{"entity_type":"fund","name":"PIMCO Long-Term Real Return Fund","identifiers":{"lei":"YO8YB8KUOR2PV7RGCT05","cik":"810893","fund_id":"S000009699","fundkey":"pimco-long-term-real-return-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":300,"total_value_usd":571695427.04,"asset_categories":["DCO","DBT","EP","ABS-MBS","ABS-CBDO","STIV","DIR"],"by_asset_category":{"ABS-MBS":{"positions":114,"total_value_usd":174329232.55},"DIR":{"positions":71,"total_value_usd":5851861.98},"DCO":{"positions":38,"total_value_usd":-51671.76},"DBT":{"positions":62,"total_value_usd":373898404.88},"ABS-CBDO":{"positions":13,"total_value_usd":17067553.1},"EP":{"positions":1,"total_value_usd":161724.8},"STIV":{"positions":1,"total_value_usd":438321.49}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/44 1.375","isin":"US912810RF75","value_usd":29849941,"pct_val":9.28528,"balance":35611824.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/45 0.75","isin":"US912810RL44","value_usd":29311754.74,"pct_val":9.11787,"balance":40154188.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/54 2.125","isin":"US912810TY47","value_usd":28953010.38,"pct_val":9.00627,"balance":32188616.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/53 1.5","isin":"US912810TP30","value_usd":28472376.24,"pct_val":8.85676,"balance":36475821,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/42 0.75","isin":"US912810QV35","value_usd":25191379.92,"pct_val":7.83616,"balance":32321181.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/41 2.125","isin":"US912810QP66","value_usd":21748112.51,"pct_val":6.76508,"balance":22192573.84,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/55 2.375","isin":"US912810UH94","value_usd":21166137.14,"pct_val":6.58405,"balance":22288392,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/43 0.625","isin":"US912810RA88","value_usd":19363743.58,"pct_val":6.02339,"balance":25987637,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/47 0.875","isin":"US912810RW09","value_usd":17419686.35,"pct_val":5.41866,"balance":24131105.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/50 0.25","isin":"US912810SM18","value_usd":16162352.7,"pct_val":5.02754,"balance":28039645.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/40 2.125","isin":"US912810QF84","value_usd":15808031.19,"pct_val":4.91733,"balance":15953305.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":15704568.71,"pct_val":4.88514,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/51 0.125","isin":"US912810SV17","value_usd":15428469.11,"pct_val":4.79926,"balance":28526870.3,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/46 1","isin":"US912810RR14","value_usd":14677317.14,"pct_val":4.5656,"balance":19444647,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/52 0.125","isin":"US912810TE82","value_usd":14374477.21,"pct_val":4.4714,"balance":27136112,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/48 1","isin":"US912810SB52","value_usd":12975959.81,"pct_val":4.03637,"balance":17743400.82,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/49 1","isin":"US912810SG40","value_usd":12012155.74,"pct_val":3.73656,"balance":16679015.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":9991949.87,"pct_val":2.7517,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":9848727.13,"pct_val":2.73455,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":9749828.91,"pct_val":3.03283,"balance":9500000,"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":9703969.66,"pct_val":2.67239,"balance":9500000,"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":9667480.29,"pct_val":3.00722,"balance":9300000,"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":9645373.94,"pct_val":2.67809,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":9611921.44,"pct_val":2.64704,"balance":9300000,"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":9589317.7,"pct_val":2.66253,"balance":9300000,"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 MA8487 G2 12/52 FIXED 3.5","isin":"US36179XNC64","value_usd":8446076.56,"pct_val":2.62728,"balance":9202927.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/29 1.625","isin":"US91282CLV18","value_usd":7839194.7,"pct_val":2.4385,"balance":7760925,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":7471783.75,"pct_val":2.32421,"balance":7375000,"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 GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":7451278.3,"pct_val":2.31783,"balance":1148222560,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":7431433.8,"pct_val":2.04656,"balance":7375000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":7368415.31,"pct_val":2.04588,"balance":7375000,"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 2023-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 JF","isin":"US38382YM425","value_usd":6711153.3,"pct_val":2.08761,"balance":6650078.97,"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 144A REGS 05/28 1","isin":"IT0005246134","value_usd":6407996.72,"pct_val":1.9933,"balance":5403300,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","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":6012750.87,"pct_val":1.66947,"balance":6599340,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/35 1.875","isin":"US91282CNS60","value_usd":5766301.48,"pct_val":1.7937,"balance":5779971,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED REGS 05/26 0.65","isin":"IT0005415416","value_usd":5745137.01,"pct_val":1.78711,"balance":4915040,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":5623589.58,"pct_val":1.54869,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":5350356.87,"pct_val":1.48556,"balance":5753312,"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 MA5295 FN 03/54 FIXED 6","isin":"US31418E3D02","value_usd":3211963.46,"pct_val":0.99913,"balance":3125543.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":3049967.9,"pct_val":0.948739,"balance":3249885,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":2634120.71,"pct_val":0.819383,"balance":2648125,"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 0.19700 11/08/22-30Y LCH","isin":"EZ3H5XY3RVT8","value_usd":2553032.89,"pct_val":0.79416,"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":"MF1 2022-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":2400574.87,"pct_val":0.746735,"balance":2399274.27,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.86500 02/13/24-30Y LCH","isin":"EZLBBPTCYY71","value_usd":2195857.28,"pct_val":0.683055,"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":"TIKEHAU CLO V BV 5A","title":"TIKEHAU TIKEH 5A AR 144A","isin":"XS3052010652","value_usd":2175747.75,"pct_val":0.676799,"balance":1850000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX TRUST 2022-FOX2","title":"BX TRUST BX 2022 FOX2 A2 144A","isin":"US05610AAW80","value_usd":2106225.27,"pct_val":0.580037,"balance":2108833.05,"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-2006-2","title":"SAXON ASSET SECURITIES TRUST SAST 2006 2 M1","isin":"US80556XAG25","value_usd":1959544.22,"pct_val":0.609546,"balance":2032156,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":1903335.55,"pct_val":0.592061,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIT MTGE LOAN TRUST 2007-1","title":"CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A","isin":"US12559QAF90","value_usd":1815128.2,"pct_val":0.564623,"balance":1786138.46,"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 ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3","isin":"US93936NAC74","value_usd":1806412.31,"pct_val":0.561912,"balance":2304783.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":1800032.94,"pct_val":0.559928,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":1800000,"pct_val":0.495705,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXV LTD 2021-25A","title":"SYMPHONY CLO LTD SYMP 2021 25A AR 144A","isin":"US87167WDC64","value_usd":1799930.77,"pct_val":0.559896,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":1793258.48,"pct_val":0.55782,"balance":1794603.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0022 G2 11/54 FIXED 3.5","isin":"US3618N5AY58","value_usd":1549137.78,"pct_val":0.430127,"balance":1699830.56,"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 2021-FL4","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A","isin":"US03880RAA77","value_usd":1541691.42,"pct_val":0.479567,"balance":1531615.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOCA STATIC CLO I DAC 1A","title":"AVOCA STATIC CLO AVOST 1A AR 144A","isin":"XS2935873880","value_usd":1528359.21,"pct_val":0.475419,"balance":1300689.52,"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 MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":1524491.71,"pct_val":0.474216,"balance":1672480.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/25 0.125","isin":"US91282CAQ42","value_usd":1478350.97,"pct_val":0.410472,"balance":1483464,"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 0.19500 11/04/22-30Y LCH","isin":"EZZLWXLX9PF2","value_usd":1456624.81,"pct_val":0.453105,"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":"STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A","isin":"US78486BAA26","value_usd":1425838.39,"pct_val":0.443529,"balance":1424526.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS CLO LTD 2018-I","title":"BABSON CLO LTD BABSN 2018 1A A1 144A","isin":"US06760GAA94","value_usd":1306060.07,"pct_val":0.362635,"balance":1304553.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":1276334.23,"pct_val":0.397023,"balance":196486480,"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 POOL MB0201 G2 02/55 FIXED 3.5","isin":"US3618N5GK90","value_usd":1275558.51,"pct_val":0.354166,"balance":1399998.85,"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 2018-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG","isin":"US38380LJY02","value_usd":1211608.96,"pct_val":0.376889,"balance":1203286.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/33 1.375","isin":"US91282CHP95","value_usd":1149935.33,"pct_val":0.357705,"balance":1179310,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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 2A1","isin":"US05951EAC12","value_usd":1105034.48,"pct_val":0.343738,"balance":1278970.95,"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 2007-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4","isin":"US12670FAE07","value_usd":1072880.57,"pct_val":0.333736,"balance":1097588.83,"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":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":1002846.94,"pct_val":0.278446,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD","isin":"US38382YC921","value_usd":992197.85,"pct_val":0.308638,"balance":973477.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY PASS-THRU CERTS 2005-8","title":"HOME EQUITY ASSET TRUST HEAT 2005 8 M2","isin":"US437084QA78","value_usd":928144.53,"pct_val":0.288713,"balance":939058.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/34 0.005","isin":"JP1120291Q59","value_usd":921612.41,"pct_val":0.286681,"balance":147232400,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2","isin":"US3137F4CZ38","value_usd":821121.31,"pct_val":0.255422,"balance":823322.05,"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 II 2007-1","title":"BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1","isin":"US07389KAA97","value_usd":743753.68,"pct_val":0.231356,"balance":1587319.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4687","title":"FREDDIE MAC FHR 4687 FG","isin":"US3137BY3C20","value_usd":738242.82,"pct_val":0.229642,"balance":753128.86,"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 RRB BONDS 12/26 4.25","isin":"CA135087VS05","value_usd":707942.54,"pct_val":0.220216,"balance":941070,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIQUEST MTGE SEC 2003-AR3","title":"AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4","isin":"US03072SHJ78","value_usd":685005.65,"pct_val":0.213081,"balance":699695.83,"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 CERTIFICATES 2007-8","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1","isin":"US12669WAA45","value_usd":653476.87,"pct_val":0.203274,"balance":677460.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR SPECIALIZED LOAN TRUST 2005-2","title":"MASTR SPECIALIZED LOAN TRUST MASD 2005 2 M3 144A","isin":"US576436CG29","value_usd":632091.87,"pct_val":0.196622,"balance":491483.08,"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 01/35 2.125","isin":"US91282CML27","value_usd":630189.92,"pct_val":0.19603,"balance":619044,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1","isin":"US76114CAG15","value_usd":616313.29,"pct_val":0.191714,"balance":3332374.29,"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 MTGE BK SEC TR 2006-AR4","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4","isin":"US94983PAF53","value_usd":608530.08,"pct_val":0.189293,"balance":614127.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIAA CLO IV LTD 2018-1A","title":"TIAA CLO LTD TIA 2018 1A A1AR 144A","isin":"US88631YAL11","value_usd":597887.6,"pct_val":0.185982,"balance":597596.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECUR TRUST 2005-A15","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1","isin":"US45660L4E63","value_usd":537954.44,"pct_val":0.167339,"balance":780863.28,"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 2007-6","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A1","isin":"US059526AB99","value_usd":514487.08,"pct_val":0.160039,"balance":533439.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST SERIES 2007-20N","title":"LEHMAN XS TRUST LXS 2007 20N A1","isin":"US52525AAA25","value_usd":481027.59,"pct_val":0.149631,"balance":474564.59,"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":"INF SWAP US IT 2.31125 02/24/21-10Y LCH","isin":"EZ0098TXC0B7","value_usd":447118.24,"pct_val":0.139083,"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":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":438321.49,"pct_val":0.136347,"balance":44997.59,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ELLINGTON LOAN ACQUISITION TRUST 2007-1","title":"ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A","isin":"US288542AA12","value_usd":419881.64,"pct_val":0.13061,"balance":427080.16,"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":"RFRF USD SOFR/2.23650 11/21/23-30Y LCH","isin":"EZX8X7WQFX07","value_usd":417681.1,"pct_val":0.129926,"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":"JP MORGAN MTGE ACQUIS CORP 2006-FRE2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1","isin":"US46626LHB99","value_usd":400964.49,"pct_val":0.124726,"balance":403276.96,"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":"INF SWAP US IT 2.668 05/14/21-10Y LCH","isin":"EZG6KSM7YGS6","value_usd":394470.18,"pct_val":0.122706,"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":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL3","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL3 A 144A","isin":"US03880KAA25","value_usd":380673.07,"pct_val":0.104834,"balance":380162.9,"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":"RFRF USD SOFR/2.28500 11/15/23-30Y LCH","isin":"EZ6VRNVRPQ25","value_usd":361708.15,"pct_val":0.112515,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/30 0.125","isin":"US912828Z377","value_usd":353076.96,"pct_val":0.0980337,"balance":374016,"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 2007-1","title":"COUNTRYWIDE HOME LOANS CWHL 2007 1 A1","isin":"US170255AA19","value_usd":341903.04,"pct_val":0.106354,"balance":790392.39,"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-HY2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 2A1","isin":"US92926UAC53","value_usd":321190.68,"pct_val":0.0999112,"balance":367970.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":312660.52,"pct_val":0.0972578,"balance":311301,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/30 1.625","isin":"US91282CNB36","value_usd":308479.2,"pct_val":0.0959571,"balance":306855,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDA MTGE LOAN TRUST 2006-AR3","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR3 1A1","isin":"US45662FAA84","value_usd":304107.82,"pct_val":0.0945973,"balance":399330.7,"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 2006-WFH3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3","isin":"US17309QAG91","value_usd":296917.17,"pct_val":0.0923606,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0","isin":"IT0005387052","value_usd":285188.61,"pct_val":0.0887122,"balance":249350,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":271657.76,"pct_val":0.0845033,"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 FM4126 FN 07/49 FIXED VAR","isin":"US3140X7SQ35","value_usd":270818.81,"pct_val":0.0842423,"balance":280486.3,"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":269584.41,"pct_val":0.0838583,"balance":470729.54,"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 07/25 0.00000","isin":"US912797LW51","value_usd":262724.73,"pct_val":0.072947,"balance":263000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2007-CB6","title":"CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A","isin":"US1248RHAC14","value_usd":262198.05,"pct_val":0.0815607,"balance":390024.24,"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 REGS 10/26 VAR","isin":"CH1174335732","value_usd":234816.3,"pct_val":0.0646665,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE TRUST-2006-16AX","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1","isin":"US617487AF06","value_usd":228437.91,"pct_val":0.0710591,"balance":587189.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/29 0.25","isin":"US9128287D64","value_usd":222044.18,"pct_val":0.0690702,"balance":230398.52,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A","isin":"US46651QAA58","value_usd":219994.99,"pct_val":0.0684328,"balance":220519.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2","title":"MORTGAGEIT TRUST MHL 2007 2 A1","isin":"US61915CAA71","value_usd":212863.21,"pct_val":0.0662143,"balance":277972.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":203340.38,"pct_val":0.0632521,"balance":172910.72,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1","isin":"US83612TAA07","value_usd":200316.1,"pct_val":0.0623114,"balance":288280.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"3MO EURO EURIBOR  SEP26 IFLL 20260914","isin":"GB00J8R2ZN46","value_usd":188560.04,"pct_val":0.0523547,"balance":285,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TR 2005-1","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1","isin":"US68389FGK49","value_usd":173308.85,"pct_val":0.0539103,"balance":179750.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2005-HE2","title":"GSAMP TRUST GSAMP 2005 HE2 M2","isin":"US36242DA604","value_usd":172765.12,"pct_val":0.0537412,"balance":177860.56,"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":"RFR JPY MUTK/0.50000 12/15/21-10Y LCH","isin":"EZBGMDDJHGZ6","value_usd":164250.11,"pct_val":0.0510925,"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":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR","isin":"US060505FL38","value_usd":161724.8,"pct_val":0.0503069,"balance":160000,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2007-3","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1","isin":"US75971FAD50","value_usd":150149.31,"pct_val":0.0467062,"balance":376018.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":138907.04,"pct_val":0.0432091,"balance":-106,"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  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":135871.52,"pct_val":0.0377255,"balance":-122,"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 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":129990.84,"pct_val":0.0404356,"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":"INF SWAP EM NI 2.7 04/15/23-30Y LCH","isin":"EZ0Y9J6GR2R2","value_usd":129017.53,"pct_val":0.0401329,"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":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1","isin":"IT0005588881","value_usd":122277.35,"pct_val":0.0380362,"balance":104218,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A","isin":"US64830KAA51","value_usd":118897.83,"pct_val":0.036985,"balance":121272.08,"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":118153.16,"pct_val":0.0367533,"balance":148440.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM LOAN INCOME FUND I LTD","title":"LCM LOAN INCOME FUND LTD LCMLF 1A A 144A","isin":"US50189XAA37","value_usd":114158.15,"pct_val":0.0355106,"balance":114017.92,"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 2007-OPT2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3","isin":"US83613DAD84","value_usd":111911.69,"pct_val":0.0348118,"balance":121437.17,"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 2007-AA3","title":"BCAP LLC TRUST BCAP 2007 AA3 2A1A","isin":"US05530VAN91","value_usd":109641.43,"pct_val":0.0341056,"balance":117906.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.763 09/15/23-30Y LCH","isin":"EZSV4JHYN6X0","value_usd":109635.98,"pct_val":0.0341039,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":108498.75,"pct_val":0.0301253,"balance":-99,"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":"INF SWAP EM NI 2.59 12/15/22-30Y LCH","isin":"EZQNRNKDZTL1","value_usd":105889.95,"pct_val":0.0329387,"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/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":100601.96,"pct_val":0.0312938,"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":"INF SWAP GB NI 3.5 08/15/24-10Y LCH","isin":"EZ2T5PFXSD76","value_usd":95950.09,"pct_val":0.0298467,"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/3.25000 03/19/25-10Y LCH","isin":"EZG5Z5S944W5","value_usd":94197.58,"pct_val":0.0293016,"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":"ALLIANCE BANCORP TRUST 2007-OA1","title":"ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1","isin":"US01852TAA16","value_usd":91232.42,"pct_val":0.0283792,"balance":101927.71,"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 2007-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1","isin":"US126697AA90","value_usd":90988.59,"pct_val":0.0283034,"balance":91932.78,"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 2005-A5","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3","isin":"US45660LJZ31","value_usd":90290.02,"pct_val":0.0280861,"balance":152499.21,"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 2006-7","title":"GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A","isin":"US362334ND27","value_usd":87640.47,"pct_val":0.0272619,"balance":169190.56,"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-AR4","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A","isin":"US17311WAA53","value_usd":86573.61,"pct_val":0.02693,"balance":99808.97,"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 2005-10","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A","isin":"US17307GT577","value_usd":76980.39,"pct_val":0.0239459,"balance":125516.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.55000 09/14/23-5Y LCH","isin":"EZ0DH7NGQM44","value_usd":71505.96,"pct_val":0.022243,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A","isin":"US83611DAA63","value_usd":67555.04,"pct_val":0.021014,"balance":251363.56,"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":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":66339.19,"pct_val":0.0206358,"balance":-32,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTI 2006-19","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3","isin":"US12667CAD48","value_usd":65165.1,"pct_val":0.0202706,"balance":65573.07,"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 2005-62","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1","isin":"US12668ATT24","value_usd":64512.5,"pct_val":0.0200676,"balance":74025.43,"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":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":64470,"pct_val":0.0200544,"balance":64000,"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 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":64100.12,"pct_val":0.0199393,"balance":120042.67,"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":63764.44,"pct_val":0.0198349,"balance":70537.83,"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":"RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH","isin":"EZ372SBFZ7Z5","value_usd":52730.54,"pct_val":0.0164026,"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":"INDYMAC RESIDENTIAL ASSET BACKED 2007-A","title":"INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A","isin":"US43710BAA44","value_usd":51686.25,"pct_val":0.0160778,"balance":65454.82,"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 LOAN TR 2006-OPT2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4","isin":"US83611MML99","value_usd":50302.96,"pct_val":0.0156475,"balance":51226.39,"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":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":48822.85,"pct_val":0.0134454,"balance":16,"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":"INF SWAP EM NI 2.682 10/15/23-30Y LCH","isin":"EZW0QN60W2Z4","value_usd":46848.67,"pct_val":0.014573,"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":"CITIGROUP MTGE LOAN TR INC 2006-HE3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D","isin":"US17310VAD29","value_usd":45475.66,"pct_val":0.0141459,"balance":64958.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":43464.14,"pct_val":0.0135202,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":40400,"pct_val":0.012567,"balance":40000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":0.0123154,"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":"THORNBURG MORTGAGE SECURITIES TR 2004-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2004 3 A","isin":"US885220FS76","value_usd":37718.76,"pct_val":0.011733,"balance":39601.76,"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":"INF SWAP GB NI 3.466 09/15/24-10Y LCH","isin":"EZ6H5KXS0QT8","value_usd":36026.56,"pct_val":0.0112066,"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":"DSLA MORTGAGE LOAN TRUST 2005-AR4","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A","isin":"US23332UEM27","value_usd":33890.61,"pct_val":0.0105422,"balance":37411.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":33832.24,"pct_val":0.0093171,"balance":26,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"LEHMAN XS TRUST 2006-8","title":"LEHMAN XS TRUST LXS 2006 8 3A4","isin":"US52522HAM43","value_usd":33539.61,"pct_val":0.010433,"balance":33956.31,"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 TRUST 2019-HY2","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A","isin":"US89177HAA05","value_usd":32985.26,"pct_val":0.0102606,"balance":32364.23,"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 GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":32629.38,"pct_val":0.0101499,"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":"LONG BEACH MORTGAGE LOAN TR 2006-7","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2","isin":"US54251TAC36","value_usd":32421.98,"pct_val":0.0100853,"balance":81399.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-C","title":"FREMONT HOME LOAN TRUST FHLT 2006 C 1A1","isin":"US35729TAA07","value_usd":32019.81,"pct_val":0.0099602,"balance":34571.88,"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 2007-A1","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9","isin":"US761136AJ94","value_usd":31245.93,"pct_val":0.0097195,"balance":106381.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1","isin":"US75114NAA28","value_usd":30472.32,"pct_val":0.0094789,"balance":148544.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-15","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1","isin":"US863579UU02","value_usd":29487.15,"pct_val":0.0091724,"balance":33406.62,"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-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1","isin":"US92922F7P73","value_usd":27829.64,"pct_val":0.0086568,"balance":29886.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDB MORTGAGE LOAN TR 2006-1","title":"INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1","isin":"US45661JAA16","value_usd":27643.21,"pct_val":0.0085988,"balance":87766.32,"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-B","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1","isin":"US058928AF91","value_usd":27045.83,"pct_val":0.008413,"balance":28140.59,"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":26728.62,"pct_val":0.0074213,"balance":67,"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-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 2A1","isin":"US126670JV14","value_usd":24710.59,"pct_val":0.0076866,"balance":26124.33,"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 MTGE BACKED SEC 2007-AR8","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1","isin":"US94985YAA55","value_usd":21998.6,"pct_val":0.006843,"balance":23951.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4255","title":"FREDDIE MAC FHR 4255 SN","isin":"US3137B5HZ98","value_usd":21472.25,"pct_val":0.0066793,"balance":20979.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GMAC MORTGAGE CORP LOAN TRUST 2005-AR6","title":"GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1","isin":"US36185MBL54","value_usd":20786.3,"pct_val":0.0064659,"balance":23586.04,"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 2006-AR8","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1","isin":"US93362FAJ21","value_usd":20605.85,"pct_val":0.0064098,"balance":22885.24,"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":"RFR USD SOFR/4.25000 12/20/23-2Y LCH","isin":"EZM7XR6RB2D5","value_usd":19267.68,"pct_val":0.0053062,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR JUL25 XLME 20250714","isin":"GB00FVN2W437","value_usd":18906.03,"pct_val":0.0052494,"balance":7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.58 03/15/22-30Y LCH","isin":"EZG97SKZBKQ4","value_usd":16923.92,"pct_val":0.0052644,"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 2003-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6","isin":"US92922FBV94","value_usd":14803.2,"pct_val":0.0046048,"balance":15026.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.12000 09/03/25-2Y LCH","isin":"EZ96RKPCNS84","value_usd":12005.27,"pct_val":0.0037344,"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":"CIM TRUST 2019-INV1","title":"CIM TRUST CIM 2019 INV1 A2 144A","isin":"US12555DAB10","value_usd":10411.83,"pct_val":0.0032388,"balance":10713.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":9839.47,"pct_val":0.0027097,"balance":188114.7,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-1","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A","isin":"US23245CAA80","value_usd":9424.46,"pct_val":0.0029316,"balance":10156.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WACHOVIA MORTGAGE LN TRUST LLC 2005-B","title":"WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1","isin":"US92977YBR18","value_usd":9295.66,"pct_val":0.0028916,"balance":9633.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTG SEC 2006-FA8","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7","isin":"US32052DAG60","value_usd":8623.92,"pct_val":0.0026826,"balance":24493.17,"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":8340.01,"pct_val":0.0025943,"balance":8552.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH","isin":"EZLFVTBKWB45","value_usd":8229.5,"pct_val":0.0025599,"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":"ACE SECURITIES CORP 2006-HE4","title":"ACE SECURITIES CORP. ACE 2006 HE4 A2A","isin":"US00442BAB71","value_usd":8099.7,"pct_val":0.0025195,"balance":20660.23,"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 2006-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2","isin":"US07388DAS71","value_usd":8048.75,"pct_val":0.0025037,"balance":9377.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.11200 09/02/25-2Y LCH","isin":"EZQ9KPR82S16","value_usd":8008.82,"pct_val":0.0024913,"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":"LME ZINC FUTURE   MAR26 XLME 20260316","isin":"GB00H24LN963","value_usd":7742.58,"pct_val":0.0024084,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JUL25 XLME 20250714","isin":"GB00H249F944","value_usd":7558.5,"pct_val":0.0020987,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WMALT MTGE PASS-THRU CERT 2005-7","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB","isin":"US93934FBT84","value_usd":7497.68,"pct_val":0.0023323,"balance":8676.56,"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":6807.38,"pct_val":0.0021175,"balance":14880.94,"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 ASSET TRUST 2004-3","title":"HOME EQUITY ASSET TRUST HEAT 2004 3 M1","isin":"US437084CE47","value_usd":6363.56,"pct_val":0.0019795,"balance":6385.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTAGE TRUST 2005-10","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11","isin":"US007036TE63","value_usd":6295.78,"pct_val":0.0019584,"balance":7081.94,"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":"RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH","isin":"EZCHL9CX9GW0","value_usd":6157.4,"pct_val":0.0019154,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR MAR26 XLME 20260316","isin":"GB00G1SVS469","value_usd":6078.83,"pct_val":0.0018909,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528","isin":"US05401AAR23","value_usd":5821.79,"pct_val":0.001811,"balance":6000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MTGE ACQUIS CORP 2006-CH2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5","isin":"US46629QAW69","value_usd":5770.19,"pct_val":0.0017949,"balance":5773.84,"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":"MILL WHEAT EURO   SEP25 XPAR 20250910","isin":"FREN00432202","value_usd":5734.03,"pct_val":0.0015921,"balance":-4,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2004-D","title":"MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1","isin":"US59020UGF66","value_usd":4959.71,"pct_val":0.0015428,"balance":4880.58,"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":4932.47,"pct_val":0.0015343,"balance":4936.49,"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":"ECX EMISSION      DEC26 NDEX 20261214","isin":"NLICE1591045","value_usd":4766,"pct_val":0.0014825,"balance":1,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":4605.6,"pct_val":0.0012788,"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":"N/A","title":"LME LEAD FUTURE   NOV25 XLME 20251117","isin":"GB00H24G0673","value_usd":4380.08,"pct_val":0.0012062,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BANK OF AMERICA MTGE SECS-2005-J","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4","isin":"US05949CKT26","value_usd":4063.38,"pct_val":0.001264,"balance":4450.22,"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 2005-12","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1","isin":"US07387AGE91","value_usd":3752.82,"pct_val":0.0011674,"balance":4067.61,"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":"RFR USD SOFR/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":3560.04,"pct_val":0.0011074,"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":"IODEX IO FUT      MAR26 XSIM 20260331","isin":"SGXDB1101359","value_usd":2977.66,"pct_val":0.0009262,"balance":6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   DEC25 IFEU 20251211","isin":"GB00H6D17608","value_usd":2859.29,"pct_val":0.0007939,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   DEC25 XPAR 20251210","isin":"FREN00000421","value_usd":2838.62,"pct_val":0.0007817,"balance":-4,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   NOV25 XLME 20251117","isin":"GB00H24G1R50","value_usd":2770.11,"pct_val":0.0007629,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE SEP25 XLME 20250915","isin":"GB00H24CMP86","value_usd":2293.02,"pct_val":0.0006367,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   MAR26 IFEU 20260312","isin":"GB00HBC8RD47","value_usd":2289.43,"pct_val":0.0006305,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1","isin":"US86360KAA60","value_usd":1985.2,"pct_val":0.0006175,"balance":2159.86,"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":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":1757.27,"pct_val":0.0004839,"balance":46,"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":"INF SWAP EM NI 2.421 05/15/22-30Y LCH","isin":"EZ2FWGWN9JD1","value_usd":1654.52,"pct_val":0.0005147,"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":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":1197.92,"pct_val":0.0003726,"balance":1179.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) OCT25 IFEU 20250915","isin":"GB00KFPXMP88","value_usd":1005.5,"pct_val":0.0002792,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":756,"pct_val":0.0002082,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3","isin":"US17307GXR46","value_usd":714.22,"pct_val":0.0002222,"balance":715.79,"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":"MILL WHEAT EURO   MAR26 XPAR 20260310","isin":"FREN10029451","value_usd":438.58,"pct_val":0.0001364,"balance":-1,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   NOV25 XSIM 20251128","isin":"SGXDB0712529","value_usd":146.8,"pct_val":0.0000404,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   MAR26 XLME 20260316","isin":"GB00H24LLR01","value_usd":25.86,"pct_val":0.000008,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050368","value_usd":0.24,"pct_val":1e-7,"balance":1.84,"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":0.24,"pct_val":1e-7,"balance":1.97,"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":0.22,"pct_val":1e-7,"balance":1.77,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050012","value_usd":0.21,"pct_val":1e-7,"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 10/53 1","isin":"DK0004616018","value_usd":0.2,"pct_val":1e-7,"balance":1.66,"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":0.2,"pct_val":1e-7,"balance":1.68,"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 AS COVERED REGS 10/53 1","isin":"DK0009527293","value_usd":0.19,"pct_val":1e-7,"balance":1.55,"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":0.17,"pct_val":0,"balance":1.36,"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 10/43 0.5","isin":"DK0002047141","value_usd":0.17,"pct_val":1e-7,"balance":1.34,"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 1.5","isin":"DK0009527616","value_usd":0.17,"pct_val":1e-7,"balance":1.33,"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":0.15,"pct_val":0,"balance":1.22,"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 AS COVERED REGS 10/53 1","isin":"DK0009527376","value_usd":0.15,"pct_val":0,"balance":1.27,"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 10/43 0.5","isin":"DK0009399784","value_usd":0.14,"pct_val":0,"balance":1.07,"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 AS COVERED REGS 10/50 1","isin":"DK0009522815","value_usd":0.14,"pct_val":0,"balance":1.17,"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":"DK0009403644","value_usd":0.13,"pct_val":0,"balance":1.03,"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":0.13,"pct_val":0,"balance":1.07,"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","isin":"DK0009403131","value_usd":0.13,"pct_val":0,"balance":1.14,"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":"DK0004619467","value_usd":0.13,"pct_val":0,"balance":1,"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 AS COVERED REGS 10/43 0.5","isin":"DK0009527103","value_usd":0.13,"pct_val":0,"balance":1.01,"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":"SGX IRON ORE 62   SEP25 XSIM 20250930","isin":"SGXDB0712503","value_usd":-151.09,"pct_val":-0.000042,"balance":6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAR26 IFEU 20260213","isin":"GB00C01F0130","value_usd":-220.63,"pct_val":-0.0000608,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JAN26 XLME 20260119","isin":"GB00H24J6F79","value_usd":-381.06,"pct_val":-0.0001185,"balance":-4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAY26 IFEU 20260415","isin":"GB00C02VT248","value_usd":-449.65,"pct_val":-0.0001399,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  MAR26 IFEU 20260130","isin":"GB00H47KCH57","value_usd":-494.78,"pct_val":-0.0001374,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  SEP26 IFEU 20260731","isin":"GB00H7Q1B955","value_usd":-869.74,"pct_val":-0.0002705,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JAN26 XSIM 20260130","isin":"SGXDB1101334","value_usd":-1123.2,"pct_val":-0.0003093,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE NOV25 XLME 20251117","isin":"GB00H24FZF80","value_usd":-1316.63,"pct_val":-0.0003626,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.6 05/15/22-10Y LCH","isin":"EZYR3JTTYH67","value_usd":-1616.2,"pct_val":-0.0005027,"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":"BRENT CRUDE FUTR  JUN26 IFEU 20260430","isin":"GB00H7Q1B625","value_usd":-1805.33,"pct_val":-0.0004972,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   SEP25 XLME 20250915","isin":"GB00H24CQ015","value_usd":-1942.5,"pct_val":-0.0005393,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"TTF NAT GAS F     MAR26 NDEX 20260226","isin":"NLICE0757530","value_usd":-2436.18,"pct_val":-0.0007578,"balance":-5,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JUL25 XLME 20250714","isin":"GB00H249H767","value_usd":-2989,"pct_val":-0.0008299,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   JUL25 XLME 20250714","isin":"GB00H249FY92","value_usd":-3613.5,"pct_val":-0.0010033,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   JUN26 IFEU 20260611","isin":"GB00HBC8RH84","value_usd":-5303.53,"pct_val":-0.0016497,"balance":2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012","isin":"EZ3172RBNXR7","value_usd":-5649.56,"pct_val":-0.0017574,"balance":-1400000,"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":"LME LEAD FUTURE   SEP25 XLME 20250915","isin":"GB00H24CNG60","value_usd":-5677,"pct_val":-0.0015763,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR NOV25 XLME 20251117","isin":"GB00FXYVKX86","value_usd":-6750.42,"pct_val":-0.001859,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-7593.55,"pct_val":-0.0023621,"balance":25,"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":"317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125","isin":"EZTFF0T0MM94","value_usd":-7698.27,"pct_val":-0.0023947,"balance":-1400000,"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":"LME LEAD FUTURE   JAN26 XLME 20260119","isin":"GB00H24J4P38","value_usd":-8258.84,"pct_val":-0.002569,"balance":6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE MAR26 XLME 20260316","isin":"GB00H24LKZ10","value_usd":-9120.23,"pct_val":-0.002837,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR SEP25 XLME 20250915","isin":"GB00FW35KF69","value_usd":-11132.25,"pct_val":-0.0030909,"balance":-4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":-12502.45,"pct_val":-0.0034431,"balance":-20,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JAN26 XLME 20260119","isin":"GB00H24J3T01","value_usd":-15525.64,"pct_val":-0.0048295,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":-16665.75,"pct_val":-0.0051841,"balance":-17,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":-18625.32,"pct_val":-0.0057937,"balance":9,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-19528.53,"pct_val":-0.0060746,"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":"N/A","title":"317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR","isin":"EZX2S49T0J63","value_usd":-23627.65,"pct_val":-0.0073497,"balance":-5100000,"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":"317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR","isin":"EZVYB6CMXS84","value_usd":-23749.32,"pct_val":-0.0073876,"balance":-5100000,"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":"INF SWAP EM NI 2.975 08/15/22-5Y LCH","isin":"EZ8PCG447QQ1","value_usd":-28146.16,"pct_val":-0.0087553,"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":"INF SWAP EM NI 2.034 09/15/24-10Y LCH","isin":"EZN396K1L0G6","value_usd":-28451.01,"pct_val":-0.0088501,"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":"317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR","isin":"EZM13T8B0L79","value_usd":-39513.87,"pct_val":-0.0122914,"balance":-12600000,"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-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":-42424.32,"pct_val":-0.0117793,"balance":16,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR JAN26 XLME 20260119","isin":"GB00G0JL9Y57","value_usd":-44921.48,"pct_val":-0.0139735,"balance":-7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.049 08/15/24-10Y LCH","isin":"EZDNND6WTG36","value_usd":-46661.73,"pct_val":-0.0145148,"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":"RFRF USD SOFR/2.30000 11/15/23-5Y LCH","isin":"EZSXB4TMLK87","value_usd":-47566.65,"pct_val":-0.0147963,"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":"US 10YR ULTRA FUT MAR26 XCBT 20260320","isin":null,"value_usd":-49104.56,"pct_val":-0.0152747,"balance":67,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-61257.11,"pct_val":-0.0170084,"balance":97,"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":-65275.41,"pct_val":-0.0179763,"balance":-73,"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":"317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR","isin":"EZ221JVG9JT4","value_usd":-79962.09,"pct_val":-0.0248734,"balance":-12600000,"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":"INF SWAP EM NI 1.38 03/15/21-10Y LCH","isin":"EZHGZY9N2Y63","value_usd":-112324.86,"pct_val":-0.0349403,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-129903.59,"pct_val":-0.0357744,"balance":-102,"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/3.08500 02/13/24-10Y LCH","isin":"EZQ51B8J0P93","value_usd":-141632.24,"pct_val":-0.0440569,"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":"3MO EURO EURIBOR  SEP25 IFLL 20250915","isin":"GB00HB9WVH19","value_usd":-150836.99,"pct_val":-0.0418807,"balance":-285,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-240399.7,"pct_val":-0.0667483,"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":"RFRF USD SOFR/2.34000 11/21/23-5Y LCH","isin":"EZRPM2SGQXB3","value_usd":-338699.47,"pct_val":-0.105358,"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 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-462929.25,"pct_val":-0.144001,"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":"INF SWAP US IT 1.8825 11/20/19-10Y LCH","isin":"EZ793V7PSCT8","value_usd":-1513248.98,"pct_val":-0.470719,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-1576766.34,"pct_val":-0.437798,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326700","value_usd":-7546923.4,"pct_val":-2.09544,"balance":-8300000,"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-long-term-real-return-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-long-term-real-return-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Long-Term Real Return Fund | LEI: YO8YB8KUOR2PV7RGCT05 | 300 positions totaling $571,695,427 across DCO, DBT, EP, ABS-MBS, ABS-CBDO, STIV, DIR | 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"}