{"entity_type":"fund","name":"PIMCO Low Duration Fund","identifiers":{"lei":"MGFS63GRW2G1SZOESY83","cik":"810893","fund_id":"S000009691","fundkey":"pimco-low-duration-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":1077,"total_value_usd":7491208950.5,"asset_categories":["ABS-MBS","DFE","DIR","ABS-CBDO","STIV","ABS-O","DBT","DCR","LON"],"by_asset_category":{"ABS-MBS":{"positions":569,"total_value_usd":3343166643.71},"DIR":{"positions":121,"total_value_usd":-1944384.58},"DCR":{"positions":14,"total_value_usd":933681.82},"ABS-CBDO":{"positions":86,"total_value_usd":227949944.51},"DBT":{"positions":257,"total_value_usd":2936801982.49},"ABS-O":{"positions":26,"total_value_usd":98477417.47},"DFE":{"positions":1,"total_value_usd":-226373.05},"STIV":{"positions":2,"total_value_usd":884650038.13},"LON":{"positions":1,"total_value_usd":1400000}}},"holdings":[{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":756384223.57,"pct_val":13.9355,"balance":77048408.23,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":655479306.91,"pct_val":10.0637,"balance":645600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/26 3.625","isin":"US91282CHB00","value_usd":591114006.25,"pct_val":10.8906,"balance":590900000,"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 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":520413418.6,"pct_val":7.98999,"balance":531300000,"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":484585600.46,"pct_val":8.32219,"balance":474400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":385301512.86,"pct_val":7.09874,"balance":375400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506B75","value_usd":345924751.6,"pct_val":5.94085,"balance":349000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":319036771.04,"pct_val":5.87789,"balance":320200000,"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 12/25 0.00000","isin":"US912797RZ29","value_usd":149848067.71,"pct_val":2.57347,"balance":151300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 01/26 3.875","isin":"US91282CGE57","value_usd":149306404.98,"pct_val":2.29233,"balance":149500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":141489149.33,"pct_val":2.60678,"balance":801500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":128265814.56,"pct_val":1.96929,"balance":13173032.2,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":125269833.86,"pct_val":1.92329,"balance":705600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 02/26 0.00000","isin":"US912797SR93","value_usd":102735198.55,"pct_val":1.89278,"balance":103200000,"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 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":101603480.22,"pct_val":1.87193,"balance":99000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV5376 FN 04/52 FIXED 3","isin":"US3140MJ6N00","value_usd":100690339.59,"pct_val":1.85511,"balance":113652698.02,"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 2022-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF","isin":"US38382YC277","value_usd":87433689.62,"pct_val":1.61087,"balance":85709119.29,"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":"US01F0406854","value_usd":87342206.77,"pct_val":1.34098,"balance":93940000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC NOTES 10/26 0.8","isin":"US3134GW6C50","value_usd":81233997.81,"pct_val":1.49664,"balance":83100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD","isin":"US38382YC921","value_usd":74712498.22,"pct_val":1.37649,"balance":73302883.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-69","title":"FANNIE MAE FNR 2025 69 FA","isin":"US3136BWB889","value_usd":62679662.88,"pct_val":1.1548,"balance":62381305.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC NOTES 10/25 0.65","isin":"US3134GW5R39","value_usd":62051388.65,"pct_val":1.06566,"balance":62200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":59193947.94,"pct_val":1.09058,"balance":88700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":52355239.76,"pct_val":0.964586,"balance":54545191,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 06/26 4.125","isin":"US91282CHH79","value_usd":50119475,"pct_val":0.860743,"balance":50000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-66","title":"FANNIE MAE FNR 2025 66 FL","isin":"US3136BWZV12","value_usd":49858179.87,"pct_val":0.91858,"balance":49628187.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":48648361.12,"pct_val":0.896291,"balance":51315000,"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 CB3004 FN 02/52 FIXED 3","isin":"US3140QNKS04","value_usd":48580192.47,"pct_val":0.895035,"balance":54830662.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5569","title":"FREDDIE MAC FHR 5569 FB","isin":"US3137HMMD97","value_usd":48573368.58,"pct_val":0.894909,"balance":48374346.84,"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":"US01F0406B84","value_usd":48357329.63,"pct_val":0.830481,"balance":51315000,"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 MA4978 FN 04/53 FIXED 5","isin":"US31418EQ864","value_usd":48305228.33,"pct_val":0.889969,"balance":48219548.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5563","title":"FREDDIE MAC FHR 5563 FV","isin":"US3137HMNV86","value_usd":46537751.81,"pct_val":0.857405,"balance":46250526.79,"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 CB2894 FN 02/52 FIXED 3","isin":"US3140QNGC08","value_usd":45810903.46,"pct_val":0.844014,"balance":51638798.92,"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":40100270.18,"pct_val":0.615666,"balance":40238961,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM3004 FN 01/46 FIXED VAR","isin":"US3140X6KS99","value_usd":38317275.32,"pct_val":0.705952,"balance":39565938.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5568","title":"FREDDIE MAC FHR 5568 FE","isin":"US3137HMN716","value_usd":37455292.83,"pct_val":0.690071,"balance":37275958.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 04/26 4.875","isin":"US91282CKK61","value_usd":36249481.08,"pct_val":0.667856,"balance":36100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB3242 FN 04/52 FIXED 3","isin":"US3140QNS866","value_usd":35068698.03,"pct_val":0.646101,"balance":39585481.87,"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 CA0541 FN 10/47 FIXED 3.5","isin":"US3140Q7S730","value_usd":33939834.4,"pct_val":0.625303,"balance":36363193.62,"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 CA0694 FN 11/47 FIXED 3.5","isin":"US3140Q7XY81","value_usd":32823111.17,"pct_val":0.604729,"balance":35132710.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5478","title":"FREDDIE MAC FHR 5478 FB","isin":"US3137HHS939","value_usd":32793753.95,"pct_val":0.604188,"balance":32564972,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)","title":"FREDDIE MAC NOTES 08/25 0.68","isin":"US3134GWJN76","value_usd":32176399.21,"pct_val":0.494009,"balance":32300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/28 4.375","isin":"US91282CJN20","value_usd":31912968.67,"pct_val":0.58796,"balance":31200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":29300000,"pct_val":0.503193,"balance":29300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA0860 FN 12/47 FIXED 3.5","isin":"US3140Q75W33","value_usd":28013240.03,"pct_val":0.516112,"balance":30018008.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5515","title":"FREDDIE MAC FHR 5515 F","isin":"US3137HKJ544","value_usd":25628740.26,"pct_val":0.47218,"balance":26047458.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR","isin":"US38145GAM24","value_usd":25335778.25,"pct_val":0.388984,"balance":25300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8383 FR 12/53 FIXED 5.5","isin":"US3132DWJ465","value_usd":25260015.97,"pct_val":0.465387,"balance":24848714.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRSNT TRUST 2021-MOON","title":"CRSNT TRUST CRSNT 2021 MOON A 144A","isin":"US22877LAA52","value_usd":25235743.28,"pct_val":0.46494,"balance":25400000,"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 CB3278 FN 04/52 FIXED 3","isin":"US3140QNUC42","value_usd":25047491.08,"pct_val":0.461471,"balance":28267619.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7578 FR 04/55 FIXED 6","isin":"US3132DVM362","value_usd":24868422.51,"pct_val":0.458172,"balance":23787960.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05","isin":"US928668CP53","value_usd":23509893.65,"pct_val":0.433143,"balance":23145000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":23453201.45,"pct_val":0.432099,"balance":24990495,"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 07/25 0.375","isin":"US912828XL95","value_usd":22916006.81,"pct_val":0.351833,"balance":22926739.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB3277 FN 04/52 FIXED 3","isin":"US3140QNUB68","value_usd":22891081.94,"pct_val":0.421742,"balance":25823663.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474","isin":"US86562MCA62","value_usd":22686498.72,"pct_val":0.348309,"balance":22700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DROP MORTGAGE TRUST 2021-FILE","title":"DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A","isin":"US26210YAA47","value_usd":22548087.87,"pct_val":0.415423,"balance":23100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AES CORPORATION","title":"AES CORP/THE SR UNSECURED 01/26 1.375","isin":"US00130HCE36","value_usd":22474336.5,"pct_val":0.414064,"balance":22500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA0384 FN 09/47 FIXED 3.5","isin":"US3140Q7NA16","value_usd":22066729.4,"pct_val":0.406554,"balance":23615508.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 10/27 VAR","isin":"US05571AAQ85","value_usd":20587223.5,"pct_val":0.379296,"balance":20200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SWEDBANK AB","title":"SWEDBANK AB 144A 09/27 5.337","isin":"US87020PAT49","value_usd":20464521.8,"pct_val":0.377036,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406A02","value_usd":19912358.25,"pct_val":0.341971,"balance":21125000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PUN13","value_usd":19739467.44,"pct_val":0.303063,"balance":19800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMM 2021-2400 MORTGAGE TRUST","title":"COMM MORTGAGE TRUST COMM 2021 2400 A 144A","isin":"US20048FAA66","value_usd":19153174.81,"pct_val":0.352876,"balance":19378759.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR","isin":"US46647PCQ72","value_usd":19150294.5,"pct_val":0.352822,"balance":19100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 11/27 VAR","isin":"US251526CN70","value_usd":19085956.76,"pct_val":0.351637,"balance":19000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE SECURITIES CORP TRUST 2021-STAR","title":"GS MORTGAGE SECURITIES TRUST GSMS 2021 STAR A 144A","isin":"US36264LAA61","value_usd":19058510.44,"pct_val":0.327308,"balance":19146000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":18625149.46,"pct_val":0.343147,"balance":18615058.61,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 01/27 4.718","isin":"US00084DBG43","value_usd":18059438.34,"pct_val":0.332725,"balance":17900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"METROPOLITAN LIFE GLOBAL FUNDING I","title":"MET LIFE GLOB FUNDING I SECURED 144A 08/25 4.05","isin":"US59217GFC87","value_usd":17984397.6,"pct_val":0.276117,"balance":18000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A","isin":"US36265LAB36","value_usd":17983506.73,"pct_val":0.331326,"balance":20507067.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY CARD ISSUANCE TRUST 2023-A2","title":"SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A","isin":"US87166PAL58","value_usd":17857727.36,"pct_val":0.329008,"balance":17600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":17655669.23,"pct_val":0.303216,"balance":17800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR","isin":"US44891ACW53","value_usd":17438368,"pct_val":0.321282,"balance":17300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH","isin":"US38380QGA40","value_usd":17140431.58,"pct_val":0.315793,"balance":16833979.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/29 VAR","isin":"US95000U3T82","value_usd":16606041.3,"pct_val":0.305947,"balance":16300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR","isin":"US04685A4J75","value_usd":16526447.36,"pct_val":0.304481,"balance":16500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125","isin":"US80413TBJ79","value_usd":16456925.09,"pct_val":0.3032,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2","title":"ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A","isin":"US67114WAA99","value_usd":16447117.61,"pct_val":0.303019,"balance":18793593.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABBVIE INC","title":"ABBVIE INC SR UNSECURED 03/27 4.8","isin":"US00287YDR71","value_usd":16274092.36,"pct_val":0.299832,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UWM-2021-INV4","title":"UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV4 A9 144A","isin":"US918307AM15","value_usd":15856458.54,"pct_val":0.292137,"balance":16966316.95,"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 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":15516945.55,"pct_val":0.285882,"balance":15450843.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMMONSPIRIT HEALTH","title":"COMMONSPIRIT HEALTH SR SECURED 10/25 1.547","isin":"US20268JAE38","value_usd":15500000,"pct_val":0.266194,"balance":15500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 05/29 VAR","isin":"US06051GMT30","value_usd":15201290.55,"pct_val":0.280067,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC SR UNSECURED 04/28 4.125","isin":"US718172DR70","value_usd":15070311.3,"pct_val":0.277653,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXP39","value_usd":15055365.91,"pct_val":0.258558,"balance":15100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR","isin":"US95000U3S00","value_usd":15037384.2,"pct_val":0.277047,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F","isin":"US38384LA589","value_usd":15029642.49,"pct_val":0.276904,"balance":14963047.95,"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 2025-HX","title":"313EMW9Z2","isin":null,"value_usd":15000000,"pct_val":0.257607,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GENERAL MOTORS FINANCIAL COMPANY INC","title":"GENERAL MOTORS FINL CO SR UNSECURED 05/27 5.4","isin":"US37045XEQ51","value_usd":14945868.08,"pct_val":0.275361,"balance":14700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL8 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A","isin":"US55284JAA79","value_usd":14937452.5,"pct_val":0.275206,"balance":14934211.78,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADNOC MURBAN RSC LTD","title":"ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25","isin":"US00723L2A68","value_usd":14804083.2,"pct_val":0.272748,"balance":14700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HONDA FINANCE CORPORATION","title":"AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR","isin":"US02665WGH88","value_usd":14333050.59,"pct_val":0.26407,"balance":14300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA SR UNSECURED 04/26 5.438","isin":"US17325FBF45","value_usd":14104492.36,"pct_val":0.259859,"balance":14050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A","isin":"US12654QBH83","value_usd":14062232.04,"pct_val":0.259081,"balance":14101907.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-90","title":"FANNIE MAE FNR 2024 90 FA","isin":"US3136BTXB47","value_usd":14038921.72,"pct_val":0.258651,"balance":13907731.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED REGS 09/26 VAR","isin":"XS2387929834","value_usd":13693022.83,"pct_val":0.210231,"balance":11600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":13598314.87,"pct_val":0.250534,"balance":13621912.11,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)","title":"IBM CORP SR UNSECURED 02/28 4.65","isin":"US459200LF63","value_usd":13502074.22,"pct_val":0.24876,"balance":13300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 11/26 VAR","isin":"US06738ECC75","value_usd":13431151.52,"pct_val":0.230664,"balance":13400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR","isin":"US80281LAS43","value_usd":13339853.58,"pct_val":0.229096,"balance":13300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H21","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA","isin":"US38383KEA60","value_usd":13045147.2,"pct_val":0.240342,"balance":12885937.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA SR UNSECURED 08/26 4.929","isin":"US17325FBJ66","value_usd":12969395.42,"pct_val":0.238946,"balance":12900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LTD 2021-FL4","title":"GPMT LTD. GPMT 2021 FL4 A 144A","isin":"US36262TAA16","value_usd":12916318.87,"pct_val":0.237969,"balance":12896416.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5","title":"CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5","isin":"US17305EGP43","value_usd":12906602.22,"pct_val":0.198157,"balance":12900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-19","title":"FANNIE MAE FNR 2025 19 FC","isin":"US3136BVBY34","value_usd":12852047.24,"pct_val":0.236784,"balance":12798957.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464","isin":"US86562MCT53","value_usd":12605534.93,"pct_val":0.232243,"balance":12600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA","isin":"US38383KGD81","value_usd":12138514.42,"pct_val":0.223638,"balance":11993291.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERCEDES-BENZ FINANCE NORTH AMERICA LLC","title":"MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75","isin":"US58769JBE64","value_usd":12044092.22,"pct_val":0.221899,"balance":11850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR","isin":"US38141GC779","value_usd":12037943.49,"pct_val":0.221785,"balance":11900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW US CAPITAL LLC","title":"BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75","isin":"US05565ECW30","value_usd":11963453.07,"pct_val":0.220413,"balance":11790000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875","isin":"US147918AC06","value_usd":11923375.46,"pct_val":0.219675,"balance":11300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OSCAR US FUNDING XIV LLC 2022-1A","title":"OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A","isin":"US68784HAD35","value_usd":11634745.34,"pct_val":0.214357,"balance":11730230,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":11493589.8,"pct_val":0.176463,"balance":11550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1","title":"GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3","isin":"US36271VAD91","value_usd":11380785.96,"pct_val":0.174731,"balance":11300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE CAMPBELLS COMPANY","title":"CAMPBELLS COMPANY/THE SR UNSECURED 03/26 5.3","isin":"US134429BL20","value_usd":11327071.41,"pct_val":0.208688,"balance":11300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL0449 FN 12/25 FIXED 3.59","isin":"US3140HRQB20","value_usd":11311476.85,"pct_val":0.194261,"balance":11350000,"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 BL1942 FN 03/26 FIXED 3.15","isin":"US3140HTEQ82","value_usd":11306962.05,"pct_val":0.208318,"balance":11350000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"METROPOLITAN LIFE GLOBAL FUNDING I","title":"MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95","isin":"US59217GEJ40","value_usd":11248879.28,"pct_val":0.172706,"balance":11250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING LLC 2022-4A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A","isin":"US42806MBA62","value_usd":11233990.14,"pct_val":0.172477,"balance":11250000.02,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUG52","value_usd":11177071.36,"pct_val":0.171603,"balance":11200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP","title":"PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7","isin":"US709599BM55","value_usd":10974627.28,"pct_val":0.202195,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A","isin":"US83206NAB38","value_usd":10898536.44,"pct_val":0.200793,"balance":10788914.59,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-16","title":"FANNIE MAE FNR 2025 16 FA","isin":"US3136BU5D84","value_usd":10897702.93,"pct_val":0.200778,"balance":10859016.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE6","title":"AREIT CRE TRUST AREIT 2022 CRE6 A 144A","isin":"US04002VAA98","value_usd":10696803.2,"pct_val":0.197076,"balance":10709955.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-90","title":"FANNIE MAE FNR 2024 90 ED","isin":"US3136BTYL10","value_usd":10640052.61,"pct_val":0.196031,"balance":11308580.85,"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 2019-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 LF","isin":"US38380LC849","value_usd":10625319.5,"pct_val":0.195759,"balance":10618965.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A","isin":"US83206NAA54","value_usd":10573991.86,"pct_val":0.194814,"balance":10788914.59,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PFP 2022-9 LTD A","title":"PFP III PFP 2022 9 A 144A","isin":"US69291QAA31","value_usd":10419348.97,"pct_val":0.15997,"balance":10402075.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)","title":"COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/26 VAR","isin":"US74977RDJ05","value_usd":10313818.84,"pct_val":0.15835,"balance":10400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW US CAPITAL LLC","title":"BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05","isin":"US05565ECE32","value_usd":10251042.74,"pct_val":0.188864,"balance":9996000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 10/25 ZCP","isin":"US22823PXP34","value_usd":10169849.82,"pct_val":0.174655,"balance":10200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"280 PARK AVENUE 2017-280P MORTGAGE TRUST","title":"280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A","isin":"US90205FAA84","value_usd":10169427.54,"pct_val":0.18736,"balance":10200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORPORATION","title":"INTEL CORPORATION","isin":"US45826CU322","value_usd":10096150.89,"pct_val":0.155008,"balance":10100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE 36 CLO LTD","title":"VENTURE CDO LTD VENTR 2019 36A A1AR 144A","isin":"US92332LAU35","value_usd":10001081.12,"pct_val":0.184258,"balance":9994324.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":9727335.15,"pct_val":0.179215,"balance":9750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR","isin":"XS2757986224","value_usd":9683657.86,"pct_val":0.17841,"balance":8200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS SWITZERLAND AG","title":"CREDIT SUISSE SCHWEIZ AG COVERED REGS 12/25 3.39","isin":"CH1230759495","value_usd":9646035.2,"pct_val":0.165659,"balance":8200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":9622418.62,"pct_val":0.177282,"balance":9100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625","isin":"US517834AM90","value_usd":9537188.41,"pct_val":0.175712,"balance":9300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION","title":"MORGAN STANLEY PVT BANK SR UNSECURED 11/28 VAR","isin":"US61776NZU08","value_usd":9531042.11,"pct_val":0.175599,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":9480852.16,"pct_val":0.145561,"balance":9499000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF","isin":"US38382YV269","value_usd":9429236.05,"pct_val":0.173723,"balance":9408675.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROTECTIVE LIFE GLOBAL FUNDING","title":"PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR","isin":"US743672AG20","value_usd":9014308.92,"pct_val":0.166078,"balance":9000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2","isin":"US3137HLY301","value_usd":8949215.17,"pct_val":0.164879,"balance":9192968.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU296","value_usd":8797731.36,"pct_val":0.135073,"balance":8800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM","title":"ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A","isin":"US04965JAA16","value_usd":8659688.62,"pct_val":0.159545,"balance":8765976.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF","isin":"US38382YAZ60","value_usd":8560085.18,"pct_val":0.15771,"balance":8342176.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR","isin":"US46647PDW32","value_usd":8432744.81,"pct_val":0.155364,"balance":8300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW VEHICLE LEASE TRUST 2025-1","title":"BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3","isin":"US096912AD26","value_usd":8251853.52,"pct_val":0.126692,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC FUNDING LTD 2019-5A","title":"CIFC FUNDING LTD CIFC 2019 5A A1R1 144A","isin":"US12554XAJ19","value_usd":8207756.71,"pct_val":0.126015,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2023-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A","isin":"US83207DAA63","value_usd":8140916.59,"pct_val":0.149987,"balance":7920342.96,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WXE01","value_usd":8135510.93,"pct_val":0.139718,"balance":8150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DANSKE BANK A/S","title":"DANSKE BANK A/S 144A 03/28 VAR","isin":"US23636ABG58","value_usd":8125800,"pct_val":0.149709,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-24","title":"FANNIE MAE FNR 2025 24 FB","isin":"US3136BVSA74","value_usd":8074234.57,"pct_val":0.148759,"balance":8043304.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 08/26 5.304","isin":"US06738EBZ79","value_usd":8002416.72,"pct_val":0.122862,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QE8941 FR 09/52 FIXED 5","isin":"US3133BJ5A61","value_usd":7925707.97,"pct_val":0.146022,"balance":7908399.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/28 VAR","isin":"US61747YFN04","value_usd":7532665.43,"pct_val":0.138781,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5442","title":"FREDDIE MAC FHR 5442 FB","isin":"US3137HF4U64","value_usd":7515854.19,"pct_val":0.138471,"balance":7479515.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR","isin":"US44891ACL98","value_usd":7503604.5,"pct_val":0.115204,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR","isin":"US80281LAW54","value_usd":7500969.98,"pct_val":0.138197,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC DISC COML PAPER","isin":"US11135MUA25","value_usd":7240748.28,"pct_val":0.111168,"balance":7250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5560","title":"FREDDIE MAC FHR 5560 FB","isin":"US3137HLZD77","value_usd":7125617.08,"pct_val":0.131281,"balance":7080123.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"EXTRA SPACE STORAGE LP COMPANY GUAR 07/26 3.5","isin":"US30225VAL18","value_usd":6980389.36,"pct_val":0.128606,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FC","isin":"US3137HMGL87","value_usd":6959358.87,"pct_val":0.128218,"balance":6926243.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COOPERATIEVE RABOBANK UA/NEW YORK BRANCH","title":"COOPERAT RABOBANK UA/NY 08/26 VAR","isin":"US21688ABG67","value_usd":6817640.9,"pct_val":0.125607,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"1211 AVENUE OF THE AMERICAS TRUST 2015-1211","title":"1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A2 144A","isin":"US90117PAC95","value_usd":6730206.25,"pct_val":0.123996,"balance":6950000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC","isin":"US65339MUU88","value_usd":6676021.37,"pct_val":0.102498,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3029 FN 06/32 FIXED 3","isin":"US31418CLK89","value_usd":6647726.14,"pct_val":0.122477,"balance":6791930.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA","title":"STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A","isin":"US858928AB07","value_usd":6624134.51,"pct_val":0.122042,"balance":6600090.38,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA SR UNSECURED 11/27 VAR","isin":"US17325FBL13","value_usd":6598298.72,"pct_val":0.121566,"balance":6550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 02/30 5.375","isin":"US46514Y8A80","value_usd":6524084.57,"pct_val":0.120199,"balance":6300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2021-FL10 LTD","title":"BDS LTD BDS 2021 FL10 A 144A","isin":"US07335YAA47","value_usd":6516556.09,"pct_val":0.12006,"balance":6510743.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHROP GRUMMAN CORPORATION","title":"NORTHROP GRUMAN CORP","isin":"US66681LUQ12","value_usd":6480008.6,"pct_val":0.0994886,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LFT CRE 2021-FL1 LTD","title":"LFT CRE LLC LMNT 2021 FL1 A 144A","isin":"US50203JAA60","value_usd":6385410.27,"pct_val":0.109662,"balance":6368930.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8","isin":"US345397D831","value_usd":6279808.51,"pct_val":0.115698,"balance":6200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSPRT 2022-FL9 ISSUER LTD","title":"BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A","isin":"US055984AA69","value_usd":6268042.28,"pct_val":0.107646,"balance":6253007.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2019-2 DAC 19-2A","title":"CARLYLE EURO CLO CGMSE 2019 2A A1R 144A","isin":"XS2373706519","value_usd":6248557.69,"pct_val":0.115123,"balance":5310510.02,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FG","isin":"US3137HKKP89","value_usd":6243853.75,"pct_val":0.115036,"balance":6222288.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 07/26 VAR","isin":"US225401AY40","value_usd":6205839.66,"pct_val":0.0952793,"balance":6200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX6179 FN 02/53 FIXED 5","isin":"US3140NA2M44","value_usd":6158162.64,"pct_val":0.113457,"balance":6148036.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QD8810 FR 03/52 FIXED 3","isin":"US3133B6YF16","value_usd":6070394.11,"pct_val":0.11184,"balance":6847448.84,"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 BV5386 FN 04/52 FIXED 3","isin":"US3140MJ6Y64","value_usd":6061073.17,"pct_val":0.111668,"balance":6838239.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WXN72","value_usd":6033325.6,"pct_val":0.103615,"balance":6050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONE MARKET PLAZA TRUST 2017-1MKT","title":"ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A","isin":"US68245HAA23","value_usd":6006906.69,"pct_val":0.11067,"balance":6281850.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-52","title":"FANNIE MAE FNR 2025 52 FB","isin":"US3136BWUZ70","value_usd":5993391.59,"pct_val":0.110421,"balance":5966083.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 AF","isin":"US3137HJFR38","value_usd":5967186.84,"pct_val":0.109939,"balance":5932289.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PUQ44","value_usd":5930143.66,"pct_val":0.0910465,"balance":5950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MDPKE 14A","title":"MADISON PARK EURO FUNDING MDPKE 14A A1R 144A","isin":"XS2418762923","value_usd":5823236.11,"pct_val":0.107287,"balance":4950805.45,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2021-8","title":"ANGEL OAK MORTGAGE TRUST AOMT 2021 8 A1 144A","isin":"US03465MAA18","value_usd":5784597.97,"pct_val":0.106575,"balance":6412624.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 VAR","isin":"US65339KDH05","value_usd":5771731.32,"pct_val":0.106338,"balance":5750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO IX DAC 9A","title":"TIKEHAU CLO IX DAC TIKEH 9A AR 144A","isin":"XS2931965672","value_usd":5762680.18,"pct_val":0.106171,"balance":4900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 11/26 VAR","isin":"US639057AG33","value_usd":5617720.58,"pct_val":0.0964778,"balance":5600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 07/25 ZCP","isin":"US87613EUV54","value_usd":5577461.68,"pct_val":0.0856317,"balance":5600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 10/26 VAR","isin":"US00084DBC39","value_usd":5403211.43,"pct_val":0.0927938,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABBVIE INC","title":"ABBVIE INC","isin":"US00287BU728","value_usd":5395196.16,"pct_val":0.0828333,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)","title":"BANQUE FED CRED MUTUEL 144A 02/28 5.194","isin":"US06675DCM20","value_usd":5268267.02,"pct_val":0.0970618,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA2871 FN 01/32 FIXED 3","isin":"US31418CFM10","value_usd":5218464.15,"pct_val":0.0961443,"balance":5328682.57,"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-57","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1","isin":"US31394JD872","value_usd":5207794.72,"pct_val":0.0959477,"balance":4985986.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":5147127.85,"pct_val":0.09483,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BX991","value_usd":5144125.4,"pct_val":0.0883443,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":5065616.1,"pct_val":0.0933282,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PX736","value_usd":5045473.18,"pct_val":0.0866501,"balance":5050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":5038260.2,"pct_val":0.0865262,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR","isin":"US46647PEF99","value_usd":5024536.75,"pct_val":0.0925714,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 08/27 4.703","isin":"US902613AS79","value_usd":5018251.6,"pct_val":0.0924556,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":4995535.8,"pct_val":0.0766973,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":4993258,"pct_val":0.0919951,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7197 FN 07/53 FIXED 5.5","isin":"US3140QS7K12","value_usd":4987513,"pct_val":0.0918893,"balance":4901852.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VASA TRUST 2021-VASA","title":"VASA TRUST VASA 2021 VASA A 144A","isin":"US92230AAA43","value_usd":4937725,"pct_val":0.090972,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PXM03","value_usd":4936659.75,"pct_val":0.0847814,"balance":4950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOYOTA MOTOR CREDIT CORPORATION","title":"TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 4.55","isin":"US89236TMJ15","value_usd":4921187.65,"pct_val":0.0906673,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35","isin":"US842400JB09","value_usd":4909121.35,"pct_val":0.090445,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5","isin":"US25150VAM81","value_usd":4819321.84,"pct_val":0.0887905,"balance":5368043.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR","isin":"US78017DAE85","value_usd":4806892.46,"pct_val":0.0885615,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AU933","value_usd":4794490.56,"pct_val":0.0736106,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU866","value_usd":4745083.28,"pct_val":0.072852,"balance":4750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DATABANK ISSUER II LLC 2025-1A","title":"DATABANK ISSUER II, LLC HYPER 2025 1A A2 144A","isin":"US23802YAA55","value_usd":4737372.96,"pct_val":0.0872807,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYO COMMERCIAL MORTGAGE TRUST 2021-1290","title":"NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A","isin":"US62955HAA59","value_usd":4696487.22,"pct_val":0.0865274,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL","title":"NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A","isin":"US63874AAA60","value_usd":4690841.3,"pct_val":0.0864234,"balance":4826496.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXL25","value_usd":4687901.26,"pct_val":0.0805092,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2","title":"ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A","isin":"US67114KAL17","value_usd":4604362.4,"pct_val":0.0848301,"balance":4913470.29,"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 QD9433 FR 03/52 FIXED 3","isin":"US3133B7PS11","value_usd":4509401.88,"pct_val":0.0830806,"balance":5085584.69,"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 BK8835 FN 08/48 FIXED 4","isin":"US3140HNY970","value_usd":4471422.4,"pct_val":0.0823809,"balance":4625144.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUV50","value_usd":4433200.36,"pct_val":0.0680636,"balance":4450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR","title":"COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A","isin":"US12564NAA00","value_usd":4402469.98,"pct_val":0.0811105,"balance":4464057.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF","isin":"US38383KFR86","value_usd":4345039.31,"pct_val":0.0800524,"balance":4294215.55,"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-H19","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA","isin":"US38383KCS96","value_usd":4273133.99,"pct_val":0.0787276,"balance":4232366.15,"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 CB5405 FN 10/52 FIXED 4.5","isin":"US3140QRAF07","value_usd":4246103.17,"pct_val":0.0782296,"balance":4329849.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE3614 FN 05/47 FIXED 3.5","isin":"US3140FPAQ25","value_usd":4191562.85,"pct_val":0.0772248,"balance":4434316.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 FC","isin":"US3137HJGF80","value_usd":4146355.78,"pct_val":0.0763919,"balance":4122468.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B","isin":"US379931AC24","value_usd":4103353.87,"pct_val":0.0629995,"balance":4103581.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC 07/25 ZCP","isin":"US12610BUQ30","value_usd":4086820.14,"pct_val":0.0627456,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONATION INC","title":"AUTONATION, INC","isin":"US05330LX815","value_usd":4045717.53,"pct_val":0.0694805,"balance":4050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375","isin":"US00402D2A25","value_usd":4045617.85,"pct_val":0.0745359,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 332","title":"FREDDIEMAC STRIP FHS 332 V1","isin":"US3132HUCJ07","value_usd":4035907.55,"pct_val":0.074357,"balance":3852664.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5","isin":"US3132DWHY21","value_usd":3982632.99,"pct_val":0.0733755,"balance":4067624.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A","isin":"US05493LAA44","value_usd":3957435.62,"pct_val":0.0729112,"balance":4100000,"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 5549","title":"FREDDIE MAC FHR 5549 BF","isin":"US3137HLS527","value_usd":3953028.3,"pct_val":0.07283,"balance":3935573.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX183","value_usd":3949529.95,"pct_val":0.0678286,"balance":3950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QD9717 FR 04/52 FIXED 3","isin":"US3133B7YN23","value_usd":3932387.78,"pct_val":0.0724498,"balance":4433962,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 QF","isin":"US3137HJVX22","value_usd":3912954.44,"pct_val":0.0720917,"balance":3894460.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XXVII CLO LTD 2013-2A","title":"ARES CLO LTD ARES 2013 2A AR3 144A","isin":"US00190YBP97","value_usd":3901246.44,"pct_val":0.071876,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4061","title":"FREDDIE MAC FHR 4061 FA","isin":"US3137ARBZ88","value_usd":3889859.01,"pct_val":0.0716662,"balance":3928311.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 FB","isin":"US3137HMD238","value_usd":3876811.56,"pct_val":0.0714258,"balance":3858653.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUA14","value_usd":3795076.72,"pct_val":0.0582664,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BL3670 FN 10/26 FIXED 2.08","isin":"US3140HVCG74","value_usd":3724108.24,"pct_val":0.0686125,"balance":3780000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":3693704.82,"pct_val":0.0680523,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY4733 FN 06/53 FIXED 5","isin":"US3140NMHK68","value_usd":3616019.99,"pct_val":0.0666211,"balance":3616232.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR","isin":"US38141GD272","value_usd":3599666.24,"pct_val":0.0663198,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":3591960.85,"pct_val":0.0661778,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL","isin":"US38383KDY55","value_usd":3589630.24,"pct_val":0.0661349,"balance":3550340.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918","isin":"US345397G727","value_usd":3583379.77,"pct_val":0.0660197,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARBLE POINT CLO XXII LTD","title":"MARBLE POINT CLO MP22 2021 2A AR 144A","isin":"US56606GAJ31","value_usd":3503733.56,"pct_val":0.0645523,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC","isin":"US12610BUA87","value_usd":3495386.65,"pct_val":0.0536652,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFO COMMERCIAL MORTGAGE TRUST 2021-555","title":"SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A","isin":"US78432WAA18","value_usd":3495007.95,"pct_val":0.0643915,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR","isin":"US95000U3L56","value_usd":3471019.06,"pct_val":0.0639496,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A","isin":"US46652DAA37","value_usd":3461640,"pct_val":0.0637768,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.00000 12/21/22-10Y CME","isin":"EZFXDWH0DRR4","value_usd":3454469.91,"pct_val":0.0636447,"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":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU940","value_usd":3430997.19,"pct_val":0.0526767,"balance":3435000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERCEDES-BENZ FINANCE NORTH AMERICA LLC","title":"MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9","isin":"US58769JAZ03","value_usd":3413711.14,"pct_val":0.0628937,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 01/26 ZCP","isin":"US6840C3AG86","value_usd":3394213.2,"pct_val":0.0625345,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 10/25 ZCP","isin":"US87613EXH34","value_usd":3392459.48,"pct_val":0.0582615,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCEAN TRAILS CLO XI 2021-11A","title":"OCEAN TRAILS CLO OCTR 2021 11A AR 144A","isin":"US67514VAL36","value_usd":3391500,"pct_val":0.0624845,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORP SR UNSECURED 08/28 VAR","isin":"US68389XCX12","value_usd":3356197.29,"pct_val":0.0618341,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9","isin":"US44891ADV61","value_usd":3352454.19,"pct_val":0.0617652,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":3341433.38,"pct_val":0.0615621,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875","isin":"US44891ADU88","value_usd":3337352.77,"pct_val":0.0614869,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EMF-NL BV 2008-APRX","title":"EMF NL BV EMFNL 2008 APRX A3 REGS","isin":"XS0362465881","value_usd":3336152.91,"pct_val":0.0614648,"balance":3000000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGC GROUP INC","title":"BGC GROUP INC SR UNSECURED 04/30 6.15","isin":"US05555LAD38","value_usd":3318127.68,"pct_val":0.0611327,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COMM 2019-521F MORTGAGE TRUST","title":"COMM MORTGAGE TRUST COMM 2019 521F A 144A","isin":"US20048GAA40","value_usd":3309050,"pct_val":0.0609655,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELEVATION CLO 2022-16A LTD","title":"ELEVATION CLO LTD AWPT 2022 16A A1AR 144A","isin":"US28623YAU73","value_usd":3297323.37,"pct_val":0.0607494,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMETEK INC","title":"AMETEK INC DISC COML 01/26 ZCP","isin":null,"value_usd":3295797.12,"pct_val":0.0607213,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2","isin":"US37940XAE22","value_usd":3284813.47,"pct_val":0.060519,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGC GROUP INC","title":"BGC GROUP INC SR UNSECURED 144A 04/30 6.15","isin":"US05555LAC54","value_usd":3283103.84,"pct_val":0.0563835,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-104","title":"FANNIE MAE FNR 2024 104 FA","isin":"US3136BUEQ99","value_usd":3280433.2,"pct_val":0.0604382,"balance":3271057.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC FUNDING LTD 2017-4A","title":"CIFC FUNDING LTD CIFC 2017 4A A1R 144A","isin":"US12551JAL08","value_usd":3272268.35,"pct_val":0.0602878,"balance":3268246.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR","isin":"US404280DY28","value_usd":3220199.04,"pct_val":0.0593285,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1","isin":"US126670LE60","value_usd":3218947.87,"pct_val":0.0593055,"balance":3411248.47,"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 4224","title":"FREDDIE MAC FHR 4224 FB","isin":"US3137B3C487","value_usd":3170053.56,"pct_val":0.0584046,"balance":3215929.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENEL FINANCE INTERNATIONAL NV","title":"ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625","isin":"US29278GAM06","value_usd":3160203.9,"pct_val":0.0582232,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL V83093 FG 04/47 FIXED 3.5","isin":"US3132L8NJ22","value_usd":3147007.2,"pct_val":0.05798,"balance":3326925.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICG-2021-3A","title":"ICG US CLO LTD ICG 2021 3A AR 144A","isin":"US449249AS08","value_usd":3101550,"pct_val":0.0571425,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XXIII LTD 2017-23A","title":"MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A","isin":"US55820TAJ79","value_usd":3093831.65,"pct_val":0.0531329,"balance":3092085.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER HOLDINGS USA INC","title":"SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244","isin":"US80282KAZ93","value_usd":3081503.82,"pct_val":0.0567732,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4","title":"TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A","isin":"US87276WAA18","value_usd":3080666.64,"pct_val":0.0529068,"balance":3077684.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX266","value_usd":2949296.72,"pct_val":0.0506507,"balance":2950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO V BV 5A","title":"TIKEHAU TIKEH 5A AR 144A","isin":"XS3052010652","value_usd":2940199.65,"pct_val":0.0541698,"balance":2500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY ASSET TRUST 2006-4","title":"HOME EQUITY ASSET TRUST HEAT 2006 4 2A4","isin":"US437084VN35","value_usd":2877374.6,"pct_val":0.0530124,"balance":2888401.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR","isin":"US46647PEE25","value_usd":2856478.24,"pct_val":0.0526274,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 03/28 VAR","isin":"US639057AL28","value_usd":2850626.27,"pct_val":0.0525195,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271KA959","value_usd":2847317.87,"pct_val":0.0524586,"balance":2850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM1447 FN 07/47 FIXED VAR","isin":"US3140J5TD14","value_usd":2827084.33,"pct_val":0.0520858,"balance":2988724.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QD8806 FR 03/52 FIXED 3","isin":"US3133B6YB02","value_usd":2804697.53,"pct_val":0.0516734,"balance":3160524.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A","isin":"US14311UBA51","value_usd":2801540,"pct_val":0.0516152,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR","isin":"US694308KS54","value_usd":2800063.76,"pct_val":0.0429898,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2020-4 DAC 20-4A","title":"OCP EURO CLO OCPE 2020 4A AR 144A","isin":"XS2376688474","value_usd":2791401.48,"pct_val":0.0428568,"balance":2370006.29,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MONDELEZ INTERNATIONAL INC","title":"MONDELEZ INTL INC","isin":"US60920VVB51","value_usd":2735437.38,"pct_val":0.0419976,"balance":2750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H27 FG","isin":"US38376RJ989","value_usd":2706261.04,"pct_val":0.0498598,"balance":2685400.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-10Y CME","isin":"EZXZ4DC8KGZ4","value_usd":2677388.45,"pct_val":0.0493278,"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 CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR","isin":"US46647PCP99","value_usd":2651292.54,"pct_val":0.048847,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-18","title":"FANNIE MAE FNR 2025 18 FA","isin":"US3136BU7K00","value_usd":2649769.75,"pct_val":0.048819,"balance":2638034.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLIV CLO LTD 2017-44A","title":"ARES CLO LTD ARES 2017 44A A1RR 144A","isin":"US04016NBH52","value_usd":2600823.91,"pct_val":0.0479172,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4130","title":"FREDDIE MAC FHR 4130 AB","isin":"US3137AVY354","value_usd":2512167.53,"pct_val":0.0462838,"balance":2557135,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAGNETITE XXXII LTD","title":"MAGNETITE CLO LTD MAGNE 2022 32A A 144A","isin":"US55953WAA80","value_usd":2502448.5,"pct_val":0.0384205,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU","title":"GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU A 144A","isin":"US36256AAA07","value_usd":2499314.65,"pct_val":0.046047,"balance":2514452.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WX752","value_usd":2497817.25,"pct_val":0.0428971,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AU776","value_usd":2497771.25,"pct_val":0.0383487,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC","isin":"US65339MUV61","value_usd":2490739.75,"pct_val":0.0382407,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD","isin":"US38375UVD98","value_usd":2474634.34,"pct_val":0.0455923,"balance":2471464.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-2 DAC 25-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A","isin":"XS3070649366","value_usd":2448511.76,"pct_val":0.045111,"balance":2082143.03,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONE 2021-PARK MORTGAGE TRUST","title":"ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A","isin":"US682413AA79","value_usd":2444308.65,"pct_val":0.0450336,"balance":2450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 03/28 VAR","isin":"US639057AM01","value_usd":2416428.41,"pct_val":0.0445199,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THL CREDIT WIND RIVER CLO LTD 2017-3A","title":"WIND RIVER CLO LTD WINDR 2017 3A AR2 144A","isin":"US97316LAJ70","value_usd":2402059.03,"pct_val":0.0442552,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXXII LTD","title":"SYMPHONY CLO LTD SYMP 2022 32A AR 144A","isin":"US87168NAU81","value_usd":2399937.12,"pct_val":0.0442161,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE6","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4","isin":"US61755CAD48","value_usd":2397155.68,"pct_val":0.0441649,"balance":2612840.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXH13","value_usd":2394770.4,"pct_val":0.0411274,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H21","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H21 FA","isin":"US38375UQC70","value_usd":2393026.32,"pct_val":0.0440888,"balance":2388673.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL I TRUST 2017-ASHF","title":"MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A","isin":"US61691KAA97","value_usd":2384342.06,"pct_val":0.0439288,"balance":2398254.82,"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 4123","title":"FREDDIE MAC FHR 4123 AH","isin":"US3137AUXA29","value_usd":2347250.28,"pct_val":0.0432454,"balance":2391632.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUF79","value_usd":2345457.22,"pct_val":0.0360102,"balance":2350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK8838 FN 08/48 FIXED 4","isin":"US3140HNZC97","value_usd":2325484.31,"pct_val":0.0428444,"balance":2394427.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2017-3A","title":"VOYA CLO LTD VOYA 2017 3A A1RR 144A","isin":"US92915QBG73","value_usd":2299733.43,"pct_val":0.04237,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":2298041.1,"pct_val":0.0423388,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION","isin":"US12665JUF47","value_usd":2295282.7,"pct_val":0.0352398,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EVERSOURCE ENERGY","title":"EVERSOURCE ENERGY SR UNSECURED 08/25 0.8","isin":"US30040WAJ71","value_usd":2288176.78,"pct_val":0.0351307,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A","isin":"US03880XAA46","value_usd":2235081.35,"pct_val":0.0411788,"balance":2221692.92,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1","isin":"US07387ABR59","value_usd":2222539.6,"pct_val":0.0409478,"balance":2375058.24,"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":2199017.67,"pct_val":0.0405144,"balance":2157615.62,"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 QG9295 FR 08/53 FIXED 5.5","isin":"US3133CAKG40","value_usd":2155191.6,"pct_val":0.039707,"balance":2117924.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EXG24","value_usd":2145603.68,"pct_val":0.0368482,"balance":2150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2024-D","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A","isin":"US83207QAA76","value_usd":2106415.72,"pct_val":0.0388083,"balance":2061530.43,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 04/26 4.55","isin":"US902613BB36","value_usd":2103653.54,"pct_val":0.0387574,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2019-4 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A","isin":"US05684AAY55","value_usd":2099238.46,"pct_val":0.0386761,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XLVI LTD 2020-46A","title":"MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A","isin":"US55822AAW71","value_usd":2098570.57,"pct_val":0.0386638,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":2098117.98,"pct_val":0.0386554,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QD9434 FR 03/52 FIXED 3","isin":"US3133B7PT93","value_usd":2047102.4,"pct_val":0.0377155,"balance":2308558.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCE US INC","title":"STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35","isin":"US85855CAM29","value_usd":2039691.76,"pct_val":0.037579,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125","isin":"US345397F810","value_usd":2011447.78,"pct_val":0.0370586,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC","isin":"US01626UU783","value_usd":1998189.8,"pct_val":0.0306785,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":1997082.4,"pct_val":0.036794,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC","isin":"US37790AXG39","value_usd":1996157,"pct_val":0.0342817,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO 2022 XXA LTD","title":"TRINITAS CLO LTD TRNTS 2022 20A A1R 144A","isin":"US89640EAN85","value_usd":1995500,"pct_val":0.0367648,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINION ENERGY INC","title":"DOMINION RESOURCES","isin":"US2574P0UJ18","value_usd":1995406.8,"pct_val":0.0306358,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AN1346 FN 04/26 FIXED 2.77","isin":"US3138LDP801","value_usd":1967003.91,"pct_val":0.0362398,"balance":1976994.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRNTS-2021-17A","title":"TRINITAS CLO LTD TRNTS 2021 17A AR 144A","isin":"US89642JAL98","value_usd":1900627.19,"pct_val":0.0350169,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LXII CLO LTD 2021-62A","title":"ARES CLO LTD ARES 2021 62A A1R 144A","isin":"US00192WAL19","value_usd":1900030.46,"pct_val":0.0350059,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUW34","value_usd":1892582.02,"pct_val":0.0290571,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINION ENERGY INC","title":"DOMINION RESOURCES 08/25 ZCP","isin":"US2574P0V190","value_usd":1842444.97,"pct_val":0.0282874,"balance":1850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2021-18A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A","isin":"US04943EAQ44","value_usd":1799910,"pct_val":0.0331613,"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":"FANNIE MAE REMICS 2016-62","title":"FANNIE MAE FNR 2016 62 AF","isin":"US3136ATVF87","value_usd":1757891.17,"pct_val":0.0323871,"balance":1769435.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A","isin":"US05684NAL55","value_usd":1700660.72,"pct_val":0.0313327,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WIND RIVER CLO LTD 2021-2A","title":"WIND RIVER CLO LTD WINDR 2021 2A A1R 144A","isin":"US97315VAL18","value_usd":1700496.77,"pct_val":0.0313297,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A","title":"OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A","isin":"US67592BAY48","value_usd":1699575,"pct_val":0.0313127,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A","title":"NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A","isin":"US64134MAJ53","value_usd":1699245,"pct_val":0.0313067,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1","title":"FREDDIE MAC   SLST SLST 2023 1 A11 144A","isin":"US35564CNN38","value_usd":1698629.98,"pct_val":0.029172,"balance":1698969.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","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":1677433.52,"pct_val":0.0309048,"balance":1681929.32,"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 BW7013 FN 08/52 FIXED 5","isin":"US3140MYYK23","value_usd":1661663.59,"pct_val":0.0306143,"balance":1658205.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FA","isin":"US3137HMGJ32","value_usd":1661643.6,"pct_val":0.0306139,"balance":1654451.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROSAIL-UK 2007-4BL PLC 4X","title":"EUROSAIL PLC ESAIL 2007 4X A3 REGS","isin":"XS1150797600","value_usd":1637427.56,"pct_val":0.0301677,"balance":1214800,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5","isin":"US3132DWJF14","value_usd":1632854.41,"pct_val":0.0300835,"balance":1605173.92,"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 FS8344 FN 06/49 FIXED VAR","isin":"US3140XQHW01","value_usd":1631757.52,"pct_val":0.0300633,"balance":1687126.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR","isin":"US61690DK726","value_usd":1629748.83,"pct_val":0.0300263,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GENERAL MOTORS FINANCIAL COMPANY INC","title":"GENERAL MOTORS FINL CO SR UNSECURED 04/28 5.05","isin":"US37045XFE13","value_usd":1579969.87,"pct_val":0.0291091,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":1547762.11,"pct_val":0.0285158,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":null,"value_usd":1544201.61,"pct_val":0.0284502,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H26","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H26 DF","isin":"US38383KKA96","value_usd":1532237.4,"pct_val":0.0282297,"balance":1539237.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A","isin":"US89178BAA26","value_usd":1531377.6,"pct_val":0.0282139,"balance":1585401.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5","isin":"US31335BEM46","value_usd":1529544.72,"pct_val":0.0281801,"balance":1616616.72,"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 09/25 0.00000","isin":"US912797QU41","value_usd":1521079.25,"pct_val":0.0233534,"balance":1535000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 309","title":"FREDDIEMAC STRIP FHS 309 S6","isin":"US31325USH04","value_usd":1519434.57,"pct_val":0.0279939,"balance":14538078,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NBA (HARDWOOD FUNDING LLC)","title":"HARDWOOD FUNDING LLC CORP0HRD7","isin":null,"value_usd":1516378.5,"pct_val":0.0279375,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SPIRE INC","title":"SPIRE INC SR UNSECURED 03/26 5.3","isin":"US84857LAC54","value_usd":1502221.08,"pct_val":0.0276767,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO V LTD","title":"ROMARK CLO LTD RMRK 2021 5A AR 144A","isin":"US77588PAN24","value_usd":1501103.13,"pct_val":0.0276561,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS CLO 50B LTD","title":"GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A","isin":"US38178DAN75","value_usd":1499964.69,"pct_val":0.0276351,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":1498888.8,"pct_val":0.0276153,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TR 2005-1","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M2","isin":"US64352VKB61","value_usd":1494877.73,"pct_val":0.0275414,"balance":1482267.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":1449165.09,"pct_val":0.0266992,"balance":1450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP","isin":null,"value_usd":1448613.51,"pct_val":0.0266891,"balance":1450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LLC 2021-FL3","title":"GPMT LTD. GPMT 2021 FL3 A 144A","isin":"US36264BAA89","value_usd":1445893.44,"pct_val":0.0266389,"balance":1446008.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVESTMENT LN TR 2004-2","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4","isin":"US86358EGW03","value_usd":1423346.11,"pct_val":0.0262235,"balance":1338662.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PK ALIFT LOAN FUNDING 6 LP 2025-1","title":"PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A","isin":"US69291YAA64","value_usd":1420251.57,"pct_val":0.0261665,"balance":1407911.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG0558 FR 04/53 FIXED 5","isin":"US3133C0TP72","value_usd":1418428.86,"pct_val":0.0261329,"balance":1410955.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8","title":"BANC OF AMERICA ALTERNATIVE LO BOAA 2003 8 1CB1","isin":"US05948XTV37","value_usd":1408022.9,"pct_val":0.0259412,"balance":1391879.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO CLO 2022-2A LTD","title":"INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A","isin":"US46145XAL01","value_usd":1400141.39,"pct_val":0.025796,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMO PLACEHOLDER","title":"PROJECT NOVA TERM LOAN","isin":null,"value_usd":1400000,"pct_val":0.0257934,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXM08","value_usd":1396210.62,"pct_val":0.0239783,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW ORLEANS HOTEL TRUST 2019-HNLA","title":"NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A","isin":"US647622AA79","value_usd":1391712.84,"pct_val":0.0256407,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2023-AA","title":"CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A","isin":"US16144KAC27","value_usd":1386741.35,"pct_val":0.0255491,"balance":1372030.71,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENDEE MORTGAGE TRUST 1999-2","title":"VENDEE MORTGAGE TRUST VENDE 1999 2 1Z","isin":"US911760MV56","value_usd":1370324.69,"pct_val":0.0252467,"balance":1342754.45,"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 SB1240 FR 12/32 FIXED 2.5","isin":"US3132CXLV28","value_usd":1362376.81,"pct_val":0.0251002,"balance":1401876.1,"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 CB6395 FN 02/53 FIXED 5","isin":"US3140QSC901","value_usd":1359259.66,"pct_val":0.0250428,"balance":1356747.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":1350290.67,"pct_val":0.0231897,"balance":1349241.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX8646 FN 04/53 FIXED 5","isin":"US3140NDTC16","value_usd":1319875.18,"pct_val":0.0243172,"balance":1312921.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF7047 FR 02/53 FIXED 5","isin":"US3133BUZL43","value_usd":1311817,"pct_val":0.0241687,"balance":1311474.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":1300437.44,"pct_val":0.0239591,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMMC CLO 24 LTD","title":"AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A","isin":"US00177LAJ98","value_usd":1300333,"pct_val":0.0239572,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO 36 LTD 2025-52A","title":"SYMPHONY CLO LTD SYMP 2025 52A AR 144A","isin":"US87170MAC64","value_usd":1300000,"pct_val":0.023951,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":1299726.87,"pct_val":0.023946,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHETARD INC","isin":null,"value_usd":1298878.49,"pct_val":0.0239304,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EUA80","value_usd":1298262.55,"pct_val":0.0199324,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5","title":"OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT","isin":"US68383NCU54","value_usd":1267703.34,"pct_val":0.023356,"balance":1275060.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUF79","value_usd":1247602.75,"pct_val":0.0191546,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 07/25 ZCP","isin":"US00913WUF03","value_usd":1247521,"pct_val":0.0191534,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":1246949.25,"pct_val":0.0229736,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOOTBALL CLUB TERM NOTES 2024-XVII TRUST","title":"NATIONAL FOOTBAL LEAGUE 4.5YR","isin":null,"value_usd":1229713.31,"pct_val":0.0226561,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK8702 FN 07/48 FIXED 4","isin":"US3140HNU424","value_usd":1226072.65,"pct_val":0.022589,"balance":1269039.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOOTBALL CLUB TERM NOTES 2024-XVII TRUST","title":"NATIONAL FOOTBAL LEAGUE 4.5YR","isin":null,"value_usd":1225388.33,"pct_val":0.0225764,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"APIDOS CLO XV 2013-15A","title":"APIDOS CLO LTD APID 2013 15A A1RR 144A","isin":"US03764QBC50","value_usd":1224496.13,"pct_val":0.0187999,"balance":1223138.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0883 FR 02/52 FIXED 3","isin":"US3132DM6U43","value_usd":1221854.98,"pct_val":0.0225113,"balance":1377293.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DBGS 2021-W52 MORTGAGE TRUST","title":"DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A","isin":"US23308LAA26","value_usd":1219841.77,"pct_val":0.0224742,"balance":1220000,"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 G08793 FG 12/47 FIXED 4","isin":"US3128MJ3B44","value_usd":1208212.41,"pct_val":0.0222599,"balance":1247931.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":1201115.9,"pct_val":0.0221292,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO IV LTD 2021-4A","title":"ROMARK CLO LTD RMRK 2021 4A A1R 144A","isin":"US77588LAN10","value_usd":1200519.52,"pct_val":0.0221182,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAMESTOWN CLO XVI LTD 2021-16A","title":"JAMESTOWN CLO LTD JTWN 2021 16A AR 144A","isin":"US47048RAL96","value_usd":1200242.47,"pct_val":0.0221131,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SILVER ROCK CLO II LTD 2021-2A","title":"SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A","isin":"US82812LAN91","value_usd":1199993.59,"pct_val":0.0221085,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PMTS INC 07/25 ZCP","isin":"US37961CU186","value_usd":1199836.8,"pct_val":0.0184213,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXIV LTD 2020-24A","title":"SYMPHONY CLO LTD SYMP 2020 24A A1R 144A","isin":"US87167QAQ10","value_usd":1199819.63,"pct_val":0.0221053,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARALLEL 2021-1 LTD","title":"PARALLEL LTD PARL 2021 1A AR 144A","isin":"US69916HAL42","value_usd":1197791.38,"pct_val":0.0220679,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX6392 FN 02/53 FIXED 5","isin":"US3140NBC664","value_usd":1194086.66,"pct_val":0.0219997,"balance":1191631.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TELUS CORPORATION","title":"TELUS CORP","isin":"US87974PW418","value_usd":1189877.76,"pct_val":0.0182684,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY0234 FN 04/53 FIXED 5","isin":"US3140NGHL73","value_usd":1177950.64,"pct_val":0.0217024,"balance":1171170.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR CLO X DAC 10A","title":"CAPITAL FOUR CLO CFOUR 10A A 144A","isin":"XS3140140818","value_usd":1176148.49,"pct_val":0.0216692,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONTINENTAL RESOURCES INC","title":"CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268","isin":"US212015AU57","value_usd":1175458.88,"pct_val":0.0216565,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDIGO CREDIT MANAGEMENT I DAC 1A","title":"INDIGO CREDIT MANAGEMENT INDI 1A AR 144A","isin":"XS3236214899","value_usd":1175201.87,"pct_val":0.0216518,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS4439 FN 04/53 FIXED VAR","isin":"US3140XK4Z03","value_usd":1173029.45,"pct_val":0.0216117,"balance":1170707.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A","isin":"XS2999623775","value_usd":1168104.85,"pct_val":0.021521,"balance":993192.69,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS4264 FN 03/53 FIXED VAR","isin":"US3140XKW225","value_usd":1164992.04,"pct_val":0.0214637,"balance":1162925.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":"US8424C1A816","value_usd":1148970.18,"pct_val":0.0211685,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VW CREDIT INC","title":"VW CR INC","isin":"US91842KAD81","value_usd":1148382.18,"pct_val":0.0211576,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8865 FN 02/35 FIXED VAR","isin":"US3140XQZ753","value_usd":1147685.51,"pct_val":0.0211448,"balance":1181112.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":1146632.57,"pct_val":0.0211254,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF6790 FR 01/53 FIXED 5","isin":"US3133BURK51","value_usd":1139216.74,"pct_val":0.0209888,"balance":1136903.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A","isin":"US78398AAD54","value_usd":1131106.84,"pct_val":0.0208394,"balance":1123687.13,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3404","title":"FREDDIE MAC FHR 3404 AF","isin":"US31397PST83","value_usd":1131055.47,"pct_val":0.0208384,"balance":1122736.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NTT FINANCE CORPORATION","title":"NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR","isin":"US62954WAR60","value_usd":1111677.24,"pct_val":0.0204814,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7","isin":"US842400HQ95","value_usd":1109267.6,"pct_val":0.020437,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8299 FR 02/53 FIXED 5","isin":"US3132DWGG24","value_usd":1104638.45,"pct_val":0.0203517,"balance":1102565.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 42A LTD","title":"KKR FINANCIAL CLO LTD KKR 42A AR 144A","isin":"US48255EAJ91","value_usd":1100825,"pct_val":0.0202814,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2021-16A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A","isin":"US04940AAN28","value_usd":1100019.67,"pct_val":0.0202666,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":1099747.99,"pct_val":0.0202616,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 95 CLO LTD","title":"DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A","isin":"US262487AJ07","value_usd":1099629.2,"pct_val":0.0202594,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO 21 LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A","isin":"US03331KAJ88","value_usd":1099175,"pct_val":0.020251,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JXF91","value_usd":1098037.38,"pct_val":0.0188575,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF8169 FR 02/53 FIXED 5","isin":"US3133BWCE13","value_usd":1090045.54,"pct_val":0.0200828,"balance":1088056.23,"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 AB3968 FN 12/26 FIXED 3","isin":"US31417AMS59","value_usd":1088778.99,"pct_val":0.0200595,"balance":1095656.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO VI DAC 6A","title":"HAYFIN EMERALD CLO HAYEM 6A AR 144A","isin":"XS3196159894","value_usd":1058599.54,"pct_val":0.0195035,"balance":900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF7609 FR 01/53 FIXED 5","isin":"US3133BVN271","value_usd":1056345.45,"pct_val":0.019462,"balance":1056598.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JX102","value_usd":1049877.05,"pct_val":0.0180304,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":"US46652LU215","value_usd":1049702.33,"pct_val":0.0161162,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EU340","value_usd":1049581.58,"pct_val":0.0161144,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC. 01/26 ZCP","isin":"US20600HAD61","value_usd":1048483.8,"pct_val":0.0193171,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUG74","value_usd":1047847.5,"pct_val":0.0160878,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4918 FN 02/53 FIXED 5","isin":"US31418EPC83","value_usd":1040710.98,"pct_val":0.0191739,"balance":1038758.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV1252 FN 04/52 FIXED 3","isin":"US3140MEMA15","value_usd":1036837.95,"pct_val":0.0191026,"balance":1169780.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4","isin":"US3131XYWF20","value_usd":1020877.44,"pct_val":0.0188085,"balance":1055688.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LOANCORE ISSUER LTD 2021-CRE5","title":"LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A","isin":"US53947XAA00","value_usd":1005346.42,"pct_val":0.0172656,"balance":1004630.92,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APIDOS CLO XI 2012-11A","title":"APIDOS CLO APID 2012 11A AR4 144A","isin":"US03763YBY14","value_usd":1001206.17,"pct_val":0.0184461,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRYSAIL CLO 2022-1A LTD","title":"TRYSAIL CLO LTD TRYSL 2022 1A A 144A","isin":"US89856JAA43","value_usd":1001120.18,"pct_val":0.0184445,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AGL CLO 14 LTD 2021-14A","title":"AGL CLO 14, LTD. AGL 2021 14A AR 144A","isin":"US00851WAL37","value_usd":1000100.8,"pct_val":0.0184257,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XLIX LTD 2021-49A","title":"MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A","isin":"US55820VAL71","value_usd":1000014.13,"pct_val":0.0184241,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 35 LTD 35A","title":"LCM LTD PARTNERSHIP LCM 35A A1R 144A","isin":"US50202QAL77","value_usd":999874.19,"pct_val":0.0184215,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARRIOTT INTERNATIONAL INC","title":"MARRIOTT INTERNATION","isin":null,"value_usd":999785.51,"pct_val":0.0184199,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANYON CAPITAL CLO 2019-2 LTD","title":"CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A","isin":"US13887WAS98","value_usd":999411.05,"pct_val":0.018413,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL STREET MASTER TRUST 2025-1","title":"CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A","isin":"US14051LAC63","value_usd":998855.5,"pct_val":0.0184028,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GUGGENHEIM CLO 2022-2A LTD","title":"GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A","isin":"US40172PAL67","value_usd":998750,"pct_val":0.0184008,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995938 FN 01/39 FIXED VAR","isin":"US31416CLT17","value_usd":994185.91,"pct_val":0.0183167,"balance":939511.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4116","title":"FREDDIE MAC FHR 4116 EA","isin":"US3137AVL963","value_usd":992495.73,"pct_val":0.0182856,"balance":1010574.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG0977 FR 04/53 FIXED 5","isin":"US3133C1CN80","value_usd":990997.16,"pct_val":0.018258,"balance":991055.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF7455 FR 02/53 FIXED 5","isin":"US3133BVH810","value_usd":953739.49,"pct_val":0.0175716,"balance":953520.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO RECEIVABLES ISSUER TRUST 2025-2A","title":"GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A","isin":"US37989BAC63","value_usd":949242.36,"pct_val":0.0174887,"balance":947415.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUE27","value_usd":948298.27,"pct_val":0.0145594,"balance":950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF","isin":"US38383K2U57","value_usd":938992.7,"pct_val":0.0172999,"balance":936496,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2021-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FG","isin":"US38382YGG26","value_usd":938194.83,"pct_val":0.0172852,"balance":944014.3,"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 2016-H09","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB","isin":"US38376RTJ58","value_usd":933627.97,"pct_val":0.017201,"balance":929253.05,"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 2004-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A","isin":"US92922FB720","value_usd":925597.5,"pct_val":0.0170531,"balance":941732.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7761 FN 01/54 FIXED 5","isin":"US3140QTTT65","value_usd":902201.93,"pct_val":0.016622,"balance":902296.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-2 LTD","title":"WELLFLEET CLO LTD WELF 2021 2A A1R 144A","isin":"US95023AAL44","value_usd":900393.82,"pct_val":0.0165887,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BECTON DICKINSON AND COMPANY","title":"BECTON DICKINSON&CO.","isin":null,"value_usd":898660.08,"pct_val":0.0165568,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":897888.15,"pct_val":0.0165426,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC 10/25 ZCP","isin":"US65339MXL52","value_usd":897858.09,"pct_val":0.0154197,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":"US40412DB407","value_usd":896428.54,"pct_val":0.0165157,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2020-80","title":"FANNIE MAE FNR 2020 80 JF","isin":"US3136BCZK92","value_usd":894498.54,"pct_val":0.0164801,"balance":929967.4,"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 BY4277 FN 06/53 FIXED 4.5","isin":"US3140NLXF17","value_usd":890518.31,"pct_val":0.0164068,"balance":910535.73,"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 2005-4","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1","isin":"US41161PMX86","value_usd":878835.7,"pct_val":0.0161915,"balance":1181396.88,"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 MA5443 FN 08/54 FIXED 5","isin":"US31418FBM86","value_usd":862700.31,"pct_val":0.0158943,"balance":864373.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5","isin":"US3132DWJD65","value_usd":860986.98,"pct_val":0.0158627,"balance":880056.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-38","title":"FANNIE MAE FNR 2024 38 FA","isin":"US3136BR4S35","value_usd":860213.85,"pct_val":0.0158485,"balance":858653.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1","isin":"US07402FAA30","value_usd":853020.57,"pct_val":0.0157159,"balance":1207490.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WUB61","value_usd":848771.92,"pct_val":0.0130313,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":null,"value_usd":845853.28,"pct_val":0.0155839,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVF74","value_usd":844662.94,"pct_val":0.0129682,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2012-114","title":"FANNIE MAE FNR 2012 114 SB","isin":"US3136A9LP11","value_usd":831287.88,"pct_val":0.0153155,"balance":7518123,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF8565 FR 03/53 FIXED 5","isin":"US3133BWQS52","value_usd":821426.82,"pct_val":0.0151339,"balance":816698.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/18/24-1Y LCH","isin":"EZXN18T2XBB5","value_usd":812665.91,"pct_val":0.0139566,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR","isin":"US61690U8E33","value_usd":811357.47,"pct_val":0.0149483,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCULPTOR CLO XXVII LTD 27A","title":"SCULPTOR CLO LTD SCUL 27A A1R 144A","isin":"US81124UAW45","value_usd":799991.18,"pct_val":0.0147389,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ERAC USA FINANCE LLC","title":"ERAC USA FINANCE LLC","isin":null,"value_usd":798962.88,"pct_val":0.01472,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL 25 LTD","title":"NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A","isin":"US668468AL53","value_usd":798737.56,"pct_val":0.0147158,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENTEX HOME EQUITY 2004-D","title":"CENTEX HOME EQUITY CXHE 2004 D MV1","isin":"US152314LQ15","value_usd":797069.31,"pct_val":0.0146851,"balance":804005.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2024-8","title":"ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A","isin":"US03465QAA22","value_usd":772255.72,"pct_val":0.0142279,"balance":768266.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-61","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1","isin":"US31395A3J20","value_usd":764769.24,"pct_val":0.01409,"balance":785332.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":"US8424C1A659","value_usd":749497.13,"pct_val":0.0138086,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":748818.38,"pct_val":0.0137961,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS 01/26 ZCP","isin":null,"value_usd":748161.98,"pct_val":0.013784,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EQUINIX INC SNR S* SP GST","isin":"EZV2HPK2D0S5","value_usd":734711.73,"pct_val":0.0135362,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY MORTGAGE TRUST 2005-7","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2005 7 7A5","isin":"US61748HPQ82","value_usd":722887.11,"pct_val":0.0133184,"balance":824480.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 12/27 VAR","isin":"US225401BC11","value_usd":714750.26,"pct_val":0.0131685,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FLATIRON CLO LTD 2019-1A","title":"FLATIRON CLO LTD FLAT 2019 1A AR2 144A","isin":"US33883JAW18","value_usd":713171.26,"pct_val":0.0131394,"balance":712757.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2004-OPT","title":"GSAMP TRUST GSAMP 2004 OPT M1","isin":"US36242DNU36","value_usd":709387.82,"pct_val":0.0130697,"balance":727534.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":705208.7,"pct_val":0.0129927,"balance":600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR4","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A","isin":"US45661EAV65","value_usd":704666.22,"pct_val":0.0129827,"balance":758860.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-1 LTD","title":"WELLFLEET CLO LTD WELF 2021 1A A1R 144A","isin":"US94950CAL00","value_usd":700852.83,"pct_val":0.0129124,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK AVENUE INSTITUTIONAL ADVI 2021-1A","title":"PARK AVENUE INSTITUTIONAL ADVI PAIA 2021 1A A1AR 144A","isin":"US70015QAL23","value_usd":700523.68,"pct_val":0.0129064,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVESINK CLO 2 LTD 2024-2A","title":"NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A","isin":"US63942YAQ70","value_usd":700000,"pct_val":0.0128967,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":699515.53,"pct_val":0.0128878,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 10/25 ZCP","isin":"US22823PX991","value_usd":699192.97,"pct_val":0.0120078,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAN DIEGO GAS & ELECTRIC COMPANY","title":"SAN DIEGO GAS + ELEC","isin":null,"value_usd":698407.08,"pct_val":0.0128674,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":null,"value_usd":697651.29,"pct_val":0.0128534,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARLEY-DAVIDSON FINANCIAL SERVICES INC","title":"HARLEY DAVIDSON FND CP","isin":"US41282JV408","value_usd":696767.33,"pct_val":0.0106976,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65","isin":"US842400GJ61","value_usd":692252.05,"pct_val":0.012754,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SEC 2005-H","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5","isin":"US05949CGA80","value_usd":685763.7,"pct_val":0.0126344,"balance":767096.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TR 2005-3","title":"BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3","isin":"US07386HSN25","value_usd":685170.61,"pct_val":0.0126235,"balance":702062.59,"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":"RFR JPY MUTK/1.00000 03/18/26-2Y LCH","isin":"EZCZ6KPHFFM4","value_usd":679929.66,"pct_val":0.0125269,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F","isin":"US38375UXM79","value_usd":679718.49,"pct_val":0.012523,"balance":676929.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST-2005-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1","isin":"US466247UG61","value_usd":672973.2,"pct_val":0.0123988,"balance":757664.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A","isin":"XS3040415013","value_usd":666501.95,"pct_val":0.0122795,"balance":567553.31,"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 MA5399 G2 08/48 FIXED 4.5","isin":"US36179T7L33","value_usd":661186.59,"pct_val":0.0121816,"balance":666099.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMETEK INC","title":"AMETEK INC DISC COML 01/26 ZCP","isin":null,"value_usd":649587.9,"pct_val":0.0119679,"balance":650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL","isin":null,"value_usd":649457.9,"pct_val":0.0119655,"balance":650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":648972.94,"pct_val":0.0119566,"balance":650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":646849.53,"pct_val":0.0099312,"balance":647000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LN ABS CERT 2004-FF3","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1","isin":"US36228FU614","value_usd":639150.4,"pct_val":0.0117756,"balance":653087.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHESAPEAKE FUNDING II LLC 2024-1A","title":"CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A","isin":"US165183DE19","value_usd":624348.3,"pct_val":0.0115029,"balance":616797.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5","isin":"US3132WK5E48","value_usd":621615.27,"pct_val":0.0114526,"balance":657000.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85","isin":"US842400HS51","value_usd":616998.98,"pct_val":0.0113675,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-FM1","title":"GSAMP TRUST GSAMP 2007 FM1 A2A","isin":"US3622MAAB76","value_usd":611897.29,"pct_val":0.0112735,"balance":1231999.7,"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 ASSET BACKED SECURITIES TRUST 2003-2","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2003 2 M1","isin":"US07384YJU10","value_usd":609041.9,"pct_val":0.0112209,"balance":613103.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125","isin":"US07274EAH62","value_usd":608788.93,"pct_val":0.0112162,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEWGATE FUNDING PLC 2007-3X","title":"NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS","isin":"XS0329656101","value_usd":607055.77,"pct_val":0.0111843,"balance":522071.5,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":599669.76,"pct_val":0.0110482,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERNATIONAL FLAVORS & FRAGRANCES INC","title":"INTERNAL FLV+FGR INC 10/25 ZCP","isin":"US4595A2X612","value_usd":599575.56,"pct_val":0.010297,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC.","isin":null,"value_usd":599201.22,"pct_val":0.0110396,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK1462 FN 04/48 FIXED 4","isin":"US3140HETU60","value_usd":598835.17,"pct_val":0.0110329,"balance":619615.92,"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 BU9251 FN 04/52 FIXED 3","isin":"US3140MBH541","value_usd":595324.54,"pct_val":0.0109682,"balance":671690.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2013-84","title":"FANNIE MAE FNR 2013 84 PS","isin":"US3136AF5D20","value_usd":572370.44,"pct_val":0.0105453,"balance":6613344.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1","title":"SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A","isin":"US81377JAB98","value_usd":571696.08,"pct_val":0.0105328,"balance":2724125.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE CAMPBELLS COMPANY","title":"CAMPBELL SOUP CO.","isin":"US13443CX971","value_usd":549393.41,"pct_val":0.0094352,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SEC TRUST 2005-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1","isin":"US885220HZ91","value_usd":548681.37,"pct_val":0.0101088,"balance":500554.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV0592 FN 04/52 FIXED 3","isin":"US3140MDUS57","value_usd":547307.36,"pct_val":0.0100835,"balance":612910.92,"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 2005-AR8","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A","isin":"US86359LRW18","value_usd":544589.65,"pct_val":0.0100334,"balance":635424.91,"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 SD8452 FR 08/54 FIXED 5","isin":"US3132DWL925","value_usd":533879.44,"pct_val":0.0098361,"balance":534914.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE LOAN TRUST 2005-2AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2005 2AR A","isin":"US61745M4E02","value_usd":522417.17,"pct_val":0.0096249,"balance":522398.15,"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 BH9044 FN 11/47 FIXED 4","isin":"US3140GYBN82","value_usd":520037.96,"pct_val":0.0095811,"balance":537887.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NTT FINANCE CORPORATION","title":"NTT FINANCE CORP SR UNSECURED 144A 07/28 4.62","isin":"US62954WAQ87","value_usd":506730.77,"pct_val":0.0093359,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2025-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A","isin":"US69548WAB90","value_usd":503325.05,"pct_val":0.0092732,"balance":499980.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LXV CLO LTD","title":"ARES CLO LTD ARES 2022 65A A1R 144A","isin":"US04019FAL13","value_usd":499927.61,"pct_val":0.0092106,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DANSKE BANK A/S","title":"DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR","isin":"US23636AAZ49","value_usd":496944.59,"pct_val":0.0076297,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF0706 FR 09/52 FIXED 5","isin":"US3133BMYB53","value_usd":493230.84,"pct_val":0.0090872,"balance":490447.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF","isin":"US38383KYE62","value_usd":486729.1,"pct_val":0.0089674,"balance":483246.68,"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 DB8490 FN 07/54 FIXED 5","isin":"US3140AJNG90","value_usd":486418.72,"pct_val":0.0089617,"balance":485430.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASSACHUSETTS EDUC FINANCING AUTH 2008-1","title":"MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1","isin":"US57563NAA63","value_usd":474466.31,"pct_val":0.0087415,"balance":473183.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BE2239 FN 02/47 FIXED 3.5","isin":"US3140FMPZ38","value_usd":465165.4,"pct_val":0.0085701,"balance":490985.45,"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 735362 FN 03/35 FLOATING VAR","isin":"US31402Q5X53","value_usd":463198.6,"pct_val":0.0085339,"balance":454369.55,"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/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":460212.35,"pct_val":0.0084789,"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":"NOVASTAR HOME EQUITY LOAN 2006-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A","isin":"US669884AA68","value_usd":457944.36,"pct_val":0.0084371,"balance":460030.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W1","title":"FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1","isin":"US31392GVX05","value_usd":452345.3,"pct_val":0.0083339,"balance":448007.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CATAMARAN CLO LTD 2014-1A","title":"CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A","isin":"US14889DAJ72","value_usd":448534.84,"pct_val":0.0077031,"balance":447974.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":null,"value_usd":448123.5,"pct_val":0.0082562,"balance":450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS6793 FN 06/53 FIXED VAR","isin":"US3140XNRP19","value_usd":443608.95,"pct_val":0.008173,"balance":465339.02,"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 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":437552.99,"pct_val":0.0080614,"balance":819421.68,"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 2006-AR2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR2 1A2","isin":"US17307G6L72","value_usd":419115.68,"pct_val":0.0077217,"balance":427378.01,"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 2007-64","title":"FANNIE MAE FNR 2007 64 FA","isin":"US31396WVQ67","value_usd":418998.75,"pct_val":0.0077196,"balance":420892.05,"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 DB5440 FN 05/54 FIXED 5","isin":"US3140AFBJ46","value_usd":417538.35,"pct_val":0.0076927,"balance":418226.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SLM STUDENT LOAN TRUST 2003-7X","title":"SLM STUDENT LOAN TR 03 7 SLM STUDENT LOAN TR 03 7 REGS","isin":"XS0172692914","value_usd":413015.63,"pct_val":0.0076093,"balance":373421.93,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUIFAX INC","title":"EQUIFAX INC","isin":"US29442KUH12","value_usd":399129.28,"pct_val":0.0061279,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 828982 FN 08/35 FLOATING VAR","isin":"US31407E6T53","value_usd":393691.51,"pct_val":0.0072533,"balance":383244.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW9008 FN 10/52 FIXED 5","isin":"US3140N2AJ06","value_usd":387873.14,"pct_val":0.0071461,"balance":387450.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8314 FR 04/53 FIXED 4.5","isin":"US3132DWGX56","value_usd":367157.78,"pct_val":0.0067645,"balance":374696.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCP TRUST 2021-330N","title":"BCP TRUST BCP 2021 330N A 144A","isin":"US05553BAA35","value_usd":358851.77,"pct_val":0.0055095,"balance":397740,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OSCAR US FUNDING XVII LLC 2024-2A","title":"OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A","isin":"US68784BAB09","value_usd":354316.45,"pct_val":0.0065279,"balance":354053,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS","isin":null,"value_usd":349740.72,"pct_val":0.0064436,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUIFAX INC","title":"EQUIFAX INC","isin":null,"value_usd":349666.17,"pct_val":0.0064422,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABBVIE INC","title":"ABBVIE INC","isin":"US00287BU801","value_usd":349643.91,"pct_val":0.0053681,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL","isin":"US28103AX903","value_usd":349619.17,"pct_val":0.0060043,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEOK INC","title":"ONEOK INC","isin":"US68269EUB63","value_usd":349498.07,"pct_val":0.0053659,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":349412.81,"pct_val":0.0064375,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEOK INC","title":"ONEOK INC","isin":"US68269EUE03","value_usd":349357.23,"pct_val":0.0053637,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHETARD INC 01/26 ZCP","isin":null,"value_usd":349201.62,"pct_val":0.0064336,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASHFORD HOSPITALITY TRUST 2018-ASHF","title":"ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A","isin":"US04410RAA41","value_usd":348881.22,"pct_val":0.0064277,"balance":349222.83,"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 SEC TRUST 2005-4","title":"THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1","isin":"US885220JN44","value_usd":348827.42,"pct_val":0.0064267,"balance":383428.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2023-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A","isin":"US17331KAD19","value_usd":346989.21,"pct_val":0.0063929,"balance":344915.17,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNPAM-2018-1A","title":"BNPP IP EURO CLO BNPAM 2018 1A AR 144A","isin":"XS2306989372","value_usd":346434.04,"pct_val":0.0063827,"balance":294551.32,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GENERAL MOTORS FINANCIAL COMPANY INC","title":"GENERAL MOTORS FINL CO SR UNSECURED 04/28 2.4","isin":"US37045XDH61","value_usd":337237.8,"pct_val":0.0062132,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2005-6","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1","isin":"US07387ADG76","value_usd":334147.14,"pct_val":0.0061563,"balance":384740.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RB50","value_usd":330182.97,"pct_val":0.0050694,"balance":334000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2004-CB1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A","isin":"US92922FRL49","value_usd":316809.52,"pct_val":0.0058369,"balance":307582.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35","isin":"US345397C353","value_usd":313340.77,"pct_val":0.0057729,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2005-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2","isin":"US61744CKP04","value_usd":309794,"pct_val":0.0057076,"balance":311029.94,"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 2007-65","title":"FANNIE MAE FNR 2007 65 KF","isin":"US31396WLX29","value_usd":305784.48,"pct_val":0.0056337,"balance":308563.59,"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 FS2699 FN 08/52 FIXED VAR","isin":"US3140XH7M35","value_usd":304919.99,"pct_val":0.0056178,"balance":304406.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERCONTINENTAL EXCHANGE INC","title":"INTERCONTINENTAL EXCHANGE","isin":"US45856WU236","value_usd":299923.5,"pct_val":0.0046048,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER 01/26 ZCP","isin":null,"value_usd":299780.67,"pct_val":0.0055231,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EX989","value_usd":299657.91,"pct_val":0.0051463,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS","isin":null,"value_usd":299553.72,"pct_val":0.0055189,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP","isin":null,"value_usd":299532.18,"pct_val":0.0055185,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERNATIONAL FLAVORS & FRAGRANCES INC","title":"INTERNAL FLV&FGR INC","isin":"US4595A3AW74","value_usd":299032.5,"pct_val":0.0055093,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRSTENERGY CORP","title":"FIRSTENERGY CORP SR UNSECURED 07/27 3.9","isin":"US337932AH00","value_usd":298982.82,"pct_val":0.0055084,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5","isin":"US3133C2VF29","value_usd":294004.49,"pct_val":0.0054167,"balance":300342.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":285420.03,"pct_val":0.0052585,"balance":1062011.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2010-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H02 FA","isin":"US38375BAM46","value_usd":281982.81,"pct_val":0.0051952,"balance":281069.08,"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 804850 FN 01/35 FLOATING VAR","isin":"US31406BEX47","value_usd":275885.75,"pct_val":0.0050829,"balance":269925.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7","title":"READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A","isin":"US75575WAA45","value_usd":273139.77,"pct_val":0.0050323,"balance":273172.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PP64","value_usd":271333.75,"pct_val":0.0041658,"balance":273000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":271141.09,"pct_val":0.0049955,"balance":271361.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":263913,"pct_val":0.0048623,"balance":261300,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-20","title":"FANNIE MAE FNR 2007 20 FP","isin":"US31396PZ950","value_usd":262597.55,"pct_val":0.0048381,"balance":265827.78,"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 BD7814 FN 09/46 FIXED 4.5","isin":"US3140FFVG32","value_usd":250357.13,"pct_val":0.0046125,"balance":251719.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC.","isin":null,"value_usd":249862.55,"pct_val":0.0046034,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EVERSOURCE ENERGY","title":"EVERSOURCE ENERGY","isin":"US30040XX764","value_usd":249786.1,"pct_val":0.0042898,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QE8561 FR 08/52 FIXED 5","isin":"US3133BJQN54","value_usd":245226.87,"pct_val":0.004518,"balance":244867.79,"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 2004-65","title":"FANNIE MAE FNR 2004 65 YA","isin":"US31394AQD18","value_usd":239996.45,"pct_val":0.0044217,"balance":235392.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5","title":"SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A","isin":"US81379EAA01","value_usd":239668.89,"pct_val":0.0044156,"balance":305251.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR4","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR4 2A1","isin":"US362341FH73","value_usd":238198.73,"pct_val":0.0043885,"balance":471472.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE SECURITIES TRUST 2020-DUNE","title":"GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A","isin":"US36258BAA61","value_usd":232282.6,"pct_val":0.0042795,"balance":232222.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNTRUST ADJR MRTG LN TR 2007-S1","title":"SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A","isin":"US855541AA68","value_usd":229732.03,"pct_val":0.0042326,"balance":398663.22,"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 2004-1","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M1","isin":"US126671Z258","value_usd":223611.82,"pct_val":0.0041198,"balance":216267.36,"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 BW8088 FN 09/52 FIXED 5","isin":"US3140N07A76","value_usd":222285.72,"pct_val":0.0040954,"balance":221845.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-32","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1","isin":"US3133TSQG11","value_usd":212746.94,"pct_val":0.0039196,"balance":213184.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-20Y CME","isin":"EZP8LX3VM948","value_usd":212548.13,"pct_val":0.003916,"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":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8","isin":"US345397C924","value_usd":208752.61,"pct_val":0.003846,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2002-22","title":"FANNIE MAE FNR 2002 22 ZA","isin":"US31392CDG69","value_usd":203805,"pct_val":0.0037549,"balance":194594.01,"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 BM2003 FN 10/47 FIXED VAR","isin":"US3140J6GM33","value_usd":197879.85,"pct_val":0.0036457,"balance":204550.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2012-146","title":"FANNIE MAE FNR 2012 146 QA","isin":"US3136ABFP36","value_usd":197012.81,"pct_val":0.0036297,"balance":224741.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 1.8","isin":"US44891ABT34","value_usd":190944.96,"pct_val":0.0035179,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H16 FM","isin":"US38376REA05","value_usd":186521.45,"pct_val":0.0034364,"balance":186296.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3200","title":"FREDDIE MAC FHR 3200 SB","isin":"US31397AJC80","value_usd":185048.44,"pct_val":0.0034093,"balance":1570991,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-9","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A","isin":"US69546QAA67","value_usd":182647.22,"pct_val":0.0033651,"balance":182130.15,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A","isin":"US78397XAB01","value_usd":178778.86,"pct_val":0.0030703,"balance":178568.9,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ8540 FN 01/27 FIXED 3","isin":"US3138E1P273","value_usd":177700.62,"pct_val":0.0032739,"balance":179007.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MTGE ASSETS 2005-1","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11","isin":"US02660VAE83","value_usd":177432.12,"pct_val":0.003269,"balance":183710.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAHFA6 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZWLKT99MKR0","value_usd":170918.55,"pct_val":0.003149,"balance":328500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 2826","title":"FREDDIE MAC FHR 2826 YT","isin":"US31395CZM62","value_usd":168646.6,"pct_val":0.0031071,"balance":165117.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2010-H28","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H28 FE","isin":"US38375BJE39","value_usd":167864.87,"pct_val":0.0030927,"balance":167986.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE XXVII CLO LTD 2017-27A","title":"VENTURE CDO LTD VENTR 2017 27A AR 144A","isin":"US92331LBC37","value_usd":164716.43,"pct_val":0.0030347,"balance":164513.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A","isin":"US76089RAA23","value_usd":157487.32,"pct_val":0.0029015,"balance":157230.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-21","title":"FANNIE MAE FNR 2007 21 FC","isin":"US31396P3U39","value_usd":156736.14,"pct_val":0.0028877,"balance":158324.5,"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-H08","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H08 KF","isin":"US38380LEB53","value_usd":156360.94,"pct_val":0.0028808,"balance":156754.2,"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 080579 G2 02/32 FLOATING VAR","isin":"US36225CUD63","value_usd":155681.05,"pct_val":0.0028682,"balance":153414.12,"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 2006-118","title":"FANNIE MAE FNR 2006 118 A1","isin":"US31396L4R81","value_usd":155426.28,"pct_val":0.0028636,"balance":158931.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2005-5","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11","isin":"US05946XE581","value_usd":153933.16,"pct_val":0.002836,"balance":151613.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A","isin":"US22540VK434","value_usd":151527.28,"pct_val":0.0027917,"balance":156057.01,"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 1G0198 FH 04/35 FLOATING VAR","isin":"US3128NCGF56","value_usd":146668.51,"pct_val":0.0027022,"balance":143093.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1","isin":"US058927AA22","value_usd":144459.86,"pct_val":0.0026615,"balance":151070.51,"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 TR 2004-HYB2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A","isin":"US17307GEC87","value_usd":137534.15,"pct_val":0.0025339,"balance":147638.26,"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 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1","isin":"US07384M4E98","value_usd":132962.7,"pct_val":0.0024497,"balance":136258.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA","isin":"US38376RC950","value_usd":131428.89,"pct_val":0.0024214,"balance":130950.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2","isin":"US021468AB99","value_usd":130740.25,"pct_val":0.0024087,"balance":326935.7,"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 MORTGAGE TRUST-2004-11AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1","isin":"US61748HGR66","value_usd":127103.67,"pct_val":0.0023417,"balance":132728.13,"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 2009-111","title":"FANNIE MAE FNR 2009 111 FC","isin":"US31398GQS11","value_usd":126065.91,"pct_val":0.0023226,"balance":125528.27,"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 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1","isin":"US07386HSY89","value_usd":123189.92,"pct_val":0.0022696,"balance":128320.44,"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 2001-29","title":"FANNIE MAE FNR 2001 29 Z","isin":"US313920GP90","value_usd":121505.03,"pct_val":0.0022386,"balance":118017.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2461","title":"FREDDIE MAC FHR 2461 Z","isin":"US31392MK438","value_usd":121125.06,"pct_val":0.0022316,"balance":115358.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUIFIRST MORTGAGE LOAN TRUST 2004-1","title":"EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 1A1","isin":"US29445FAR91","value_usd":120667.37,"pct_val":0.0022232,"balance":121655.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A","isin":"US929227QB55","value_usd":116260.65,"pct_val":0.002142,"balance":122697.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-131","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 BW","isin":"US38379E2W15","value_usd":114261.11,"pct_val":0.0021051,"balance":115255.28,"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 834681 FN 10/35 FLOATING VAR","isin":"US31407MJ220","value_usd":110902.14,"pct_val":0.0020432,"balance":107742,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2004-1","title":"SAXON ASSET SECURITIES TRUST SAST 2004 1 M1","isin":"US805564PN55","value_usd":110398.63,"pct_val":0.002034,"balance":127625.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2012-84","title":"FANNIE MAE FNR 2012 84 SJ","isin":"US3136A7P482","value_usd":108154.65,"pct_val":0.0019926,"balance":723750.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR","isin":"US3128QJ5D41","value_usd":106904.96,"pct_val":0.0019696,"balance":104078.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65","isin":"US842400HY20","value_usd":103604.28,"pct_val":0.0019088,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":102804.38,"pct_val":0.0018941,"balance":107186.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2010-1","title":"FANNIE MAE FNR 2010 1 FT","isin":"US31398GM979","value_usd":98903.48,"pct_val":0.0018222,"balance":98233.47,"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 ASSET BACKED SECURITIES TRUST 2003-1","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1","isin":"US07384YGX85","value_usd":97870.86,"pct_val":0.0018032,"balance":96569.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ARM 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1","isin":"US07384MTN29","value_usd":97377.64,"pct_val":0.0017941,"balance":96671.44,"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 753275 FN 12/33 FIXED 5","isin":"US31403M2G39","value_usd":95213.45,"pct_val":0.0017542,"balance":94850.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR","isin":"US3128NHK859","value_usd":88884.13,"pct_val":0.0016376,"balance":86532.54,"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 890653 FN 01/32 FIXED VAR","isin":"US31410LQE55","value_usd":87962.97,"pct_val":0.0016206,"balance":87380.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 670337 FN 09/32 FLOATING VAR","isin":"US31391LV694","value_usd":87567,"pct_val":0.0016133,"balance":85436.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2003-6","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1","isin":"US07384MXB35","value_usd":84276.82,"pct_val":0.0015527,"balance":85135.05,"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 255884 FN 08/35 FLOATING VAR","isin":"US31371MFZ59","value_usd":83402.26,"pct_val":0.0015366,"balance":80493.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4960","title":"FREDDIE MAC FHR 4960 PG","isin":"US3137FRHR53","value_usd":82975.1,"pct_val":0.0015287,"balance":93684.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 795297 FN 07/44 FLOATING VAR","isin":"US31405PRS10","value_usd":81259.08,"pct_val":0.0014971,"balance":80866.28,"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 190317 FN 08/31 FIXED VAR","isin":"US31368HK693","value_usd":80845.28,"pct_val":0.0014895,"balance":76868,"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 BD2723 FN 08/46 FIXED 4.5","isin":"US3140FAAZ54","value_usd":80312.46,"pct_val":0.0014797,"balance":81363.23,"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 841772 FN 09/35 FLOATING VAR","isin":"US31407VFM28","value_usd":80246.32,"pct_val":0.0014784,"balance":78295.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL I TRUST 2019-NUGS","title":"MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS A 144A","isin":"US61692AAA07","value_usd":77134.12,"pct_val":0.0014211,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2004-9","title":"BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1","isin":"US07386HLE98","value_usd":76913.33,"pct_val":0.001417,"balance":77545.94,"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 MTGE SEC 2005-AA7","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA7 2A1","isin":"US32051GSQ90","value_usd":76144.04,"pct_val":0.0014029,"balance":86032.11,"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 CB7396 FN 04/53 FIXED 4","isin":"US3140QTGE34","value_usd":75833.07,"pct_val":0.0013971,"balance":79700.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSEET MTGE INV INC 2002-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1","isin":"US86358HNX34","value_usd":74909.23,"pct_val":0.0013801,"balance":78681.9,"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 735754 FN 07/35 FLOATING VAR","isin":"US31402RMB23","value_usd":74675.65,"pct_val":0.0013758,"balance":73209.33,"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 817229 FN 06/35 FLOATING VAR","isin":"US31406Q4N40","value_usd":74670.49,"pct_val":0.0013757,"balance":72642.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRIME MORTGAGE TRUST 2004-CL1","title":"PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2","isin":"US74160MDL37","value_usd":74078.68,"pct_val":0.0013648,"balance":77803.62,"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-2340","title":"FREDDIE MAC FHR 2340 PZ","isin":"US313398EE56","value_usd":73958.58,"pct_val":0.0013626,"balance":70736.8,"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 735561 FN 04/34 FLOATING VAR","isin":"US31402RFA23","value_usd":73654.52,"pct_val":0.001357,"balance":71751.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-E","title":"FREMONT HOME LOAN TRUST FHLT 2006 E 2A1","isin":"US35729NAB10","value_usd":73526.86,"pct_val":0.0013546,"balance":159318.74,"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 080569 G2 01/32 FLOATING VAR","isin":"US36225CT304","value_usd":72858.26,"pct_val":0.0013423,"balance":72054.62,"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 2007-68","title":"FANNIE MAE FNR 2007 68 FA","isin":"US31396WL204","value_usd":72576.68,"pct_val":0.0013371,"balance":73260.01,"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 AB1720 FN 11/30 FIXED 4.5","isin":"US31416W4E97","value_usd":72387.1,"pct_val":0.0013336,"balance":72123.72,"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 2003-35","title":"FANNIE MAE FNR 2003 35 UN","isin":"US31393BM690","value_usd":71478.66,"pct_val":0.0013169,"balance":71537.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR","isin":"US3128JNAA35","value_usd":69696.27,"pct_val":0.0012841,"balance":67823,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8290 FR 01/53 FIXED 6","isin":"US3132DWF737","value_usd":69003.82,"pct_val":0.0012713,"balance":66897.98,"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 783403 FN 11/34 FIXED 6.5","isin":"US31405AKQ57","value_usd":68782.47,"pct_val":0.0012672,"balance":64889.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGEIT TRUST 2005-1","title":"MORTGAGEIT TRUST MHL 2005 1 1A1","isin":"US61913PAP71","value_usd":68360.31,"pct_val":0.0012595,"balance":66992.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"SOUTH AFRICA EM SP CBK","isin":"EZNLRC3852L0","value_usd":67691.81,"pct_val":0.0012471,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 2135","title":"FREDDIE MAC FHR 2135 KZ","isin":"US3133TJWR03","value_usd":64478.85,"pct_val":0.0011879,"balance":63460.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3181","title":"FREDDIE MAC FHR 3181 PS","isin":"US31396URJ15","value_usd":63634.42,"pct_val":0.0011724,"balance":624457.68,"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 835288 FN 09/35 FIXED 5","isin":"US31407M6Z33","value_usd":63040.5,"pct_val":0.0011614,"balance":61365.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MORGAN STANLEY SNR S* ICE","isin":"EZDBN83SBDY5","value_usd":62520.47,"pct_val":0.0011519,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.41000 09/05/24-10Y LCH","isin":"EZQK0T1M7D98","value_usd":61696.47,"pct_val":0.0011367,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":60850.7,"pct_val":0.0011211,"balance":61000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 896541 FN 09/36 FIXED 6","isin":"US31410TBJ34","value_usd":60797.5,"pct_val":0.0011201,"balance":57623.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2024-1","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A","isin":"US69548AAA97","value_usd":57908.3,"pct_val":0.0010669,"balance":57757.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.24000 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":56699.67,"pct_val":0.0010446,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET INVST LN TR 2004-8","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1","isin":"US86358ELZ78","value_usd":55804.49,"pct_val":0.0010281,"balance":57777.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":53887.56,"pct_val":0.0008273,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC-2304","title":"FREDDIE MAC FHR 2304 PZ","isin":"US3133TSMD26","value_usd":52999.49,"pct_val":0.0009765,"balance":50793.06,"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 799940 FN 11/34 FLOATING VAR","isin":"US31405UV974","value_usd":52278.37,"pct_val":0.0009632,"balance":51446.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.24800 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":51581.41,"pct_val":0.0009503,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H30","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H30 GA","isin":"US38375BA778","value_usd":51420.32,"pct_val":0.0009474,"balance":51468.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17884 FG 01/27 FIXED 3","isin":"US3128PXXM34","value_usd":51310.44,"pct_val":0.0009453,"balance":51639.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":50488.45,"pct_val":0.0009302,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2007-A2","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1","isin":"US46630PAA30","value_usd":50404.77,"pct_val":0.0009287,"balance":96477.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424188","value_usd":50025.39,"pct_val":0.0009217,"balance":50000,"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 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424A83","value_usd":49941.86,"pct_val":0.0008577,"balance":50000,"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 15 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0424758","value_usd":49689,"pct_val":0.0007629,"balance":50000,"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-AR18","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A1","isin":"US92922F8K77","value_usd":49573.57,"pct_val":0.0009133,"balance":51540.59,"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 929192 FN 03/38 FIXED 6.5","isin":"US31412MKD91","value_usd":47841.18,"pct_val":0.0008814,"balance":44911.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOUNTAIN VIEW CLO LLC 2017-2A","title":"MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A","isin":"US62432LAL53","value_usd":47404.67,"pct_val":0.0007278,"balance":47374.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BV0958 FN 09/52 FIXED 5","isin":"US3140MEB472","value_usd":46724.13,"pct_val":0.0008608,"balance":46659.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 941341 FN 08/37 FIXED 6","isin":"US31413CHS17","value_usd":45933.29,"pct_val":0.0008463,"balance":43870.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MTGE FUNDING CORP 2004-1A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A","isin":"US16678RAS67","value_usd":43246.45,"pct_val":0.0007968,"balance":43627,"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 966879 FN 12/37 FIXED 6","isin":"US31414HUC95","value_usd":42416.27,"pct_val":0.0007815,"balance":40838.66,"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 813586 FN 03/35 FLOATING VAR","isin":"US31406L2T47","value_usd":41782.09,"pct_val":0.0007698,"balance":40657.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACK DIAMOND CLO 2017-2 DAC","title":"BLACK DIAMOND CLO BLACK 2017 2A A1 144A","isin":"XS1713075973","value_usd":41504.29,"pct_val":0.0007128,"balance":35332.83,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735813 FN 07/35 FLOATING VAR","isin":"US31402RN628","value_usd":40399.99,"pct_val":0.0007443,"balance":39254.61,"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-2005-75","title":"FANNIE MAE FNR 2005 75 AF","isin":"US31394FAF27","value_usd":39563.15,"pct_val":0.0007289,"balance":39877.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAAC 2004-SP1","title":"RAAC SERIES RAAC 2004 SP1 AII","isin":"US7609855V99","value_usd":39416.81,"pct_val":0.0007262,"balance":39476.83,"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 2006-4","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1","isin":"US073882AA08","value_usd":38876.61,"pct_val":0.0007163,"balance":39175.77,"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 FS3421 FN 12/52 FIXED VAR","isin":"US3140XJYT46","value_usd":38812.9,"pct_val":0.0007151,"balance":38770.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2005-D","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1","isin":"US06051GDM87","value_usd":38548.59,"pct_val":0.0007102,"balance":40969.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TRUST 2002-2","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A","isin":"US759950AG37","value_usd":38515.12,"pct_val":0.0007096,"balance":39700.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TTAN 2021-MHC","title":"TTAN TTN 2021 MHC A 144A","isin":"US87303TAA51","value_usd":38481.19,"pct_val":0.0005908,"balance":38452.24,"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 AW7006 FN 06/44 FIXED 4.5","isin":"US3138XWYC67","value_usd":37849.09,"pct_val":0.0006973,"balance":37711.49,"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 905882 FN 12/36 FIXED 6","isin":"US31411EM793","value_usd":37408.46,"pct_val":0.0006424,"balance":36156.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.55500 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":36384.57,"pct_val":0.0006703,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY MORTGAGE TRUST-2004-6AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A","isin":"US61748HBS94","value_usd":36276.73,"pct_val":0.0006684,"balance":38888.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A","isin":"XS2339017928","value_usd":36119.42,"pct_val":0.0006655,"balance":30715.55,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1","isin":"US362341RT83","value_usd":34693.06,"pct_val":0.0006392,"balance":34605.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 841978 FN 03/35 FLOATING VAR","isin":"US31407VM365","value_usd":34289.57,"pct_val":0.0006317,"balance":34742.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SECURITIES 2005-A","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A2","isin":"US05949AH941","value_usd":32532.7,"pct_val":0.0005994,"balance":33312.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTGE INV 1999-1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A","isin":"US86358HGW34","value_usd":29937.04,"pct_val":0.0005516,"balance":30701.93,"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 AD9151 FN 08/40 FIXED 5","isin":"US31418XEZ78","value_usd":29927.79,"pct_val":0.0005514,"balance":29052.19,"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 754031 FN 12/33 FLOATING VAR","isin":"US31403NVY02","value_usd":29485.54,"pct_val":0.0005432,"balance":28741.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MTGES TRU 2004-13","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7","isin":"US576433UM63","value_usd":28700.48,"pct_val":0.0005288,"balance":28884.58,"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 981307 FN 06/38 FIXED 6","isin":"US31415AU829","value_usd":27085.89,"pct_val":0.000499,"balance":25952.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2004-4","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1","isin":"US1266715K89","value_usd":26307.29,"pct_val":0.0004847,"balance":23073.77,"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 323919 FN 08/29 FLOATING VAR","isin":"US31374TYQ65","value_usd":24890.07,"pct_val":0.0004586,"balance":24553.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MID-STATE TRUST-11","title":"MID STATE TRUST MDST 11 A1","isin":"US59549WAA18","value_usd":24855.92,"pct_val":0.0004579,"balance":24849,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 02/12/25-10Y LCH","isin":"EZNHC24BF987","value_usd":24444.39,"pct_val":0.0004504,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 905783 FN 11/36 FIXED 6","isin":"US31411EJ401","value_usd":24137.55,"pct_val":0.0004447,"balance":23088.43,"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 080046 G2 02/27 FLOATING VAR","isin":"US36225CBQ87","value_usd":24101.96,"pct_val":0.0004441,"balance":24137.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC-3271","title":"FREDDIE MAC FHR 3271 FA","isin":"US31397FFJ66","value_usd":23631.66,"pct_val":0.0004354,"balance":23867.93,"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 937937 FN 06/37 FIXED 6","isin":"US31412XPW82","value_usd":22995.61,"pct_val":0.0004237,"balance":22127.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.58000 08/29/24-10Y LCH","isin":"EZK1YHHFDQG6","value_usd":22787.06,"pct_val":0.0004198,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 559821 FN 11/39 FLOATING VAR","isin":"US31386C4E94","value_usd":22781.46,"pct_val":0.0004197,"balance":22618.7,"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 945766 FN 09/37 FIXED 6.5","isin":"US31413HFF01","value_usd":22561.73,"pct_val":0.0004157,"balance":21455.31,"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 2009-87","title":"FANNIE MAE FNR 2009 87 FX","isin":"US31398FM575","value_usd":22377.72,"pct_val":0.0004123,"balance":22315.3,"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 2004-37","title":"FANNIE MAE FNR 2004 37 FB","isin":"US31393YM510","value_usd":22377.2,"pct_val":0.0004123,"balance":22755.3,"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 835058 FN 06/35 FLOATING VAR","isin":"US31407MWT88","value_usd":22319.38,"pct_val":0.0004112,"balance":21753,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARANAC CLO II LTD 2014-3A","title":"SARANAC CLO LTD SRANC 2014 3A ALR 144A","isin":"US803169AN15","value_usd":22170.84,"pct_val":0.0003404,"balance":22148.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8288 FR 01/53 FIXED 5","isin":"US3132DWF570","value_usd":22133.39,"pct_val":0.0004078,"balance":22090.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":22029.03,"pct_val":0.0004059,"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 AB3000 FN 05/31 FIXED 4.5","isin":"US31416YKN75","value_usd":21670.2,"pct_val":0.0003992,"balance":21476.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.52000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":21417.84,"pct_val":0.0003946,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL AL8356 FN 07/34 FIXED VAR","isin":"US3138ETJA58","value_usd":21411.92,"pct_val":0.0003945,"balance":21287.69,"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 AS7958 FN 08/46 FIXED 4.5","isin":"US3138WHZY11","value_usd":21266.23,"pct_val":0.0003918,"balance":21293.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2013-39","title":"FANNIE MAE FNR 2013 39 MI","isin":"US3136AEEH67","value_usd":20641.83,"pct_val":0.0003803,"balance":1010700.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080031 G2 01/27 FLOATING VAR","isin":"US36225CA973","value_usd":20356.68,"pct_val":0.000375,"balance":20388.73,"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 878095 FN 04/36 FIXED 6","isin":"US31409TRQ30","value_usd":19649.36,"pct_val":0.000362,"balance":18694.2,"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 815195 FN 05/35 FLOATING VAR","isin":"US31406NUU61","value_usd":19626.67,"pct_val":0.0003616,"balance":19256.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.45000 05/05/25-10Y LCH","isin":"EZCDFQCSBVM0","value_usd":19471.14,"pct_val":0.0003587,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 912134 FN 03/32 FIXED 6","isin":"US31411NLP05","value_usd":19053.22,"pct_val":0.000351,"balance":18565.66,"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 AI9163 FN 11/30 FIXED 4.5","isin":"US3138APFD57","value_usd":18906.54,"pct_val":0.0003483,"balance":18850.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2003-6","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A2","isin":"US07384MWX63","value_usd":18807.54,"pct_val":0.0003465,"balance":18610.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MORGAN STANLEY SNR S* ICE","isin":"EZ95R0LYJLM3","value_usd":17446.47,"pct_val":0.0002996,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080095 G2 07/27 FLOATING VAR","isin":"US36225CC953","value_usd":17145.58,"pct_val":0.0003159,"balance":17035.39,"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-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A","isin":"US93363DAA54","value_usd":17049.42,"pct_val":0.0003141,"balance":18342.16,"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-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":16093.59,"pct_val":0.0002965,"balance":16533.11,"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 3439","title":"FREDDIE MAC FHR 3439 FN","isin":"US31397TAL61","value_usd":15981.97,"pct_val":0.0002944,"balance":16146.91,"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 902974 FN 12/36 FIXED 6","isin":"US31411BFP31","value_usd":15552.76,"pct_val":0.0002865,"balance":14697.61,"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 992141 FN 10/38 FIXED 6","isin":"US31415XEN75","value_usd":15148.06,"pct_val":0.0002791,"balance":14314.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTGE SEC 2004-AA3","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1","isin":"US32051D6B35","value_usd":14916.55,"pct_val":0.0002748,"balance":14665.01,"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 836795 FN 11/35 FIXED 6.5","isin":"US31407PUU01","value_usd":14480.82,"pct_val":0.0002668,"balance":13717.78,"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 2007-84","title":"FANNIE MAE FNR 2007 84 FN","isin":"US31396XLZ59","value_usd":14470.17,"pct_val":0.0002666,"balance":14535.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2004-W2","title":"FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF","isin":"US31393XGV38","value_usd":14385.11,"pct_val":0.000265,"balance":14421.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO MORTGAGE GROUP 2003-13","title":"ABN AMRO MORTGAGE CORP AMAC 2003 13 A3","isin":"US000780NZ59","value_usd":13753.1,"pct_val":0.0002534,"balance":13524.47,"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 080147 G2 12/27 FLOATING VAR","isin":"US36225CEV46","value_usd":13612.27,"pct_val":0.0002508,"balance":13581.25,"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":13478.13,"pct_val":0.0002483,"balance":13035.48,"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 2007-14","title":"FANNIE MAE FNR 2007 14 F","isin":"US31396PZS37","value_usd":13170.49,"pct_val":0.0002427,"balance":13304.93,"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 2008-12","title":"FANNIE MAE FNR 2008 12 FA","isin":"US31396YMD12","value_usd":13119.7,"pct_val":0.0002417,"balance":13102.5,"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 2007-AR2","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1","isin":"US86363DAH44","value_usd":13115.4,"pct_val":0.0002416,"balance":34122.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.36000 10/07/24-5Y LCH","isin":"EZMRJVS7LFP2","value_usd":12938,"pct_val":0.0002384,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 984845 FN 07/38 FIXED 6","isin":"US31415PBN78","value_usd":12587.6,"pct_val":0.0002319,"balance":11966.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":12476.45,"pct_val":0.0002143,"balance":14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 2241","title":"FREDDIE MAC FHR 2241 PH","isin":"US3133TPF875","value_usd":12410.51,"pct_val":0.0002286,"balance":11872.47,"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 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2","isin":"US07386HSZ54","value_usd":11948.29,"pct_val":0.0002201,"balance":12418.11,"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-3203","title":"FREDDIE MAC FHR 3203 CF","isin":"US31397APT42","value_usd":11811.07,"pct_val":0.0002176,"balance":11859.46,"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 992144 FN 10/38 FIXED 6","isin":"US31415XER89","value_usd":11691.96,"pct_val":0.0002154,"balance":11183.83,"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 735861 FN 09/33 FIXED VAR","isin":"US31402RQN25","value_usd":11543.97,"pct_val":0.0002127,"balance":11236.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":11542.44,"pct_val":0.0002127,"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 258338 FN 04/35 FIXED 5","isin":"US31371P4X53","value_usd":11323.62,"pct_val":0.0002086,"balance":11349.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":11260.92,"pct_val":0.0001729,"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":"FREDDIE MAC 2395","title":"FREDDIE MAC FHR 2395 FT","isin":"US31339LMA51","value_usd":10455.95,"pct_val":0.0001926,"balance":10468.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":9831.61,"pct_val":0.0001811,"balance":27690.3,"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 559797 FN 10/30 FLOATING VAR","isin":"US31386C3E04","value_usd":9809.43,"pct_val":0.0001807,"balance":9741.85,"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 MA0383 FN 04/30 FIXED 4.5","isin":"US31417YM954","value_usd":9547.79,"pct_val":0.0001759,"balance":9495.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2003-AR24","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 2A4","isin":"US22541QUN05","value_usd":9354.51,"pct_val":0.0001723,"balance":9503.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 679708 FN 09/41 FLOATING VAR","isin":"US31391XDM83","value_usd":9327.24,"pct_val":0.0001718,"balance":9264.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.55800 08/21/24-10Y LCH","isin":"EZHZRCBWPB39","value_usd":9311.43,"pct_val":0.0001716,"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 MORTGAGE TRUST 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2","isin":"US46630GAN51","value_usd":9300.79,"pct_val":0.0001714,"balance":9270.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"COLOMBIA LA SP CBK","isin":"EZ05QB3PBRQ1","value_usd":9289.61,"pct_val":0.0001712,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"GOLDMAN SACHS GROUP INC SNR S* ICE","isin":"EZC75LZ075F3","value_usd":8942.7,"pct_val":0.0001648,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 3984","title":"FREDDIE MAC FHR 3984 DF","isin":"US3137AKEE79","value_usd":8720.95,"pct_val":0.0001607,"balance":8761.16,"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":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":8640.03,"pct_val":0.0001484,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995199 FN 05/37 FIXED VAR","isin":"US31416BRU43","value_usd":7839.58,"pct_val":0.0001444,"balance":7426.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2","isin":"US86359BGG05","value_usd":7723.26,"pct_val":0.0001423,"balance":7981.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5","isin":"US362341SF70","value_usd":7674.41,"pct_val":0.0001414,"balance":8481.94,"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 722083 FN 07/33 FIXED 4.5","isin":"US31401YFY68","value_usd":7389.04,"pct_val":0.0001361,"balance":7551.3,"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 MA2724 FN 08/46 FIXED 4.5","isin":"US31418CA201","value_usd":7306.34,"pct_val":0.0001346,"balance":7315.8,"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 2009-106","title":"FANNIE MAE FNR 2009 106 FA","isin":"US31398GUJ65","value_usd":7052.37,"pct_val":0.0001299,"balance":7028.92,"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 MA0268 FN 12/29 FIXED 5","isin":"US31417YJN85","value_usd":7045.26,"pct_val":0.0001298,"balance":6940.37,"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 MA0706 FN 04/31 FIXED 4.5","isin":"US31417YYC55","value_usd":6996.12,"pct_val":0.0001289,"balance":6939.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4039","title":"FREDDIE MAC FHR 4039 QI","isin":"US3137AQQL54","value_usd":6602.85,"pct_val":0.0001216,"balance":543225.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR","isin":"US3128JNVF92","value_usd":6576.97,"pct_val":0.0001212,"balance":6350.2,"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 MA0575 FN 11/30 FIXED 4.5","isin":"US31417YT983","value_usd":6557.51,"pct_val":0.0001208,"balance":6504.91,"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 900883 FN 01/37 FIXED 6","isin":"US31410X2Q88","value_usd":6403.28,"pct_val":0.000118,"balance":6125.18,"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 080086 G2 06/27 FLOATING VAR","isin":"US36225CCY03","value_usd":6265.55,"pct_val":0.0001154,"balance":6231.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2174","title":"FREDDIE MAC FHR 2174 PN","isin":"US3133TLMU97","value_usd":6184.9,"pct_val":0.0001139,"balance":6085.5,"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 923913 FN 02/37 FIXED 6.5","isin":"US31412FN663","value_usd":6171.41,"pct_val":0.0001137,"balance":5889.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 257132 FN 03/28 FIXED 5","isin":"US31371NSV81","value_usd":6011.34,"pct_val":0.0001108,"balance":5972.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 839109 FN 11/35 FLOATING VAR","isin":"US31407SGS59","value_usd":5894.34,"pct_val":0.0001086,"balance":5715.1,"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 2010-135","title":"FANNIE MAE FNR 2010 135 LF","isin":"US31398SD833","value_usd":5838.61,"pct_val":0.0001076,"balance":5869.73,"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 880423 FN 04/36 FIXED 6","isin":"US31409WD400","value_usd":5511.22,"pct_val":0.0000946,"balance":5395.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CRP 2003-22A","title":"STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1","isin":"US86359AYX52","value_usd":5433.19,"pct_val":0.0001001,"balance":5536.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735207 FN 04/34 FIXED VAR","isin":"US31402QYC94","value_usd":5433.07,"pct_val":0.0001001,"balance":5231.64,"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 080408 G2 05/30 FLOATING VAR","isin":"US36225CN281","value_usd":5164.33,"pct_val":0.0000951,"balance":5144.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 832803 FN 09/35 FLOATING VAR","isin":"US31407KGL70","value_usd":5024.44,"pct_val":0.0000926,"balance":4884.29,"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 080968 G2 07/34 FLOATING VAR","isin":"US36225DCE22","value_usd":4866.93,"pct_val":0.0000897,"balance":4778.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8042 FR 12/49 FIXED 5","isin":"US3132DV5B71","value_usd":4835.9,"pct_val":0.0000891,"balance":4791.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.61000 03/24/25-10Y LCH","isin":"EZPS73SKDR02","value_usd":4743.88,"pct_val":0.0000728,"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 2005-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1","isin":"US17307GXP89","value_usd":4568.51,"pct_val":0.0000842,"balance":4477.92,"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 4024","title":"FREDDIE MAC FHR 4024 IO","isin":"US3137ANKV69","value_usd":4434.81,"pct_val":0.0000817,"balance":373517.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.55000 04/16/25-10Y LCH","isin":"EZ15F0SX71M6","value_usd":4391.57,"pct_val":0.0000674,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 878476 FN 02/36 FIXED 6","isin":"US31409T6M54","value_usd":4385.64,"pct_val":0.0000808,"balance":4225.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS-246","title":"FREDDIEMAC STRIP FHS 246 F14","isin":"US3128HWUY18","value_usd":4317.75,"pct_val":0.0000795,"balance":4351.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY IXIS RE CAP TR 2006-2","title":"MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1","isin":"US617463AA25","value_usd":4230.31,"pct_val":0.0000779,"balance":12858.56,"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 ADJUST RT MTGE TR 2000-","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1","isin":"US07384MAA09","value_usd":3795.58,"pct_val":0.0000699,"balance":3814.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED SEC CORP HEQ LN 2001-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1","isin":"US04541GBN16","value_usd":3761.86,"pct_val":0.0000693,"balance":3827.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1","isin":"US07384MZS42","value_usd":3698.33,"pct_val":0.0000681,"balance":3864.37,"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 MA2594 FN 03/46 FIXED 4.5","isin":"US31418B3C82","value_usd":3603.3,"pct_val":0.0000664,"balance":3607.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.52500 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":3153.62,"pct_val":0.0000581,"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 797807 FN 04/35 FIXED 5","isin":"US31405SKU77","value_usd":3133.91,"pct_val":0.0000577,"balance":3053.48,"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 256713 FN 05/27 FIXED 5","isin":"US31371NDS18","value_usd":3056.02,"pct_val":0.0000563,"balance":3051.73,"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 257101 FN 02/28 FIXED 5","isin":"US31371NRW73","value_usd":2915.53,"pct_val":0.0000537,"balance":2894.25,"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 654952 FN 07/42 FLOATING VAR","isin":"US31390STH49","value_usd":2880,"pct_val":0.0000531,"balance":2893.6,"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 910434 FN 01/37 FIXED 6","isin":"US31411KPT42","value_usd":2752.89,"pct_val":0.0000507,"balance":2633.2,"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 MA0844 FN 08/31 FIXED 4.5","isin":"US31417Y5E33","value_usd":2728.42,"pct_val":0.0000503,"balance":2705.59,"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 545998 FN 11/32 FIXED VAR","isin":"US31385JRT78","value_usd":2620.07,"pct_val":0.0000483,"balance":2527.69,"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 865420 FN 02/36 FIXED 6.5","isin":"US31409APD53","value_usd":2605.62,"pct_val":0.000048,"balance":2481.16,"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 255459 FN 11/34 FIXED 6","isin":"US31371LWU96","value_usd":2579.67,"pct_val":0.0000475,"balance":2476.38,"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 2002-60","title":"FANNIE MAE FNR 2002 60 F1","isin":"US31392EVN74","value_usd":2551.13,"pct_val":0.000047,"balance":2555.22,"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 2010-117","title":"FANNIE MAE FNR 2010 117 FE","isin":"US31398NQ802","value_usd":2542.96,"pct_val":0.0000469,"balance":2564.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080054 G2 03/27 FLOATING VAR","isin":"US36225CBY12","value_usd":2426.05,"pct_val":0.0000447,"balance":2423.22,"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 630252 FN 03/32 FIXED 6","isin":"US31389NEZ42","value_usd":2415.1,"pct_val":0.0000445,"balance":2352.71,"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 080493 G2 02/31 FLOATING VAR","isin":"US36225CRP31","value_usd":2395.16,"pct_val":0.0000441,"balance":2378.8,"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 2006-129","title":"FANNIE MAE FNR 2006 129 FM","isin":"US31396L5K20","value_usd":2297.07,"pct_val":0.0000423,"balance":2326.69,"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 902067 FN 12/36 FIXED 6","isin":"US31411AFG58","value_usd":2291.37,"pct_val":0.0000422,"balance":2214.35,"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 P/T SECURITIES E3","title":"FHLMC STRUCTURED PASS THROUGH FSPC E3 A","isin":"US3133TCE959","value_usd":2220.43,"pct_val":0.0000409,"balance":2258.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C65574 FG 04/32 FIXED 7","isin":"US31287RFP91","value_usd":2171.26,"pct_val":0.00004,"balance":2064.36,"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 929838 FN 08/38 FIXED 6","isin":"US31412NBF24","value_usd":2111.18,"pct_val":0.0000389,"balance":2001.5,"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 AL9109 FN 01/34 FIXED VAR","isin":"US3138ERDP26","value_usd":2098.29,"pct_val":0.0000387,"balance":2089.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 536330 FN 04/30 FIXED 8","isin":"US31384WY385","value_usd":2016.63,"pct_val":0.0000372,"balance":1969.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR","isin":"US3128QJ4L75","value_usd":2014.6,"pct_val":0.0000371,"balance":1949.82,"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 MSC MTG CTFS 2003-AR1","title":"WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A","isin":"US939336PL10","value_usd":2011.42,"pct_val":0.0000371,"balance":1996.9,"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 256086 FN 12/25 FIXED 5","isin":"US31371MNB99","value_usd":1968.89,"pct_val":0.0000338,"balance":1974.12,"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 ARM TRUST 2002-11","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1","isin":"US07384MSH69","value_usd":1791.86,"pct_val":0.000033,"balance":1671.87,"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 904568 FN 11/36 FIXED 6","isin":"US31411C6D81","value_usd":1672.02,"pct_val":0.0000308,"balance":1609.52,"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 MA0130 FN 07/29 FIXED 5","isin":"US31417YEC75","value_usd":1662.56,"pct_val":0.0000306,"balance":1642.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 257203 FN 05/28 FIXED 5","isin":"US31371NU454","value_usd":1635.39,"pct_val":0.0000301,"balance":1624.57,"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 902486 FN 11/36 FIXED 6","isin":"US31411AUK95","value_usd":1586.69,"pct_val":0.0000292,"balance":1526.8,"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 895323 FN 09/36 FIXED 6","isin":"US31410RVQ90","value_usd":1559.27,"pct_val":0.0000287,"balance":1508.73,"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 906073 FN 01/37 FIXED 6","isin":"US31411ET640","value_usd":1544.82,"pct_val":0.0000285,"balance":1489.91,"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 544861 FN 12/36 FLOATING VAR","isin":"US31385HJE36","value_usd":1458.68,"pct_val":0.0000269,"balance":1439.93,"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 323115 FN 11/27 FLOATING VAR","isin":"US31374S3Y51","value_usd":1446.16,"pct_val":0.0000266,"balance":1437.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1Q0196 FH 02/37 FLOATING VAR","isin":"US3128S4GD32","value_usd":1425.94,"pct_val":0.0000263,"balance":1369.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 544860 FN 09/34 FLOATING VAR","isin":"US31385HJD52","value_usd":1397.35,"pct_val":0.0000257,"balance":1405.53,"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 080076 G2 05/27 FLOATING VAR","isin":"US36225CCN48","value_usd":1329.26,"pct_val":0.0000245,"balance":1326.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":1300.9,"pct_val":0.0000223,"balance":34,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080484 G2 01/31 FLOATING VAR","isin":"US36225CRE83","value_usd":1157.82,"pct_val":0.0000213,"balance":1150.36,"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 254144 FN 11/31 FIXED 8","isin":"US31371KHV61","value_usd":1065.97,"pct_val":0.0000196,"balance":1047.92,"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 190371 FN 07/36 FIXED VAR","isin":"US31368HMU40","value_usd":1054.9,"pct_val":0.0000194,"balance":991.58,"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 257238 FN 06/28 FIXED 5","isin":"US31371NV775","value_usd":1038.59,"pct_val":0.0000191,"balance":1030.53,"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 900652 FN 09/36 FIXED 6","isin":"US31410XTH97","value_usd":1004.25,"pct_val":0.0000185,"balance":960.59,"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 080094 G2 07/27 FLOATING VAR","isin":"US36225CC870","value_usd":988.16,"pct_val":0.0000182,"balance":987.6,"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":"317UAI6A4 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZDPFGJP75H4","value_usd":936.54,"pct_val":0.0000173,"balance":1800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1","isin":"US07384M4J85","value_usd":870.22,"pct_val":0.000016,"balance":968.74,"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 668556 FN 12/32 FIXED 6","isin":"US31391JWR75","value_usd":827.52,"pct_val":0.0000152,"balance":806.05,"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 253516 FN 11/30 FIXED 8","isin":"US31371JSD71","value_usd":805.54,"pct_val":0.0000148,"balance":771.63,"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 080428 G2 07/30 FLOATING VAR","isin":"US36225CPN01","value_usd":790.67,"pct_val":0.0000146,"balance":787.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 555417 FN 05/33 FIXED VAR","isin":"US31385XAS62","value_usd":729.57,"pct_val":0.0000134,"balance":704.22,"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 257536 FN 01/29 FIXED 5","isin":"US31371PBD15","value_usd":716.59,"pct_val":0.0000132,"balance":710.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ9169 FN 05/48 FIXED 4","isin":"US3140HBFK95","value_usd":675.71,"pct_val":0.0000124,"balance":698.87,"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 255267 FN 06/34 FIXED 6","isin":"US31371LQU60","value_usd":646.44,"pct_val":0.0000119,"balance":620.73,"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 735503 FN 04/35 FIXED VAR","isin":"US31402RDG11","value_usd":643.53,"pct_val":0.0000119,"balance":614.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C55740 FG 01/30 FIXED 7","isin":"US31298SLV42","value_usd":636.71,"pct_val":0.0000117,"balance":605.47,"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 591219 FN 08/31 FIXED 8","isin":"US31387QYQ71","value_usd":598.72,"pct_val":0.000011,"balance":592.37,"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 008947 G2 08/26 FLOATING VAR","isin":"US36202K5G64","value_usd":560.86,"pct_val":0.0000103,"balance":559.36,"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 060679 FN 01/28 FLOATING VAR","isin":"US31362GM405","value_usd":545.15,"pct_val":0.00001,"balance":549.13,"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 257281 FN 07/28 FIXED 5","isin":"US31371NXJ98","value_usd":523.2,"pct_val":0.0000096,"balance":519.92,"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 008943 G2 08/26 FLOATING VAR","isin":"US36202K5C50","value_usd":501.21,"pct_val":0.0000092,"balance":501.44,"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 563869 FN 01/31 FIXED 8","isin":"US31386HMS75","value_usd":499.87,"pct_val":0.0000092,"balance":493.85,"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 986946 FN 09/38 FIXED 6","isin":"US31415RL368","value_usd":489.29,"pct_val":0.000009,"balance":468.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995069 FN 10/38 FIXED VAR","isin":"US31416BMS42","value_usd":470.15,"pct_val":0.0000087,"balance":444.28,"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 901486 FN 11/36 FIXED 6","isin":"US31410YRF33","value_usd":456.67,"pct_val":0.0000084,"balance":440.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR","isin":"US31348S2X16","value_usd":447.94,"pct_val":0.0000083,"balance":445.6,"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 535597 FN 10/30 FIXED VAR","isin":"US31384V7J59","value_usd":436.15,"pct_val":0.000008,"balance":427.22,"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 080015 G2 11/26 FLOATING VAR","isin":"US36225CAR79","value_usd":387.76,"pct_val":0.0000071,"balance":386.8,"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 899862 FN 11/37 FIXED 6.5","isin":"US31410WWX28","value_usd":357.57,"pct_val":0.0000066,"balance":341.18,"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 545993 FN 11/32 FIXED VAR","isin":"US31385JRN09","value_usd":309,"pct_val":0.0000057,"balance":297.92,"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 080023 G2 12/26 FLOATING VAR","isin":"US36225CAZ95","value_usd":220.96,"pct_val":0.0000041,"balance":219.77,"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 MA0096 FN 06/29 FIXED 4.5","isin":"US31417YDA29","value_usd":219.94,"pct_val":0.0000041,"balance":219,"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 008830 G2 03/26 FLOATING VAR","isin":"US36202KY330","value_usd":212.8,"pct_val":0.0000039,"balance":213.1,"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 725689 FN 08/34 FIXED VAR","isin":"US31402DF624","value_usd":211.3,"pct_val":0.0000039,"balance":202.69,"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 MA0603 FN 11/25 FIXED 4.5","isin":"US31417YU544","value_usd":209.98,"pct_val":0.0000036,"balance":210.6,"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 AB0090 FN 03/29 FIXED 4.5","isin":"US31416VC441","value_usd":209.72,"pct_val":0.0000036,"balance":210.33,"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 546990 FN 07/30 FIXED 8","isin":"US31385KUP82","value_usd":152.84,"pct_val":0.0000028,"balance":151.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2103","title":"FREDDIE MAC FHR 2103 TE","isin":"US3133THKP19","value_usd":152.69,"pct_val":0.0000028,"balance":149.35,"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 008818 G2 02/26 FLOATING VAR","isin":"US36202KYP47","value_usd":151.83,"pct_val":0.0000028,"balance":152.07,"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 535401 FN 07/30 FIXED VAR","isin":"US31384VX645","value_usd":137.48,"pct_val":0.0000025,"balance":133.81,"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 008927 G2 07/26 FLOATING VAR","isin":"US36202K4L68","value_usd":137.3,"pct_val":0.0000025,"balance":136.93,"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 686323 FN 03/33 FIXED 6","isin":"US31400FPG62","value_usd":134.93,"pct_val":0.0000025,"balance":131.46,"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 080059 G2 04/27 FLOATING VAR","isin":"US36225CB542","value_usd":111.16,"pct_val":0.000002,"balance":111.18,"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 008865 G2 05/26 FLOATING VAR","isin":"US36202KZ659","value_usd":110.46,"pct_val":0.000002,"balance":110.51,"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 008911 G2 07/26 FLOATING VAR","isin":"US36202K3U76","value_usd":110.16,"pct_val":0.000002,"balance":109.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 788586 FN 07/34 FIXED 6.5","isin":"US31405GCX60","value_usd":95.12,"pct_val":0.0000018,"balance":91,"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 256866 FN 08/27 FIXED 5","isin":"US31371NJK28","value_usd":88.96,"pct_val":0.0000016,"balance":88.82,"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 008847 G2 04/26 FLOATING VAR","isin":"US36202KZL24","value_usd":76.55,"pct_val":0.0000014,"balance":76.59,"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 008814 G2 02/26 FLOATING VAR","isin":"US36202KYK59","value_usd":69.93,"pct_val":0.0000013,"balance":70.04,"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 060680 FN 02/28 FLOATING VAR","isin":"US31362GM579","value_usd":68.29,"pct_val":0.0000013,"balance":68.73,"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 008968 G2 09/26 FLOATING VAR","isin":"US36202K6D25","value_usd":63.74,"pct_val":0.0000012,"balance":63.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SEC 2003-D","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4","isin":"US05948XBV29","value_usd":50.15,"pct_val":9e-7,"balance":51.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 255892 FN 09/25 FIXED 5","isin":"US31371MF937","value_usd":47.11,"pct_val":7e-7,"balance":47.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 548027 FN 08/30 FIXED 8","isin":"US31385NYY92","value_usd":41.96,"pct_val":8e-7,"balance":41.46,"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 255810 FN 08/25 FIXED 5","isin":"US31371MDP95","value_usd":41.44,"pct_val":6e-7,"balance":41.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008913 G2 07/26 FLOATING VAR","isin":"US36202K3W33","value_usd":41.18,"pct_val":8e-7,"balance":41.1,"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 008682 G2 08/25 FLOATING VAR","isin":"US36202KUF01","value_usd":40.27,"pct_val":6e-7,"balance":40.35,"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 256045 FN 12/25 FIXED 5","isin":"US31371ML216","value_usd":26.95,"pct_val":5e-7,"balance":27.02,"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 008717 G2 10/25 FLOATING VAR","isin":"US36202KVJ14","value_usd":18.82,"pct_val":3e-7,"balance":18.86,"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 080285 G2 05/29 FLOATING VAR","isin":"US36225CJ727","value_usd":15.59,"pct_val":3e-7,"balance":15.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G01183 FG 02/31 FIXED 7","isin":"US31283HJ480","value_usd":13.23,"pct_val":2e-7,"balance":12.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2266","title":"FREDDIE MAC FHR 2266 F","isin":"US3133TQFM42","value_usd":12.88,"pct_val":2e-7,"balance":12.89,"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 535428 FN 08/30 FIXED VAR","isin":"US31384VYZ92","value_usd":12.74,"pct_val":2e-7,"balance":12.22,"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 AL4182 FN 05/26 FIXED VAR","isin":"US3138ELUG63","value_usd":12.13,"pct_val":2e-7,"balance":12.12,"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 008781 G2 01/26 FLOATING VAR","isin":"US36202KXJ95","value_usd":10.01,"pct_val":2e-7,"balance":10.03,"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 AL2645 FN 01/27 FIXED VAR","isin":"US3138EJ5F10","value_usd":5.05,"pct_val":1e-7,"balance":5.05,"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 POOL 422649 GN 04/26 FIXED 7","isin":"US36206VQA88","value_usd":3.2,"pct_val":0,"balance":3.2,"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":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.25,"pct_val":0,"balance":-2500000,"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":"317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063","isin":"EZXJWB9HGZH3","value_usd":-0.34,"pct_val":0,"balance":-3400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070","isin":"EZJQZP36X547","value_usd":-0.6,"pct_val":0,"balance":-6000000,"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":"317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010","isin":"EZYJY66WQZQ5","value_usd":-1.1,"pct_val":0,"balance":-5500000,"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":"317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703","isin":"EZ78N9X8M3Y4","value_usd":-2.22,"pct_val":0,"balance":-3700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA9TA9 PIMCO SWAPTION 2.85 PUT EUR 20251002","isin":"EZ94243RM011","value_usd":-2.25,"pct_val":0,"balance":-2400000,"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":"317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070","isin":"EZ8HHXRGV1D7","value_usd":-7.09,"pct_val":-1e-7,"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":"317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070","isin":"EZY1VWC6W1B5","value_usd":-14.4,"pct_val":-2e-7,"balance":-6000000,"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":"317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709","isin":"EZYG54DQ9CL7","value_usd":-44.52,"pct_val":-7e-7,"balance":-2800000,"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":"317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071","isin":"EZMLYZSNFH30","value_usd":-70,"pct_val":-0.0000011,"balance":-2500000,"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":"317UABYA8 PIMCO SWAPTION 2.55 CALL EUR 2025100","isin":"EZTPTLHY4G90","value_usd":-98.27,"pct_val":-0.0000017,"balance":-1800000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA9UA7 PIMCO SWAPTION 2.61 CALL EUR 2025100","isin":"EZBYD1YHPJV8","value_usd":-207.38,"pct_val":-0.0000036,"balance":-2400000,"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":"317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601","isin":"EZCZL8PJPGL2","value_usd":-220,"pct_val":-0.0000041,"balance":-2500000,"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":"31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716","isin":"EZ967XY50V92","value_usd":-344.26,"pct_val":-0.0000053,"balance":-4800000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UABZA7 PIMCO SWAPTION 2.79 PUT EUR 20251006","isin":"EZ78D6HYYK07","value_usd":-352.29,"pct_val":-0.0000061,"balance":-1800000,"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":"317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507","isin":"EZQM9CB4TVR9","value_usd":-404.6,"pct_val":-0.0000062,"balance":-2800000,"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":"317UAG9A5 PIMCO SWAPTION 2.55 CALL EUR 2025101","isin":"EZB7KGYW6VP6","value_usd":-431.96,"pct_val":-0.0000074,"balance":-700000,"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":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-434.4,"pct_val":-0.000008,"balance":-4800000,"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":"317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071","isin":"EZBYVN1N6JS0","value_usd":-462.66,"pct_val":-0.0000071,"balance":-2200000,"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":"317UAEPA2 PIMCO SWAPTION 3.325 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-480.6,"pct_val":-0.0000083,"balance":-3600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071","isin":"EZHBWHSTV570","value_usd":-568.75,"pct_val":-0.0000087,"balance":-3500000,"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":"317UABFA9 PIMCO SWAPTION 3.507 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-600.97,"pct_val":-0.0000103,"balance":-1900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  FEB26C 130.5 EXP 01/23/2026","isin":"DE000F25NMJ0","value_usd":-658.11,"pct_val":-0.0000121,"balance":-14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071","isin":"EZ1JLHJ8JY10","value_usd":-860.8,"pct_val":-0.0000132,"balance":-2000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-898.56,"pct_val":-0.0000166,"balance":-1300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510","isin":"EZNQTYB4ZTJ7","value_usd":-929.28,"pct_val":-0.000016,"balance":-4400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-952.8,"pct_val":-0.0000176,"balance":-4800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-1041.43,"pct_val":-0.0000192,"balance":-1300000,"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":"317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105","isin":"EZYP3D7S7MC6","value_usd":-1042.8,"pct_val":-0.0000192,"balance":-5500000,"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":"317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071","isin":"EZLXC2V2MYF7","value_usd":-1117.17,"pct_val":-0.0000172,"balance":-1000000,"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":-1319.3,"pct_val":-0.0000203,"balance":-8,"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":"317UABCA2 PIMCO SWAPTION 3.806 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-1434.71,"pct_val":-0.0000246,"balance":-5300000,"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":"317UBC2A0 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-1442.1,"pct_val":-0.0000266,"balance":-4600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAGAA3 PIMCO SWAPTION 2.75 PUT EUR 20251017","isin":"EZP74X759VV7","value_usd":-1567.57,"pct_val":-0.0000269,"balance":-700000,"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":"317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716","isin":"EZMWVGHPD033","value_usd":-1651.13,"pct_val":-0.0000254,"balance":-1000000,"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":"COLOMBIA LA SP GST","isin":"EZQJJC4KSPK3","value_usd":-1679.23,"pct_val":-0.0000309,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703","isin":"EZL9GW5599J4","value_usd":-1726.48,"pct_val":-0.0000265,"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":"EURO-BOBL OPTION  AUG25C 118.5 EXP 07/25/2025","isin":"DE000F167SZ1","value_usd":-1814.04,"pct_val":-0.0000279,"balance":-14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-1980.72,"pct_val":-0.000034,"balance":-5400000,"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":"317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721","isin":"EZPXSH8F93Y9","value_usd":-2027.7,"pct_val":-0.0000311,"balance":-4500000,"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":"COLOMBIA LA SP BPS","isin":"EZXKWXGHTDT1","value_usd":-2323.87,"pct_val":-0.0000428,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072","isin":"EZTRLD6PX319","value_usd":-2850.48,"pct_val":-0.0000438,"balance":-2400000,"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 OPTION  AUG25P 117.2 EXP 07/25/2025","isin":"DE000F167SF3","value_usd":-2968.44,"pct_val":-0.0000456,"balance":-14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  AUG25P 129 EXP 07/25/2025","isin":"DE000F167368","value_usd":-3204.03,"pct_val":-0.0000492,"balance":-8,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011","isin":"EZRPXWTDZ7D5","value_usd":-3724.76,"pct_val":-0.0000686,"balance":-7600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25C 130.5 EXP 10/24/2025","isin":"DE000F2UPBB1","value_usd":-4437.91,"pct_val":-0.0000762,"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":"317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-4506.32,"pct_val":-0.0000692,"balance":-2600000,"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":"317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506","isin":"EZY1GXGHBZM5","value_usd":-4550.9,"pct_val":-0.0000699,"balance":-3400000,"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":"SOFTBANK GROUP CORP SNR JP SP GST","isin":"EZ1K1NTX2WN0","value_usd":-4773.38,"pct_val":-0.0000879,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25C 129.5 EXP 10/24/2025","isin":"DE000F2UPA73","value_usd":-4790.13,"pct_val":-0.0000823,"balance":-17,"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":"317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507","isin":"EZCLF3R2NG23","value_usd":-6153,"pct_val":-0.0000945,"balance":-1500000,"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":"317UAM1A0 PIMCO SWAPTION 3.85 PUT USD 20251027","isin":"EZQMQFV9JZ78","value_usd":-6286.67,"pct_val":-0.000108,"balance":-3700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.93000 01/06/25-10Y LCH","isin":"EZTXWKTD4706","value_usd":-6481.57,"pct_val":-0.0001194,"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 2.22000 01/08/25-10Y LCH","isin":"EZHH63XJ2WL4","value_usd":-7533.38,"pct_val":-0.0001157,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 02/26/25-10Y LCH","isin":"EZ02007F7Y72","value_usd":-8751.27,"pct_val":-0.0001612,"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 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-9040.82,"pct_val":-0.0001388,"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 2.52000 03/27/25-10Y LCH","isin":"EZ84ZR69LPH2","value_usd":-9821.14,"pct_val":-0.0001508,"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-BUND OPTION  FEB26P 127.5 EXP 01/23/2026","isin":"DE000F25NL48","value_usd":-9871.68,"pct_val":-0.0001819,"balance":-14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-10016.39,"pct_val":-0.0001845,"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":"317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507","isin":"EZ7SJVNDKPC9","value_usd":-10025.6,"pct_val":-0.0001539,"balance":-2000000,"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":"317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-11542.4,"pct_val":-0.0001772,"balance":-3200000,"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":"317UAM2A9 PIMCO SWAPTION 3.55 CALL USD 2025102","isin":"EZPV5DZ2LKK6","value_usd":-12911.52,"pct_val":-0.0002217,"balance":-3700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25P 127.5 EXP 10/24/2025","isin":"DE000F2UPA08","value_usd":-13161.11,"pct_val":-0.000226,"balance":-59,"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/3.88000 07/10/24-10Y LCH","isin":"EZG0BTDH1HZ1","value_usd":-13377.07,"pct_val":-0.0002465,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-13889.36,"pct_val":-0.0002132,"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":"317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101","isin":"EZ1ZQQ6GKFS5","value_usd":-14686.76,"pct_val":-0.0002522,"balance":-4400000,"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":"317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507","isin":"EZSG2674R1G7","value_usd":-15291.54,"pct_val":-0.0002348,"balance":-2200000,"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 2.40000 04/09/25-5Y LCH","isin":"EZVHX3M64G11","value_usd":-15836.53,"pct_val":-0.0002918,"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-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":-16919.42,"pct_val":-0.0002598,"balance":14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507","isin":"EZT5FL9WGCP1","value_usd":-17631.24,"pct_val":-0.0002707,"balance":-3700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.85000 08/05/24-10Y LCH","isin":"EZKZ3H4L0SC3","value_usd":-20479.62,"pct_val":-0.0003773,"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":"317UAFCA3 PIMCO SWAPTION 3.675 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-20830.06,"pct_val":-0.0003577,"balance":-5300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-23414.29,"pct_val":-0.0004314,"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":"317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507","isin":"EZ1ZLHZPLNC3","value_usd":-23618,"pct_val":-0.0003626,"balance":-3500000,"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":"317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507","isin":"EZTK0K9DDPF2","value_usd":-23809.75,"pct_val":-0.0003656,"balance":-2500000,"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 2.59000 08/19/24-10Y LCH","isin":"EZ89K27HY2C4","value_usd":-24500.49,"pct_val":-0.0003762,"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":"317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507","isin":"EZL4V0T519J1","value_usd":-24812.4,"pct_val":-0.0003809,"balance":-6000000,"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 2.65000 08/14/24-5Y LCH","isin":"EZJ6HD982SV2","value_usd":-25062.88,"pct_val":-0.0004618,"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":"317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070","isin":"EZ78XR7L6YX2","value_usd":-25187.38,"pct_val":-0.0003867,"balance":-3700000,"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 2.46000 04/01/25-10Y LCH","isin":"EZ53SKB9GFZ1","value_usd":-25218.27,"pct_val":-0.0003872,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-28067.83,"pct_val":-0.0005171,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-30911.13,"pct_val":-0.0005695,"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":"317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070","isin":"EZT76LRY6S63","value_usd":-34377.42,"pct_val":-0.0005278,"balance":-3300000,"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":"317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721","isin":"EZQRZMCG5093","value_usd":-34798.5,"pct_val":-0.0005343,"balance":-4500000,"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  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-35151.36,"pct_val":-0.0006476,"balance":36,"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/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-35321.64,"pct_val":-0.0006508,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.7351* 03/01/24-7Y* LCH","isin":"EZBKXTPHC9Q8","value_usd":-35835.65,"pct_val":-0.0006602,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.87400 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-37318.89,"pct_val":-0.0006876,"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 2.42000 03/07/25-10Y LCH","isin":"EZL5KMTRTV12","value_usd":-45170.47,"pct_val":-0.0006935,"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 2.68000 08/07/24-10Y LCH","isin":"EZY1BDNLL5Q4","value_usd":-46765.43,"pct_val":-0.000718,"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":"317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-53246.4,"pct_val":-0.0008175,"balance":-6000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-65755.18,"pct_val":-0.0012115,"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":"ORACLE CORPORATION SNR S* ICE","isin":"EZ1MLH5HB0L4","value_usd":-70816.27,"pct_val":-0.0013047,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":-72760.86,"pct_val":-0.0013405,"balance":35,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-83304.4,"pct_val":-0.0015348,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84200 03/04/25-5Y LCH","isin":"EZSYJ06JDLK1","value_usd":-128724.18,"pct_val":-0.0023716,"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":"SOLD BRL BOUGHT USD 20260402","isin":null,"value_usd":-226373.05,"pct_val":-0.0041707,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-5Y CME","isin":"EZ2V74HC3Q62","value_usd":-845202.78,"pct_val":-0.0155719,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":-2033990.75,"pct_val":-0.037474,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-2332205.25,"pct_val":-0.0358067,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":-2371986.91,"pct_val":-0.0407361,"balance":-2700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.15000 06/15/22-5Y LCH","isin":"EZG3K81HS5Q1","value_usd":-4298112.82,"pct_val":-0.0791878,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":-83689308.97,"pct_val":-1.2849,"balance":-96700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-158879355.48,"pct_val":-2.4393,"balance":-176500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-161229595.95,"pct_val":-2.76893,"balance":-176500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-162635097.22,"pct_val":-2.99637,"balance":-176500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306864","value_usd":-278600408.52,"pct_val":-4.2774,"balance":-322000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306B93","value_usd":-365477939.84,"pct_val":-6.27666,"balance":-416000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":-370107905.48,"pct_val":-6.81882,"balance":-418700000,"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-low-duration-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-low-duration-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 Low Duration Fund | LEI: MGFS63GRW2G1SZOESY83 | 1077 positions totaling $7,491,208,951 across ABS-MBS, DFE, DIR, ABS-CBDO, STIV, ABS-O, DBT, DCR, LON | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}
