LCH","isin":"EZX6C7NZ3WQ3","value_usd":-11324977.39,"pct_val":-0.0673527,"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/1.00000 03/19/25-7Y LCH","isin":"EZMWLHCGJ237","value_usd":-11516296.63,"pct_val":-0.0684905,"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/0.8000 06/15/22-30Y LCH","isin":"EZ4DZ289J9M0","value_usd":-12584785.01,"pct_val":-0.0748451,"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 SGD SIBSORA/2.75000 09/18/24-5Y LCH","isin":"EZPDMLY42MJ2","value_usd":-13370151.13,"pct_val":-0.0856966,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"SG","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":-13482238.11,"pct_val":-0.086415,"balance":-14100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":-13671140.18,"pct_val":-0.0846766,"balance":-14100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":-13766909.36,"pct_val":-0.0818755,"balance":-14100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS EUR 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":-14450790.27,"pct_val":-0.0859428,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/19/25-10Y LCH","isin":"EZDJZW92MSS2","value_usd":-15233484.45,"pct_val":-0.0905976,"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 MUT+5.89/0.0000 03/17/21-10Y LCH","isin":"EZ0LMW4MYWD9","value_usd":-15432013.98,"pct_val":-0.0917784,"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":-15743269.1,"pct_val":-0.100907,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 06/19/24-20Y LCH","isin":"EZ2YJBCZJ162","value_usd":-21526614.91,"pct_val":-0.133332,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 09/18/24-10Y LCH","isin":"EZGG5GCVX2P9","value_usd":-22862872.13,"pct_val":-0.135972,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.25000 09/17/25-10Y LCH","isin":"EZ9QPMSV7CJ4","value_usd":-24300367.17,"pct_val":-0.144521,"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":-25894021.94,"pct_val":-0.153999,"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":"US01F0226A83","value_usd":-50163079.51,"pct_val":-0.310701,"balance":-59530000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS AUD 3.50000 03/18/26-5Y LCH","isin":"EZYN149WVD59","value_usd":-58441989.48,"pct_val":-0.34757,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":-59329798.85,"pct_val":-0.380277,"balance":-71530000,"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":"US01F0226260","value_usd":-60470791.76,"pct_val":-0.359636,"balance":-71530000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-64399040.85,"pct_val":-0.412768,"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 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204895","value_usd":-86862016.9,"pct_val":-0.556746,"balance":-95000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326213","value_usd":-103011672.23,"pct_val":-0.612638,"balance":-113190000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-103609143.43,"pct_val":-0.664087,"balance":-115100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-105141793.16,"pct_val":-0.651229,"balance":-115100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":-120304958.05,"pct_val":-0.715486,"balance":-136100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-131858823.86,"pct_val":-0.7842,"balance":-143100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":-132719141.82,"pct_val":-0.789317,"balance":-131000000,"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":"US01F0204713","value_usd":-136920873.1,"pct_val":-0.8776,"balance":-149800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":-138676073.81,"pct_val":-0.88885,"balance":-138800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":-139862103.15,"pct_val":-0.86628,"balance":-138800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326A37","value_usd":-147176148.68,"pct_val":-0.911582,"balance":-161390000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306B93","value_usd":-217881079.52,"pct_val":-1.34952,"balance":-248000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0204A48","value_usd":-225048676.75,"pct_val":-1.39391,"balance":-244800000,"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":-226707750,"pct_val":-1.34829,"balance":-244800000,"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":-249134594.03,"pct_val":-1.48167,"balance":-308110000,"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":-367883213.94,"pct_val":-2.35796,"balance":-464400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206791","value_usd":-705029301.22,"pct_val":-4.51892,"balance":-890350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206205","value_usd":-846097977.61,"pct_val":-5.03197,"balance":-1046640000,"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":-1092244305.77,"pct_val":-6.76516,"balance":-1354750000,"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-international-bond-fund-u-s-dollar-hedged.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-international-bond-fund-u-s-dollar-hedged/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO International Bond Fund (U.S. Dollar-Hedged) | LEI: 549300NKY72DZUNDF872 | 1620 positions totaling $31,092,073,721 across STIV, LON, ABS-O, ABS-MBS, DIR, ABS-CBDO, DBT, DFE, DCR, EP | 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"}
