{"entity_type":"fund","name":"PIMCO International Portfolio","identifiers":{"lei":"TQP7DPAB80LXP8753734","cik":"810893","fund_id":"S000009851","fundkey":"pimco-international-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":202,"total_value_usd":444608970.47,"asset_categories":["STIV","DIR","ABS-MBS","DFE","ABS-O","DBT"],"by_asset_category":{"ABS-MBS":{"positions":93,"total_value_usd":12007905.37},"DBT":{"positions":34,"total_value_usd":272149553.34},"DIR":{"positions":72,"total_value_usd":3964964.87},"ABS-O":{"positions":1,"total_value_usd":165.55},"DFE":{"positions":1,"total_value_usd":1834.22},"STIV":{"positions":1,"total_value_usd":156484547.12}}},"holdings":[{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":156484547.12,"pct_val":29.709,"balance":16064525.93,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/54 4.375","isin":"GB00BPSNBB36","value_usd":49934621.7,"pct_val":9.48022,"balance":42200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROPEAN UNION (EU)","title":"EUROPEAN UNION SR UNSECURED REGS 10/29 2.875","isin":"EU000A3L1CN4","value_usd":33723649.23,"pct_val":6.40253,"balance":28300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"N/A","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":21756861.27,"pct_val":4.11753,"balance":29000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 12/44 2","isin":"JP1201911R15","value_usd":19222173.14,"pct_val":3.64938,"balance":3460000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIA GOVT","title":"AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75","isin":"AU000XCLWAM0","value_usd":18244882.07,"pct_val":3.45288,"balance":31400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","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":15586550.15,"pct_val":2.94979,"balance":21400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3","isin":"JP1300851R17","value_usd":14356792.65,"pct_val":2.72568,"balance":2800000000,"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 (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":14213659.35,"pct_val":2.6985,"balance":2710000000,"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 (20 YEAR ISSUE) BONDS 03/45 2.4","isin":"JP1201921R47","value_usd":12411235.96,"pct_val":2.35631,"balance":2100000000,"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 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":11216212.46,"pct_val":2.19508,"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":"PROVINCE OF QUEBEC","title":"PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45","isin":"CA74814ZFT53","value_usd":10415150.49,"pct_val":1.97109,"balance":13600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8","isin":"JP1300871R70","value_usd":9715851.63,"pct_val":1.84458,"balance":1700000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF ONTARIO CANADA","title":"ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8","isin":"CA68333ZBG15","value_usd":9687021.98,"pct_val":1.83329,"balance":13300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CPPIB CAPITAL INC","title":"CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3","isin":"CA12593CAY71","value_usd":8951039.86,"pct_val":1.694,"balance":11800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":7575483.27,"pct_val":1.43823,"balance":1630000000,"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 08/32 1","isin":"AU3SG0002439","value_usd":7545980.42,"pct_val":1.43262,"balance":14000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROPEAN INVESTMENT BANK (EIB)","title":"EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK","isin":"EU000A3L4C16","value_usd":4545356.84,"pct_val":0.862948,"balance":3900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":3289125.98,"pct_val":0.624449,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":1983870.42,"pct_val":0.376643,"balance":2001000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.25000 06/18/25-7Y LCH","isin":"EZ9MYT9FCQB5","value_usd":1950305.49,"pct_val":0.370271,"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":"COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1","isin":"US12668RAA68","value_usd":1904017.31,"pct_val":0.361483,"balance":2318012.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-NC1","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B","isin":"US617505AC64","value_usd":1884780.16,"pct_val":0.357831,"balance":3917887.62,"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 09/55 3.2","isin":"JP1300881RA0","value_usd":1547688.97,"pct_val":0.293833,"balance":250000000,"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 04/26 0.00000","isin":"US912797TG20","value_usd":1325611.38,"pct_val":0.251671,"balance":1338000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7","isin":"JP1201941RA2","value_usd":1293234.81,"pct_val":0.245524,"balance":210000000,"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":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":1244527.43,"pct_val":0.236277,"balance":-646,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1","isin":"US12669GPN50","value_usd":1185844.53,"pct_val":0.225136,"balance":1275884.19,"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":"IRS NZD 3.75000 06/15/22-5Y LCH","isin":"EZ329Y2MS4V2","value_usd":1146208.54,"pct_val":0.217611,"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":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":1075418.98,"pct_val":0.204171,"balance":1087000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RD17","value_usd":1047155.25,"pct_val":0.204935,"balance":1061000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 10/61 0.5","isin":"GB00BMBL1D50","value_usd":1024485.52,"pct_val":0.194501,"balance":2900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RB50","value_usd":891396.08,"pct_val":0.168699,"balance":892000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TRUST 2005-16","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A","isin":"US41161PYZ07","value_usd":711036.84,"pct_val":0.134992,"balance":1101363.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":692801.9,"pct_val":0.135586,"balance":-635,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-30Y LCH","isin":"EZ0141M3RG43","value_usd":682599.8,"pct_val":0.133589,"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":"MORGAN STANLEY ABS CAPITAL I 2007-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B","isin":"US617526AD01","value_usd":670704.5,"pct_val":0.127335,"balance":1130801.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797QK68","value_usd":666071.8,"pct_val":0.130354,"balance":670000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":601943.01,"pct_val":0.11428,"balance":608000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SG39","value_usd":591953.56,"pct_val":0.112384,"balance":593000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797MS31","value_usd":555937.97,"pct_val":0.105213,"balance":556000,"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 11/25 0.00000","isin":"US912797RN98","value_usd":555400.85,"pct_val":0.105111,"balance":558000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":552325.82,"pct_val":0.104861,"balance":588564.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2005-AR5","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A","isin":"US23332UFF66","value_usd":482437.81,"pct_val":0.0915921,"balance":915836.78,"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 2005-AR2","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1","isin":"US39538RBB42","value_usd":449294.75,"pct_val":0.0852998,"balance":560364.41,"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 2005-38","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3","isin":"US12667GZ303","value_usd":437681.49,"pct_val":0.083095,"balance":479601.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":432059.83,"pct_val":0.0845568,"balance":144,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-62","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1","isin":"US12668ATN53","value_usd":418806.52,"pct_val":0.0795116,"balance":542083.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC WHOLE LOAN 2005-S001","title":"FREDDIE MAC WHOLE LOAN FHW 2005 S001 1A2","isin":"US35562QAB41","value_usd":413920.82,"pct_val":0.078584,"balance":421846.26,"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 01/26 0.00000","isin":"US912797SH12","value_usd":322209.46,"pct_val":0.0611723,"balance":323000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2006-M1","title":"ARGENT SECURITIES INC. ARSI 2006 M1 A2B","isin":"US04012MAP41","value_usd":312034.63,"pct_val":0.0592406,"balance":1153332.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SF55","value_usd":298680.36,"pct_val":0.0567053,"balance":299000,"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":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":287632.12,"pct_val":0.0546077,"balance":299,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":212377.2,"pct_val":0.0401929,"balance":214000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-1","title":"COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1","isin":"US12669GRQ63","value_usd":211536.09,"pct_val":0.0401607,"balance":229376.61,"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":198806.01,"pct_val":0.0377439,"balance":208713.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH","isin":"EZ64KXLFNMN4","value_usd":187413.7,"pct_val":0.035581,"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":"WASHINGTON MUTUAL 2006-AR15","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A","isin":"US93363QAC24","value_usd":178861.33,"pct_val":0.0339573,"balance":197659.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1","isin":"US126694A329","value_usd":175398.04,"pct_val":0.0332998,"balance":184871.42,"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 FUNDING CERTS 2004-OPT5","title":"ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1","isin":"US04542BJY92","value_usd":175320.78,"pct_val":0.0332851,"balance":174611.7,"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":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":170063.53,"pct_val":0.032287,"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":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797RH21","value_usd":157908.67,"pct_val":0.0299794,"balance":158000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-31","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1","isin":"US12667GZB21","value_usd":122505.8,"pct_val":0.0232581,"balance":130686.36,"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 2005-61","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1","isin":"US12668AVP73","value_usd":120961.02,"pct_val":0.0229648,"balance":126901.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2003-4","title":"SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1","isin":"US81743PBW59","value_usd":119051.44,"pct_val":0.0226022,"balance":118468.9,"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":115275.19,"pct_val":0.0218853,"balance":114281.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH","isin":"EZGTN9JZ4G83","value_usd":114622.69,"pct_val":0.0217614,"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":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797QE09","value_usd":111899.04,"pct_val":0.0211771,"balance":112000,"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 2.45000 05/05/25-10Y LCH","isin":"EZCDFQCSBVM0","value_usd":108483.22,"pct_val":0.0205958,"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/2.8500 12/19/24-8Y* LCH","isin":"EZSHQTW9QFG1","value_usd":98426.47,"pct_val":0.0186865,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":94246.71,"pct_val":0.017893,"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 2.51000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":82074.65,"pct_val":0.0155821,"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":"DSLA MORTGAGE LOAN TRUST 2005-AR2","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A","isin":"US23332UDC53","value_usd":81340.01,"pct_val":0.0154426,"balance":84531.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2004-9","title":"SEQUOIA MORTGAGE TRUST SEMT 2004 9 A2","isin":"US81744FDW41","value_usd":81304.98,"pct_val":0.015436,"balance":90010.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":76369.24,"pct_val":0.014453,"balance":365,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2007-CB1","title":"CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A","isin":"US1248MGAJ39","value_usd":70640.26,"pct_val":0.0134112,"balance":238971.83,"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/2.7500 12/17/25-10Y LCH","isin":"EZDJ138TZQK3","value_usd":66561.76,"pct_val":0.0126369,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":64379.8,"pct_val":0.0122227,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-3","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A","isin":"US41161PMG53","value_usd":63240.62,"pct_val":0.0120064,"balance":64130.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2005-AR4","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A","isin":"US23332UEM27","value_usd":60249.97,"pct_val":0.0114386,"balance":66508.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMORTIZING RESIDENTIAL COLLAT 2001-BC6","title":"AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A","isin":"US86358RMY08","value_usd":57633.35,"pct_val":0.0109418,"balance":57865.54,"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":57421.78,"pct_val":0.0109017,"balance":213659.03,"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":"IRS AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":55027.11,"pct_val":0.010447,"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":"COUNTRYWIDE HOME LOANS 2005-9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3","isin":"US12669GZQ71","value_usd":52462.55,"pct_val":0.0099602,"balance":58903.98,"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 JPY MUTK/1.25000 03/18/26-5Y LCH","isin":"EZF8J28VCPC2","value_usd":49067.69,"pct_val":0.0093156,"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":"COUNTRYWIDE ALTERNATIVE LN TR 2005-81","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1","isin":"US12668BBN29","value_usd":46281.18,"pct_val":0.0087866,"balance":55148.4,"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 JPY MUTK/1.50000 03/18/26-10Y LCH","isin":"EZBFVVH6X990","value_usd":44170.79,"pct_val":0.0083859,"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":"COUNTRYWIDE ALT LOAN TRUST 2006-OA22","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1","isin":"US23245PAA93","value_usd":44012.64,"pct_val":0.0083559,"balance":46713.27,"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/2.9000 03/31/25-8Y* LCH","isin":"EZM3GC13QTT8","value_usd":42750.92,"pct_val":0.0081164,"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":"WASHINGTON MUTUAL 2006-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A","isin":"US92925DAB64","value_usd":42665.76,"pct_val":0.0081002,"balance":47659.44,"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":42091.4,"pct_val":0.0079912,"balance":41891.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-10","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A","isin":"US41161PTN32","value_usd":35115.46,"pct_val":0.0066668,"balance":54594.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE6","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1","isin":"US61755CAA09","value_usd":30002.06,"pct_val":0.005696,"balance":32686.5,"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":28985.9,"pct_val":0.0055031,"balance":116645.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.00000 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":27935.6,"pct_val":0.0054672,"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":"CS FIRST BOSTON MTGE SEC CORP 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":25713.74,"pct_val":0.0048818,"balance":25876.92,"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 2005-9","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A","isin":"US41161PSK02","value_usd":23854.07,"pct_val":0.0045288,"balance":25243.62,"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 HOME EQTY LN 2007-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2","isin":"US04544TAB70","value_usd":23353.22,"pct_val":0.0044337,"balance":32237.42,"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":"IRS AUD 4.00000 06/18/25-5Y LCH","isin":"EZW4GW0C6PW9","value_usd":23266.31,"pct_val":0.0044172,"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":"LONG BEACH MTGE LOAN TRUST 2004-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1","isin":"US542514HN71","value_usd":22882.52,"pct_val":0.0043443,"balance":23372.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2073","title":"FREDDIE MAC FHR 2073 PH","isin":"US3133TER551","value_usd":20896.16,"pct_val":0.0039672,"balance":20513.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":19377.15,"pct_val":0.0036788,"balance":20989.31,"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 2005-61","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1","isin":"US12668AVL69","value_usd":18808.31,"pct_val":0.0035708,"balance":19963.88,"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":"OIS CAD CAONREPO/3.2500 06/18/25-10Y LCH","isin":"EZZS88NMZ4T2","value_usd":18707.53,"pct_val":0.0035517,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":18204.53,"pct_val":0.0035627,"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":"THORNBURG MORTGAGE SECURITIES TR 2004-1","title":"THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A","isin":"US885220ET68","value_usd":15472.96,"pct_val":0.0029376,"balance":15777.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-11","title":"COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1","isin":"US12669GUX77","value_usd":15022.79,"pct_val":0.0028521,"balance":28602.82,"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 080418 G2 06/30 FLOATING VAR","isin":"US36225CPC46","value_usd":13729.28,"pct_val":0.0026065,"balance":13693.36,"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":13491.13,"pct_val":0.0025613,"balance":14056.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":12581.46,"pct_val":0.0024623,"balance":-20,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2006-CB9","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1","isin":"US12465MAA27","value_usd":12253.29,"pct_val":0.0023263,"balance":26785.7,"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":"OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH","isin":"EZ272ZNDWLQ3","value_usd":11822.06,"pct_val":0.0022445,"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":"FANNIEMAE WHOLE LOAN 2003-W6","title":"FANNIEMAE WHOLE LOAN FNW 2003 W6 F","isin":"US31393BX754","value_usd":11120.25,"pct_val":0.0021112,"balance":11163.19,"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":10279.1,"pct_val":0.0019515,"balance":16882.84,"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":9802.47,"pct_val":0.001861,"balance":10048.76,"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 080397 G2 04/30 FLOATING VAR","isin":"US36225CNP76","value_usd":9649.09,"pct_val":0.0018319,"balance":9605.3,"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 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1","isin":"US12669GPR64","value_usd":7840.62,"pct_val":0.0014886,"balance":8065.48,"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 ASSET BACKED 2006-HE5","title":"WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1","isin":"US93934XAB91","value_usd":7273.39,"pct_val":0.0013809,"balance":20766.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-HE1","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1","isin":"US44328AAB61","value_usd":7150.26,"pct_val":0.0013575,"balance":20138.4,"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 1G2602 FH 10/36 FLOATING VAR","isin":"US3128QS3K03","value_usd":7070.82,"pct_val":0.0013424,"balance":6867.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA ASSET ACCEPTANCE CORP 2005-AR5","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1","isin":"US65535VPU60","value_usd":6162.67,"pct_val":0.00117,"balance":6844.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH","isin":"EZPKHFP8GQ39","value_usd":6119.05,"pct_val":0.0011617,"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":"FANNIEMAE WHOLE LOAN 2004-W12","title":"FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1","isin":"US31394A6Y70","value_usd":6111.53,"pct_val":0.0011603,"balance":5855.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-61","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1","isin":"US31395A3J20","value_usd":5803.96,"pct_val":0.0011019,"balance":5960.02,"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-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":5364.54,"pct_val":0.0010185,"balance":5511.05,"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 TRUST 2005-16","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A","isin":"US41161PYW75","value_usd":5300.99,"pct_val":0.0010064,"balance":5101.07,"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 2005-3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A","isin":"US17307GTJ75","value_usd":4335.49,"pct_val":0.0008231,"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":"HARBORVIEW MORTGAGE LOAN TR 2005-8","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A","isin":"US41161PQU02","value_usd":4236.22,"pct_val":0.0008043,"balance":7102.21,"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":4221.62,"pct_val":0.0008015,"balance":21493.07,"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-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A","isin":"US939336X409","value_usd":4149.38,"pct_val":0.0007878,"balance":4231.04,"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":4132.62,"pct_val":0.0007846,"balance":3937.76,"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":0.0007744,"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":"WASHINGTON MUTUAL 2005-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A","isin":"US92922FU480","value_usd":3613.08,"pct_val":0.000686,"balance":3681.67,"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 THRU SEC T-35","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 35 A","isin":"US313398VT33","value_usd":3481.74,"pct_val":0.000661,"balance":3484.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":3165.52,"pct_val":0.000601,"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":"WASHINGTON MUTUAL 2005-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A","isin":"US92922FD213","value_usd":2541.12,"pct_val":0.0004824,"balance":2529.3,"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-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A","isin":"US9393357P40","value_usd":1982.54,"pct_val":0.0003764,"balance":2022.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-16","title":"COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A","isin":"US12669FY239","value_usd":1981.93,"pct_val":0.0003763,"balance":2030.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BOUGHT JPY SOLD USD 20260114","isin":null,"value_usd":1834.22,"pct_val":0.0003482,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2003-8","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1","isin":"US22541NX200","value_usd":1539.27,"pct_val":0.0002922,"balance":1494.73,"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":1326.44,"pct_val":0.0002518,"balance":1357.02,"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":1209.62,"pct_val":0.0002296,"balance":1282.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 5","title":"SEQUOIA MORTGAGE TRUST SEMT 5 A","isin":"US81743WAA99","value_usd":1122.08,"pct_val":0.000213,"balance":1130.94,"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":1118.66,"pct_val":0.0002124,"balance":1097.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1","isin":"US251513AR81","value_usd":989.55,"pct_val":0.0001879,"balance":1180.96,"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":"OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH","isin":"EZ4729SQJYG8","value_usd":980.75,"pct_val":0.0001862,"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-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":798.66,"pct_val":0.0001511,"balance":21,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":605.47,"pct_val":0.000115,"balance":624.12,"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 2004-11","title":"FANNIE MAE FNR 2004 11 A","isin":"US31393T7H31","value_usd":487.41,"pct_val":0.0000925,"balance":488.15,"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 594243 FN 12/30 FLOATING VAR","isin":"US31387UEQ04","value_usd":441.34,"pct_val":0.0000838,"balance":433.09,"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":420.26,"pct_val":0.0000798,"balance":436.78,"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":371.24,"pct_val":0.0000705,"balance":371.42,"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 SEC CORP 2005-7XS","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A","isin":"US86359B7K13","value_usd":333.82,"pct_val":0.0000653,"balance":335.02,"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 2004-63","title":"FANNIE MAE FNR 2004 63 FA","isin":"US31394ANT96","value_usd":305.17,"pct_val":0.0000579,"balance":310.46,"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 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1","isin":"US12669GTV31","value_usd":270.75,"pct_val":0.0000514,"balance":275.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2395","title":"FREDDIE MAC FHR 2395 FT","isin":"US31339LMA51","value_usd":261.39,"pct_val":0.0000496,"balance":261.71,"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 1999-37","title":"FANNIE MAE FNR 1999 37 F","isin":"US31359V6Z11","value_usd":247.58,"pct_val":0.000047,"balance":247.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMALL BUSINESS ADMIN PART CERT 2005-20J","title":"SMALL BUSINESS ADMINISTRATION SBAP 2005 20J 1","isin":"US83162CPV99","value_usd":165.55,"pct_val":0.0000313,"balance":165.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008849 G2 04/26 FLOATING VAR","isin":"US36202KZN89","value_usd":147.98,"pct_val":0.0000281,"balance":148.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MTGE LOAN TRUST 2003-2F","title":"GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1","isin":"US36228FNB84","value_usd":49.93,"pct_val":0.0000095,"balance":48.29,"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 008699 G2 09/25 FLOATING VAR","isin":"US36202KUY99","value_usd":33.47,"pct_val":0.0000066,"balance":33.53,"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 008696 G2 09/25 FLOATING VAR","isin":"US36202KUV50","value_usd":25.18,"pct_val":0.0000049,"balance":25.24,"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":11.18,"pct_val":0.0000022,"balance":11.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.25000 09/17/25-10Y LCH","isin":"EZ9QPMSV7CJ4","value_usd":-16.55,"pct_val":-0.0000031,"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 09/17/25-5Y LCH","isin":"EZ3HH69JH6C6","value_usd":-22.29,"pct_val":-0.0000042,"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/2.75000 09/17/25-5Y LCH","isin":"EZ94RD4GY7X0","value_usd":-104.59,"pct_val":-0.0000199,"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 3.75000 03/18/26-5Y LCH","isin":"EZYN149WVD59","value_usd":-2287.67,"pct_val":-0.0004343,"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":"317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071","isin":"EZLXC2V2MYF7","value_usd":-4021.81,"pct_val":-0.0007871,"balance":-3600000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  AUG25C 132.5 EXP 07/25/2025","isin":"DE000F1674Y7","value_usd":-4617.57,"pct_val":-0.0009037,"balance":-28,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL OPTION  AUG25C 118.5 EXP 07/25/2025","isin":"DE000F167SZ1","value_usd":-5442.13,"pct_val":-0.0010651,"balance":-42,"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":"317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716","isin":"EZMWVGHPD033","value_usd":-5944.08,"pct_val":-0.0011633,"balance":-3600000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL OPTION  AUG25P 117.2 EXP 07/25/2025","isin":"DE000F167SF3","value_usd":-8905.31,"pct_val":-0.0017428,"balance":-42,"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  AUG25P 129 EXP 07/25/2025","isin":"DE000F167368","value_usd":-11214.09,"pct_val":-0.0021947,"balance":-28,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.28000 03/04/25-5Y LCH","isin":"EZQH3P2675Q7","value_usd":-14305.23,"pct_val":-0.0027159,"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/3.0000 01/13/25-8Y* LCH","isin":"EZKVS9DRRQP2","value_usd":-16709.83,"pct_val":-0.0031724,"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 4.00000 09/17/25-5Y LCH","isin":"EZHYPJQM5V95","value_usd":-20748.05,"pct_val":-0.0039391,"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":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-21483.97,"pct_val":-0.0040788,"balance":22,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 09/17/25-10Y LCH","isin":"EZ9W83MVPGX6","value_usd":-23549.96,"pct_val":-0.004471,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":-24629.01,"pct_val":-0.0048201,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.35000 04/29/25-5Y LCH","isin":"EZ74X71XY4J2","value_usd":-32103.05,"pct_val":-0.0060949,"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 2.61000 03/24/25-10Y LCH","isin":"EZPS73SKDR02","value_usd":-37259.18,"pct_val":-0.0070738,"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/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-46213.53,"pct_val":-0.0087738,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 04/09/25-5Y LCH","isin":"EZVHX3M64G11","value_usd":-54962.48,"pct_val":-0.0104348,"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/4.50000 03/18/26-30Y LCH","isin":"EZ7PRP9KG5G9","value_usd":-65267.37,"pct_val":-0.0123912,"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":-84122.87,"pct_val":-0.0164634,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-101709.19,"pct_val":-0.0193098,"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/3.50000 09/17/25-2Y LCH","isin":"EZDJBYWF0BY5","value_usd":-104305.03,"pct_val":-0.0198026,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.42000 03/07/25-10Y LCH","isin":"EZL5KMTRTV12","value_usd":-115180.18,"pct_val":-0.0218673,"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 2.38000 12/31/24-10Y LCH","isin":"EZT9L1T84284","value_usd":-150216.61,"pct_val":-0.028519,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 03/20/24-10Y LCH","isin":"EZJLKSMVQPQ8","value_usd":-167268.34,"pct_val":-0.0317563,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 09/20/23-10Y LCH","isin":"EZGXS4F4YYN6","value_usd":-241360.75,"pct_val":-0.045823,"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":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-331692.37,"pct_val":-0.0627735,"balance":-666,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-378428.77,"pct_val":-0.0740609,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH","isin":"EZ1777XRV3N1","value_usd":-410182.1,"pct_val":-0.0778742,"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 3.75000 03/19/25-5Y LCH","isin":"EZ1SKCYFPQ26","value_usd":-541159.05,"pct_val":-0.102741,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 09/18/24-10Y LCH","isin":"EZLG541MMLX8","value_usd":-701760.36,"pct_val":-0.133231,"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":-946883.93,"pct_val":-0.179769,"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/3.0000 03/18/26-10Y LCH","isin":"EZG108R6YDV7","value_usd":-1090340.97,"pct_val":-0.207004,"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 4.25000 03/18/26-10Y LCH","isin":"EZWQB1T1PD87","value_usd":-1706550.82,"pct_val":-0.323993,"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/3.5000 03/28/24-8Y* LCH","isin":"EZ6CFT2N3TR9","value_usd":-2141447.83,"pct_val":-0.40656,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-3108601.67,"pct_val":-0.590176,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-5632729.84,"pct_val":-1.10236,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-international-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-international-portfolio/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO International Portfolio | LEI: TQP7DPAB80LXP8753734 | 202 positions totaling $444,608,970 across STIV, DIR, ABS-MBS, DFE, ABS-O, DBT | 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"}
