{"entity_type":"fund","name":"PIMCO Low Duration Portfolio","identifiers":{"lei":"2ZJ0UBWM576CNLD1YP86","cik":"1047304","fund_id":"S000009673","fundkey":"pimco-low-duration-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":751,"total_value_usd":1883648022.17,"asset_categories":["ABS-CBDO","STIV","DCR","DFE","ABS-MBS","ABS-O","DBT","DIR"],"by_asset_category":{"DBT":{"positions":266,"total_value_usd":857254664.75},"DIR":{"positions":141,"total_value_usd":-557811.82},"ABS-MBS":{"positions":261,"total_value_usd":798804665.88},"ABS-CBDO":{"positions":42,"total_value_usd":63046403.33},"ABS-O":{"positions":26,"total_value_usd":34703054.05},"DCR":{"positions":12,"total_value_usd":27646.28},"STIV":{"positions":2,"total_value_usd":130596731.45},"DFE":{"positions":1,"total_value_usd":-227331.75}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/26 3.625","isin":"US91282CHB00","value_usd":151654904.97,"pct_val":11.4167,"balance":151600000,"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":"US01F0606677","value_usd":148516861.11,"pct_val":10.6564,"balance":146500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":141837762.04,"pct_val":10.6103,"balance":139700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":125606241.03,"pct_val":9.45572,"balance":12794768.36,"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":"US01F0606B66","value_usd":96937549.5,"pct_val":7.27064,"balance":94900000,"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 MA5387 FN 06/54 FIXED 5","isin":"US31418E6Z86","value_usd":68919843.59,"pct_val":5.18833,"balance":69017845.48,"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":53580835.84,"pct_val":4.01874,"balance":54100000,"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":53031238.16,"pct_val":3.96706,"balance":53100000,"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":51314889,"pct_val":3.86302,"balance":50000000,"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":46084277.91,"pct_val":3.46925,"balance":44900000,"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 04/25 0.125","isin":"US912828ZJ22","value_usd":40985490.64,"pct_val":2.9408,"balance":40945347,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":38964194.52,"pct_val":2.93325,"balance":41100000,"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":38731097.11,"pct_val":2.90496,"balance":41100000,"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":"US01F0406516","value_usd":38240393.52,"pct_val":2.74384,"balance":41100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":38221404.91,"pct_val":2.85919,"balance":41100000,"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":"US3134GWZV19","value_usd":29042635.17,"pct_val":2.1783,"balance":29100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":28845074.24,"pct_val":2.17148,"balance":163400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":23097513.3,"pct_val":1.72783,"balance":130100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","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":19553170.7,"pct_val":1.46655,"balance":19600000,"units":"PA","currency":"USD","asset_cat":"DBT","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":18728058.98,"pct_val":1.40097,"balance":18800000,"units":"PA","currency":"USD","asset_cat":"DBT","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":16255489.76,"pct_val":1.21922,"balance":16400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":16063956.46,"pct_val":1.20168,"balance":16400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5071 FN 07/53 FIXED 5","isin":"US31418ET595","value_usd":14845673.55,"pct_val":1.11759,"balance":14823155.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":13547205.67,"pct_val":1.01984,"balance":20300000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FC","isin":"US3137HMGL87","value_usd":13057232.5,"pct_val":0.982957,"balance":12995101.62,"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 REMICS 2025-69","title":"FANNIE MAE FNR 2025 69 FB","isin":"US3136BWC382","value_usd":13038946.06,"pct_val":0.98158,"balance":12976918.98,"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":12453820.74,"pct_val":0.937532,"balance":12208177.56,"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":12240881.25,"pct_val":0.921501,"balance":13816709.59,"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":11599061.15,"pct_val":0.873185,"balance":11551535.82,"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":11535032.18,"pct_val":0.868365,"balance":11800000,"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":10914176.37,"pct_val":0.821626,"balance":10708256.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":10435169.17,"pct_val":0.785566,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":10378816.01,"pct_val":0.778446,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":10290803.75,"pct_val":0.769814,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526560","value_usd":10278261.34,"pct_val":0.737489,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":9675760.24,"pct_val":0.728397,"balance":10309980,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5563","title":"FREDDIE MAC FHR 5563 FV","isin":"US3137HMNV86","value_usd":9588180.02,"pct_val":0.721804,"balance":9529003.01,"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 01/33 1.125","isin":"US91282CGK18","value_usd":9232988.17,"pct_val":0.695065,"balance":9619192,"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 CB2894 FN 02/52 FIXED 3","isin":"US3140QNGC08","value_usd":9123081.77,"pct_val":0.686792,"balance":10283686.84,"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":8635610.45,"pct_val":0.650094,"balance":8600000,"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 CA0541 FN 10/47 FIXED 3.5","isin":"US3140Q7S730","value_usd":8557677.81,"pct_val":0.644227,"balance":9168709.88,"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-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA","isin":"US38384LB736","value_usd":7799607.2,"pct_val":0.587159,"balance":7773587.45,"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-H","title":"38381P996","isin":null,"value_usd":7745156.25,"pct_val":0.580913,"balance":7750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CA0694 FN 11/47 FIXED 3.5","isin":"US3140Q7XY81","value_usd":7619570.34,"pct_val":0.573606,"balance":8155721.69,"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-H21","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA","isin":"US38383KEA60","value_usd":6764150.4,"pct_val":0.50921,"balance":6681597.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":6700000,"pct_val":0.502523,"balance":6700000,"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 CB3242 FN 04/52 FIXED 3","isin":"US3140QNS866","value_usd":6556662.56,"pct_val":0.49359,"balance":7401148.65,"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 CA0860 FN 12/47 FIXED 3.5","isin":"US3140Q75W33","value_usd":6541455.54,"pct_val":0.492445,"balance":7009594.99,"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 CB3278 FN 04/52 FIXED 3","isin":"US3140QNUC42","value_usd":6314406.53,"pct_val":0.475353,"balance":7126192.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC DISC COML PAPER","isin":"US11135MRA61","value_usd":6042403.62,"pct_val":0.433557,"balance":6050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":5961199.2,"pct_val":0.448763,"balance":6000000,"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 CB3277 FN 04/52 FIXED 3","isin":"US3140QNUB68","value_usd":5800258.56,"pct_val":0.436647,"balance":6543330.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD7578 FR 04/55 FIXED 6","isin":"US3132DVM362","value_usd":5705918.5,"pct_val":0.429545,"balance":5458012.72,"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":"TSY INFL IX N/B 07/25 0.375","isin":"US912828XL95","value_usd":5610703.73,"pct_val":0.419715,"balance":5613331.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3","title":"CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A","isin":"US14041NGB10","value_usd":5511924,"pct_val":0.395493,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474","isin":"US86562MCA62","value_usd":5296847.72,"pct_val":0.396236,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2025-1 DAC 25-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A","isin":"XS3065225669","value_usd":5292847.5,"pct_val":0.398449,"balance":4500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":5281980.86,"pct_val":0.397631,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORPORATION","title":"INTEL CORPORATION","isin":"US45826CU165","value_usd":5149346.47,"pct_val":0.385202,"balance":5150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORO EUROPEAN CLO 7 DAC 7A","title":"TORO EUROPEAN CLO TCLO 7A ARE 144A","isin":"XS2419216622","value_usd":5112167.3,"pct_val":0.384847,"balance":4345775.35,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 10/27 VAR","isin":"US05571AAQ85","value_usd":5095847.4,"pct_val":0.383619,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","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":5094182.94,"pct_val":0.383493,"balance":5100000,"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 05/26 VAR","isin":"US06738EBL83","value_usd":5089386.34,"pct_val":0.365175,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":5013166.1,"pct_val":0.377394,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENEL FINANCE INTERNATIONAL NV","title":"ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05","isin":"US29278GAZ19","value_usd":5004427.7,"pct_val":0.375349,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":4990490.42,"pct_val":0.374304,"balance":512423.29,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"COMMONSPIRIT HEALTH","title":"COMMONSPIRIT HEALTH SR SECURED 10/25 1.547","isin":"US20268JAE38","value_usd":4900000,"pct_val":0.367517,"balance":4900000,"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":4891518.33,"pct_val":0.368237,"balance":4158676.57,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":4880538.5,"pct_val":0.36741,"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":"US22823PRV75","value_usd":4830916.22,"pct_val":0.346629,"balance":4850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 03/29 VAR","isin":"US404280DU06","value_usd":4685975.28,"pct_val":0.352763,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":4683592.99,"pct_val":0.352584,"balance":4663641,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":4620810.58,"pct_val":0.347858,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5568","title":"FREDDIE MAC FHR 5568 FE","isin":"US3137HMN716","value_usd":4561862.59,"pct_val":0.34342,"balance":4540020.55,"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":4501359.41,"pct_val":0.336729,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/25 5.875","isin":"US44891ABK25","value_usd":4500694.26,"pct_val":0.322935,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAIKIKI BEACH HOTEL TRUST 2019-WBM","title":"WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A","isin":"US93065PAA93","value_usd":4490063.1,"pct_val":0.322172,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY CARD ISSUANCE TRUST 2023-A2","title":"SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A","isin":"US87166PAL58","value_usd":4464431.84,"pct_val":0.336085,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":4396711.44,"pct_val":0.330987,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)","title":"SYNCHRONY BANK SR UNSECURED 08/25 5.4","isin":"US87166FAD50","value_usd":4299267.5,"pct_val":0.321611,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENEL FINANCE INTERNATIONAL NV","title":"ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.25","isin":"US29278GAV05","value_usd":4294072.19,"pct_val":0.30811,"balance":4300000,"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 CB3004 FN 02/52 FIXED 3","isin":"US3140QNKS04","value_usd":4255199.34,"pct_val":0.320334,"balance":4802685.78,"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":4203955.9,"pct_val":0.314481,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95","isin":"US694308KE68","value_usd":4196637.35,"pct_val":0.301119,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SWEDBANK AB","title":"SWEDBANK AB 144A 09/27 5.337","isin":"US87020PAT49","value_usd":4195226.97,"pct_val":0.315819,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABBVIE INC","title":"ABBVIE INC SR UNSECURED 03/27 4.8","isin":"US00287YDR71","value_usd":4144334.08,"pct_val":0.311988,"balance":4100000,"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 08/26 VAR","isin":"US38145GAM24","value_usd":4105798.06,"pct_val":0.307138,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL ONE FINANCIAL CORPORATION","title":"CAPITAL ONE FINANCIAL CO SR UNSECURED 07/26 VAR","isin":"US14040HCU77","value_usd":4099876.43,"pct_val":0.306696,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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 08/25 4.05","isin":"US59217GFC87","value_usd":4096446.12,"pct_val":0.306439,"balance":4100000,"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 SR UNSECURED 12/27 5.1","isin":"US294429AV70","value_usd":4077837.2,"pct_val":0.306982,"balance":4000000,"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 01/27 VAR","isin":"US44891ACW53","value_usd":4031992.6,"pct_val":0.303531,"balance":4000000,"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 01/27 4.718","isin":"US00084DBG43","value_usd":3934737.96,"pct_val":0.29621,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND SR UNSECURED 03/29 4.625","isin":"US731011AX08","value_usd":3934346.49,"pct_val":0.29618,"balance":3850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","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":3878964.92,"pct_val":0.292011,"balance":3991141.13,"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 2020-H14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH","isin":"US38380QGA40","value_usd":3837007.98,"pct_val":0.288852,"balance":3768406.4,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226260","value_usd":3719718.77,"pct_val":0.280023,"balance":4400000,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226A83","value_usd":3707669.24,"pct_val":0.278088,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":3705930.62,"pct_val":0.278985,"balance":3700000,"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":3679809.34,"pct_val":0.277018,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","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":3660212.59,"pct_val":0.275543,"balance":3600000,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226591","value_usd":3659005.06,"pct_val":0.262542,"balance":4400000,"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 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":3649533.27,"pct_val":0.273007,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS AG/LONDON BRANCH","title":"UBS AG LONDON SR UNSECURED 09/25 5.8","isin":"US902674ZV55","value_usd":3609219.38,"pct_val":0.269992,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":3570107.93,"pct_val":0.26876,"balance":3613926.79,"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":3559473.04,"pct_val":0.267959,"balance":3557544.57,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","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":"US95000U3R27","value_usd":3530209.03,"pct_val":0.265756,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA SR UNSECURED 06/25 5.45","isin":"US06418GAC15","value_usd":3504851.88,"pct_val":0.251481,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9","isin":"US517834AJ61","value_usd":3469561.48,"pct_val":0.261191,"balance":3400000,"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":3398457.97,"pct_val":0.255838,"balance":3875351.34,"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 BANK NA","title":"MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR","isin":"US61690DK726","value_usd":3361356.97,"pct_val":0.253045,"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 PMTS INC 04/25 ZCP","isin":"US37961CRM63","value_usd":3340147.65,"pct_val":0.239663,"balance":3350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AOA 2021-1177 MORTGAGE TRUST","title":"AVENUE OF AMERICAS AOA 2021 1177 A 144A","isin":"US00192NAA54","value_usd":3319996.35,"pct_val":0.249011,"balance":3320000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HONDA FINANCE CORPORATION","title":"AMERICAN HONDA FINANCE SR UNSECURED 05/25 5","isin":"US02665WEJ62","value_usd":3302056.79,"pct_val":0.23693,"balance":3300000,"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 05/26 VAR","isin":"US902613AM00","value_usd":3298907.73,"pct_val":0.236704,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":3289423.52,"pct_val":0.24763,"balance":3758718.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":3271014.51,"pct_val":0.246244,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","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":3247272.31,"pct_val":0.244457,"balance":3246567.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":3242941.98,"pct_val":0.244131,"balance":3200000,"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":3240393.33,"pct_val":0.24304,"balance":3250000,"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":3214999.74,"pct_val":0.242027,"balance":3200000,"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 11/26 VAR","isin":"US80281LAS43","value_usd":3209588.83,"pct_val":0.24073,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":3175719.07,"pct_val":0.23907,"balance":3461455.28,"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 11/26 VAR","isin":"US639057AG33","value_usd":3109809.61,"pct_val":0.233246,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR","isin":"US606822DA96","value_usd":3100945.9,"pct_val":0.2225,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","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":3047980.05,"pct_val":0.229454,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","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":3018966.08,"pct_val":0.22727,"balance":2565752.04,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":3006933.69,"pct_val":0.226364,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464","isin":"US86562MCT53","value_usd":3001317.84,"pct_val":0.225941,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRICOA GLOBAL FUNDING I","title":"PRICOA GLOBAL FUNDING 1 SECURED 144A 08/25 4.2","isin":"US74153WCR88","value_usd":2997634.32,"pct_val":0.224241,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC DISC COML PAPER","isin":"US11135MUA25","value_usd":2946235.52,"pct_val":0.220396,"balance":2950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":2920533.42,"pct_val":0.21986,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","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":2904604.5,"pct_val":0.218661,"balance":2877461.69,"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":2845861.45,"pct_val":0.214238,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":2842541.94,"pct_val":0.213988,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT GOVT","title":"KUWAIT INTL BOND SR UNSECURED 144A 10/28 4.016","isin":"US501499AD91","value_usd":2807250.15,"pct_val":0.211332,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR","isin":"US95000U2X04","value_usd":2798161.83,"pct_val":0.200775,"balance":2800000,"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 PMTS INC 04/25 ZCP","isin":"US37961CRN47","value_usd":2791395.04,"pct_val":0.200289,"balance":2800000,"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":2790496.49,"pct_val":0.209297,"balance":2800000,"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":2789382.71,"pct_val":0.209986,"balance":2800000,"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-H12","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA","isin":"US38382Y5K59","value_usd":2781397.63,"pct_val":0.209385,"balance":2743674.3,"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 BM1447 FN 07/47 FIXED VAR","isin":"US3140J5TD14","value_usd":2747874.51,"pct_val":0.206862,"balance":2904985.85,"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 04/28 VAR","isin":"US38141GC779","value_usd":2731298.1,"pct_val":0.205614,"balance":2700000,"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 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":2719663,"pct_val":0.204738,"balance":2724382.45,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":2709280.72,"pct_val":0.203956,"balance":2670000,"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","isin":"US22823PUN13","value_usd":2691745.56,"pct_val":0.201359,"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 2025-19","title":"FANNIE MAE FNR 2025 19 FC","isin":"US3136BVBY34","value_usd":2613975.71,"pct_val":0.196782,"balance":2603177.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GEORGIA POWER COMPANY","title":"GEORGIA POWER CO GEORGIA POWER CO","isin":"US373334KU42","value_usd":2601418.22,"pct_val":0.186658,"balance":2600000,"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 08/25 VAR","isin":"US44891ACL98","value_usd":2601249.56,"pct_val":0.194589,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 5557","title":"FHR 5557 FM SOFR30A+110BP","isin":null,"value_usd":2599187.5,"pct_val":0.194435,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2006-NC1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5","isin":"US86360PAE79","value_usd":2541017.92,"pct_val":0.19129,"balance":2559881.43,"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 08/25 ZCP","isin":"US13638WV663","value_usd":2537545.8,"pct_val":0.189824,"balance":2550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FB","isin":"US3137HKKK92","value_usd":2522203.17,"pct_val":0.189873,"balance":2499122.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CCG RECEIVABLES TRUST 2025-1","title":"CCG RECEIVABLES TRUST CCG 2025 1 A2 144A","isin":"US12515XAB64","value_usd":2518058.39,"pct_val":0.189561,"balance":2502909.53,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":2517873,"pct_val":0.188352,"balance":2500000,"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 04/26 5.438","isin":"US17325FBF45","value_usd":2509696.15,"pct_val":0.188932,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QTS ISSUER ABS II LLC 2025-1A","title":"QTS ISSUER ABS II LLC QTSII 2025 1A A2 144A","isin":"US74690FAA49","value_usd":2482048.75,"pct_val":0.18685,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":2481377.91,"pct_val":0.1868,"balance":2475967.18,"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 01/26 ZCP","isin":null,"value_usd":2444304.73,"pct_val":0.184009,"balance":2450000,"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":2437740,"pct_val":0.183515,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5557","title":"FREDDIE MAC FHR 5557 FM","isin":"US3137HLZ217","value_usd":2373481.67,"pct_val":0.178677,"balance":2364652.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","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":2326949.07,"pct_val":0.175174,"balance":2346046,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"JP","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":2271449.85,"pct_val":0.170996,"balance":2414167.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEWLETT PACKARD ENTERPRISE COMPANY","title":"HP ENTERPRISE CO SR UNSECURED 09/26 4.45","isin":"US42824CBR97","value_usd":2256996.89,"pct_val":0.169908,"balance":2250000,"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":2246798.03,"pct_val":0.168074,"balance":2250000.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":2245701.38,"pct_val":0.167992,"balance":2250000,"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":2243774.38,"pct_val":0.168913,"balance":1900000,"units":"PA","currency":null,"asset_cat":"DBT","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":2240720.21,"pct_val":0.167619,"balance":2237005.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","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":2235056.94,"pct_val":0.167637,"balance":1900000,"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":2231132.23,"pct_val":0.167961,"balance":2110000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":2228500.68,"pct_val":0.167763,"balance":2231240.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR","isin":"US80281LAU98","value_usd":2228230.38,"pct_val":0.167743,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDSTONE PEAK LTD 2021-1A","title":"SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A","isin":"US800130AN66","value_usd":2204001.95,"pct_val":0.165919,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":2201308.36,"pct_val":0.165106,"balance":2200000,"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":2198042.88,"pct_val":0.164427,"balance":2200000,"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":2196862.14,"pct_val":0.165381,"balance":2200000,"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 2024-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD","isin":"US38383KZS40","value_usd":2181315.05,"pct_val":0.164211,"balance":2159330.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KREF 2022-FL3 LTD","title":"KREF 2022 FL3 LTD KREF 2022 FL3 A 144A","isin":"US48275EAA47","value_usd":2163669.21,"pct_val":0.162882,"balance":2160523.55,"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 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A","isin":"US83206NAB38","value_usd":2150383.87,"pct_val":0.161882,"balance":2128754.45,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":2143644.82,"pct_val":0.160781,"balance":2150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF MONTREAL","title":"BANK OF MONTREAL SR UNSECURED 09/27 VAR","isin":"US06368L8K50","value_usd":2108424.47,"pct_val":0.158723,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 01/27 VAR","isin":"US05583JAN28","value_usd":2101300.47,"pct_val":0.158187,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","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":2101074.78,"pct_val":0.157173,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A","isin":"US83206NAA54","value_usd":2086348.17,"pct_val":0.157062,"balance":2128754.45,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5442","title":"FREDDIE MAC FHR 5442 FB","isin":"US3137HF4U64","value_usd":2046251.05,"pct_val":0.154043,"balance":2036357.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 09/30 VAR","isin":"US251526CX52","value_usd":2031442.46,"pct_val":0.152928,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA EXPRESSWAY CORPORATION","title":"KOREA EXPRESSWAY CORP SR UNSECURED 144A 05/27 5","isin":"US50066HAD08","value_usd":2030973.9,"pct_val":0.152893,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5505","title":"FREDDIE MAC FHR 5505 AF","isin":"US3137HJ6H53","value_usd":2022736.67,"pct_val":0.152273,"balance":2045428.66,"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-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE","isin":"US38383KDE91","value_usd":2019873.56,"pct_val":0.152057,"balance":2000433.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DBGS MORTGAGE TRUST 2018-5BP","title":"DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A","isin":"US33830CAA80","value_usd":2013112.5,"pct_val":0.150593,"balance":2100000,"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 2017-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE","isin":"US38376R6F85","value_usd":2004101.65,"pct_val":0.15087,"balance":1977142.13,"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":2003179.76,"pct_val":0.150801,"balance":2000000,"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 5517","title":"FREDDIE MAC FHR 5517 FE","isin":"US3137HKGJ75","value_usd":2002816.54,"pct_val":0.150773,"balance":1985723.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1995905.6,"pct_val":0.149306,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":1989577.79,"pct_val":0.149777,"balance":2017410.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/32 2.875","isin":"US91282CEP23","value_usd":1980439.46,"pct_val":0.149089,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","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":1979242.95,"pct_val":0.148999,"balance":1930000,"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 5508","title":"FREDDIE MAC FHR 5508 DF","isin":"US3137HJG849","value_usd":1953267.96,"pct_val":0.147043,"balance":1942012.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 11/25 ZCP","isin":"US6840C2YK59","value_usd":1938561.89,"pct_val":0.145399,"balance":1950000,"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 03/27 5.8","isin":"US345397D831","value_usd":1924457.45,"pct_val":0.144874,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/28 VAR","isin":"US61747YFN04","value_usd":1908275.24,"pct_val":0.143656,"balance":1900000,"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 2023-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A","isin":"US83207DAA63","value_usd":1908027.32,"pct_val":0.143638,"balance":1856330.38,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","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":1903509.54,"pct_val":0.143297,"balance":1412205,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FA","isin":"US3137HMGJ32","value_usd":1899021.25,"pct_val":0.142959,"balance":1890801.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A","isin":"US03880RAA77","value_usd":1894078.02,"pct_val":0.142587,"balance":1881699.28,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC","title":"ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375","isin":"US00402D2A25","value_usd":1867208.24,"pct_val":0.140565,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA","isin":"US38383KCV26","value_usd":1825998.04,"pct_val":0.137462,"balance":1809036.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1821015.79,"pct_val":0.137087,"balance":1798991.63,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2006-SD1","title":"ACE SECURITIES CORP. ACE 2006 SD1 M1","isin":"US004421XW81","value_usd":1803216.47,"pct_val":0.135747,"balance":1893659.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF","isin":"US38382YAZ60","value_usd":1791824.22,"pct_val":0.13489,"balance":1746210.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRNCL-2019-11A","title":"CAIRN CLO BV CRNCL 2019 11A AR 144A","isin":"XS3201084202","value_usd":1764615.32,"pct_val":0.132841,"balance":1500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H21","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H21 FA","isin":"US38384LXQ75","value_usd":1757646.94,"pct_val":0.132317,"balance":1759615.25,"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":"US46652LRB52","value_usd":1747264.23,"pct_val":0.12537,"balance":1750000,"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":"US00287BRF84","value_usd":1746685.33,"pct_val":0.125329,"balance":1750000,"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 2025-24","title":"FANNIE MAE FNR 2025 24 FB","isin":"US3136BVSA74","value_usd":1745780.45,"pct_val":0.131424,"balance":1739092.94,"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 2025-66","title":"FANNIE MAE FNR 2025 66 FK","isin":"US3136BWYL49","value_usd":1740917.1,"pct_val":0.131057,"balance":1734095.52,"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 MA3029 FN 06/32 FIXED 3","isin":"US31418CLK89","value_usd":1706424.19,"pct_val":0.128461,"balance":1743440.34,"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":1704410.23,"pct_val":0.128309,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","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":1704072.69,"pct_val":0.128284,"balance":1700000,"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-H26","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA","isin":"US38376RJR84","value_usd":1673250.95,"pct_val":0.125963,"balance":1671957.36,"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":1663144.85,"pct_val":0.124413,"balance":1668897,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCIAL SERVICES US CORP","title":"STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95","isin":"US85855FAA12","value_usd":1622356.72,"pct_val":0.122132,"balance":1600000,"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":1618475.09,"pct_val":0.12184,"balance":1662558.15,"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 11/27 VAR","isin":"US17325FBL13","value_usd":1611798.16,"pct_val":0.121337,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT AGRICOLE SA","title":"CREDIT AGRICOLE SA 144A 09/28 VAR","isin":"US22535WAM91","value_usd":1608859.15,"pct_val":0.121116,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","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":1553809.33,"pct_val":0.116972,"balance":1548169.35,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":1553353.47,"pct_val":0.116937,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG","isin":"US38383KDF66","value_usd":1550416.43,"pct_val":0.116716,"balance":1532663.89,"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":"US22823PXM03","value_usd":1545822.75,"pct_val":0.115942,"balance":1550000,"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":1520335.78,"pct_val":0.11403,"balance":1516412.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA SR UNSECURED 08/26 4.929","isin":"US17325FBJ66","value_usd":1508069.24,"pct_val":0.113528,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SHACKLETON CLO LTD 2019-14A","title":"SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A","isin":"US81880XAW20","value_usd":1501304.78,"pct_val":0.113019,"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":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KL3L","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KL3L ALNZ","isin":"US3137FJF530","value_usd":1495283.25,"pct_val":0.10729,"balance":1500000,"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 Q58083 FG 08/48 FIXED 4","isin":"US3132Y16V51","value_usd":1464257.73,"pct_val":0.11023,"balance":1512642.83,"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 2022-FL9","title":"READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A","isin":"US75574EAA55","value_usd":1461666.85,"pct_val":0.104878,"balance":1456967.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)","title":"BANQUE FED CRED MUTUEL 144A 02/28 5.194","isin":"US06675DCM20","value_usd":1432150.26,"pct_val":0.107813,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","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":1416642.63,"pct_val":0.106646,"balance":1415379.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDIGO CREDIT MANAGEMENT II DAC 2A","title":"INDIGO CREDIT MANAGEMENT INDI 2A A 144A","isin":"XS2916992865","value_usd":1411282.3,"pct_val":0.106242,"balance":1200000,"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 BJ5736 FN 04/48 FIXED 4","isin":"US3140H7LS41","value_usd":1411259.99,"pct_val":0.106241,"balance":1460481.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1405291.1,"pct_val":0.105791,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS BANK USA/NEW YORK BRANCH","title":"GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR","isin":"US38151LAH33","value_usd":1402236.09,"pct_val":0.105561,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-4 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A","isin":"US05685AAQ13","value_usd":1401280.31,"pct_val":0.105489,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STONEPEAK 2021-1 ABS","title":"STONEPEAK SALTT 2021 1A AA 144A","isin":"US78433XAA81","value_usd":1398722.63,"pct_val":0.105297,"balance":1432108.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":"US40412BXF56","value_usd":1397315.78,"pct_val":0.104803,"balance":1400000,"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-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FJ","isin":"US38375UWU05","value_usd":1387601.23,"pct_val":0.10446,"balance":1380791.44,"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":1345494.78,"pct_val":0.100651,"balance":1350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA HOUSING FINANCE CORP (KHFC)","title":"KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875","isin":"US50065RAP29","value_usd":1321948.5,"pct_val":0.0995171,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KR","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":1314714.73,"pct_val":0.0989726,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO VI LTD 2017-6A","title":"TRINITAS CLO LTD TRNTS 2017 6A AR4 144A","isin":"US89640YBQ61","value_usd":1300586.79,"pct_val":0.097909,"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":"FORD CREDIT AUTO OWNER TRUST 2023-REV1","title":"FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A","isin":"US34535QAA31","value_usd":1275785.63,"pct_val":0.096042,"balance":1250000,"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 MA2871 FN 01/32 FIXED 3","isin":"US31418CFM10","value_usd":1264760.16,"pct_val":0.095212,"balance":1291472.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2024-2","title":"CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A","isin":"US14319EAC03","value_usd":1263691.3,"pct_val":0.0906728,"balance":1259428.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 04/25 ZCP","isin":"US01626URF48","value_usd":1247604.75,"pct_val":0.0895185,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHROP GRUMMAN CORPORATION","title":"NORTHROP GRUMAN CORP","isin":"US66681LUQ12","value_usd":1246155.5,"pct_val":0.09322,"balance":1250000,"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 5601","title":"FREDDIE MAC FHR 5601 F","isin":"US3137HNQX98","value_usd":1239604.76,"pct_val":0.0933182,"balance":1234152.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENTERPRISE FLEET FINANCING LLC 2022-3","title":"ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A","isin":"US29374FAB94","value_usd":1230188.38,"pct_val":0.0882689,"balance":1232343.63,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":1224204.96,"pct_val":0.0921589,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/29 VAR","isin":"US95000U3T82","value_usd":1222530.65,"pct_val":0.0920329,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.00000 12/21/22-10Y CME","isin":"EZFXDWH0DRR4","value_usd":1217175.66,"pct_val":0.0916298,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"LOANCORE 2022-CRE7 ISSUER LTD","title":"LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A","isin":"US53946PAA84","value_usd":1215735.68,"pct_val":0.0915214,"balance":1214175.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":1202233.8,"pct_val":0.0905049,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARROWMARK COLORADO HOLDINGS 2018-3A","title":"ELEVATION CLO LTD AWPT 2018 3A A1R2 144A","isin":"US28623VAN91","value_usd":1201683.22,"pct_val":0.0904635,"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":"BLUEMOUNTAIN CLO XXXIV LTD","title":"BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A","isin":"US09631JAL08","value_usd":1200600,"pct_val":0.0903819,"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":"CEDAR FUNDING VI CLO LTD 2016-6A","title":"CEDAR FUNDING LTD CEDF 2016 6A AR3 144A","isin":"US15032DAZ42","value_usd":1200367.7,"pct_val":0.0903645,"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":"WHETSTONE PARK CLO LTD 2021-1A","title":"WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A","isin":"US96329YAN76","value_usd":1200002.1,"pct_val":0.0903369,"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":"BARINGS EURO CLO 2025-1 DAC 25-1A","title":"BARINGS EURO CLO DAC BABSE 2025 1A A 144A","isin":"XS3246987104","value_usd":1175199.99,"pct_val":0.0884698,"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":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A","isin":"US14686TAC27","value_usd":1167880.55,"pct_val":0.0879188,"balance":1164132.28,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":1148042.7,"pct_val":0.0864254,"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 BK8835 FN 08/48 FIXED 4","isin":"US3140HNY970","value_usd":1146846.39,"pct_val":0.0863353,"balance":1186273.56,"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":1140148.68,"pct_val":0.0858311,"balance":1137775.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/30 5.375","isin":"US05401AAZ49","value_usd":1130604.17,"pct_val":0.0851126,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENTERPRISE FLEET FUNDING LLC 2022-4","title":"ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A","isin":"US29374GAB77","value_usd":1110698.59,"pct_val":0.0796952,"balance":1104860.07,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIKES PEAK CLO 2019-4A","title":"PIKES PEAK CLO PIPK 2019 4A ARR 144A","isin":"US72132WAN92","value_usd":1100969.89,"pct_val":0.0828817,"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":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX340","value_usd":1099606.1,"pct_val":0.0824742,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 10/25 ZCP","isin":"US87613EXH34","value_usd":1097560.42,"pct_val":0.0823207,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":1063832.49,"pct_val":0.0795811,"balance":1063891.43,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POST CLO 2021-1 LTD","title":"POST CLO LTD POST 2021 1A AR 144A","isin":"US73742FAJ57","value_usd":1050091.6,"pct_val":0.0790516,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H11 VA","isin":"US38375UKC35","value_usd":1049682.77,"pct_val":0.0790208,"balance":1049129.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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 04/25 ZCP","isin":"US48002AR897","value_usd":1048946.12,"pct_val":0.0752643,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONATION INC","title":"AUTONATION, INC","isin":"US05330LX815","value_usd":1048889.73,"pct_val":0.0786703,"balance":1050000,"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":1048802.27,"pct_val":0.0786637,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHROP GRUMMAN CORPORATION","title":"NORTHROP GRUMAN CORP","isin":"US66681LSU51","value_usd":1042277.57,"pct_val":0.0747858,"balance":1050000,"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 2024-38","title":"FANNIE MAE FNR 2024 38 FA","isin":"US3136BR4S35","value_usd":1032256.48,"pct_val":0.0777089,"balance":1030383.86,"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 AF","isin":"US3136BR5A18","value_usd":1032218.84,"pct_val":0.0777061,"balance":1031443.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 01/29 VAR","isin":"US78017DAA63","value_usd":1019087.28,"pct_val":0.0767175,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NBA (HARDWOOD FUNDING LLC)","title":"HARDWOOD FUNDING LLC CORP0HRE5","isin":null,"value_usd":1016799.11,"pct_val":0.0765453,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"NBA (HARDWOOD FUNDING LLC)","title":"HARDWOOD FUNDING LLC","isin":null,"value_usd":1004409.96,"pct_val":0.0720688,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"PIKES PEAK CLO 2018-2A","title":"PIKES PEAK CLO PIPK 2018 2A ARR 144A","isin":"US72133JAY38","value_usd":1001145.79,"pct_val":0.0753669,"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":"RGA GLOBAL FUNDING","title":"RGA GLOBAL FUNDING SECURED 144A 11/30 4.6","isin":"US76209PAK93","value_usd":1001029.51,"pct_val":0.0753581,"balance":1000000,"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 AN7957 FN 01/28 FIXED 3.22","isin":"US3138LLZX68","value_usd":991932.19,"pct_val":0.0746733,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 PF","isin":"US3137HMDP29","value_usd":988180.82,"pct_val":0.0743909,"balance":983166.47,"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":971166.82,"pct_val":0.0731101,"balance":961901.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2024-2A","title":"CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A","isin":"US16144CAB28","value_usd":953448.6,"pct_val":0.0684122,"balance":950380.01,"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 2012-120","title":"FANNIE MAE FNR 2012 120 WE","isin":"US3136A9N533","value_usd":950274.82,"pct_val":0.0715373,"balance":968290.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AON CORPORATION","title":"AON CORPORATION","isin":"US03739NRA18","value_usd":948819.63,"pct_val":0.06808,"balance":950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":948790.08,"pct_val":0.0714255,"balance":950000,"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":948383.67,"pct_val":0.0713949,"balance":950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVAL CLO III LTD","title":"CARVAL CLO LTD CARVL 2019 2A AR2 144A","isin":"US14686WAW10","value_usd":929265.4,"pct_val":0.0699557,"balance":928629.08,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARS INCORPORATED","title":"MARS INC SR UNSECURED 144A 03/28 4.6","isin":"US571676AX38","value_usd":903787.37,"pct_val":0.0648488,"balance":900000,"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 11/28 4.5","isin":"US37940XAV47","value_usd":901844.92,"pct_val":0.0678915,"balance":900000,"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":899498.08,"pct_val":0.0677148,"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 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":894470.67,"pct_val":0.0669118,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WIND RIVER CLO LTD 2016-1KRA","title":"WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A","isin":"US97314DAN84","value_usd":893073.99,"pct_val":0.0672312,"balance":895169.4,"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 BL3670 FN 10/26 FIXED 2.08","isin":"US3140HVCG74","value_usd":886692.44,"pct_val":0.0667508,"balance":900000,"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 5345","title":"FREDDIE MAC FHR 5345 A","isin":"US3137HAQS82","value_usd":885150.79,"pct_val":0.0666347,"balance":884612.59,"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 5511","title":"FREDDIE MAC FHR 5511 FG","isin":"US3137HKKP89","value_usd":867201.99,"pct_val":0.0652835,"balance":864206.82,"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":849898.85,"pct_val":0.0637453,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PX736","value_usd":849238.06,"pct_val":0.0636957,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUV50","value_usd":846791.08,"pct_val":0.0633451,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":842566.29,"pct_val":0.0634289,"balance":824612.17,"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 QG2593 FR 04/53 FIXED 5","isin":"US3133C23A45","value_usd":841719.79,"pct_val":0.0633652,"balance":838362.64,"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","isin":"US01626UU783","value_usd":799275.92,"pct_val":0.0597907,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-12","title":"FANNIE MAE FNR 2025 12 FG","isin":"US3136BVFH64","value_usd":797114.52,"pct_val":0.0600073,"balance":793226.6,"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":779111.53,"pct_val":0.058652,"balance":778154.01,"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 5426","title":"FREDDIE MAC FHR 5426 CF","isin":"US3137HCY227","value_usd":763211.82,"pct_val":0.0574551,"balance":764630.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1","isin":"US07384M4F63","value_usd":750471.01,"pct_val":0.0564959,"balance":768474.76,"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 01/26 ZCP","isin":null,"value_usd":748325.18,"pct_val":0.0563344,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUW34","value_usd":747071.85,"pct_val":0.0558855,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC","isin":"US38383KVE99","value_usd":743979.17,"pct_val":0.0560072,"balance":743928.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":740544.86,"pct_val":0.0555434,"balance":739828.05,"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":740337.64,"pct_val":0.0557331,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 332","title":"FREDDIEMAC STRIP FHS 332 V1","isin":"US3132HUCJ07","value_usd":725019.62,"pct_val":0.0545799,"balance":692101.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD AUTO SECURITIZATION TRUST II SERIES 2023-BA ASSET-BACKED NOTES","title":"FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A","isin":"CA345214AY60","value_usd":725019.55,"pct_val":0.0545799,"balance":978016.02,"units":"PA","currency":null,"asset_cat":"ABS-O","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":713312.78,"pct_val":0.0536986,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC SR UNSECURED 07/27 5.05","isin":"US11135FBZ36","value_usd":712902.26,"pct_val":0.0536677,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CREDIT FUNDING III LTD 2024-3A","title":"ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A","isin":"US77587BAA26","value_usd":702485,"pct_val":0.0528835,"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":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":699451.48,"pct_val":0.0526552,"balance":700000,"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","isin":"US49271KA959","value_usd":699341.23,"pct_val":0.0526469,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUA14","value_usd":699093.08,"pct_val":0.0522964,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":699077.34,"pct_val":0.0522952,"balance":700000,"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":698611.76,"pct_val":0.0522604,"balance":700000,"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":"US40412BXH13","value_usd":648583.65,"pct_val":0.048646,"balance":650000,"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":648337.82,"pct_val":0.0488073,"balance":650000,"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":645918.72,"pct_val":0.0483186,"balance":650000,"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 QF9642 FR 03/53 FIXED 5","isin":"US3133BXWB37","value_usd":640374.78,"pct_val":0.0482078,"balance":637958.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2004-HE4","title":"ACE SECURITIES CORP. ACE 2004 HE4 M1","isin":"US004421JH70","value_usd":636146.54,"pct_val":0.0478895,"balance":690662.01,"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 QG2167 FR 04/53 FIXED 5","isin":"US3133C2MQ84","value_usd":634101.81,"pct_val":0.0477356,"balance":630052.53,"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":0.0464481,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX TRUST 2022-FOX2","title":"BX TRUST BX 2022 FOX2 A2 144A","isin":"US05610AAW80","value_usd":614315.74,"pct_val":0.0460758,"balance":615076.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":599555.52,"pct_val":0.0451349,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU940","value_usd":599300.82,"pct_val":0.0448313,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2273 G2 10/29 FIXED 3.5","isin":"US36179QQ200","value_usd":597226.27,"pct_val":0.0449596,"balance":601360.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MONDELEZ INTERNATIONAL INC","title":"MONDELEZ INTL INC","isin":"US60920VVB51","value_usd":596822.7,"pct_val":0.044646,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2024-1A","title":"CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A","isin":"US16144BAB45","value_usd":595183.01,"pct_val":0.0445233,"balance":594369.91,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XII DAC 12A","title":"CORDATUS CLO PLC CORDA 12A ARR 144A","isin":"XS3244866821","value_usd":587599.99,"pct_val":0.0442349,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENTA CLO 9 DAC","title":"PENTA CLO S.A. PENTA 2021 9A A 144A","isin":"XS2344757203","value_usd":587575.96,"pct_val":0.0442331,"balance":500000,"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 MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A","isin":"US3137HHH387","value_usd":580575.19,"pct_val":0.0437061,"balance":580606.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NXP BV / NXP FUNDING LLC / NXP USA INC","title":"NXP BV NXP FDG NXP USA DISC CO","isin":"US67122RU186","value_usd":549929.77,"pct_val":0.0411381,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":549531.57,"pct_val":0.0413691,"balance":550000,"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","isin":"US49271JXF91","value_usd":549018.69,"pct_val":0.0411783,"balance":550000,"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 QF9880 FR 04/53 FIXED 5","isin":"US3133BX6R70","value_usd":538151.41,"pct_val":0.0405124,"balance":536725.79,"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 MA5352 FN 05/54 FIXED 5","isin":"US31418E5N65","value_usd":530942.08,"pct_val":0.0399697,"balance":531933.34,"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 2024-54","title":"FANNIE MAE FNR 2024 54 FC","isin":"US3136BSSC02","value_usd":524345.66,"pct_val":0.0394731,"balance":521793.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A","isin":"US96043CAB63","value_usd":522965,"pct_val":0.0393691,"balance":522289.58,"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 SD8267 FR 11/52 FIXED 5","isin":"US3132DWFG33","value_usd":518688.08,"pct_val":0.0390472,"balance":517132.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":512752.07,"pct_val":0.0386003,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR","isin":"US61690U8E33","value_usd":507098.42,"pct_val":0.0381747,"balance":500000,"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":502162.01,"pct_val":0.0378031,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL X LTD 2021-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A","isin":"US34962HAJ68","value_usd":500559.83,"pct_val":0.0376825,"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":"KKR CLO 33 LTD 33A","title":"KKR FINANCIAL CLO LTD KKR 33A AR 144A","isin":"US48254QAF19","value_usd":500122.08,"pct_val":0.0376495,"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":"DRYDEN 86 CLO LTD 2020-86A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A","isin":"US26245XAY31","value_usd":500095.64,"pct_val":0.0376475,"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":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR","isin":"US38141GD272","value_usd":499953.65,"pct_val":0.0376368,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":499712.1,"pct_val":0.0376186,"balance":500000,"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":499551.9,"pct_val":0.0376066,"balance":500000,"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":"US48002AU933","value_usd":499426.1,"pct_val":0.0373601,"balance":500000,"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 04/25 ZCP","isin":"US01626URE72","value_usd":499106.1,"pct_val":0.035812,"balance":500000,"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 01/26 ZCP","isin":null,"value_usd":498826.76,"pct_val":0.037552,"balance":500000,"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":497560.75,"pct_val":0.0374567,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM XXV LTD 25A","title":"LCM LTD PARTNERSHIP LCM 25A AR 144A","isin":"US50189PAY88","value_usd":480945.22,"pct_val":0.0345089,"balance":480755.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-10Y CME","isin":"EZXZ4DC8KGZ4","value_usd":468894.65,"pct_val":0.0352987,"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":"SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1","title":"FREDDIE MAC   SLST SLST 2023 1 A11 144A","isin":"US35564CNN38","value_usd":459089.19,"pct_val":0.0344332,"balance":459181.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 04/25 ZCP","isin":"US87613ER317","value_usd":449817.35,"pct_val":0.0322754,"balance":450000,"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":449671.01,"pct_val":0.0338515,"balance":450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSTELLATION BRANDS INC","title":"CONSTELLATION BRANDS INC","isin":"US21037CRB45","value_usd":449339.13,"pct_val":0.0322411,"balance":450000,"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":449135.33,"pct_val":0.0336867,"balance":450000,"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":449077.05,"pct_val":0.0335937,"balance":450000,"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":"US8424C0YE43","value_usd":447451.88,"pct_val":0.0335604,"balance":450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD CREDIT CANADA CO/CANADA","title":"FORD CREDIT CANADA CO/CA COMPANY GUAR 02/26 7","isin":"CA34527ACL22","value_usd":438832.86,"pct_val":0.0330356,"balance":600000,"units":"PA","currency":null,"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 AL5548 FN 05/38 FLOATING VAR","isin":"US3138ENEW53","value_usd":435004.85,"pct_val":0.0327474,"balance":416929.66,"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":407938.35,"pct_val":0.0307099,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NTT FINANCE CORPORATION","title":"NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567","isin":"US62954WAP05","value_usd":403637.46,"pct_val":0.0303861,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA FOODS INC.","isin":null,"value_usd":399691.24,"pct_val":0.030089,"balance":400000,"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 PMTS INC 04/25 ZCP","isin":"US37961CR794","value_usd":399615.4,"pct_val":0.0286733,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WXN72","value_usd":398897.56,"pct_val":0.0299187,"balance":400000,"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":398503.64,"pct_val":0.0299996,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TESLA SUSTAINABLE ENERGY TRUST 2024-1A","title":"TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A","isin":"US88164AAB08","value_usd":398163.43,"pct_val":0.029974,"balance":396242.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":385543.55,"pct_val":0.029024,"balance":383239.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD CREDIT CANADA CO/CANADA","title":"FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777","isin":"CA34527ACK49","value_usd":369231.41,"pct_val":0.0276207,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2006-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A","isin":"US669884AA68","value_usd":355239.16,"pct_val":0.0267426,"balance":356857.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":null,"value_usd":349489.42,"pct_val":0.0263098,"balance":350000,"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":328612.18,"pct_val":0.0247381,"balance":328638.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO XVI LTD 2017-2A","title":"SOUND POINT CLO LTD SNDPT 2017 2A AR 144A","isin":"US83610KAJ25","value_usd":321977.85,"pct_val":0.0231027,"balance":322147.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL VII LTD 2019-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A","isin":"US34956NAL64","value_usd":319200.68,"pct_val":0.0240296,"balance":318836.96,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875","isin":"US842400JA26","value_usd":302044.42,"pct_val":0.0227381,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRYKER CORPORATION","title":"STRYKER CORP SR UNSECURED 09/29 4.25","isin":"US863667BE08","value_usd":301724.73,"pct_val":0.022714,"balance":300000,"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 BRANDS INC","isin":"US20600GR244","value_usd":299922.3,"pct_val":0.0215201,"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","isin":"US49271JR419","value_usd":299849.64,"pct_val":0.0215149,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":"US29251URE00","value_usd":299469.96,"pct_val":0.0214877,"balance":300000,"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":"US30040XRE84","value_usd":299460.12,"pct_val":0.021487,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUF79","value_usd":299420.07,"pct_val":0.0223984,"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":"US05634EXG24","value_usd":299386.56,"pct_val":0.022455,"balance":300000,"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":299267.82,"pct_val":0.0225291,"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 G08809 FG 04/48 FIXED 4","isin":"US3128MJ3T51","value_usd":291735.44,"pct_val":0.021962,"balance":301374.67,"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 MA4841 FN 12/52 FIXED 5","isin":"US31418ELX66","value_usd":290044.65,"pct_val":0.0218347,"balance":289470.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMGEN INC","title":"AMGEN INC SR UNSECURED 03/28 5.15","isin":"US031162DP23","value_usd":289678.88,"pct_val":0.0218072,"balance":283000,"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 AB3968 FN 12/26 FIXED 3","isin":"US31417AMS59","value_usd":279272.75,"pct_val":0.0210238,"balance":281036.83,"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 08/33 VAR","isin":"US225401AZ15","value_usd":275858.62,"pct_val":0.0206903,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797LW51","value_usd":272714.26,"pct_val":0.0204007,"balance":273000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO LTD 2017-1A","title":"VOYA CLO LTD VOYA 2017 1A A1R 144A","isin":"US92916MAF86","value_usd":269448.24,"pct_val":0.0202095,"balance":269244.35,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RR03","value_usd":262231.35,"pct_val":0.0196682,"balance":264000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KEURIG DR PEPPER INC","title":"KEURIG DR PEPPER","isin":"US49271JX102","value_usd":249970.73,"pct_val":0.0187486,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSTELLATION BRANDS INC","title":"CONSTELLATION BRANDS INC","isin":"US21037CR163","value_usd":249966.93,"pct_val":0.0179357,"balance":250000,"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 PMTS INC 07/25 ZCP","isin":"US37961CU186","value_usd":249966,"pct_val":0.018699,"balance":250000,"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":"A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP","isin":"US40460JX100","value_usd":249964.83,"pct_val":0.0187482,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":null,"value_usd":249947.48,"pct_val":0.0188162,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":249942.73,"pct_val":0.0188158,"balance":250000,"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 10/25 ZCP","isin":"US01626UX266","value_usd":249940.4,"pct_val":0.0187464,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VW CREDIT INC","title":"VW CR INC","isin":"US91842JR273","value_usd":249936.38,"pct_val":0.0179335,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NXP BV / NXP FUNDING LLC / NXP USA INC","title":"NXP BV NXP FDG NXP USA DISC CO","isin":"US67122RU269","value_usd":249936.1,"pct_val":0.0186967,"balance":250000,"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":"US01626UU296","value_usd":249935.55,"pct_val":0.0186967,"balance":250000,"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":"US46652LU215","value_usd":249929.13,"pct_val":0.0186962,"balance":250000,"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":249900.38,"pct_val":0.0186941,"balance":250000,"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 PMTS INC 04/25 ZCP","isin":"US37961CR380","value_usd":249897.23,"pct_val":0.0179307,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MONDELEZ INTERNATIONAL INC","title":"MONDELEZ INTL INC","isin":"US60920VR469","value_usd":249874.55,"pct_val":0.0179291,"balance":250000,"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":"US91842JR430","value_usd":249872.6,"pct_val":0.0179289,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSTELLATION BRANDS INC","title":"CONSTELLATION BRANDS INC","isin":"US21037CR403","value_usd":249866.98,"pct_val":0.0179285,"balance":250000,"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 04/25 ZCP","isin":"US87613ER499","value_usd":249864.48,"pct_val":0.0179284,"balance":250000,"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":249862.55,"pct_val":0.0188098,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":249841.5,"pct_val":0.0188082,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":249826.98,"pct_val":0.0188071,"balance":250000,"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":249791.5,"pct_val":0.0188045,"balance":250000,"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":249784.33,"pct_val":0.0188039,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":249760.95,"pct_val":0.0188022,"balance":250000,"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":249747.75,"pct_val":0.0188012,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU866","value_usd":249741.23,"pct_val":0.0186822,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE CAMPBELLS COMPANY","title":"CAMPBELL SOUP CO.","isin":"US13443CX971","value_usd":249724.28,"pct_val":0.0187302,"balance":250000,"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":"US29442KR939","value_usd":249716.85,"pct_val":0.0179178,"balance":250000,"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":249711.78,"pct_val":0.0187292,"balance":250000,"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":"US05634EUA80","value_usd":249665.88,"pct_val":0.0186765,"balance":250000,"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":249662.9,"pct_val":0.0187948,"balance":250000,"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":"US4595A2RB71","value_usd":249653.55,"pct_val":0.0179132,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE (US) INC","title":"ENBRIDGE (US) INC","isin":"US29251UUB24","value_usd":249649.45,"pct_val":0.0186753,"balance":250000,"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":249648.3,"pct_val":0.0187937,"balance":250000,"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":249639.05,"pct_val":0.018793,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WUB61","value_usd":249638.8,"pct_val":0.0186745,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIDELITY NATIONAL INFORMATION SERVICES INC","title":"FIDELITY NATL INFORMATION SVCS","isin":null,"value_usd":249628.1,"pct_val":0.0187922,"balance":250000,"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":249606.13,"pct_val":0.0187905,"balance":250000,"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":249604.98,"pct_val":0.0187904,"balance":250000,"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":"US48002AUE27","value_usd":249552.18,"pct_val":0.018668,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 04/25 ZCP","isin":"US48002ARF39","value_usd":249528.25,"pct_val":0.0179042,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","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":249520.55,"pct_val":0.0186656,"balance":250000,"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":249487.5,"pct_val":0.0186632,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2","isin":"US48002ARH94","value_usd":249464.93,"pct_val":0.0178997,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARSH & MCLENNAN COMPANIES INC","title":"MARSH + MCLENNAN CO","isin":"US57174VRH68","value_usd":249462.73,"pct_val":0.0178995,"balance":250000,"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":"US00913WUH68","value_usd":249436.28,"pct_val":0.0186593,"balance":250000,"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":249431.1,"pct_val":0.0187773,"balance":250000,"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":249405.03,"pct_val":0.0187062,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AON CORPORATION","title":"AON CORPORATION","isin":"US03739NRM55","value_usd":249343.53,"pct_val":0.017891,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSTELLATION BRANDS INC","title":"CONSTELLATION BRANDS INC","isin":"US21037CRM00","value_usd":249302.25,"pct_val":0.017888,"balance":250000,"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":249267.95,"pct_val":0.0187651,"balance":250000,"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","isin":"US65339MUP93","value_usd":249262.5,"pct_val":0.0186463,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","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":249196.35,"pct_val":0.0186414,"balance":250000,"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":249161.18,"pct_val":0.018757,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TELUS CORPORATION","title":"TELUS CORP","isin":"US87974PW418","value_usd":247891.2,"pct_val":0.0185438,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":234610.42,"pct_val":0.0175966,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2003-BC5","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2003 BC5 2A2","isin":"US126671K623","value_usd":223096.44,"pct_val":0.0167948,"balance":220150.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR","isin":"US38141GB292","value_usd":204967.84,"pct_val":0.0154301,"balance":200000,"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 AB0259 FN 03/37 FIXED 6","isin":"US31416VJD73","value_usd":204831.67,"pct_val":0.0154199,"balance":194142.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNR-2019-51","title":"FANNIE MAE FNR 2019 51 AF","isin":"US3136B5P584","value_usd":202830.51,"pct_val":0.0152692,"balance":203763.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL FUNDING MTGE SEC 2005-SA4","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21","isin":"US76111XYD91","value_usd":201818.16,"pct_val":0.015193,"balance":323642.98,"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 CB5278 FN 11/52 FIXED 5","isin":"US3140QQ2L85","value_usd":201742.78,"pct_val":0.0151873,"balance":200888.77,"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 2015-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL","isin":"US38376REV42","value_usd":201630.81,"pct_val":0.0151789,"balance":201621.74,"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":"US01F0424188","value_usd":200101.56,"pct_val":0.0150638,"balance":200000,"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":199767.44,"pct_val":0.0149832,"balance":200000,"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":198756.01,"pct_val":0.0148682,"balance":200000,"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":"US01F0424428","value_usd":198343.36,"pct_val":0.0142316,"balance":200000,"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 ZT2003 FR 09/30 FIXED 3.5","isin":"US3132AEGL48","value_usd":189461.69,"pct_val":0.0142628,"balance":190564.38,"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-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F","isin":"US38375UXM79","value_usd":174772.27,"pct_val":0.013157,"balance":174055.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-HYB6","title":"COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2","isin":"US12669GBA85","value_usd":166280.29,"pct_val":0.0125177,"balance":172504.46,"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 2013-H16","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA","isin":"US38375B4Y56","value_usd":166041.77,"pct_val":0.0124997,"balance":165832.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/18/26-2Y LCH","isin":"EZCZ6KPHFFM4","value_usd":160108.54,"pct_val":0.0120531,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF1432 FR 10/52 FIXED 5","isin":"US3133BNSV64","value_usd":158219.18,"pct_val":0.0119108,"balance":157969.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1","isin":"US939336X656","value_usd":143044.88,"pct_val":0.0107685,"balance":146675.89,"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-W6","title":"FANNIEMAE WHOLE LOAN FNW 2003 W6 F","isin":"US31393BX754","value_usd":142974.64,"pct_val":0.0107632,"balance":143526.69,"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 BM2003 FN 10/47 FIXED VAR","isin":"US3140J6GM33","value_usd":136258.73,"pct_val":0.0102576,"balance":140852,"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 INVESTMENT LN TR 2004-2","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4","isin":"US86358EGW03","value_usd":133961.99,"pct_val":0.0100847,"balance":125991.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STEELE CREEK CLO LTD 2014-1","title":"STEELE CREEK CLO LTD STCR 2014 1RA A 144A","isin":"US85816WAC82","value_usd":118814.65,"pct_val":0.0085252,"balance":118852.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VEROS AUTO RECEIVABLES TRUST 2023-1","title":"VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A","isin":"US924933AA27","value_usd":118013.06,"pct_val":0.0088281,"balance":117857.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","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 09/26 4.4","isin":"US842400JF13","value_usd":115223.13,"pct_val":0.0086741,"balance":115000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":115024.05,"pct_val":0.0086591,"balance":121895.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":110050.74,"pct_val":0.0082847,"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":"OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5","title":"OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT","isin":"US68383NCU54","value_usd":107693.24,"pct_val":0.0081072,"balance":108318.24,"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  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1","isin":"US07402FAA30","value_usd":105839.29,"pct_val":0.0079676,"balance":149820.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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 06/27 4.7","isin":"US842400HQ95","value_usd":100842.51,"pct_val":0.0075915,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":99987.03,"pct_val":0.0075271,"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":"HARLEY-DAVIDSON FINANCIAL SERVICES INC","title":"HARLEY DAVIDSON FND CP","isin":"US41282JRN36","value_usd":99711.91,"pct_val":0.0071546,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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 2A1","isin":"US07402FAC95","value_usd":99200.24,"pct_val":0.0074679,"balance":124758.27,"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 BW7921 FN 08/52 FIXED 5","isin":"US3140N0YT65","value_usd":99123.74,"pct_val":0.0074621,"balance":98927.59,"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":97108.92,"pct_val":0.0073104,"balance":130541.09,"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 AS7958 FN 08/46 FIXED 4.5","isin":"US3138WHZY11","value_usd":92514.56,"pct_val":0.0069646,"balance":92634.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G08793 FG 12/47 FIXED 4","isin":"US3128MJ3B44","value_usd":84599.73,"pct_val":0.0063687,"balance":87380.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-22","title":"COUNTRYWIDE HOME LOANS CWHL 2004 22 A3","isin":"US12669F6Z19","value_usd":72935.65,"pct_val":0.0054906,"balance":75852.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/25 0.00000","isin":"US912797KS58","value_usd":68869.54,"pct_val":0.0049415,"balance":69000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTAGE TRUST 2005-5","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1","isin":"US007036LJ33","value_usd":68628.93,"pct_val":0.0051664,"balance":78660.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA MTGE SEC 2004-F","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1","isin":"US05949AHR41","value_usd":65944.96,"pct_val":0.0049644,"balance":68331.73,"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 BD2723 FN 08/46 FIXED 4.5","isin":"US3140FAAZ54","value_usd":65331.41,"pct_val":0.0049182,"balance":66186.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTG LN 2004-19","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1","isin":"US863579JG47","value_usd":64964.11,"pct_val":0.0048905,"balance":69818.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA MTGE SEC 2004-G","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7","isin":"US05949ALH13","value_usd":64621.18,"pct_val":0.0048647,"balance":64518.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":63843.36,"pct_val":0.0048062,"balance":64000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC CORP 2003-KS11","title":"RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1","isin":"US76110WVV52","value_usd":62578.37,"pct_val":0.0046936,"balance":60890.05,"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 2006-8","title":"BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1","isin":"US07387QAX88","value_usd":58539.11,"pct_val":0.0044069,"balance":61477.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA2569 G2 02/30 FIXED 3","isin":"US36179Q2A86","value_usd":53023.31,"pct_val":0.0039916,"balance":53842.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1","isin":"US05951EAM93","value_usd":50562.5,"pct_val":0.0038064,"balance":58338.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORT CRE 2022-FL3","title":"FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A","isin":"US34706CAA71","value_usd":50081.79,"pct_val":0.0037464,"balance":50855.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SEC T-63","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1","isin":"US31395M2F53","value_usd":47923.19,"pct_val":0.0036077,"balance":49127.25,"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 AJ8540 FN 01/27 FIXED 3","isin":"US3138E1P273","value_usd":45285.1,"pct_val":0.0034091,"balance":45618.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":44976.92,"pct_val":0.0033859,"balance":46893.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-20Y CME","isin":"EZP8LX3VM948","value_usd":44823.07,"pct_val":0.0033743,"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":"PHHMC MTG PASS THRU CERTIFICATES 2005-4","title":"PHHMC MORTGAGE PASS THROUGH CE PHHMC 2005 4 A7","isin":"US69336RBM16","value_usd":44438.34,"pct_val":0.0033453,"balance":44299.79,"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 2004-AA3","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1","isin":"US32051D6B35","value_usd":42497.26,"pct_val":0.0031992,"balance":41780.61,"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 BC9261 FN 04/46 FIXED 4","isin":"US3140F5JF12","value_usd":42259.81,"pct_val":0.0031813,"balance":43996.34,"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 TR 2004-3","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A1","isin":"US07384MQ705","value_usd":41216.71,"pct_val":0.0031028,"balance":43839.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":40040.27,"pct_val":0.0030143,"balance":39932.04,"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":"317UAHFA6 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZWLKT99MKR0","value_usd":39022.5,"pct_val":0.0029376,"balance":75000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-17","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1","isin":"US863579VM76","value_usd":38476.97,"pct_val":0.0028966,"balance":44460.71,"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 AL3627 FN 04/32 FIXED VAR","isin":"US3138ELA520","value_usd":38269.3,"pct_val":0.0028809,"balance":38040.2,"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 2007-73","title":"FANNIE MAE FNR 2007 73 A1","isin":"US31396V4Q81","value_usd":34705.04,"pct_val":0.0026126,"balance":35340.27,"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 869846 FN 04/36 FIXED 6.5","isin":"US31409FL309","value_usd":34448.68,"pct_val":0.0025933,"balance":33184.19,"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 G07793 FG 06/31 FIXED 5","isin":"US3128M97E62","value_usd":33261.37,"pct_val":0.0025039,"balance":32806.43,"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 ZS7743 FR 01/29 FIXED 2.5","isin":"US3132A8S835","value_usd":32575.58,"pct_val":0.0024523,"balance":33051.82,"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 SD1710 FR 10/52 FIXED 5","isin":"US3132DN3T88","value_usd":31003.53,"pct_val":0.002334,"balance":30919.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B","isin":"US17307GTK49","value_usd":27779.39,"pct_val":0.0020913,"balance":30978.66,"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":27482.04,"pct_val":0.0020689,"balance":27297.37,"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":25927.9,"pct_val":0.0019519,"balance":30252.57,"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 MTGE PASS-THRU TR 2005-AR3","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1","isin":"US32051GQL22","value_usd":24779.87,"pct_val":0.0018654,"balance":37435.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2","isin":"US86359BGG05","value_usd":23763.89,"pct_val":0.001789,"balance":24557.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 732218 FN 06/43 FLOATING VAR","isin":"US31402LPB26","value_usd":23220.56,"pct_val":0.0017481,"balance":22977.18,"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 2005-2","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A","isin":"US41161PLR28","value_usd":23201.37,"pct_val":0.0017466,"balance":23775.21,"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 BY3411 FN 06/53 FIXED 5","isin":"US3140NKYH80","value_usd":22469.16,"pct_val":0.0016915,"balance":22408.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-57","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1","isin":"US31394JD872","value_usd":20279.58,"pct_val":0.0015267,"balance":19415.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1","isin":"US07384M4J85","value_usd":20014.88,"pct_val":0.0015067,"balance":22280.94,"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-AR19","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1","isin":"US92925CBA99","value_usd":19507.17,"pct_val":0.0014685,"balance":19354.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.23100 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":19214.24,"pct_val":0.0014465,"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":"FANNIE MAE REMICS 2012-146","title":"FANNIE MAE FNR 2012 146 QA","isin":"US3136ABFP36","value_usd":18164.3,"pct_val":0.0013674,"balance":20720.88,"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":17434.96,"pct_val":0.0013125,"balance":17470.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2004-11","title":"GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1","isin":"US36242DFP33","value_usd":17183.1,"pct_val":0.0012936,"balance":17010.45,"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 841775 FN 09/35 FLOATING VAR","isin":"US31407VFQ32","value_usd":16622.35,"pct_val":0.0012513,"balance":16051.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2006-HE4","title":"ACE SECURITIES CORP. ACE 2006 HE4 A2A","isin":"US00442BAB71","value_usd":16199.41,"pct_val":0.0012195,"balance":41320.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GMAC MORTGAGE CORP LOAN TRUST 2005-AR6","title":"GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1","isin":"US36185MBG69","value_usd":15499.99,"pct_val":0.0011668,"balance":18922.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2004-D","title":"MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1","isin":"US59020UGF66","value_usd":14829.5,"pct_val":0.0011164,"balance":14592.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-3","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A","isin":"US59020UL789","value_usd":14238.9,"pct_val":0.0010719,"balance":14751.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR","isin":"US3128JMN943","value_usd":13646.89,"pct_val":0.0010273,"balance":13205.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL J17884 FG 01/27 FIXED 3","isin":"US3128PXXM34","value_usd":13240.42,"pct_val":0.0009967,"balance":13325.26,"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":11796.32,"pct_val":0.000888,"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":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":11474.65,"pct_val":0.0008638,"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/3.24000 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":11339.93,"pct_val":0.0008537,"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 AL7206 FN 08/45 FIXED VAR","isin":"US3138EQAG70","value_usd":11311.85,"pct_val":0.0008516,"balance":11676.86,"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 IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":11226.58,"pct_val":0.0008398,"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":"FANNIE MAE 2006-118","title":"FANNIE MAE FNR 2006 118 A1","isin":"US31396L4R81","value_usd":11101.88,"pct_val":0.0008358,"balance":11352.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1","isin":"US12669GHG91","value_usd":10887.37,"pct_val":0.0008196,"balance":10912.5,"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 844532 FN 11/35 FLOATING VAR","isin":"US31407YHH53","value_usd":8703.21,"pct_val":0.0006552,"balance":8558.15,"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 654952 FN 07/42 FLOATING VAR","isin":"US31390STH49","value_usd":8639.99,"pct_val":0.0006504,"balance":8680.8,"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":8344.66,"pct_val":0.0006282,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR","isin":"US3128QJ4L75","value_usd":8184.33,"pct_val":0.0006161,"balance":7921.15,"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 AS3891 FN 11/44 FIXED 4","isin":"US3138WDKD25","value_usd":7548.89,"pct_val":0.0005683,"balance":7828.27,"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":"EZ95R0LYJLM3","value_usd":6899.73,"pct_val":0.0005175,"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":"FANNIEMAE WHOLE LOAN 2004-W2","title":"FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF","isin":"US31393XGV38","value_usd":5843.96,"pct_val":0.0004399,"balance":5858.79,"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/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":5771.22,"pct_val":0.0004345,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ASSET BACK SEC CORP HM EQ LN TR 2002-HE1","title":"ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1","isin":"US04541GCG55","value_usd":5468.3,"pct_val":0.0004117,"balance":4909.54,"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 257238 FN 06/28 FIXED 5","isin":"US31371NV775","value_usd":5137.95,"pct_val":0.0003868,"balance":5098.09,"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":5020.57,"pct_val":0.000378,"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/3.51400 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":4987.01,"pct_val":0.0003754,"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/3.40750 09/05/24-10Y LCH","isin":"EZQK0T1M7D98","value_usd":4974.57,"pct_val":0.0003745,"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 2.55000 04/16/25-10Y LCH","isin":"EZ15F0SX71M6","value_usd":4946.57,"pct_val":0.0003724,"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":"JP MORGAN MORTGAGE TRUST 2005-S3","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2","isin":"US466247ZP16","value_usd":4547.43,"pct_val":0.0003423,"balance":10397.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREAT HALL MORTGAGES PLC 2007-2X","title":"GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS","isin":"XS0308462141","value_usd":4480.46,"pct_val":0.0003215,"balance":4476.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 256713 FN 05/27 FIXED 5","isin":"US31371NDS18","value_usd":4277.88,"pct_val":0.000322,"balance":4271.88,"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 2.59000 08/19/24-10Y LCH","isin":"EZ89K27HY2C4","value_usd":4252.02,"pct_val":0.0003201,"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 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":3894.14,"pct_val":0.0002932,"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":"COUNTRYWIDE ALT LOAN TRUST 2003-J2","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1","isin":"US12669E4A13","value_usd":3731.17,"pct_val":0.0002809,"balance":3645.98,"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 AX1955 FN 08/44 FIXED 4","isin":"US3138Y3E568","value_usd":3608.51,"pct_val":0.0002717,"balance":3724.97,"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 2.39000 10/01/24-10Y LCH","isin":"EZHK1QM5FKM1","value_usd":3545.42,"pct_val":0.0002652,"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 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":3204.35,"pct_val":0.0002412,"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":"COLOMBIA LA SP CBK","isin":"EZ05QB3PBRQ1","value_usd":3096.53,"pct_val":0.0002331,"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":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1","isin":"US07384MZS42","value_usd":3081.95,"pct_val":0.000232,"balance":3220.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 02/12/25-10Y LCH","isin":"EZNHC24BF987","value_usd":3055.87,"pct_val":0.00023,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A","isin":"US929227QB55","value_usd":2823.75,"pct_val":0.0002126,"balance":2980.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":2673.52,"pct_val":0.0002005,"balance":3,"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/3.55800 08/21/24-10Y LCH","isin":"EZHZRCBWPB39","value_usd":2660.41,"pct_val":0.0002003,"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":"GREAT HALL MORTGAGES PLC 2007-2A","title":"GREAT HALL MORTGAGES PLC GHM 2007 2A AC 144A","isin":"US39052PAA75","value_usd":2655.07,"pct_val":0.0001905,"balance":2652.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GE-WMC MORTGAGE SECURITIES LLC 2006-1","title":"GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A","isin":"US36829JAA97","value_usd":2643.6,"pct_val":0.000199,"balance":6217.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":2586.59,"pct_val":0.0001947,"balance":2609.35,"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 MA2724 FN 08/46 FIXED 4.5","isin":"US31418CA201","value_usd":2529,"pct_val":0.0001904,"balance":2532.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":2395.86,"pct_val":0.0001804,"balance":2359.43,"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":2103.94,"pct_val":0.0001584,"balance":2083.76,"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":2046.31,"pct_val":0.0001535,"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":"N/A","title":"RFR USD SOFR/3.60500 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":1917.27,"pct_val":0.0001443,"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":"GOLDMAN SACHS GROUP INC SNR S* ICE","isin":"EZC75LZ075F3","value_usd":1902.7,"pct_val":0.0001432,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 995938 FN 01/39 FIXED VAR","isin":"US31416CLT17","value_usd":1702.37,"pct_val":0.0001282,"balance":1608.75,"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 2003-25","title":"FANNIE MAE FNR 2003 25 KP","isin":"US31393APU50","value_usd":1637.55,"pct_val":0.0001233,"balance":1633.26,"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 735813 FN 07/35 FLOATING VAR","isin":"US31402RN628","value_usd":1307.53,"pct_val":0.0000984,"balance":1270.46,"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 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":1258.42,"pct_val":0.0000947,"balance":1266.41,"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 2.30000 09/25/24-5Y LCH","isin":"EZG6CLJMHV54","value_usd":1228.82,"pct_val":0.0000925,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.61000 03/24/25-10Y LCH","isin":"EZPS73SKDR02","value_usd":1186.04,"pct_val":0.0000887,"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":"FANNIE MAE-G97-4","title":"FANNIE MAE FNR G97 4 FB","isin":"US31359PK398","value_usd":1035.85,"pct_val":0.000078,"balance":1033.98,"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":620.78,"pct_val":0.0000467,"balance":651.99,"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 692042 FN 02/33 FIXED 6","isin":"US31400MZF21","value_usd":471.82,"pct_val":0.0000355,"balance":459.74,"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 AL4510 FN 01/27 FIXED VAR","isin":"US3138EMAL51","value_usd":450.82,"pct_val":0.0000339,"balance":450.46,"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/3.67900 08/13/24-10Y LCH","isin":"EZCBVMK12M33","value_usd":395.62,"pct_val":0.0000298,"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 544861 FN 12/36 FLOATING VAR","isin":"US31385HJE36","value_usd":350.08,"pct_val":0.0000264,"balance":345.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":342.28,"pct_val":0.0000257,"balance":9,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 544860 FN 09/34 FLOATING VAR","isin":"US31385HJD52","value_usd":266.16,"pct_val":0.00002,"balance":267.72,"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 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1","isin":"US07384MTN29","value_usd":247.57,"pct_val":0.0000186,"balance":245.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALOMON BROTHERS MTGE SEC VII 2003-UP2","title":"SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1","isin":"US79549AXP91","value_usd":247.33,"pct_val":0.0000186,"balance":247.42,"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":222.84,"pct_val":0.0000168,"balance":229.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SEC 2003-D","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4","isin":"US05948XBV29","value_usd":219.42,"pct_val":0.0000165,"balance":223.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAI6A4 PIMCO SWAPTION 3.757 PUT USD 2026091","isin":"EZDPFGJP75H4","value_usd":208.12,"pct_val":0.0000157,"balance":400000,"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 AB0090 FN 03/29 FIXED 4.5","isin":"US31416VC441","value_usd":183.3,"pct_val":0.0000137,"balance":183.83,"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 AL0300 FN 06/26 FIXED VAR","isin":"US3138EGKN30","value_usd":156.77,"pct_val":0.0000118,"balance":156.69,"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":138.3,"pct_val":0.0000104,"balance":145.27,"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 TRUST 2002-11","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2","isin":"US07384MSJ26","value_usd":87.19,"pct_val":0.0000063,"balance":108.69,"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 AI2507 FN 05/26 FIXED 4.5","isin":"US3138AFYD64","value_usd":38.48,"pct_val":0.0000029,"balance":38.46,"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":24.96,"pct_val":0.0000019,"balance":24.14,"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":"317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063","isin":"EZXJWB9HGZH3","value_usd":-0.04,"pct_val":0,"balance":-400000,"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":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.06,"pct_val":0,"balance":-600000,"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":-0.12,"pct_val":0,"balance":-1200000,"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":-0.26,"pct_val":0,"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":"317UA9TA9 PIMCO SWAPTION 2.85 PUT EUR 20251002","isin":"EZ94243RM011","value_usd":-0.38,"pct_val":0,"balance":-400000,"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":"317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070","isin":"EZ78N9X8M3Y4","value_usd":-0.55,"pct_val":0,"balance":-500000,"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":"317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070","isin":"EZ8HHXRGV1D7","value_usd":-1.52,"pct_val":-1e-7,"balance":-300000,"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":-3.36,"pct_val":-3e-7,"balance":-1400000,"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":"317U8M9A5 PIMCO SWAPTION 2.75 PUT EUR 20250407","isin":"EZLH5GKWHNF9","value_usd":-3.89,"pct_val":-3e-7,"balance":-300000,"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":"317UACKA1 PIMCO SWAPTION 3.398 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-10.92,"pct_val":-8e-7,"balance":-300000,"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":-11.13,"pct_val":-8e-7,"balance":-700000,"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":-14,"pct_val":-0.000001,"balance":-500000,"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":-21.84,"pct_val":-0.0000016,"balance":-400000,"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":-34.56,"pct_val":-0.0000026,"balance":-400000,"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":"317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-39.7,"pct_val":-0.000003,"balance":-200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U8O5A5 PIMCO SWAPTION 2.9 PUT EUR 20250411","isin":"EZW9KKKD96N3","value_usd":-51.25,"pct_val":-0.0000037,"balance":-100000,"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":-52.8,"pct_val":-0.000004,"balance":-600000,"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":-71.72,"pct_val":-0.0000054,"balance":-1000000,"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":"317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071","isin":"EZQM9CB4TVR9","value_usd":-76.08,"pct_val":-0.0000057,"balance":-600000,"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":"317UBBLA1 PIMCO SWAPTION 3.5775 CALL USD 20260","isin":"EZ32XN5503M5","value_usd":-76.72,"pct_val":-0.0000058,"balance":-700000,"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":"317UABZA7 PIMCO SWAPTION 2.79 PUT EUR 20251006","isin":"EZ78D6HYYK07","value_usd":-78.29,"pct_val":-0.0000059,"balance":-400000,"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":"317UAEPA2 PIMCO SWAPTION 3.325 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-93.45,"pct_val":-0.000007,"balance":-700000,"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":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-108.6,"pct_val":-0.0000082,"balance":-1200000,"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":-113.75,"pct_val":-0.0000085,"balance":-700000,"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":"317U8N0A2 PIMCO SWAPTION 2.86 PUT EUR 20250407","isin":"EZCCRZQ112Z2","value_usd":-123.59,"pct_val":-0.0000089,"balance":-500000,"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":"317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071","isin":"EZBYVN1N6JS0","value_usd":-126.18,"pct_val":-0.0000094,"balance":-600000,"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":"317UADXA5 PIMCO SWAPTION 3.385 CALL USD 202510","isin":"EZNQTYB4ZTJ7","value_usd":-126.72,"pct_val":-0.0000095,"balance":-600000,"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":-138.24,"pct_val":-0.0000104,"balance":-200000,"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":-141.02,"pct_val":-0.0000106,"balance":-3,"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":"317U8QJA5 PIMCO SWAPTION 2.92 PUT EUR 20250414","isin":"EZ3NRJ37NP14","value_usd":-153.53,"pct_val":-0.000011,"balance":-300000,"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":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-160.22,"pct_val":-0.0000121,"balance":-200000,"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":"317U8M8A6 PIMCO SWAPTION 2.52 CALL EUR 2025040","isin":"EZXR14LDGJG3","value_usd":-164.6,"pct_val":-0.0000118,"balance":-200000,"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":-164.91,"pct_val":-0.0000123,"balance":-1,"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":-172.16,"pct_val":-0.0000129,"balance":-400000,"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":"317U8O6A4 PIMCO SWAPTION 2.55 CALL EUR 2025041","isin":"EZL60BKYJBH2","value_usd":-233.12,"pct_val":-0.0000167,"balance":-100000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAG9A5 PIMCO SWAPTION 2.55 CALL EUR 2025101","isin":"EZB7KGYW6VP6","value_usd":-246.83,"pct_val":-0.0000185,"balance":-400000,"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":"317U8QSA5 PIMCO SWAPTION 4.06 PUT USD 20250414","isin":"EZGC50XJ1KH0","value_usd":-304.28,"pct_val":-0.0000218,"balance":-400000,"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":-335.15,"pct_val":-0.0000251,"balance":-300000,"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":"317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703","isin":"EZL9GW5599J4","value_usd":-369.96,"pct_val":-0.0000277,"balance":-300000,"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  AUG25P 129 EXP 07/25/2025","isin":"DE000F167368","value_usd":-400.5,"pct_val":-0.00003,"balance":-1,"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":-403.48,"pct_val":-0.0000303,"balance":-1100000,"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":-405.54,"pct_val":-0.0000303,"balance":-900000,"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":"317U8QWA0 PIMCO SWAPTION 2.89 PUT EUR 20250417","isin":"EZYBVLHKL9T0","value_usd":-450.99,"pct_val":-0.0000324,"balance":-400000,"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":-495.34,"pct_val":-0.0000371,"balance":-300000,"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":-518.3,"pct_val":-0.0000388,"balance":-4,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UACJA3 PIMCO SWAPTION 3.698 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-535.92,"pct_val":-0.0000402,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072","isin":"EZTRLD6PX319","value_usd":-593.85,"pct_val":-0.0000444,"balance":-500000,"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":-619.7,"pct_val":-0.0000467,"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":"317UBBKA2 PIMCO SWAPTION 3.8775 PUT USD 202601","isin":"EZRPXWTDZ7D5","value_usd":-694.75,"pct_val":-0.0000523,"balance":-700000,"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":"317U8QIA6 PIMCO SWAPTION 2.55 CALL EUR 2025041","isin":"EZFT487D7WZ5","value_usd":-772.05,"pct_val":-0.0000554,"balance":-300000,"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":"317U8MAA3 PIMCO SWAPTION 2.4 CALL EUR 20250407","isin":"EZQ4SX0102D4","value_usd":-778.86,"pct_val":-0.0000559,"balance":-300000,"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  NOV25C 130.5 EXP 10/24/2025","isin":"DE000F2UPBB1","value_usd":-845.32,"pct_val":-0.0000634,"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":"EURO-BOBL OPTION  AUG25P 117.2 EXP 07/25/2025","isin":"DE000F167SF3","value_usd":-848.12,"pct_val":-0.0000634,"balance":-4,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOFTBANK GROUP CORP SNR JP SP GST","isin":"EZ1K1NTX2WN0","value_usd":-895.01,"pct_val":-0.0000674,"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":"317UAGAA3 PIMCO SWAPTION 2.75 PUT EUR 20251017","isin":"EZP74X759VV7","value_usd":-895.75,"pct_val":-0.0000672,"balance":-400000,"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":"317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-923.55,"pct_val":-0.0000691,"balance":-500000,"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":"317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630","isin":"EZY1GXGHBZM5","value_usd":-1003.68,"pct_val":-0.0000751,"balance":-800000,"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":"317U8QXA9 PIMCO SWAPTION 2.53 CALL EUR 2025041","isin":"EZHKTWHDW1L1","value_usd":-1138.78,"pct_val":-0.0000817,"balance":-400000,"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":"RFR USD SOFR/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-1201.91,"pct_val":-0.0000905,"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":-1291.53,"pct_val":-0.0000966,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.93000 01/06/25-10Y LCH","isin":"EZTXWKTD4706","value_usd":-1388.97,"pct_val":-0.0001046,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND OPTION  NOV25C 129.5 EXP 10/24/2025","isin":"DE000F2UPA73","value_usd":-1690.63,"pct_val":-0.0001268,"balance":-6,"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":"317UAM1A0 PIMCO SWAPTION 3.85 PUT USD 20251027","isin":"EZQMQFV9JZ78","value_usd":-1699.1,"pct_val":-0.0001274,"balance":-1000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 02/26/25-10Y LCH","isin":"EZ02007F7Y72","value_usd":-1750.14,"pct_val":-0.0001318,"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":"317U8TOA3 PIMCO SWAPTION 4.063 PUT USD 2025042","isin":"EZQKZ2ZXJGG3","value_usd":-1872.86,"pct_val":-0.0001344,"balance":-1100000,"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":"317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-1988.76,"pct_val":-0.0001488,"balance":-600000,"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":-2005.12,"pct_val":-0.00015,"balance":-400000,"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 2.52000 03/27/25-10Y LCH","isin":"EZ84ZR69LPH2","value_usd":-2104.55,"pct_val":-0.0001574,"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":-2115.36,"pct_val":-0.0001592,"balance":-3,"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":"317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-2289.24,"pct_val":-0.0001712,"balance":-600000,"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":"317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507","isin":"EZCLF3R2NG23","value_usd":-2352.75,"pct_val":-0.000176,"balance":-500000,"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":-2794.71,"pct_val":-0.0002104,"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":"317UB8QA3 PIMCO SWAPTION 3.798 PUT USD 2026010","isin":"EZYP3D7S7MC6","value_usd":-2835.75,"pct_val":-0.0002135,"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":"317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507","isin":"EZT5FL9WGCP1","value_usd":-2859.12,"pct_val":-0.0002139,"balance":-600000,"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":"EURO-BUND OPTION  NOV25P 127.5 EXP 10/24/2025","isin":"DE000F2UPA08","value_usd":-3122.97,"pct_val":-0.0002342,"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":"IRS EUR 2.65000 08/14/24-5Y LCH","isin":"EZJ6HD982SV2","value_usd":-3132.76,"pct_val":-0.0002358,"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-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-3150.78,"pct_val":-0.0002357,"balance":5,"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":-3337.9,"pct_val":-0.0002504,"balance":-1000000,"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":-3489.6,"pct_val":-0.0002617,"balance":-1000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":-3631.48,"pct_val":-0.0002717,"balance":3,"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/3.85000 08/05/24-10Y LCH","isin":"EZKZ3H4L0SC3","value_usd":-3723.57,"pct_val":-0.0002803,"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 2.22000 01/08/25-10Y LCH","isin":"EZHH63XJ2WL4","value_usd":-3766.51,"pct_val":-0.0002818,"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":"317U8PSA7 PIMCO SWAPTION 3.723 CALL USD 202504","isin":"EZ6HLMW6TCW7","value_usd":-4006.24,"pct_val":-0.0002875,"balance":-700000,"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":-4170.42,"pct_val":-0.000312,"balance":-600000,"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":-4323.22,"pct_val":-0.0003243,"balance":-1100000,"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":-4723.6,"pct_val":-0.0003534,"balance":-700000,"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 MYC","isin":"EZQJJC4KSPK3","value_usd":-4757.82,"pct_val":-0.0003582,"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":"317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507","isin":"EZTK0K9DDPF2","value_usd":-4761.95,"pct_val":-0.0003562,"balance":-500000,"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":"317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507","isin":"EZL4V0T519J1","value_usd":-4962.48,"pct_val":-0.0003712,"balance":-1200000,"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":-5309.07,"pct_val":-0.0003972,"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":-5445.92,"pct_val":-0.0004074,"balance":-800000,"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":-5619.44,"pct_val":-0.000423,"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":"317U8O1A9 PIMCO SWAPTION 3.985 PUT USD 2025041","isin":"EZVLRSTGDCL1","value_usd":-5693.26,"pct_val":-0.0004085,"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":"EURO-BOBL FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NH5","value_usd":-5703.64,"pct_val":-0.0004092,"balance":5,"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/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-6068.71,"pct_val":-0.0004569,"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":"317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070","isin":"EZT76LRY6S63","value_usd":-6393.52,"pct_val":-0.0004783,"balance":-700000,"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":"317U8O2A8 PIMCO SWAPTION 3.535 CALL USD 202504","isin":"EZ4MD8XXLPZ6","value_usd":-6738.95,"pct_val":-0.0004835,"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":"317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721","isin":"EZQRZMCG5093","value_usd":-6959.7,"pct_val":-0.0005206,"balance":-900000,"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":-7948.52,"pct_val":-0.0005984,"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":-7997.02,"pct_val":-0.000602,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NG7","value_usd":-8242.62,"pct_val":-0.0005914,"balance":3,"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":"317U8TPA2 PIMCO SWAPTION 3.713 CALL USD 202504","isin":"EZRD2G11FN89","value_usd":-8272.33,"pct_val":-0.0005936,"balance":-1100000,"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/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-8591.82,"pct_val":-0.0006468,"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 2.70000 08/13/24-5Y LCH","isin":"EZL20XGD37K1","value_usd":-8950.56,"pct_val":-0.0006738,"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-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-9765.44,"pct_val":-0.0007351,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.42000 03/07/25-10Y LCH","isin":"EZL5KMTRTV12","value_usd":-10038.03,"pct_val":-0.0007509,"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":-14304.39,"pct_val":-0.0010701,"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":"ORACLE CORPORATION SNR S* ICE","isin":"EZ1MLH5HB0L4","value_usd":-14452.29,"pct_val":-0.001088,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-17304,"pct_val":-0.0013027,"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/3.62330 03/01/24-7Y* LCH","isin":"EZBKXTPHC9Q8","value_usd":-18699.69,"pct_val":-0.0014077,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":-18707.59,"pct_val":-0.0014083,"balance":9,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-20054.78,"pct_val":-0.0015097,"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":-27305.21,"pct_val":-0.0020556,"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/3.75000 12/18/24-5Y CME","isin":"EZ2V74HC3Q62","value_usd":-209988.26,"pct_val":-0.0158081,"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":-227331.75,"pct_val":-0.0171137,"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/3.80011 06/02/25-7Y* LCH","isin":"EZ0HFRCKQXW0","value_usd":-471672,"pct_val":-0.0338436,"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":-477796.52,"pct_val":-0.0359688,"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":-523883.37,"pct_val":-0.0391896,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.15000 06/15/22-5Y LCH","isin":"EZG3K81HS5Q1","value_usd":-900203.15,"pct_val":-0.0677679,"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 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":-6376749.95,"pct_val":-0.480046,"balance":-6400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":-22615126.88,"pct_val":-1.69621,"balance":-22800000,"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":-31055738.04,"pct_val":-2.32316,"balance":-34500000,"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":"US01F0326581","value_usd":-31097330.9,"pct_val":-2.23131,"balance":-34500000,"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":-31515133.49,"pct_val":-2.36374,"balance":-34500000,"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":-31789863.2,"pct_val":-2.39316,"balance":-34500000,"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":-54595297.45,"pct_val":-4.08406,"balance":-63100000,"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":"US01F0306526","value_usd":-54680134.13,"pct_val":-3.92343,"balance":-63100000,"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":-55436677.89,"pct_val":-4.15794,"balance":-63100000,"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":-55776949.69,"pct_val":-4.19892,"balance":-63100000,"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=1047304&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-low-duration-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-low-duration-portfolio/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Low Duration Portfolio | LEI: 2ZJ0UBWM576CNLD1YP86 | 751 positions totaling $1,883,648,022 across ABS-CBDO, STIV, DCR, DFE, ABS-MBS, ABS-O, DBT, DIR | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}