{"entity_type":"fund","name":"PIMCO Moderate Duration Fund","identifiers":{"lei":"B2JY4NU9RPQLDEI8V482","cik":"810893","fund_id":"S000009694","fundkey":"pimco-moderate-duration-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":973,"total_value_usd":2678234340.75,"asset_categories":["DBT","DIR","STIV","EC","DFE","ABS-CBDO","ABS-MBS","ABS-O","LON","DCR"],"by_asset_category":{"ABS-MBS":{"positions":370,"total_value_usd":847961303.83},"DBT":{"positions":368,"total_value_usd":1591251628.54},"ABS-CBDO":{"positions":40,"total_value_usd":58657916.02},"LON":{"positions":10,"total_value_usd":8446301.71},"STIV":{"positions":1,"total_value_usd":4743526.29},"ABS-O":{"positions":33,"total_value_usd":62994772.58},"DIR":{"positions":120,"total_value_usd":18712508.15},"DFE":{"positions":13,"total_value_usd":-9568.44},"DCR":{"positions":17,"total_value_usd":177366.88},"EC":{"positions":1,"total_value_usd":85298585.19}}},"holdings":[{"issuer_name":"PIMCO FUNDS","title":"PIMCO MORTGAGE BACKED SECURITI PIMCO MBS ACTIVE ETF","isin":"US72201R5697","value_usd":85298585.19,"pct_val":4.81707,"balance":1716442,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 09/29 3.875","isin":"US91282CFL00","value_usd":81710331.93,"pct_val":4.61443,"balance":81000000,"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":"US01F0606B66","value_usd":78653227.73,"pct_val":4.62839,"balance":77000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/42 3.375","isin":"US912810TK43","value_usd":66121766.02,"pct_val":3.7341,"balance":78200000,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":58738349.42,"pct_val":3.45649,"balance":56800000,"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":58630776.97,"pct_val":3.31106,"balance":57124078,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/48 3.375","isin":"US912810SE91","value_usd":58332398.81,"pct_val":3.29421,"balance":73700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":46470693.06,"pct_val":2.7843,"balance":48600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":44097304.43,"pct_val":2.49031,"balance":249800000,"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":41767263.48,"pct_val":2.5025,"balance":235260000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406163","value_usd":36847382.91,"pct_val":2.08088,"balance":39000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406B47","value_usd":36668428.29,"pct_val":2.15777,"balance":39000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406817","value_usd":36259761.33,"pct_val":2.17251,"balance":39000000,"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 03/29 2.375","isin":"US91282CEE75","value_usd":35847140.53,"pct_val":2.0244,"balance":37200000,"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 08/49 2.25","isin":"US912810SJ88","value_usd":35574820.6,"pct_val":2.00902,"balance":56700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":35086487.84,"pct_val":1.98144,"balance":35273025,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":33612467.76,"pct_val":2.0139,"balance":38838003,"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 09/28 4.625","isin":"US91282CJA09","value_usd":33526425.82,"pct_val":1.89334,"balance":32600000,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626303","value_usd":33085115.91,"pct_val":1.86842,"balance":31800000,"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 04/28 3.5","isin":"US91282CHA27","value_usd":32698722.74,"pct_val":1.8466,"balance":32700000,"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 05/44 4.625","isin":"US912810UB25","value_usd":31134105.55,"pct_val":1.75824,"balance":31700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 06/29 3.25","isin":"US91282CEV90","value_usd":31046136.76,"pct_val":1.75327,"balance":31400000,"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 02/55 4.625","isin":"US912810UG12","value_usd":30543445.15,"pct_val":1.72488,"balance":31700000,"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 11/30 4.375","isin":"US91282CJM47","value_usd":30455625,"pct_val":1.71992,"balance":29600000,"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 08/44 4.125","isin":"US912810UD80","value_usd":29654175.86,"pct_val":1.67466,"balance":32300000,"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 11/28 1.5","isin":"US91282CDL28","value_usd":29641109.53,"pct_val":1.67392,"balance":31400000,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626899","value_usd":28871064.04,"pct_val":1.72982,"balance":28000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875","isin":"ZAG000125972","value_usd":28377601.45,"pct_val":1.60257,"balance":450300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306173","value_usd":27410683.67,"pct_val":1.54796,"balance":30500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306B55","value_usd":27231913.11,"pct_val":1.60247,"balance":30500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306827","value_usd":26975341.01,"pct_val":1.61624,"balance":30500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":26403730.27,"pct_val":1.4911,"balance":26500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":25987850.25,"pct_val":1.46761,"balance":25000000,"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":25369297.09,"pct_val":1.52001,"balance":25900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/30 4.125","isin":"US91282CHW47","value_usd":24731894.59,"pct_val":1.39668,"balance":24300000,"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":"US01F0606834","value_usd":24468790.73,"pct_val":1.46605,"balance":24100000,"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 06/30 3.75","isin":"US91282CHJ36","value_usd":23159554.57,"pct_val":1.30789,"balance":23100000,"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 11/44 4.625","isin":"US912810UF39","value_usd":22741437.62,"pct_val":1.28428,"balance":23200000,"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 08/43 4.375","isin":"US912810TU25","value_usd":21690027.29,"pct_val":1.2249,"balance":22700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":20971939.58,"pct_val":1.18435,"balance":21500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":20856982.73,"pct_val":1.22734,"balance":21500000,"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":20574874.78,"pct_val":1.16193,"balance":21435494.9,"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":20398614.62,"pct_val":1.15197,"balance":19875922,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/28 2.875","isin":"US9128284V99","value_usd":19386800.73,"pct_val":1.09483,"balance":19700000,"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 10/28 4.875","isin":"US91282CJF95","value_usd":19261535.23,"pct_val":1.08776,"balance":18600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":18874744.22,"pct_val":1.06591,"balance":17850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":18500000,"pct_val":1.08864,"balance":18500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 04/28 1.25","isin":"US91282CBZ32","value_usd":18243000,"pct_val":1.03024,"balance":19200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":18194636.1,"pct_val":1.02751,"balance":19387245,"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 09/28 1.25","isin":"US91282CCY57","value_usd":18063749.95,"pct_val":1.02011,"balance":19200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15","isin":"US715638BY77","value_usd":18043659.52,"pct_val":1.01898,"balance":56200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":17854047.54,"pct_val":1.05063,"balance":18000000,"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":17684775.88,"pct_val":0.998713,"balance":26500000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 10/30 4.875","isin":"US91282CJG78","value_usd":15444761.68,"pct_val":0.872212,"balance":14700000,"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 09/30 4.625","isin":"US91282CHZ77","value_usd":15278238.32,"pct_val":0.862808,"balance":14700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/32 0.125","isin":"US91282CDX65","value_usd":14602349.8,"pct_val":0.824639,"balance":15974696,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8383 FR 12/53 FIXED 5.5","isin":"US3132DWJ465","value_usd":14576271.11,"pct_val":0.823166,"balance":14338929.85,"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 06/28 4","isin":"US91282CHK09","value_usd":14165976.58,"pct_val":0.799995,"balance":14000000,"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 07/28 4.125","isin":"US91282CHQ78","value_usd":14109042.93,"pct_val":0.79678,"balance":13900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 12/21/22-30Y CME","isin":"EZ000VCFPMC7","value_usd":10945284.74,"pct_val":0.618113,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/48 3","isin":"US912810SD19","value_usd":10814265.55,"pct_val":0.610714,"balance":14600000,"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 11/54 4.5","isin":"US912810UE63","value_usd":10690687.5,"pct_val":0.629099,"balance":11100000,"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 02/30 4","isin":"US91282CGQ87","value_usd":10503593.78,"pct_val":0.629326,"balance":10400000,"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 05/30 3.75","isin":"US91282CHF14","value_usd":10426812.45,"pct_val":0.588834,"balance":10400000,"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 03/30 3.625","isin":"US91282CGS44","value_usd":10381921.89,"pct_val":0.586298,"balance":10400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TENNESSEE VALLEY AUTHORITY (TVA)","title":"TENN VALLEY AUTHORITY SR UNSECURED 05/35 4.875","isin":"US880591FD91","value_usd":10254327.34,"pct_val":0.579093,"balance":9900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/30 4","isin":"US91282CNG23","value_usd":10017562.5,"pct_val":0.589488,"balance":9900000,"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 05/42 3.25","isin":"US912810TH14","value_usd":10011562.56,"pct_val":0.565383,"balance":12000000,"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 BX9758 FN 04/53 FIXED 5","isin":"US3140NEZY45","value_usd":9852977.18,"pct_val":0.556427,"balance":9835500.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9360 G2 12/53 FIXED 4.5","isin":"US36179YMH44","value_usd":9575769.78,"pct_val":0.540773,"balance":9788318.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/40 1.375","isin":"US912810ST60","value_usd":9482585.97,"pct_val":0.53551,"balance":14600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF7482 FR 02/53 FIXED 5","isin":"US3133BVJ303","value_usd":9012389.62,"pct_val":0.508957,"balance":8997331.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":8553846.1,"pct_val":0.512506,"balance":9200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506B75","value_usd":8425101.4,"pct_val":0.495779,"balance":8500000,"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 02/34 4","isin":"US91282CJZ59","value_usd":7777453.16,"pct_val":0.439216,"balance":7800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF QUEBEC","title":"PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45","isin":"CA74814ZFT53","value_usd":7730315.12,"pct_val":0.436554,"balance":10100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 12/44 2","isin":"JP1201911R15","value_usd":7444425.43,"pct_val":0.420409,"balance":1340000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2004-W6","title":"FANNIEMAE WHOLE LOAN FNW 2004 W6 3A5","isin":"US31393YX756","value_usd":6967956.88,"pct_val":0.393502,"balance":6579382.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4","isin":"US694308KM84","value_usd":6373991.72,"pct_val":0.359959,"balance":5900000,"units":"PA","currency":"USD","asset_cat":"DBT","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 04/31 VAR","isin":"US46647PEY88","value_usd":6145775.71,"pct_val":0.347071,"balance":5950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625","isin":"US517834AM90","value_usd":6050474.37,"pct_val":0.341689,"balance":5900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SWITCH ABS ISSUER LLC 2025-2A","title":"SWITCH ABS ISSUER, LLC SWTCH 2025 2A A21 144A","isin":"US871044AS26","value_usd":6000668.4,"pct_val":0.338876,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LUXCO SA RL","title":"EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5","isin":"US26951TAA88","value_usd":5813088,"pct_val":0.328283,"balance":5700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A","isin":"US05377RHM97","value_usd":5561598.46,"pct_val":0.31408,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IVORY COAST GOVT (AKA: COTE D'IVOIRE)","title":"IVORY COAST SR UNSECURED REGS 01/32 4.875","isin":"XS2264871828","value_usd":5475736.23,"pct_val":0.309231,"balance":4800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CI","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TENNESSEE VALLEY AUTHORITY (TVA)","title":"TENN VALLEY AUTHORITY SR UNSECURED 08/34 4.375","isin":"US880591FB36","value_usd":5455365.98,"pct_val":0.308081,"balance":5400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3","isin":"JP1300851R17","value_usd":5332522.98,"pct_val":0.301144,"balance":1040000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GMF FLOORPLAN OWNER REVOLVING TRUST 2023-2","title":"GENERAL MOTORS GFORT 2023 2 A 144A","isin":"US361886CW21","value_usd":5268145.47,"pct_val":0.297508,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BBCMS MORTGAGE TRUST 2025-5C37","title":"BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A2","isin":"US05494NAB73","value_usd":5026104,"pct_val":0.283839,"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":"MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION","title":"MORGAN STANLEY PVT BANK SR UNSECURED 11/31 VAR","isin":"US61776NZW63","value_usd":5014179.2,"pct_val":0.283166,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/44 4.5","isin":"US912810TZ12","value_usd":4935644.54,"pct_val":0.278731,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":4905607.15,"pct_val":0.288673,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2006-FF14","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6","isin":"US32027LAF22","value_usd":4852691.83,"pct_val":0.274046,"balance":5755138.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL SR UNSECURED 03/30 6.25","isin":"US281020BC07","value_usd":4812975.35,"pct_val":0.271803,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD","title":"NEUBERGER BERMAN CLO LTD NEUB 2022 47A A 144A","isin":"US64135DAA37","value_usd":4800000,"pct_val":0.282458,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":4743526.29,"pct_val":0.267881,"balance":486965.02,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED KINGDOM GOVT","title":"UNITED KINGDOM GILT BONDS REGS 07/54 4.375","isin":"GB00BPSNBB36","value_usd":4733139.5,"pct_val":0.267295,"balance":4000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 06/34 3","isin":"CA135087R481","value_usd":4628848.07,"pct_val":0.261405,"balance":6500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL ONE FINANCIAL CORPORATION","title":"CAPITAL ONE FINANCIAL CO SR UNSECURED 09/31 VAR","isin":"US14040HDM43","value_usd":4564312.88,"pct_val":0.268589,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/42 4","isin":"US912810TM09","value_usd":4492783.2,"pct_val":0.253721,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)","title":"AMERICAN TOWER CORP SR UNSECURED 11/28 5.8","isin":"US03027XCE85","value_usd":4490278.01,"pct_val":0.25358,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506152","value_usd":4290844.44,"pct_val":0.242317,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506B38","value_usd":4272159.35,"pct_val":0.251397,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506806","value_usd":4222057.25,"pct_val":0.252966,"balance":4300000,"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 01/35 2.125","isin":"US91282CML27","value_usd":4201266.12,"pct_val":0.237258,"balance":4126960,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":4194009.54,"pct_val":0.236848,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE II LLC","title":"BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25","isin":"US07274NAJ28","value_usd":4096681.54,"pct_val":0.241071,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851","isin":"US65535HAR03","value_usd":4095027.93,"pct_val":0.245355,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 01/32 2","isin":"XS2109812508","value_usd":4021816.41,"pct_val":0.227124,"balance":4000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBAMR 2019-9A","title":"CBAMR LTD CBAMR 2019 9A AR 144A","isin":"US14987VAN91","value_usd":4004043.24,"pct_val":0.22612,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)","title":"SYNCHRONY BANK SR UNSECURED 08/25 5.4","isin":"US87166FAD50","value_usd":3999318.6,"pct_val":0.23962,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A","isin":"US46654PAA49","value_usd":3997836.4,"pct_val":0.235255,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARINER FINANCE ISSUANCE TRUST 2021-A","title":"MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A","isin":"US56848DAA72","value_usd":3939076.8,"pct_val":0.222452,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVITATION HOMES TRUST 2024-SFR1","title":"INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A","isin":"US46188DAA63","value_usd":3935000.94,"pct_val":0.222221,"balance":3993159.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIES 2006-KS2","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 KS2 M3","isin":"US75406BAG23","value_usd":3862440.27,"pct_val":0.218124,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"STATE OF ISRAEL SR UNSECURED 07/30 2.75","isin":"US46513JB346","value_usd":3826015.29,"pct_val":0.216067,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A","isin":"XS3020835339","value_usd":3819994.98,"pct_val":0.215727,"balance":3253943.12,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR","isin":"US694308KS54","value_usd":3800086.53,"pct_val":0.227683,"balance":3800000,"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 GOLDMAN SACHS GROUP INC","isin":"US38141GB292","value_usd":3762299.27,"pct_val":0.225419,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PUBLIC SERVICE COMPANY OF COLORADO","title":"PUBLIC SERVICE COLORADO 1ST MORTGAGE 09/35 5.15","isin":"US744448DC22","value_usd":3752601.27,"pct_val":0.211921,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN MOTOR ACCEPTANCE CORPORATION","title":"NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85","isin":"US65480CAC91","value_usd":3719176.66,"pct_val":0.210033,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CGI INC","title":"CGI INC SR UNSECURED 09/26 1.45","isin":"US12532HAC88","value_usd":3708736.69,"pct_val":0.218242,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDMARK FUNDING TRUST 2021-1A","title":"LENDMARK FUNDING TRUST LFT 2021 1A A 144A","isin":"US52607MAA71","value_usd":3704950.22,"pct_val":0.20923,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO 2025-5C11 MORTGAGE TRUST","title":"BMO MORTGAGE TRUST BMO 2025 5C11 A2","isin":"US096941AB56","value_usd":3701195.64,"pct_val":0.209018,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT BONDS 12/34 3.25","isin":"CA135087S216","value_usd":3688144.5,"pct_val":0.208281,"balance":5100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"BERRY GLOBAL INC SR SECURED 01/26 1.57","isin":"US08576PAH47","value_usd":3596446.22,"pct_val":0.203102,"balance":3600000,"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":3501682.1,"pct_val":0.209804,"balance":3500000,"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 04/33 3.419","isin":"US11135FCU30","value_usd":3480674.99,"pct_val":0.196564,"balance":3759000,"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 144A 04/33 3.419","isin":"US11135FBK66","value_usd":3480242.07,"pct_val":0.204796,"balance":3759000,"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 03/28 VAR","isin":"US95000U2V48","value_usd":3477892.71,"pct_val":0.196407,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CO","title":"SOUTHERN CO SR UNSECURED 03/28 1.75","isin":"US842587DH79","value_usd":3471294.6,"pct_val":0.207984,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":3434000,"pct_val":0.193928,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN AUTO LEASE TRUST 2023-A","title":"VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A4","isin":"US92867UAE29","value_usd":3405933,"pct_val":0.192343,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":3375726.64,"pct_val":0.198646,"balance":3373104.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIATION CAPITAL GROUP LLC","title":"AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125","isin":"US05369AAD37","value_usd":3297117.42,"pct_val":0.197548,"balance":3300000,"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/2.61740 09/30/22-25Y* LCH","isin":"EZ86651VZHW8","value_usd":3294324.69,"pct_val":0.186041,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745","title":"WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A","isin":"US94990DAA46","value_usd":3292253.65,"pct_val":0.185923,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 DATA A 144A","isin":"US465972AA56","value_usd":3262833.7,"pct_val":0.184262,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLLEGE AVE STUDENT LOANS LLC 2023-B","title":"COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A","isin":"US19425MAB46","value_usd":3249937.23,"pct_val":0.183534,"balance":3227423.05,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTGE INVEST 2007-AR7","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 1A1","isin":"US86364KAA25","value_usd":3162015.09,"pct_val":0.178568,"balance":3803339.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/36 VAR","isin":"US95000U3V39","value_usd":3149519.16,"pct_val":0.185335,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US BANCORP","title":"US BANCORP SR UNSECURED 02/31 VAR","isin":"US91159HJT86","value_usd":3082527.9,"pct_val":0.17408,"balance":3000000,"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":3070428.1,"pct_val":0.173396,"balance":2600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IVORY COAST GOVT (AKA: COTE D'IVOIRE)","title":"IVORY COAST SR UNSECURED REGS 03/30 5.25","isin":"XS1793329225","value_usd":3067925.38,"pct_val":0.173255,"balance":2600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CI","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":3046541.34,"pct_val":0.172047,"balance":3129521.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPERIAL BRANDS FINANCE NETHERLANDS BV","title":"IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25","isin":"XS2586739729","value_usd":3045024.29,"pct_val":0.171962,"balance":2400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE SECURITIES CORP TRUST 2021-DM","title":"GS MORTGAGE SECURITIES TRUST GSMS 2021 DM A 144A","isin":"US36265AAA97","value_usd":2998990.5,"pct_val":0.176477,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 11/30 4.375","isin":"US00774MBR51","value_usd":2992412.34,"pct_val":0.168991,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8","isin":"JP1300871R70","value_usd":2971907.56,"pct_val":0.167833,"balance":520000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KINDER MORGAN INC","title":"KINDER MORGAN INC COMPANY GUAR 06/35 5.85","isin":"US49456BBC46","value_usd":2962928.05,"pct_val":0.167325,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONE NEW YORK PLAZA TRUST 2020-1NYP","title":"ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A","isin":"US68249DAA72","value_usd":2943091.2,"pct_val":0.166205,"balance":3000000,"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":2897245.49,"pct_val":0.163616,"balance":2895675.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 08/28 VAR","isin":"US225401AV01","value_usd":2872428.46,"pct_val":0.169029,"balance":2764000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":2832048.31,"pct_val":0.159934,"balance":3229459.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUNRUN DEMETER ISSUER 2021-2A","title":"SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A","isin":"US86772HAA59","value_usd":2816205.84,"pct_val":0.15904,"balance":3084188.17,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 02/41 1.875","isin":"US912810SW99","value_usd":2795937.52,"pct_val":0.157895,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2007-FLX1","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3","isin":"US45668WAC10","value_usd":2787547.63,"pct_val":0.157421,"balance":4213636.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 05/31 VAR","isin":"US056121AA46","value_usd":2750179.12,"pct_val":0.164778,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WOODSIDE FINANCE LIMITED","title":"WOODSIDE FINANCE LTD COMPANY GUAR 05/28 4.9","isin":"US980236AX18","value_usd":2735022.59,"pct_val":0.160944,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A A 144A","isin":"US05377RGU23","value_usd":2733549.66,"pct_val":0.154372,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","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 05/28 6.8","isin":"US345397C924","value_usd":2713783.98,"pct_val":0.153256,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED WHOLESALE MORTGAGE LLC 2021-INV5","title":"UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV5 A12 144A","isin":"US90355DAV55","value_usd":2708645.67,"pct_val":0.152965,"balance":3097379.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 02/29 VAR","isin":"US61747YFA82","value_usd":2703431.56,"pct_val":0.152671,"balance":2648000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1","title":"GM FINANCIAL REVOLVING RECEIVA GMREV 2023 1 A 144A","isin":"US38012RAA41","value_usd":2672542.86,"pct_val":0.150927,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER HOLDINGS USA INC","title":"SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR","isin":"US80282KBN54","value_usd":2657516.42,"pct_val":0.150078,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-5A LLC","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A A 144A","isin":"US05377RHC16","value_usd":2646554.04,"pct_val":0.149459,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":2631538.82,"pct_val":0.148611,"balance":3006974.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P016","title":"FREDDIE MAC MULTICLASS CERTIFI FHMR 2024 P016 A2","isin":"US3137HDJU50","value_usd":2628197.52,"pct_val":0.148422,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HUNGARY GOVT","title":"HUNGARY SR UNSECURED REGS 06/34 4.5","isin":"XS2971936948","value_usd":2610803.14,"pct_val":0.14744,"balance":2200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"HU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP INC","title":"CITIGROUP INC SR UNSECURED 03/31 VAR","isin":"US172967MP39","value_usd":2572989.61,"pct_val":0.154161,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED WHOLESALE MORTGAGE LLC 2021-INV3","title":"UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV3 A3 144A","isin":"US90355RAC60","value_usd":2535716.04,"pct_val":0.1432,"balance":3027201.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN AUTO LEASE TRUST 2023-B","title":"NISSAN AUTO LEASE TRUST NALT 2023 B A4","isin":"US65473FAE79","value_usd":2531340.46,"pct_val":0.148958,"balance":2528852.57,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 09/29 VAR","isin":"US06051GLS65","value_usd":2505462.7,"pct_val":0.141491,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA SUBORDINATED 144A 01/46 VAR","isin":"US05571ABB08","value_usd":2504452.75,"pct_val":0.150055,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A","isin":"US46649JAA60","value_usd":2472877.77,"pct_val":0.139651,"balance":2493037.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":2412220.37,"pct_val":0.144529,"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":"SAMMONS FINANCIAL GROUP GLOBAL FUNDING","title":"SAMMONS FINANCIAL GLOBAL SR SECURED 144A 12/30 4.8","isin":"US79587J2E22","value_usd":2406843.94,"pct_val":0.135922,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTER CREDIT CARD TRUST II 2023-2A","title":"MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A","isin":"US576339DJ15","value_usd":2399035.92,"pct_val":0.143739,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5","title":"OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1","isin":"US69121PBU66","value_usd":2393953.24,"pct_val":0.135194,"balance":2390800.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BP CAPITAL MARKETS BV","title":"BP CAPITAL MARKETS B.V. 09/31 3.36","isin":"XS2902720171","value_usd":2379217.07,"pct_val":0.140006,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC COMPANY GUAR 11/32 4.6","isin":"US404119DE60","value_usd":2378957.93,"pct_val":0.134347,"balance":2400000,"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 BW5055 FN 12/52 FIXED 4","isin":"US3140MWTM87","value_usd":2371016.88,"pct_val":0.133899,"balance":2486899.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A","isin":"US36264RAE53","value_usd":2368810.4,"pct_val":0.133774,"balance":2832165.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":2292843.81,"pct_val":0.129484,"balance":2282874,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LTD 2021-FL4","title":"GPMT LTD. GPMT 2021 FL4 A 144A","isin":"US36262TAA16","value_usd":2270924.35,"pct_val":0.128246,"balance":2267425.08,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"REPUBLIC OF TURKIYE REPUBLIC OF TURKIYE","isin":"XS2790222116","value_usd":2265531.28,"pct_val":0.13574,"balance":1800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95","isin":"US715638BE14","value_usd":2249584.89,"pct_val":0.127041,"balance":6801000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BY0191 FN 05/53 FIXED 5","isin":"US3140NGF963","value_usd":2236182.06,"pct_val":0.126284,"balance":2237051.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX6179 FN 02/53 FIXED 5","isin":"US3140NA2M44","value_usd":2223424.9,"pct_val":0.125563,"balance":2219768.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5","isin":"US25150VAM81","value_usd":2220122.23,"pct_val":0.125377,"balance":2472902.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUINIX EUROPE 2 FINANCING CORPORATION LLC","title":"EQUINIX EU 2 FINANCING C COMPANY GUAR 11/30 4.6","isin":"US29390XAG97","value_usd":2207142.1,"pct_val":0.124644,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LRECS 2025-CRE1 LLC","title":"LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A","isin":"US50230AAA25","value_usd":2204159.12,"pct_val":0.124476,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"XCEL ENERGY INC","title":"XCEL ENERGY INC SR UNSECURED 04/35 5.6","isin":"US98389BBE92","value_usd":2178648.72,"pct_val":0.128204,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK 2019-BN19","title":"BANK BANK 2019 BN19 ASB","isin":"US06540WBB81","value_usd":2151681.67,"pct_val":0.121512,"balance":2190371.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 04/36 VAR","isin":"US025816EH81","value_usd":2114047.42,"pct_val":0.124402,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HPS CORPORATE LENDING FUND","title":"HPS CORPORATE LENDING FU SR UNSECURED 144A 06/27 5.3","isin":"US40440VAL99","value_usd":2113759.54,"pct_val":0.11937,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2017-3A","title":"VOYA CLO LTD VOYA 2017 3A A1RR 144A","isin":"US92915QBG73","value_usd":2099756.61,"pct_val":0.11858,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR","isin":"US46647PEV40","value_usd":2067571.74,"pct_val":0.116762,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRANS-ALLEGHENY INTERSTATE LINE COMPANY","title":"TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 01/31 5","isin":"US893045AF16","value_usd":2055809.1,"pct_val":0.116098,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR","isin":"US025816EF26","value_usd":2042745.04,"pct_val":0.122392,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION","title":"MORGAN STANLEY PVT BANK SR UNSECURED 07/31 VAR","isin":"US61776NVG59","value_usd":2027806.36,"pct_val":0.114516,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW US CAPITAL LLC","title":"BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65","isin":"US05565ECU73","value_usd":2017419.22,"pct_val":0.11393,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR","isin":"US80281LAX38","value_usd":2002163.08,"pct_val":0.113068,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A","title":"BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A","isin":"XS3152565340","value_usd":1999531.55,"pct_val":0.11292,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GROSVENOR PLACE CLO 2025-4 DAC 25-4A","title":"GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A","isin":"XS3247556916","value_usd":1997839.98,"pct_val":0.112824,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":1982174.68,"pct_val":0.111939,"balance":1969220.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VAR ENERGI ASA","title":"VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875","isin":"US92212WAF77","value_usd":1979632.8,"pct_val":0.111796,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS INTERNATIONAL INC","title":"PHILIP MORRIS INTL INC SR UNSECURED 06/32 3.25","isin":"XS3087812833","value_usd":1977109.11,"pct_val":0.111653,"balance":1700000,"units":"PA","currency":null,"asset_cat":"DBT","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":1966272.06,"pct_val":0.111041,"balance":1954519.15,"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 5532","title":"FREDDIE MAC FHR 5532 FA","isin":"US3137HKPJ74","value_usd":1960966.81,"pct_val":0.110742,"balance":1952250.79,"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 BX3263 FN 02/53 FIXED 4","isin":"US3140N7TV20","value_usd":1953115.99,"pct_val":0.110298,"balance":2045515.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2023-2","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A","isin":"US17295FAD69","value_usd":1939364.52,"pct_val":0.109522,"balance":1926088,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4","isin":"JP1201921R47","value_usd":1926696.63,"pct_val":0.108806,"balance":326000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375","isin":"US147918AF37","value_usd":1909937,"pct_val":0.10786,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","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":1904612.18,"pct_val":0.114115,"balance":1901454.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRG ENERGY INC","title":"NRG ENERGY INC SR SECURED 144A 10/30 4.734","isin":"US629377DA71","value_usd":1903642.3,"pct_val":0.107504,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKSTONE REG FINANCE CO LLC","title":"BLACKSTONE REG FINANCE COMPANY GUAR 11/30 4.3","isin":"US092914AB66","value_usd":1899959.06,"pct_val":0.107296,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE DAI-ICHI LIFE INSURANCE COMPANY LIMITED","title":"DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR","isin":"US23381LAA26","value_usd":1887604.2,"pct_val":0.106599,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2021-8","title":"ANGEL OAK MORTGAGE TRUST AOMT 2021 8 A1 144A","isin":"US03465MAA18","value_usd":1865999.33,"pct_val":0.105379,"balance":2068588.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75","isin":"XS3015247656","value_usd":1837885.72,"pct_val":0.110117,"balance":1600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST MARKETS PLC","title":"NATWEST MARKETS PLC SR UNSECURED 144A 03/28 4.789","isin":"US63906YAM03","value_usd":1830735.94,"pct_val":0.103387,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":1800921.24,"pct_val":0.107903,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AEP TEXAS INC","title":"AEP TEXAS INC SR UNSECURED 06/28 3.95","isin":"US00108WAH34","value_usd":1793973.28,"pct_val":0.101311,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUITABLE AMERICA GLOBAL FUNDING","title":"EQUITABLE AMERICA GLOBAL SECURED 144A 09/32 4.7","isin":"US29446Q2E27","value_usd":1792166.42,"pct_val":0.105461,"balance":1800000,"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 08/27 4.125","isin":"US345397A860","value_usd":1786170.69,"pct_val":0.100871,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)","title":"MITSUBISHI UFJ FIN GRP SR UNSECURED 01/36 VAR","isin":"US606822DH40","value_usd":1785863.75,"pct_val":0.10509,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DAE SUKUK (DIFC) LTD","title":"DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5","isin":"US23302JAC99","value_usd":1779031.44,"pct_val":0.100467,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS EURO CLO 2020-1 DAC  20-1A","title":"BARINGS EURO CLO BABSE 2020 1A ARR 144A","isin":"XS3201274910","value_usd":1761001.93,"pct_val":0.0994491,"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":"ONCOR ELECTRIC DELIVERY COMPANY LLC","title":"ONCOR ELECTRIC DELIVERY SR SECURED 144A 04/35 5.35","isin":"US68233JCZ57","value_usd":1759380.8,"pct_val":0.103532,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2022-FL11 LLC","title":"BDS LTD BDS 2022 FL11 ATS 144A","isin":"US054980AA58","value_usd":1731505.55,"pct_val":0.0977833,"balance":1728232.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCCIDENTAL PETROLEUM CORPORATION","title":"OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2","isin":"US674599DJ13","value_usd":1729037.7,"pct_val":0.101746,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND REPUBLIC OF POLAND","isin":"US731011AY80","value_usd":1710441.83,"pct_val":0.102482,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PK ALIFT LOAN FUNDING 6 LP 2025-1","title":"PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A","isin":"US69291YAA64","value_usd":1704301.89,"pct_val":0.0962471,"balance":1689493.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","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 04/35 4.875","isin":"US718172DU00","value_usd":1701851.33,"pct_val":0.100146,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JANE STREET GROUP LLC","title":"JANE STREET GROUP LLC 2024 TERM LOAN B1","isin":"US47077DAM20","value_usd":1685587.82,"pct_val":0.0951902,"balance":1691406.26,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4867 FN 01/53 FIXED 4.5","isin":"US31418EMR89","value_usd":1683039.86,"pct_val":0.0950463,"balance":1716597.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TESLA AUTO LEASE TRUST 2023-B","title":"TESLA AUTO LEASE TRUST TESLA 2023 B A4 144A","isin":"US88167QAD88","value_usd":1672336.21,"pct_val":0.0944419,"balance":1670772.7,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ISQ","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2016 ISQ A 144A","isin":"US05523GAA94","value_usd":1672250,"pct_val":0.094437,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/36 VAR","isin":"US61747YGA73","value_usd":1659466.31,"pct_val":0.0937151,"balance":1580000,"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 SD8329 FR 06/53 FIXED 5","isin":"US3132DWHE66","value_usd":1656508.95,"pct_val":0.0935481,"balance":1653996.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO VI DAC 6A","title":"HAYFIN EMERALD CLO HAYEM 6A AR 144A","isin":"XS3196159894","value_usd":1646710.39,"pct_val":0.0929947,"balance":1400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY FINANCIAL INC","title":"ALLY FINANCIAL INC SR UNSECURED 05/29 VAR","isin":"US02005NBZ24","value_usd":1628824.82,"pct_val":0.0975915,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMCOR FLEXIBLES NORTH AMERICA INC","title":"AMCOR FLEXIBLES NORTH AM COMPANY GUAR 03/28 4.8","isin":"US02344AAF57","value_usd":1623515.38,"pct_val":0.0916848,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES STRATEGIC INCOME FUND","title":"ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45","isin":"US04020EAL11","value_usd":1614550.64,"pct_val":0.0911786,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMCOR FLEXIBLES NORTH AMERICA INC","title":"AMCOR FLEXIBLES NORTH AM COMPANY GUAR 144A 03/28 4.8","isin":"US02344AAC27","value_usd":1611903.65,"pct_val":0.0965777,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI","title":"CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75","isin":"US147918AB23","value_usd":1608797.46,"pct_val":0.0908537,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCE RECOVERY FUNDING LLC","title":"SCE RECOVERY FUNDING LLC SR SECURED 03/47 5.341","isin":"US78433LAK26","value_usd":1604195.42,"pct_val":0.0905938,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL STREET MASTER TRUST 2024-1","title":"CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A","isin":"US14051LAA08","value_usd":1600633.92,"pct_val":0.0903926,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 25-19A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A","isin":"US03331VAA35","value_usd":1600438.16,"pct_val":0.0903816,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 03/30 5.25","isin":"XS2999546687","value_usd":1598800.83,"pct_val":0.0902891,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE STREET CORPORATION","title":"STATE STREET CORP SR UNSECURED 10/36 VAR","isin":"US857477DE08","value_usd":1592291.28,"pct_val":0.0899215,"balance":1600000,"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 01/29 VAR","isin":"US225401AF50","value_usd":1591583.5,"pct_val":0.0898815,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA","title":"CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1","isin":"US224939AA67","value_usd":1585418.46,"pct_val":0.0895334,"balance":4900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HONDA AUTO RECEIVABLES OWNER TRUST 2023-2","title":"HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A3","isin":"US437927AC00","value_usd":1571423.2,"pct_val":0.088743,"balance":1564041.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5","isin":"ZAG000107012","value_usd":1554828.93,"pct_val":0.0878059,"balance":25900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDERS RE III LTD","title":"SANDERS RE III LTD UNSECURED 144A 04/29 VAR","isin":"US80000XAC39","value_usd":1534000,"pct_val":0.0866296,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","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":1529333.27,"pct_val":0.0863661,"balance":1300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5","isin":"US3133CAEJ52","value_usd":1526239.16,"pct_val":0.0861913,"balance":1501918.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTRALOT CAPITAL LUXEMBOURG SA","title":"INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR","isin":"XS3192259789","value_usd":1513059.77,"pct_val":0.0854471,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYFRT-7A","title":"BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A","isin":"XS3200746496","value_usd":1500000,"pct_val":0.0847095,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"SG","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COMMONSPIRIT HEALTH","title":"COMMONSPIRIT HEALTH SR UNSECURED 09/30 4.352","isin":"US20268JAY91","value_usd":1494170.42,"pct_val":0.0843803,"balance":1500000,"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 07/26 1.625","isin":"US29278GAM06","value_usd":1487270.96,"pct_val":0.0839907,"balance":1506000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95","isin":"US05401ABC45","value_usd":1486690.8,"pct_val":0.0839579,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREEDOM MORTGAGE CORPORATION","title":"FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12","isin":"US35640YAK38","value_usd":1484000,"pct_val":0.0873267,"balance":1400000,"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 CAPITAL COMPANY GUAR 06/35 4.67","isin":"CA65339KDT49","value_usd":1483698.28,"pct_val":0.0837889,"balance":2000000,"units":"PA","currency":null,"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 CAPITAL COMPANY GUAR 06/30 3.83","isin":"CA65339KDR82","value_usd":1469895.48,"pct_val":0.0830094,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC COMPANY GUAR 04/31 5.45","isin":"US404119CT49","value_usd":1461501.68,"pct_val":0.0825354,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENT AUTO RECEIVABLES TRUST 2023-1A","title":"ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A","isin":"US293601AE08","value_usd":1459444.34,"pct_val":0.0824192,"balance":1450722.88,"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":1449796.57,"pct_val":0.0818744,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 01/31 VAR","isin":"US06051GML04","value_usd":1445593.67,"pct_val":0.081637,"balance":1400000,"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 MA5273 FN 02/54 FIXED 6.5","isin":"US31418E2F68","value_usd":1436947.54,"pct_val":0.0811488,"balance":1382367.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 05/32 VAR","isin":"XS3015761458","value_usd":1419166.13,"pct_val":0.0801446,"balance":1200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC","title":"BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A","isin":"US05551JAA88","value_usd":1417974.4,"pct_val":0.0800773,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIBRANT CLO XII LTD 2021-12A","title":"VIBRANT CLO LTD VIBR 2021 12A A1A2 144A","isin":"US92558WBE12","value_usd":1400288.78,"pct_val":0.0790785,"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":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15","isin":"US694308JP35","value_usd":1400000,"pct_val":0.0790622,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELECTRICITE DE FRANCE SA (EDF)","title":"ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875","isin":"US268317AV61","value_usd":1387776.2,"pct_val":0.083149,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STWD 2022-FL3 LTD","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A","isin":"US78485KAA34","value_usd":1380651.09,"pct_val":0.0779695,"balance":1377796.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DATABRICKS INC","title":"DATABRICKS INC LAST OUT TERM LOAN","isin":"US23803RAB78","value_usd":1357250.92,"pct_val":0.0766481,"balance":1333907.54,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DATABRICKS INC","title":"DATABRICKS INC LAST OUT TERM LOAN","isin":null,"value_usd":1357250.92,"pct_val":0.0798681,"balance":1333907.54,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"ISRAEL FIXED BOND BONDS 08/25 1.75","isin":"IL0011355570","value_usd":1350093.52,"pct_val":0.0808912,"balance":4500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4","isin":"USP78024AG45","value_usd":1336049.21,"pct_val":0.0754507,"balance":4500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","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":1329202.51,"pct_val":0.0750641,"balance":1793029.38,"units":"PA","currency":null,"asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQT AB","title":"EQT AB SR UNSECURED 144A 05/35 5.85","isin":"US29439EAA73","value_usd":1327027.64,"pct_val":0.0795092,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELL INTERNATIONAL LLC / EMC CORP","title":"DELL INT LLC / EMC CORP COMPANY GUAR 04/28 4.75","isin":"US24703TAL08","value_usd":1315494.09,"pct_val":0.0788182,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCE US INC","title":"STELLANTIS FIN US INC COMPANY GUAR 144A 03/30 5.75","isin":"US85855CAK62","value_usd":1312051.95,"pct_val":0.078612,"balance":1300000,"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 2025-4A","title":"ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A","isin":"US77588RAA68","value_usd":1308147.1,"pct_val":0.073875,"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":"RGA GLOBAL FUNDING","title":"RGA GLOBAL FUNDING SECURED 144A 11/30 4.6","isin":"US76209PAK93","value_usd":1301338.36,"pct_val":0.0734905,"balance":1300000,"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 BX9985 FN 04/53 FIXED 5","isin":"US3140NFCX83","value_usd":1296463.38,"pct_val":0.0732152,"balance":1291770.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO XI DAC 11A","title":"INVESCO EURO CLO XI DAC INVSC 11A A1R 144A","isin":"XS3208454168","value_usd":1293842.85,"pct_val":0.0730672,"balance":1100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVIDUS CLO V DAC 5A","title":"PROVIDUS CLO PRVD 5A AR 144A","isin":"XS3196134475","value_usd":1293826.3,"pct_val":0.0730663,"balance":1100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JANUS HENDERSON US (HOLDINGS) INC","title":"JANUS HEND US HLDGS INC COMPANY GUAR 09/34 5.45","isin":"US47103MAB46","value_usd":1290080.27,"pct_val":0.0772955,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 05/53 6.338","isin":"US91087BAX82","value_usd":1288140,"pct_val":0.0771793,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AES CORPORATION","title":"AES CORP/THE SR UNSECURED 06/28 5.45","isin":"US00130HCH66","value_usd":1279414,"pct_val":0.0722524,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAESARS ENTERTAINMENT INC","title":"CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1","isin":"US12768EAH99","value_usd":1279168.28,"pct_val":0.0752733,"balance":1280500,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2","isin":"US36143L2Q77","value_usd":1269321.28,"pct_val":0.0716824,"balance":1250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A","isin":"US46651QAA58","value_usd":1264971.16,"pct_val":0.0714367,"balance":1267987.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC COMPANY GUAR 02/31 2.45","isin":"US11135FCQ28","value_usd":1251895.24,"pct_val":0.0706983,"balance":1368000,"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 09/29 VAR","isin":"US06738ECK91","value_usd":1249894.86,"pct_val":0.0748878,"balance":1182000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 01/33 VAR","isin":"US09659W3A04","value_usd":1249092.23,"pct_val":0.0748397,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC COMPANY GUAR 144A 02/31 2.45","isin":"US11135FBH38","value_usd":1244631.43,"pct_val":0.0732409,"balance":1368000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF ONTARIO CANADA","title":"ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8","isin":"CA68333ZBG15","value_usd":1243821.18,"pct_val":0.0702423,"balance":1700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 03/30 5.25","isin":"US842400JJ35","value_usd":1231366.68,"pct_val":0.069539,"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 01/31 VAR","isin":"US95000U3P60","value_usd":1231337.65,"pct_val":0.073776,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE STREET CORPORATION","title":"STATE STREET CORP SR UNSECURED 04/30 4.834","isin":"US857477DB68","value_usd":1222555.08,"pct_val":0.0732497,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND REPUBLIC OF POLAND","isin":"US731011AX08","value_usd":1218961.67,"pct_val":0.0730344,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLEGRO CLO XI LTD 2019-2A","title":"ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A","isin":"US01750HAQ56","value_usd":1217441.47,"pct_val":0.0716409,"balance":1215765.44,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2","title":"WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1","isin":"US94985FAA66","value_usd":1215368.88,"pct_val":0.0686356,"balance":1320334.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA BRANDS INC SR UNSECURED 08/30 5","isin":"US205887CK64","value_usd":1212367.64,"pct_val":0.0713423,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SNAM SPA","title":"SNAM SPA SR UNSECURED 144A 05/30 5","isin":"US83304JAA51","value_usd":1210598.44,"pct_val":0.0725334,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POST HOLDINGS INC","title":"POST HOLDINGS INC COMPANY GUAR 144A 03/36 6.5","isin":"US737446AY09","value_usd":1202623.79,"pct_val":0.0679158,"balance":1200000,"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":1202459.89,"pct_val":0.0679065,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9","isin":"US842400HW63","value_usd":1201782.61,"pct_val":0.0678683,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A","isin":"XS3040415013","value_usd":1199703.49,"pct_val":0.0677509,"balance":1021595.95,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MET TOWER GLOBAL FUNDING","title":"MET TOWER GLOBAL FUNDING SR SECURED 144A 09/30 4.2","isin":"US58989V2L70","value_usd":1196168.24,"pct_val":0.0675512,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2004-FM2","title":"GSAMP TRUST GSAMP 2004 FM2 M1","isin":"US36228FN288","value_usd":1195477.99,"pct_val":0.0675123,"balance":1154148.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MILLER HOMES (CASTLE UK FINCO PLC)","title":"MILLER HOMES GROUP FIN SR SECURED 144A 10/30 VAR","isin":"XS3047272334","value_usd":1194868.22,"pct_val":0.0674778,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5","isin":"US3132DWKQ59","value_usd":1193130.43,"pct_val":0.0673797,"balance":1147811.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED 144A 06/33 5.375","isin":"XS3198387246","value_usd":1187939.16,"pct_val":0.0670865,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 679640 G2 06/48 FIXED 4","isin":"US36295TBH68","value_usd":1178001.94,"pct_val":0.0665253,"balance":1240003.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A","isin":"XS3147501103","value_usd":1176202.44,"pct_val":0.0664237,"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":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":1175347.83,"pct_val":0.0663754,"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":"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":0.0663671,"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":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 09/30 VAR","isin":"US902613BL18","value_usd":1149426.29,"pct_val":0.0649116,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95","isin":"US36143L2D64","value_usd":1140005.78,"pct_val":0.0670842,"balance":1220000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAGEO INVESTMENT CORPORATION","title":"DIAGEO INVESTMENT CORP COMPANY GUAR 08/30 5.125","isin":"US25245BAC19","value_usd":1133617.46,"pct_val":0.067921,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"URSA RE LTD","title":"URSA RE LTD UNSECURED 144A 12/26 VAR","isin":"US90323WAP59","value_usd":1131735,"pct_val":0.0639125,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMMONS FINANCIAL GROUP GLOBAL FUNDING","title":"SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1","isin":"US79587J2A00","value_usd":1124262.34,"pct_val":0.0673605,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 04/35 5.625","isin":"US925650AK98","value_usd":1123844.06,"pct_val":0.0634669,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF8523 FR 02/53 FIXED 4","isin":"US3133BWPG24","value_usd":1121142.97,"pct_val":0.0633143,"balance":1175264.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STONEPEAK 2021-1 ABS","title":"STONEPEAK SALTT 2021 1A AA 144A","isin":"US78433XAA81","value_usd":1118978.1,"pct_val":0.0631921,"balance":1145686.93,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGC GROUP INC","title":"BGC GROUP INC SR UNSECURED 144A 04/30 6.15","isin":"US05555LAC54","value_usd":1115648.66,"pct_val":0.0668444,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAREX GROUP PLC","title":"MAREX GROUP PLC SR UNSECURED 05/28 5.829","isin":"US566539AB80","value_usd":1114455.99,"pct_val":0.066773,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILE ELECTRICITY LUX MPC II SARL","title":"CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672","isin":"US16882LAB80","value_usd":1112000.69,"pct_val":0.062798,"balance":1067958.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYSTEM ENERGY RESOURCES INC","title":"SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3","isin":"US871911AV54","value_usd":1107909.36,"pct_val":0.0651954,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 06/24/25-30Y CME","isin":"EZKDWFPK16J0","value_usd":1105513.69,"pct_val":0.0624317,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA","title":"WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A","isin":"US95004VAA52","value_usd":1103195.28,"pct_val":0.0623008,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 95 CLO LTD","title":"DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A","isin":"US262487AJ07","value_usd":1099629.2,"pct_val":0.0620994,"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":"TD SYNNEX CORPORATION","title":"TD SYNNEX CORP SR UNSECURED 01/29 4.3","isin":"US87162WAM29","value_usd":1098235.83,"pct_val":0.0620207,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/31 6.054","isin":"US345397G313","value_usd":1094803.93,"pct_val":0.0655955,"balance":1100000,"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 04/31 VAR","isin":"US225401AP33","value_usd":1087746.48,"pct_val":0.064009,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":1069958.12,"pct_val":0.0604238,"balance":204000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2023-CRE8","title":"AREIT CRE TRUST AREIT 2023 CRE8 A 144A","isin":"US04002BAA35","value_usd":1053990.64,"pct_val":0.059522,"balance":1053548.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"F&G GLOBAL FUNDING","title":"F+G GLOBAL FUNDING SECURED 144A 01/30 5.875","isin":"US30321L2J09","value_usd":1039008.72,"pct_val":0.058676,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 04/31 VAR","isin":"US38141GC936","value_usd":1033051.67,"pct_val":0.0583395,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCO SANTANDER SA","title":"BANCO SANTANDER SA BANCO SANTANDER SA","isin":"US05964HBB06","value_usd":1031431.93,"pct_val":0.0617985,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE-ACES 2020-M33","title":"FANNIEMAE ACES FNA 2020 M33 X2","isin":"US3136BBAR38","value_usd":1027012.99,"pct_val":0.0579985,"balance":20250795,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 9YR J CORPNFL75","isin":null,"value_usd":1025315.83,"pct_val":0.0603352,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SYNOPSYS INC","title":"SYNOPSYS INC SR UNSECURED 04/32 5","isin":"US871607AD97","value_usd":1022230.31,"pct_val":0.0601536,"balance":1000000,"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 03/29 5.8","isin":"US345397E581","value_usd":1022090.15,"pct_val":0.0577205,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIPER ENERGY PARTNERS LLC","title":"VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7","isin":"US92764MAB00","value_usd":1021150,"pct_val":0.0576674,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC","isin":null,"value_usd":1020329.04,"pct_val":0.0576211,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"PINNACLE WEST CAPITAL CORPORATION","title":"PINNACLE WEST CAPITAL SR UNSECURED 05/28 4.9","isin":"US723484AM30","value_usd":1018883.42,"pct_val":0.0575394,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAST LANE RE VII LTD","title":"EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR","isin":"US27332EAA91","value_usd":1018500,"pct_val":0.0575178,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 5YR JUL SR SEC","isin":null,"value_usd":1017979.74,"pct_val":0.0574884,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"CONSTELLATION BRANDS INC","title":"CONSTELLATION BRANDS INC SR UNSECURED 05/30 4.8","isin":"US21036PBS65","value_usd":1017043.46,"pct_val":0.0574355,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC","isin":null,"value_usd":1016841.49,"pct_val":0.0574241,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 5YR J CORPNFL67","isin":null,"value_usd":1015325.45,"pct_val":0.0597473,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"LPL HOLDINGS INC","title":"LPL HOLDINGS INC COMPANY GUAR 06/30 5.15","isin":"US50212YAP97","value_usd":1012794.46,"pct_val":0.0606819,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 5YR O CORPNFLA8","isin":null,"value_usd":1003299.05,"pct_val":0.0590396,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C","title":"HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A4 144A","isin":"US44935VAE92","value_usd":1002928.8,"pct_val":0.0566384,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2021-18A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A","isin":"US04943EAQ44","value_usd":999950,"pct_val":0.0564702,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 35 LTD 35A","title":"LCM LTD PARTNERSHIP LCM 35A A1R 144A","isin":"US50202QAL77","value_usd":999874.19,"pct_val":0.0564659,"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":"TRALEE CLO V LTD 2018-5A","title":"TRALEE CLO LTD TRAL 2018 5A A1RR 144A","isin":"US89300JBA51","value_usd":999770.4,"pct_val":0.0564601,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL STREET MASTER TRUST 2025-1","title":"CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A","isin":"US14051LAC63","value_usd":998855.5,"pct_val":0.0564084,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUIKRETE HOLDINGS INC","title":"QUIKRETE HOLDINGS INC 2025 TERM LOAN B","isin":"US74839XAL38","value_usd":996683.39,"pct_val":0.0562857,"balance":992500,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)","title":"VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75","isin":"US92858RAE09","value_usd":992285.2,"pct_val":0.0560373,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYALTY PHARMA PLC","title":"ROYALTY PHARMA PLC COMPANY GUAR 03/31 4.45","isin":"US78081BAT08","value_usd":991956.57,"pct_val":0.0583722,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOST HOTELS & RESORTS LP","title":"HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5","isin":"US44107TBC99","value_usd":990360.58,"pct_val":0.0593377,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WOODSIDE FINANCE LIMITED","title":"WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1","isin":"US980236AR40","value_usd":988431.18,"pct_val":0.0558197,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR","isin":"US80281LAV71","value_usd":974054.68,"pct_val":0.0583608,"balance":944000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/28 VAR","isin":"US61747YER27","value_usd":943260.07,"pct_val":0.0532687,"balance":941000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLESTAR RE LTD","title":"POLESTAR RE LTD UNSECURED 144A 01/27 VAR","isin":"US73110JAB89","value_usd":939060,"pct_val":0.0530316,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WOODSIDE FINANCE LIMITED","title":"WOODSIDE FINANCE LTD COMPANY GUAR 05/32 5.7","isin":"US980236AU78","value_usd":936929.67,"pct_val":0.0529112,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-2","title":"FREMONT HOME LOAN TRUST FHLT 2006 2 2A4","isin":"US35729PPY06","value_usd":934856.1,"pct_val":0.0527941,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":933093.57,"pct_val":0.0526946,"balance":933793.43,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 05/35 1","isin":"US05571AAY10","value_usd":922695.57,"pct_val":0.0552836,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918","isin":"US345397G727","value_usd":921440.51,"pct_val":0.0520365,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFICORP","title":"PACIFICORP JR SUBORDINA 09/55 VAR","isin":"US695114DF26","value_usd":917988.3,"pct_val":0.0518416,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WEIR GROUP INC","title":"WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35","isin":"US94877DAA28","value_usd":912904.4,"pct_val":0.0546969,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL POWER (US HOLDINGS) INC","title":"CAPITAL POWER US HOLDING COMPANY GUAR 144A 06/28 5.257","isin":"US14041TAA60","value_usd":912373.09,"pct_val":0.0546651,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 11/31 5.125","isin":"US925650AH69","value_usd":912167.96,"pct_val":0.0515129,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARTHUR J GALLAGHER & CO","title":"ARTHUR J GALLAGHER + CO SR UNSECURED 02/35 5.15","isin":"US04316JAN90","value_usd":911282.92,"pct_val":0.0536249,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITADEL SECURITIES GLOBAL HOLDINGS LLC","title":"CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5","isin":"US17289RAA41","value_usd":910984.39,"pct_val":0.0545819,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPE LOOKOUT RE LTD","title":"CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR","isin":"US13947LAG77","value_usd":900915,"pct_val":0.0508774,"balance":850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BX249","value_usd":899773.92,"pct_val":0.0529476,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 11/31 VAR","isin":"US53944YBD40","value_usd":897472.92,"pct_val":0.050683,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-J12","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A1","isin":"US12668ASY28","value_usd":895628.25,"pct_val":0.0505788,"balance":1747038.61,"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 BY4760 FN 07/53 FIXED 5.5","isin":"US3140NMJE80","value_usd":895352.25,"pct_val":0.0505632,"balance":879271.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CFE FIBRA E","title":"CFE FIBRA E SR UNSECURED 144A 09/40 5.875","isin":"US125276AA34","value_usd":893009.38,"pct_val":0.0504309,"balance":892502.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES STRATEGIC INCOME FUND","title":"ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85","isin":"US04020EAP25","value_usd":889734.35,"pct_val":0.050246,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815","isin":"US345397YT41","value_usd":886714.97,"pct_val":0.0500755,"balance":900000,"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 BX3687 FN 12/52 FIXED 4","isin":"US3140N8CZ99","value_usd":877504.3,"pct_val":0.0495553,"balance":920691.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-WWF1","title":"PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5","isin":"US70069FDN42","value_usd":857168.71,"pct_val":0.0484069,"balance":853941.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE CLO LTD 2018-33A","title":"VENTURE CDO LTD VENTR 2018 33A A1LR 144A","isin":"US92330YAN31","value_usd":852960.42,"pct_val":0.0481693,"balance":852503.38,"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 BX9039 FN 03/53 FIXED 4","isin":"US3140NEBH77","value_usd":850852.43,"pct_val":0.0480502,"balance":890783.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAZARD GROUP LLC","title":"LAZARD GROUP LLC SR UNSECURED 03/31 6","isin":"US52107QAL95","value_usd":845919.14,"pct_val":0.0497785,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENI SPA","title":"ENI SPA SR UNSECURED 144A 05/35 5.75","isin":"US26874RAQ11","value_usd":838383.72,"pct_val":0.0473461,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIES 2006-KS8","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4","isin":"US74924RAD08","value_usd":833848.95,"pct_val":0.04709,"balance":846785.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENCORA INC","title":"CENCORA INC SR UNSECURED 05/32 3.625","isin":"XS3071246378","value_usd":829220.53,"pct_val":0.0468286,"balance":700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PUGET ENERGY INC","title":"PUGET ENERGY INC SR SECURED 03/35 5.725","isin":"US745310AQ54","value_usd":826547.69,"pct_val":0.0486386,"balance":800000,"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 COMPANY GUAR 09/34 5.45","isin":"US404121AK12","value_usd":823849.63,"pct_val":0.0465253,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONAL FUEL GAS COMPANY","title":"NATIONAL FUEL GAS CO SR UNSECURED 03/30 5.5","isin":"US636180BT74","value_usd":822646.33,"pct_val":0.0492891,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER HOLDINGS USA INC","title":"SANTANDER HOLDINGS USA SR UNSECURED 03/31 VAR","isin":"US80282KBQ85","value_usd":821518.05,"pct_val":0.0492215,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROOKFIELD ASSET MANAGEMENT LTD","title":"BROOKFIELD ASSET MANAGEM SR UNSECURED 04/35 5.795","isin":"US113004AA39","value_usd":821225.46,"pct_val":0.049204,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATL RESOURCES SR UNSECURED 12/29 5","isin":"US136385BD27","value_usd":820770.27,"pct_val":0.0463514,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATL RESOURCES SR UNSECURED 144A 12/29 5","isin":"US136385BB60","value_usd":818173.3,"pct_val":0.0481458,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ESSEX PORTFOLIO LP","title":"ESSEX PORTFOLIO LP COMPANY GUAR 04/35 5.375","isin":"US29717PBB22","value_usd":812333.84,"pct_val":0.0486712,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARNIVAL CORPORATION","title":"CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125","isin":"US143658CB65","value_usd":809271.56,"pct_val":0.045702,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIRCASTLE LTD / AIRCASTLE IRELAND DAC","title":"AIRCASTLE / IRELAND DAC COMPANY GUAR 144A 09/30 5","isin":"US00929JAC09","value_usd":808825.78,"pct_val":0.0456768,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK 2025-BNK49","title":"BANK BANK 2025 BNK49 ASB","isin":"US05494FBM95","value_usd":805867.02,"pct_val":0.0455097,"balance":763000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PUGET ENERGY INC","title":"PUGET ENERGY INC SR SECURED 144A 03/35 5.725","isin":"US745310AP71","value_usd":805157.25,"pct_val":0.0482412,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR","isin":"US539439BB46","value_usd":804099.74,"pct_val":0.0454099,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8313 FR 04/53 FIXED 4","isin":"US3132DWGW73","value_usd":798228.28,"pct_val":0.0450784,"balance":840238.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EMBRAER NETHERLANDS FINANCE BV","title":"EMBRAER NETHERLANDS FINA COMPANY GUAR 02/35 5.98","isin":"US29082HAE27","value_usd":797456.25,"pct_val":0.0450348,"balance":750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EVERSOURCE ENERGY","title":"EVERSOURCE ENERGY SR UNSECURED 12/30 4.45","isin":"US30040WBB37","value_usd":795931.53,"pct_val":0.0449487,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DUKE ENERGY CORPORATION","title":"DUKE ENERGY CORP SR UNSECURED 09/35 4.95","isin":"US26441CCJ27","value_usd":795294.05,"pct_val":0.0467995,"balance":800000,"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 SERVICES INC COMPANY GUAR 06/30 4.8","isin":"US12505BAJ98","value_usd":762252.74,"pct_val":0.0448551,"balance":750000,"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 QE8999 FR 08/52 FIXED 4","isin":"US3133BJ7L09","value_usd":760005.85,"pct_val":0.0429198,"balance":796236.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WINSTON RE LTD","title":"WINSTON RE LTD UNSECURED 144A 02/31 VAR","isin":"US975660AB76","value_usd":741860,"pct_val":0.0418951,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 02/30 VAR","isin":"US902613BJ61","value_usd":724189.63,"pct_val":0.0408972,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARVELL TECHNOLOGY INC","title":"MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45","isin":"US573874AS31","value_usd":722008.96,"pct_val":0.042487,"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 144A 11/35 3.137","isin":"US11135FBP53","value_usd":715940.27,"pct_val":0.0404313,"balance":831000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC","isin":null,"value_usd":713609.06,"pct_val":0.0402997,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BNP PARIBAS","title":"BNP PARIBAS 144A 11/30 VAR","isin":"US09659W2Z63","value_usd":713597.37,"pct_val":0.0427554,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1","isin":"US75156TAD28","value_usd":712160.37,"pct_val":0.0402178,"balance":733291.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB6395 FN 02/53 FIXED 5","isin":"US3140QSC901","value_usd":710242.62,"pct_val":0.0401095,"balance":708929.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 07/28 VAR","isin":"US06051GKW86","value_usd":710226.68,"pct_val":0.0401086,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROWN & BROWN INC","title":"BROWN + BROWN INC SR UNSECURED 06/30 4.9","isin":"US115236AK73","value_usd":709962.77,"pct_val":0.0417781,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEMAIN FINANCE CORPORATION","title":"ONEMAIN FINANCE CORP COMPANY GUAR 09/33 6.75","isin":"US682691AN02","value_usd":709715.01,"pct_val":0.0400798,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST","title":"NFL FOOTBALL CLUB TERM NOTES 2 CORPNFLB6","isin":null,"value_usd":707876.55,"pct_val":0.0416553,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC","title":"COTY/HFC PRESTIGE/INT US COMPANY GUAR 144A 01/31 5.6","isin":"US22207AAC62","value_usd":707028.56,"pct_val":0.039928,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEALTHPEAK OP LLC","title":"HEALTHPEAK OP LLC COMPANY GUAR 02/35 5.375","isin":"US42250GAA13","value_usd":706838.27,"pct_val":0.0423504,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WEST STREET GLOBAL GROWTH PARTNERS LP","title":"PROJECT HUDSON II FIXED TERM LOAN","isin":null,"value_usd":706365.47,"pct_val":0.0398906,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF6557 FR 01/53 FIXED 4","isin":"US3133BUJA61","value_usd":704484.32,"pct_val":0.0397844,"balance":738466.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WP CAREY INC","title":"WP CAREY INC SR UNSECURED 07/30 4.65","isin":"US92936UAN90","value_usd":704443.74,"pct_val":0.0414533,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PEACEHEALTH OBLIGATED GROUP","title":"PEACEHEALTH OBLIGATED GR SR UNSECURED 11/28 4.335","isin":"US70462GAE89","value_usd":703501.55,"pct_val":0.0397289,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FISERV INC","title":"FISERV INC SR UNSECURED 02/31 4.55","isin":"US337738BP21","value_usd":702906.34,"pct_val":0.0413629,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/27 4.45","isin":"US928668CV22","value_usd":702476.78,"pct_val":0.039671,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENOVUS ENERGY INC","title":"CENOVUS ENERGY INC SR UNSECURED 03/31 4.65","isin":"US15135UBA60","value_usd":698050.63,"pct_val":0.039421,"balance":700000,"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 MA5399 G2 08/48 FIXED 4.5","isin":"US36179T7L33","value_usd":697175.09,"pct_val":0.0393716,"balance":702354.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROLOGIS TARGETED US LOGISTICS FUND LP","title":"PROLOGIS TARGETED US COMPANY GUAR 144A 01/31 4.25","isin":"US74350LAD64","value_usd":695140.77,"pct_val":0.0392567,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 03/19/25-7Y LCH","isin":"EZXW94GLV2L5","value_usd":687106.56,"pct_val":0.038803,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET INVST LN TR 2005-4","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4","isin":"US86358ESN75","value_usd":680060.21,"pct_val":0.0384051,"balance":687209.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERA COMMERCIAL MORTGAGE 2021-FL1","title":"HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A","isin":"US42704RAA95","value_usd":679854.65,"pct_val":0.0407337,"balance":679481.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QG0749 FR 04/53 FIXED 5","isin":"US3133C0ZN50","value_usd":676294.81,"pct_val":0.0381924,"balance":676907.08,"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-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FB","isin":"US38376RFJ05","value_usd":672746.36,"pct_val":0.037992,"balance":671923.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV","title":"TEVA PHARM FIN IV COMPANY GUAR 12/30 5.75","isin":"US881937AA41","value_usd":664412.47,"pct_val":0.0375214,"balance":640000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESLOC UK PLC 2007-1X","title":"RESLOC UK PLC RLOC 2007 1X A3B REGS","isin":"XS0300470365","value_usd":658469.44,"pct_val":0.0371858,"balance":501778.48,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":637432.14,"pct_val":0.0359977,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2004-OPT1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M3","isin":"US17307GJK58","value_usd":635850.91,"pct_val":0.0359084,"balance":645921.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7","title":"CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A9","isin":"US12566TAJ60","value_usd":627338.28,"pct_val":0.0354277,"balance":760839.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIXTH STREET LENDING PARTNERS","title":"SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5","isin":"US829932AB85","value_usd":622487.56,"pct_val":0.0351538,"balance":600000,"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 3740","title":"FREDDIE MAC FHR 3740 FC","isin":"US3137GAPS01","value_usd":618947.08,"pct_val":0.0349538,"balance":623797.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NBA (HARDWOOD FUNDING LLC)","title":"CORP0HRG0 HRDFDG 5.33 06/09/35","isin":null,"value_usd":616573.82,"pct_val":0.0348198,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOMES 4 RENT LP","title":"AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95","isin":"US02666TAK34","value_usd":611184.85,"pct_val":0.0359655,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DOMINION ENERGY INC","title":"DOMINION RESOURCES","isin":"US2574P0X337","value_usd":599789.64,"pct_val":0.0352949,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NBN CO LIMITED","title":"NBN CO LTD SR UNSECURED 144A 09/30 4.15","isin":"US62878U2K72","value_usd":597421.14,"pct_val":0.0337382,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271","isin":"US345397A456","value_usd":597107.51,"pct_val":0.0337205,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVILEASE CAPITAL LIMITED","title":"AVILEASE CAPITAL LTD COMPANY GUAR 144A 11/30 4.75","isin":"US05370HAA14","value_usd":595686.15,"pct_val":0.0336402,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALPHABET INC","title":"ALPHABET INC SR UNSECURED 11/38 3.5","isin":"XS3224609456","value_usd":568658.71,"pct_val":0.0321139,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2007-WF1","title":"STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6","isin":"US86358BAT98","value_usd":567440.85,"pct_val":0.0320451,"balance":575963.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)","title":"CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75","isin":"US18972EAD76","value_usd":565919.44,"pct_val":0.0319592,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5","isin":"US36143L2T17","value_usd":563195.33,"pct_val":0.0318053,"balance":550000,"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 BX9420 FN 03/53 FIXED 5","isin":"US3140NEPE90","value_usd":553237.42,"pct_val":0.031243,"balance":551973.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW1462 FN 06/52 FIXED 4","isin":"US3140MSTU91","value_usd":535129.83,"pct_val":0.0302204,"balance":560221.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)","title":"CODELCO INC SR UNSECURED 144A 01/35 6.33","isin":"US21987BBL18","value_usd":534750,"pct_val":0.0301989,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3","isin":"US12667AAD81","value_usd":532731.81,"pct_val":0.030085,"balance":551706.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2007-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 2A3","isin":"US86362TAF49","value_usd":526310.96,"pct_val":0.0297224,"balance":806806.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6","isin":"US694308KX40","value_usd":525863.26,"pct_val":0.0296971,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2005-D","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1","isin":"US06051GDM87","value_usd":518264.43,"pct_val":0.029268,"balance":550808.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NETAPP INC","title":"NETAPP INC SR UNSECURED 03/32 5.5","isin":"US64110DAM65","value_usd":515193.65,"pct_val":0.030868,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE GLOBAL PLAQUEMINES LNG LLC","title":"VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75","isin":"US922966AD85","value_usd":512380.17,"pct_val":0.0289357,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST MARKETS PLC","title":"NATWEST MARKETS PLC SR UNSECURED 144A 03/30 VAR","isin":"US63906YAQ17","value_usd":505761.27,"pct_val":0.0285619,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CLECO POWER LLC","title":"CLECO POWER LLC SR UNSECURED 144A 01/36 5.3","isin":"US185508AJ70","value_usd":505172,"pct_val":0.0285286,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORINCHUKIN BANK LTD","title":"NORINCHUKIN BANK SR UNSECURED 144A 09/30 4.674","isin":"US656029AP07","value_usd":503628.01,"pct_val":0.0284414,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU MTGE P/T CERT 2007-HY1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1","isin":"US92925VAP58","value_usd":503129.27,"pct_val":0.0284132,"balance":538550.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95","isin":"US928668CN06","value_usd":501690.27,"pct_val":0.0300589,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR","isin":"US46849CJN20","value_usd":501559.8,"pct_val":0.0283246,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN BEAR RE LTD SERIES 2026-1","title":"GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR","isin":"US38090EAA82","value_usd":500404.75,"pct_val":0.0282594,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANTHEON SENIOR DEBT SECONDARIES III","title":"PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN","isin":null,"value_usd":500000,"pct_val":0.0282365,"balance":500000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.5000 03/15/22-20Y LCH","isin":"EZ9237QN5977","value_usd":499910.14,"pct_val":0.0282314,"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":"SANTOS FINANCE LTD","title":"SANTOS FINANCE LTD COMPANY GUAR 144A 11/35 5.75","isin":"US803014AC31","value_usd":497505.4,"pct_val":0.0280956,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DUKE ENERGY FLORIDA LLC","title":"DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4","isin":"US26444HAK77","value_usd":479721.98,"pct_val":0.0270913,"balance":530000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PFP 2024-11 LTD","title":"PFP III PFP 2024 11 A 144A","isin":"US69291WAA09","value_usd":479666.98,"pct_val":0.0270882,"balance":478158.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR CLO X DAC 10A","title":"CAPITAL FOUR CLO CFOUR 10A A 144A","isin":"XS3140140818","value_usd":470459.4,"pct_val":0.0265683,"balance":400000,"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 BD3604 FN 05/48 FIXED 4","isin":"US3140FBAE09","value_usd":467281.46,"pct_val":0.0263888,"balance":487309.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A3","isin":"US92925GAE35","value_usd":458043.98,"pct_val":0.0258671,"balance":516520.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR","isin":"US46647PBA30","value_usd":457926.15,"pct_val":0.0258605,"balance":458000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTESA SANPAOLO SPA","title":"INTESA SANPAOLO SPA 144A 11/33 7.2","isin":"US46115HCD70","value_usd":457038.72,"pct_val":0.0258104,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-8","title":"BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1","isin":"US07386HWZ09","value_usd":456647.26,"pct_val":0.0257883,"balance":554539.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVINCE OF BRITISH COLUMBIA CANADA","title":"BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15","isin":"CA110709AK82","value_usd":451494.24,"pct_val":0.0254972,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90000 06/24/25-2Y CME","isin":"EZLJ9Y32C351","value_usd":450796.9,"pct_val":0.0254579,"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 BX6175 FN 02/53 FIXED 5","isin":"US3140NA2H58","value_usd":438382.91,"pct_val":0.0247568,"balance":437177.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAN GLG EURO CLO V DAC 5A","title":"MAN GLG EURO CLO GLGE 5A A1R 144A","isin":"XS2313672177","value_usd":435729.39,"pct_val":0.024607,"balance":370522.98,"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 2017-H14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB","isin":"US38376R4Z67","value_usd":435347.24,"pct_val":0.0245854,"balance":430052.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLESTAR RE LTD","title":"POLESTAR RE LTD UNSECURED 144A 01/28 VAR","isin":"US73110JAC62","value_usd":420900,"pct_val":0.0237695,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":420472,"pct_val":0.0237453,"balance":425000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR","isin":"US80281LAT26","value_usd":418039.87,"pct_val":0.023608,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797RA77","value_usd":414000,"pct_val":0.0233798,"balance":414000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":411852.98,"pct_val":0.0242357,"balance":415000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5","isin":"US3132DWJL81","value_usd":409791.17,"pct_val":0.0231421,"balance":403195.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLAND GOVT","title":"REPUBLIC OF POLAND BONDS 02/30 4.875","isin":"US857524AF94","value_usd":408300.38,"pct_val":0.0244634,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904","isin":"US65535HBZ10","value_usd":406157.2,"pct_val":0.0229369,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORINCHUKIN BANK LTD","title":"NORINCHUKIN BANK SR UNSECURED 144A 09/35 5.359","isin":"US656029AQ89","value_usd":405657.2,"pct_val":0.0229087,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95","isin":"US345397C270","value_usd":401697.22,"pct_val":0.0226851,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":401532.99,"pct_val":0.0226758,"balance":405000,"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 MA4993 FN 04/53 FIXED 4","isin":"US31418ERP78","value_usd":399275.55,"pct_val":0.0225483,"balance":420299.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COPT DEFENSE PROPERTIES LP","title":"COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5","isin":"US12713UAA43","value_usd":398735.16,"pct_val":0.0225178,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAD AUTO RECEIVABLES TRUST 2023-3A","title":"LAD AUTO RECEIVABLES TRUST LADAR 2023 3A A3 144A","isin":"US50168BAC28","value_usd":395125.81,"pct_val":0.0232514,"balance":394701.74,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9","isin":"US345397B512","value_usd":385336.92,"pct_val":0.0217611,"balance":400000,"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 REGS 08/30 VAR","isin":"USH42097AZ05","value_usd":383363.01,"pct_val":0.0216497,"balance":400000,"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 09/25 0.00000","isin":"US912797QU41","value_usd":380517.55,"pct_val":0.0227988,"balance":384000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CPPIB CAPITAL INC","title":"CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3","isin":"CA12593CAY71","value_usd":380464.09,"pct_val":0.021486,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":370921.7,"pct_val":0.0222239,"balance":7480745.36,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL BC3794 GN 10/47 FIXED 3.5","isin":"US3617B7GB05","value_usd":365668.58,"pct_val":0.0206504,"balance":398490.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2023-4","title":"VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A","isin":"US92539TAA16","value_usd":364324.84,"pct_val":0.0205745,"balance":363947.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.95561 02/11/25-30Y* LCH","isin":"EZNV8KC0QQ05","value_usd":363692.22,"pct_val":0.0205388,"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 BW9648 FN 07/53 FIXED 3.5","isin":"US3140N2WJ67","value_usd":359426.13,"pct_val":0.0202979,"balance":387599.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MATTEL INC","title":"MATTEL INC SR UNSECURED 11/30 5","isin":"US577081BG67","value_usd":352531.13,"pct_val":0.0199085,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA","title":"CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7","isin":"US224939AB41","value_usd":346910.24,"pct_val":0.0195911,"balance":1100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW1385 FN 12/52 FIXED 4","isin":"US3140MSRF43","value_usd":345382.13,"pct_val":0.0195048,"balance":362959.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEDTRONIC INC","title":"MEDTRONIC INC COMPANY GUAR 10/45 4.2","isin":"XS3185369454","value_usd":343599.32,"pct_val":0.0194041,"balance":300000,"units":"PA","currency":null,"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 AL5548 FN 05/38 FLOATING VAR","isin":"US3138ENEW53","value_usd":336140.11,"pct_val":0.0189828,"balance":322172.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF0330 FR 09/52 FIXED 4","isin":"US3133BMLK99","value_usd":335059.42,"pct_val":0.0189218,"balance":350578.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CATAMARAN CLO LTD 2014-1A","title":"CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A","isin":"US14889DAJ72","value_usd":334621.16,"pct_val":0.0196909,"balance":334203.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESTINDUSTRIAL VIII SCSP","title":"PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2","isin":null,"value_usd":333169.2,"pct_val":0.0188151,"balance":283500,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW8859 FN 09/52 FIXED 4","isin":"US3140N1ZZ99","value_usd":332845.91,"pct_val":0.0187968,"balance":349079.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C","title":"HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A","isin":"US44935VAD10","value_usd":324562.01,"pct_val":0.018329,"balance":324264.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESTINDUSTRIAL VIII SCSP","title":"PROJ ALFA 3 TERM LOAN","isin":null,"value_usd":323566.21,"pct_val":0.0182728,"balance":323566.21,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 06/24/25-5Y CME","isin":"EZVXFKDGQTQ7","value_usd":319430.68,"pct_val":0.0180392,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91305 FG 06/30 FIXED 4.5","isin":"US3128P7NW90","value_usd":318720.97,"pct_val":0.0179991,"balance":316554.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 797491 FN 03/35 FIXED 5.5","isin":"US31405R7C40","value_usd":314881.94,"pct_val":0.0177823,"balance":301262.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORREY PINES RE LTD","title":"TORREY PINES RE LTD UNSECURED 144A 06/32 VAR","isin":"US89141WAH51","value_usd":314115,"pct_val":0.017739,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DATABRICKS INC","title":"DATABRICKS INC USD DELAYED DRAW TERM LOAN","isin":null,"value_usd":313220.1,"pct_val":0.0176885,"balance":312439,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UBS AG/LONDON BRANCH","title":"UBS AG LONDON SR UNSECURED 09/28 5.65","isin":"US902674ZW39","value_usd":312484.23,"pct_val":0.0187226,"balance":300000,"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 04/26 0.00000","isin":"US912797TG20","value_usd":312083.4,"pct_val":0.0176243,"balance":315000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER HOLDINGS USA INC","title":"SANTANDER HOLDINGS USA SR UNSECURED 09/30 VAR","isin":"US80282KBM71","value_usd":306963.11,"pct_val":0.0173351,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY","title":"ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR","isin":"XS2931270180","value_usd":306139.6,"pct_val":0.0172886,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","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":304729.67,"pct_val":0.017209,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARVELL TECHNOLOGY INC","title":"MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75","isin":"US573874AR57","value_usd":304011.16,"pct_val":0.0178897,"balance":300000,"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 BN8902 FN 05/49 FIXED 3.5","isin":"US3140JR3L38","value_usd":303328.8,"pct_val":0.0171299,"balance":323990.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WINDMILL III RE DESIGNATED ACTIVITY COMPANY","title":"WINDMILL III RE DAC UNSECURED 144A 07/28 VAR","isin":"XS2845137541","value_usd":302143.92,"pct_val":0.017063,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROTECTIVE LIFE CORPORATION","title":"PROTECTIVE LIFE CORP SR UNSECURED 144A 01/31 4.7","isin":"US743674BF93","value_usd":301472.13,"pct_val":0.017025,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BROADSTONE NET LEASE LLC","title":"BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5","isin":"US11134GAA85","value_usd":301215.19,"pct_val":0.0170105,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUERCUS RE DESIGNATED ACTIVITY COMPANY","title":"QUERCUS RE DESIGNATED ACTIVITY 07/27 1","isin":"XS2865536135","value_usd":300718.99,"pct_val":0.0169825,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DATABRICKS INC","title":"DATABRICKS INC DELAYED DRAW TERM LOAN","isin":null,"value_usd":300404.87,"pct_val":0.0169648,"balance":295238.2,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL SR UNSECURED 03/32 5.25","isin":"US281020BB24","value_usd":300350.57,"pct_val":0.0169617,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONAL HEALTH INVS INC","title":"NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35","isin":"US63633DAG97","value_usd":299685.33,"pct_val":0.0169241,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RWE FINANCE US LLC","title":"RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125","isin":"US749983AC66","value_usd":298430.44,"pct_val":0.0168533,"balance":300000,"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 10/32 4.25","isin":"US718172DZ96","value_usd":295333.62,"pct_val":0.0166784,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUERCUS II RE DESIGNATED ACTIVITY COMPANY","title":"QUERCUS II RE DAC UNSECURED 144A 01/31 VAR","isin":"XS3246279957","value_usd":293800,"pct_val":0.0165918,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BMW CANADA AUTO TRUST 2024-1A","title":"BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A","isin":"CA05570XCL88","value_usd":289087.92,"pct_val":0.0163257,"balance":394809.62,"units":"PA","currency":null,"asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DA6087 FN 12/53 FIXED 6.5","isin":"US3140A6XR28","value_usd":288297.45,"pct_val":0.016281,"balance":276721.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEGRITY RE III LTD","title":"INTEGRITY RE III UNSECURED 144A 06/27 VAR","isin":"US45870GAF37","value_usd":287875,"pct_val":0.0162572,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SBNA AUTO LEASE TRUST 2024-A","title":"SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A","isin":"US78414SAE46","value_usd":276350.92,"pct_val":0.0156064,"balance":275874.73,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":272903.7,"pct_val":0.0154117,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST","title":"UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7","isin":"US90932JAA07","value_usd":269150.88,"pct_val":0.0151998,"balance":292545.07,"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 MA5165 FN 10/53 FIXED 5.5","isin":"US31418EW300","value_usd":267929.4,"pct_val":0.0151308,"balance":263387.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEGRITY RE III LTD","title":"INTEGRITY RE III UNSECURED 144A 06/28 VAR","isin":"US45870GAE61","value_usd":263850,"pct_val":0.0149004,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEGRITY RE III LTD","title":"INTEGRITY RE III UNSECURED 144A 06/27 VAR","isin":"US45870GAC06","value_usd":261350,"pct_val":0.0147592,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QA2045 FR 08/49 FIXED 3.5","isin":"US31334YHW03","value_usd":261325.88,"pct_val":0.0147579,"balance":279622.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"123 LIGHTS RE LTD","title":"123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR","isin":"US68302QAA22","value_usd":258125,"pct_val":0.0145771,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KIZUNA RE III PTE LTD","title":"KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR","isin":"US49835JAB26","value_usd":255962.5,"pct_val":0.014455,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII","isin":"US76112BR368","value_usd":252767.34,"pct_val":0.0142745,"balance":273350.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VITALITY RE XVI LTD","title":"VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR","isin":"US92849FAC23","value_usd":250987.5,"pct_val":0.014174,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VITALITY RE XVI LTD","title":"VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR","isin":"US92849FAA66","value_usd":250425,"pct_val":0.0141423,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AB0528 FN 04/39 FIXED 5","isin":"US31416VSS42","value_usd":244756.35,"pct_val":0.0138221,"balance":237885.43,"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-H10","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM","isin":"US38376RAT32","value_usd":242927.48,"pct_val":0.0137188,"balance":242954.62,"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 2023-1","title":"CARMAX AUTO OWNER TRUST CARMX 2023 1 A3","isin":"US14318DAC39","value_usd":242660.1,"pct_val":0.0137037,"balance":242128.58,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEDTRONIC INC","title":"MEDTRONIC INC COMPANY GUAR 10/30 2.95","isin":"XS3185369371","value_usd":234648.74,"pct_val":0.0132513,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2007-1","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3","isin":"US75970JAF30","value_usd":232074.02,"pct_val":0.0131059,"balance":927119.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":231946.05,"pct_val":0.0138971,"balance":232000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA6287 G2 11/49 FIXED 5","isin":"US36179U6Y37","value_usd":231768.08,"pct_val":0.0130886,"balance":227836.82,"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 2004-2","title":"COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1","isin":"US12669FKT92","value_usd":230868.7,"pct_val":0.0130379,"balance":231164.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH","isin":"EZNTN7YGP557","value_usd":228607.07,"pct_val":0.0129101,"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":"OCTANE RECEIVABLES TRUST 2023-2A","title":"OCTANE RECEIVABLES TRUST OCTL 2023 2A A2 144A","isin":"US67571QAB68","value_usd":221934.22,"pct_val":0.0130598,"balance":221711.67,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1","isin":"US17307GXP89","value_usd":218145.87,"pct_val":0.0123194,"balance":213820.41,"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 SD8385 FR 12/53 FIXED 6.5","isin":"US3132DWJ614","value_usd":217387.91,"pct_val":0.0122766,"balance":208960.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCCIDENTAL PETROLEUM CORPORATION","title":"OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625","isin":"US674599ED34","value_usd":214436.6,"pct_val":0.0126186,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/1.00000 03/18/26-2Y LCH","isin":"EZCZ6KPHFFM4","value_usd":212060.28,"pct_val":0.0119757,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":208372.2,"pct_val":0.0117674,"balance":-159,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP","title":"LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5","isin":"US505742AS58","value_usd":204799.6,"pct_val":0.0115657,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECUR CORP 2006-WF4","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6","isin":"US863576DL56","value_usd":202246.59,"pct_val":0.0114215,"balance":202127.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HPS CORPORATE LENDING FUND","title":"HPS CORPORATE LENDING FU SR UNSECURED 144A 09/28 4.9","isin":"US40440VAQ86","value_usd":199024.74,"pct_val":0.0112395,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTS 2006-22","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A","isin":"US12666BAA35","value_usd":197803.95,"pct_val":0.0111706,"balance":213659.98,"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 05/28 VAR","isin":"US780097BP50","value_usd":197526.64,"pct_val":0.0111549,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1","isin":"US07386HSY89","value_usd":190745.68,"pct_val":0.010772,"balance":198689.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST","title":"AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375","isin":"US023770AA81","value_usd":187310.46,"pct_val":0.010578,"balance":189634.33,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.81358 03/10/25-30Y* LCH","isin":"EZD73F8JTWY7","value_usd":185794,"pct_val":0.0104923,"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":"MF1 2021-FL6 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A","isin":"US55283TAA60","value_usd":185076.61,"pct_val":0.0108909,"balance":184795.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST","title":"AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3","isin":"US00908PAA57","value_usd":184270.82,"pct_val":0.0104063,"balance":192480,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AC6150 FN 11/39 FIXED 5.5","isin":"US31417SZQ64","value_usd":183978.54,"pct_val":0.0103898,"balance":176479.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/31 2.75","isin":"MX0SGO0000K0","value_usd":181947.11,"pct_val":0.0107068,"balance":3676787.24,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75","isin":"ZAG000096173","value_usd":174802.54,"pct_val":0.0098716,"balance":3000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0563 FN 11/30 FIXED 4","isin":"US31417YTV91","value_usd":171207.51,"pct_val":0.0096686,"balance":171481,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR SPECIALIZED LOAN TRUST 2006-3","title":"MASTR SPECIALIZED LOAN TRUST MASD 2006 3 A 144A","isin":"US57643BAA61","value_usd":171064.73,"pct_val":0.0096605,"balance":174856.23,"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 BX6752 FN 03/53 FIXED 5","isin":"US3140NBQE43","value_usd":170726.96,"pct_val":0.0096415,"balance":170562.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 835178 FN 09/35 FIXED 5.5","isin":"US31407M2K00","value_usd":166728.43,"pct_val":0.0094157,"balance":159454.44,"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 1A31","isin":"US76111XYF40","value_usd":164631.37,"pct_val":0.0092972,"balance":204123.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1","isin":"US161630BD93","value_usd":164274.58,"pct_val":0.0092771,"balance":176568.86,"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 ZM5960 FR 03/48 FIXED 4","isin":"US3131Y0TR37","value_usd":163860.42,"pct_val":0.0092537,"balance":169439.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/40 9","isin":"ZAG000125980","value_usd":157617.15,"pct_val":0.0089011,"balance":2600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A","isin":"US17311BAS25","value_usd":154674.32,"pct_val":0.0087349,"balance":273032.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDING TRUST","title":"GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5","isin":"US36143L2V62","value_usd":148500.33,"pct_val":0.0083863,"balance":150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN STATE TOBACCO SECURITIZATION","title":"GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214","isin":"US38122ND666","value_usd":146445.98,"pct_val":0.0082702,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH","isin":"EZM94ZZ4G0G0","value_usd":146266.79,"pct_val":0.0082601,"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":"ENTERPRISE FLEET FINANCING LLC 2022-3","title":"ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A","isin":"US29374FAB94","value_usd":145941.73,"pct_val":0.0082418,"balance":145865.88,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEATHROW FUNDING LIMITED","title":"HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45","isin":"XS0383001053","value_usd":145090.31,"pct_val":0.0081937,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 829708 FN 06/35 FLOATING VAR","isin":"US31407FYD67","value_usd":142450.57,"pct_val":0.0080446,"balance":137989.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 06/24/25-10Y CME","isin":"EZCX595VTB92","value_usd":141984.75,"pct_val":0.0080183,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QF2443 FR 11/52 FIXED 4","isin":"US3133BPWC85","value_usd":141050.32,"pct_val":0.0079655,"balance":147771.65,"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 BW1299 FN 11/52 FIXED 4","isin":"US3140MSNR27","value_usd":140806.35,"pct_val":0.0079518,"balance":147504.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QE4039 FR 06/52 FIXED 4","isin":"US3133BDPY58","value_usd":140403.33,"pct_val":0.007929,"balance":146962.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 889176 FN 03/38 FIXED VAR","isin":"US31410G2H50","value_usd":138834.18,"pct_val":0.0078404,"balance":133062.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BX5713 FN 02/53 FIXED 4","isin":"US3140NAK362","value_usd":136104.69,"pct_val":0.0076862,"balance":142909.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AD0649 FN 08/38 FIXED VAR","isin":"US31418MWK43","value_usd":130157.42,"pct_val":0.0073504,"balance":124428.47,"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 04/26 0.00000","isin":"US912797TH03","value_usd":129694.96,"pct_val":0.0073243,"balance":131000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST","title":"UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5","isin":"US909318AA56","value_usd":125910.32,"pct_val":0.0071105,"balance":130119.19,"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 AE0233 FN 07/39 FIXED VAR","isin":"US31419AHK60","value_usd":125900.57,"pct_val":0.00711,"balance":120355.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5","isin":"US3132DWJF14","value_usd":123365.65,"pct_val":0.0069668,"balance":121274.33,"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":"GENERAL MOTORS COMPANY SNR S* ICE","isin":"EZ0F3ZJ20784","value_usd":122178.33,"pct_val":0.0073203,"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":"EUROHOME UK MORTGAGES 2007-1 A","title":"EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS","isin":"XS0290416527","value_usd":117104.9,"pct_val":0.0066133,"balance":86928.31,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84598 03/20/25-30Y* LCH","isin":"EZGJ99MVMFL2","value_usd":116254.16,"pct_val":0.0065652,"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 AE5151 FN 11/30 FIXED 4","isin":"US31419FWM49","value_usd":114835.11,"pct_val":0.0064851,"balance":115152.64,"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/3.28000 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":111017.22,"pct_val":0.0062695,"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":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":108158.77,"pct_val":0.0061081,"balance":112768.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":106295.81,"pct_val":0.0063687,"balance":39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-22","title":"COUNTRYWIDE HOME LOANS CWHL 2004 22 A3","isin":"US12669F6Z19","value_usd":104193.8,"pct_val":0.0058841,"balance":108360.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK CITY OF","title":"NEW YORK NY NYC 02/55 FIXED 6.385","isin":"US64966SNJ14","value_usd":104064.36,"pct_val":0.006235,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR SPECIALIZED LOAN TRUST 2006-2","title":"MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A","isin":"US57643AAA88","value_usd":104003.55,"pct_val":0.0058734,"balance":105518.62,"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 310020 FN 11/35 FIXED VAR","isin":"US31374CK965","value_usd":103001.85,"pct_val":0.0058168,"balance":98762.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","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":98344.22,"pct_val":0.0058923,"balance":98214.8,"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 CB3909 FN 06/52 FIXED 4","isin":"US3140QPKX47","value_usd":94851.49,"pct_val":0.0053566,"balance":99355.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":93295.37,"pct_val":0.0052687,"balance":-45,"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/3.56900 08/14/24-10Y LCH","isin":"EZBVMXZPZB61","value_usd":91267.46,"pct_val":0.0051541,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G61239 FG 10/47 FIXED 4","isin":"US31335BLU88","value_usd":86287.6,"pct_val":0.0048729,"balance":89095.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENTENE CORPORATION","title":"CENTENE CORP SR UNSECURED 08/31 2.625","isin":"US15135BAZ40","value_usd":86085.43,"pct_val":0.0048615,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO 36 LTD 2025-52A","title":"SYMPHONY CLO LTD SYMP 2025 52A A 144A","isin":"US87272HAA86","value_usd":84435.21,"pct_val":0.0047683,"balance":84394.1,"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 JPY MUT+5.89/0.7500 6/20/19-20Y* LCH","isin":"EZSPN2VFRT56","value_usd":83217.48,"pct_val":0.0046995,"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":"MASTR SPECIALIZED LOAN TRUST 2007-1","title":"MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A","isin":"US57645KAA43","value_usd":83072.42,"pct_val":0.0046914,"balance":211618.81,"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 RA8790 FR 04/53 FIXED 5","isin":"US3133KQXT83","value_usd":82147.5,"pct_val":0.0046391,"balance":81799.68,"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 MUT+5.89/0.7500 03/20/19-19Y LCH","isin":"EZ0BMM7RB3K9","value_usd":80885.39,"pct_val":0.0045678,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 931983 FN 09/39 FIXED 5.5","isin":"US31412QM894","value_usd":80047.95,"pct_val":0.0045205,"balance":76787.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.55100 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":79767.35,"pct_val":0.0045047,"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":"RESIDENTIAL FUNDING MTGE SEC 2005-SA4","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21","isin":"US76111XYD91","value_usd":79285.71,"pct_val":0.0044775,"balance":127145.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0299 FN 01/30 FIXED 4","isin":"US31417YKM83","value_usd":78071.85,"pct_val":0.004409,"balance":78092.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":78034.93,"pct_val":0.0044069,"balance":146138.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE XXVII CLO LTD 2017-27A","title":"VENTURE CDO LTD VENTR 2017 27A AR 144A","isin":"US92331LBC37","value_usd":76867.86,"pct_val":0.004341,"balance":76773.33,"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":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":76711.77,"pct_val":0.0045141,"balance":86,"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 995938 FN 01/39 FIXED VAR","isin":"US31416CLT17","value_usd":74904.42,"pct_val":0.0042301,"balance":70785.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW8846 FN 09/52 FIXED 4","isin":"US3140N1ZL04","value_usd":73055.48,"pct_val":0.0041257,"balance":76582.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0534 FN 10/30 FIXED 4","isin":"US31417YSY40","value_usd":69410.68,"pct_val":0.0039198,"balance":69583.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB3914 FN 06/52 FIXED 4","isin":"US3140QPK488","value_usd":63239.62,"pct_val":0.0035713,"balance":66220.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.40750 09/05/24-10Y LCH","isin":"EZQK0T1M7D98","value_usd":59694.84,"pct_val":0.0033711,"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":"REACH ABS TRUST 2024-1A","title":"REACH FINANCIAL LLC REACH 2024 1A A 144A","isin":"US75526PAA93","value_usd":59199.82,"pct_val":0.0034836,"balance":59113.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2","isin":"US86359LPE38","value_usd":58631.39,"pct_val":0.0033111,"balance":58678.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":55433.46,"pct_val":0.0031305,"balance":56947.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORTGAGEIT TRUST 2005-4","title":"MORTGAGEIT TRUST MHL 2005 4 A1","isin":"US61913PAZ53","value_usd":54870.04,"pct_val":0.0030987,"balance":54643.91,"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/3.47000 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":52115.27,"pct_val":0.0029431,"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/3.58600 08/19/24-10Y LCH","isin":"EZN7CQ0TS3K8","value_usd":51386.17,"pct_val":0.0029019,"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 967211 FN 12/37 FIXED 5.5","isin":"US31414JAL70","value_usd":51316.48,"pct_val":0.002898,"balance":49211.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS4377 FN 04/52 FIXED VAR","isin":"US3140XK2K51","value_usd":50556.12,"pct_val":0.0028551,"balance":57077.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-18","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 18 1A","isin":"US23243WAA62","value_usd":50215.26,"pct_val":0.0028358,"balance":50810.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-73","title":"FANNIE MAE FNR 2007 73 A1","isin":"US31396V4Q81","value_usd":49578.62,"pct_val":0.0027999,"balance":50486.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":49474.68,"pct_val":0.0029643,"balance":-41,"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 824598 FN 12/34 FIXED 5.5","isin":"US31407ADB44","value_usd":47949.2,"pct_val":0.0027078,"balance":47204.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR REPERFORMING LOAN TR 2006-1","title":"MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A","isin":"US57643QBP90","value_usd":47691.84,"pct_val":0.0026933,"balance":69681.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMALL BUSINESS ADMIN PART CERT 2005-20G","title":"SMALL BUSINESS ADMINISTRATION SBAP 2005 20G 1","isin":"US83162CPR87","value_usd":47322.34,"pct_val":0.0028353,"balance":47323.45,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":44182.57,"pct_val":0.0024951,"balance":43758.86,"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 953000 FN 07/37 FIXED 5.5","isin":"US31413RGH30","value_usd":41803.06,"pct_val":0.0023607,"balance":40298.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":40283.32,"pct_val":0.0024136,"balance":40905.72,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 929187 FN 03/38 FIXED 5.5","isin":"US31412MJ824","value_usd":40261.14,"pct_val":0.0022737,"balance":38542.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1","isin":"US161630AQ16","value_usd":38979.09,"pct_val":0.0022013,"balance":40000.18,"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/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":38474.8,"pct_val":0.0021728,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QS94","value_usd":37737.02,"pct_val":0.0022207,"balance":38000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"SOUTH AFRICA EM SP MYC","isin":"EZNLRC3852L0","value_usd":37524.81,"pct_val":0.0021191,"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 735227 FN 02/35 FIXED VAR","isin":"US31402QYY15","value_usd":37271.03,"pct_val":0.0021048,"balance":35715.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2006-4","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1","isin":"US073882AA08","value_usd":36198,"pct_val":0.0020442,"balance":36476.55,"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 762626 FN 01/34 FIXED 5.5","isin":"US31404AHB35","value_usd":35967.66,"pct_val":0.0020312,"balance":35109.26,"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 G05956 FG 07/38 FIXED 5.5","isin":"US3128M75R30","value_usd":35219.13,"pct_val":0.0019889,"balance":33657.81,"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":"BOEING CO/THE SNR S* ICE","isin":"EZ4WVZ1M76W2","value_usd":34927.53,"pct_val":0.0019725,"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 745093 FN 12/35 FIXED VAR","isin":"US31403CXW62","value_usd":34552.91,"pct_val":0.0019513,"balance":33031.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 805516 FN 03/35 FIXED 5.5","isin":"US31406B3Z15","value_usd":33004.42,"pct_val":0.0018639,"balance":32541.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ARM LOAN TRUST 2004-8","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 3A","isin":"US86359BWG21","value_usd":32650.79,"pct_val":0.0018439,"balance":33518.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"VERIZON COMMUNICATIONS INC SNR S* ICE","isin":"EZKBMTL78RT9","value_usd":32471.75,"pct_val":0.0018338,"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/3.53200 08/20/24-10Y LCH","isin":"EZ4ZGS2N23W5","value_usd":30703.58,"pct_val":0.0017339,"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/3.61300 08/22/24-10Y LCH","isin":"EZZBSDRSGXS6","value_usd":30648.26,"pct_val":0.0017308,"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":"BANC OF AMERICA FUNDING CORP 2006-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1","isin":"US058927AA22","value_usd":30482.35,"pct_val":0.0017214,"balance":31877.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZW8XKN63668","value_usd":29793.23,"pct_val":0.0016825,"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":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/28 4","isin":"MX0SGO0000F0","value_usd":28753.74,"pct_val":0.0016238,"balance":519977.28,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH","isin":"EZ64KXLFNMN4","value_usd":28170.89,"pct_val":0.0015909,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.55000 08/21/24-10Y LCH","isin":"EZHZRCBWPB39","value_usd":27849.45,"pct_val":0.0015727,"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 783798 FN 07/34 FIXED 5.5","isin":"US31405AX329","value_usd":27596.48,"pct_val":0.0015585,"balance":26841.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":27160.62,"pct_val":0.0015338,"balance":33,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 3397","title":"FREDDIE MAC FHR 3397 FC","isin":"US31397PLU20","value_usd":26926.77,"pct_val":0.0015206,"balance":26956.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 745428 FN 01/36 FIXED VAR","isin":"US31403DD973","value_usd":26857.16,"pct_val":0.0015167,"balance":25675.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"GENERAL MOTORS COMPANY SNR S* ICE","isin":"EZWLHWP69KK1","value_usd":25766.44,"pct_val":0.0014551,"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 995112 FN 07/36 FIXED VAR","isin":"US31416BN531","value_usd":25031.04,"pct_val":0.0014136,"balance":23986.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE LN TR-2006-8AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4","isin":"US61749LAP67","value_usd":24689.76,"pct_val":0.0013943,"balance":25298.57,"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 AL0442 FN 06/40 FIXED VAR","isin":"US3138EGP403","value_usd":24666.64,"pct_val":0.001393,"balance":23580.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH","isin":"EZM5CNHNBF74","value_usd":23984.31,"pct_val":0.0013545,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 12/26 3","isin":"MX0SGO0000M6","value_usd":23162.7,"pct_val":0.001363,"balance":427533.4,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.61100 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":22799.28,"pct_val":0.0012875,"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 MA0538 FN 10/30 FIXED 4.5","isin":"US31417YS407","value_usd":22720.92,"pct_val":0.0012831,"balance":22563.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 310104 FN 08/37 FIXED VAR","isin":"US31374CNV45","value_usd":22479.45,"pct_val":0.0012695,"balance":21817.25,"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 889992 FN 06/38 FIXED VAR","isin":"US31410KXV15","value_usd":22454.93,"pct_val":0.0012681,"balance":21483.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":22417.34,"pct_val":0.0013192,"balance":39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY CAPITAL INC 2006-HE2","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C","isin":"US617451EU96","value_usd":22404.85,"pct_val":0.0012653,"balance":26389.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2004-HE9","title":"MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M2","isin":"US61744CJU18","value_usd":22296.86,"pct_val":0.0012592,"balance":22220.35,"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/3.67000 01/08/24-10Y LCH","isin":"EZG7FCZ335H8","value_usd":21656.69,"pct_val":0.001223,"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 683271 FN 02/33 FIXED 5.5","isin":"US31400CCG78","value_usd":19174.79,"pct_val":0.0010829,"balance":18481.9,"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 357886 FN 07/35 FIXED 5.5","isin":"US31376KRF56","value_usd":18297.87,"pct_val":0.0010333,"balance":17534.25,"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 MA3088 FN 08/47 FIXED 4","isin":"US31418CNE02","value_usd":17367.54,"pct_val":0.0009808,"balance":17953.01,"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 G04595 FG 12/33 FIXED 5.5","isin":"US3128M6NL83","value_usd":17237.24,"pct_val":0.0009734,"balance":16971.88,"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 821707 FN 06/35 FIXED 5.5","isin":"US31406V3Q71","value_usd":15931.19,"pct_val":0.0008997,"balance":15527.23,"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":15762.3,"pct_val":0.0008901,"balance":15798.68,"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 G04625 FG 06/36 FIXED 6","isin":"US3128M6PJ10","value_usd":15541.8,"pct_val":0.0008777,"balance":14779.52,"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 C91302 FG 05/30 FIXED 4.5","isin":"US3128P7NT61","value_usd":15415.46,"pct_val":0.0008706,"balance":15313.06,"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/3.64500 08/07/24-10Y LCH","isin":"EZ2H268MSWS8","value_usd":15261.85,"pct_val":0.0008619,"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 BM2003 FN 10/47 FIXED VAR","isin":"US3140J6GM33","value_usd":15221.53,"pct_val":0.0008596,"balance":15734.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN OWNER TRUST 1999-3","title":"FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2","isin":"US35729BAF85","value_usd":14968.69,"pct_val":0.0008453,"balance":15265.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2004-WF","title":"GSAMP TRUST GSAMP 2004 WF M2","isin":"US36242DKL63","value_usd":14950.8,"pct_val":0.0008443,"balance":14606.44,"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 G03812 FG 02/38 FIXED 5.5","isin":"US3128M5R934","value_usd":14682.42,"pct_val":0.0008292,"balance":14056.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-62","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1","isin":"US12668ATT24","value_usd":14665.84,"pct_val":0.0008282,"balance":16828.45,"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 AE0517 FN 11/35 FIXED VAR","isin":"US31419ASF56","value_usd":14590.76,"pct_val":0.000824,"balance":13965.22,"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 A14613 FG 10/33 FIXED 5","isin":"US31296PDS83","value_usd":14475.46,"pct_val":0.0008175,"balance":14390.7,"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/3.61882 03/01/24-9Y* LCH","isin":"EZPPGS20SB55","value_usd":13555.02,"pct_val":0.0007655,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.79000 04/07/25-5Y* CME","isin":"EZYVT7M6F4C6","value_usd":13220.77,"pct_val":0.0007466,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2002-TBC2","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A","isin":"US585525FX10","value_usd":12872.25,"pct_val":0.0007269,"balance":12885.31,"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":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZZVSNMRWDZ0","value_usd":12827.79,"pct_val":0.0007244,"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 MA0511 FN 09/30 FIXED 4.5","isin":"US31417YR904","value_usd":12752.09,"pct_val":0.0007201,"balance":12674.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 888023 FN 06/36 FIXED VAR","isin":"US31410FSL03","value_usd":12417.2,"pct_val":0.0007012,"balance":12084.74,"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 947005 FN 10/37 FIXED 6","isin":"US31413JR227","value_usd":12370.36,"pct_val":0.0006986,"balance":11723.88,"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 765387 FN 08/34 FIXED 6","isin":"US31404DJ820","value_usd":12355.32,"pct_val":0.0006977,"balance":11958.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 835168 FN 08/35 FIXED 5.5","isin":"US31407MZ994","value_usd":12001.82,"pct_val":0.0006778,"balance":11473.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AA2374 FN 03/39 FIXED 5.5","isin":"US31416KT810","value_usd":11634.32,"pct_val":0.000657,"balance":11243.76,"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 889037 FN 08/37 FIXED VAR","isin":"US31410GV676","value_usd":11476.05,"pct_val":0.0006481,"balance":11160.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2004-W8","title":"FANNIEMAE WHOLE LOAN FNW 2004 W8 2A","isin":"US31394ALL88","value_usd":11072.52,"pct_val":0.0006253,"balance":10790.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.30000 09/25/24-5Y LCH","isin":"EZG6CLJMHV54","value_usd":11059.73,"pct_val":0.0006246,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2008-27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2008 27 JD","isin":"US38374DTL37","value_usd":10855.51,"pct_val":0.000613,"balance":10879.79,"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 AE4703 FN 09/30 FIXED 4","isin":"US31419FGM23","value_usd":10798.36,"pct_val":0.0006098,"balance":10858.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 992629 FN 11/38 FIXED 5.5","isin":"US31415XVW81","value_usd":10750.15,"pct_val":0.0006071,"balance":10389.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.36000 10/07/24-5Y LCH","isin":"EZMRJVS7LFP2","value_usd":10350.4,"pct_val":0.0005845,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 759360 FN 01/34 FIXED 5.5","isin":"US31403VTR05","value_usd":10052.32,"pct_val":0.0005677,"balance":9875.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":10004.24,"pct_val":0.0005887,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91275 FG 11/29 FIXED 4.5","isin":"US3128P7MY65","value_usd":9781.38,"pct_val":0.0005524,"balance":9693.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 889977 FN 10/38 FIXED VAR","isin":"US31410KXE99","value_usd":9560.65,"pct_val":0.0005399,"balance":9139.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SECURITIES 2004-A","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A2","isin":"US05948XT270","value_usd":9260.49,"pct_val":0.000523,"balance":9381.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G03436 FG 11/37 FIXED 6","isin":"US3128M5EH99","value_usd":8906.32,"pct_val":0.000503,"balance":8407,"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 1A2","isin":"US07384MR877","value_usd":8876.72,"pct_val":0.0005013,"balance":9299.36,"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":"31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000","isin":"EZ0X1GXSRXF6","value_usd":8688.43,"pct_val":0.0005113,"balance":423000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R594 PIMCO FXVAN PUT EUR USD 1.09750000","isin":"EZXSNMVYWSL9","value_usd":8475.87,"pct_val":0.0004988,"balance":423000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"VERIZON COMMUNICATIONS INC SNR S* ICE","isin":"EZSQ5BJRJBN9","value_usd":8297.1,"pct_val":0.0004686,"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":"INDYMAC ARM TRUST 2001-H2","title":"INDYMAC ARM TRUST INARM 2001 H2 A1","isin":"US45660UAQ22","value_usd":8063.05,"pct_val":0.0004553,"balance":8236.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL3681 FN 10/40 FIXED VAR","isin":"US3138ELCT86","value_usd":8044.14,"pct_val":0.0004543,"balance":7601.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 983496 FN 07/35 FIXED 5.5","isin":"US31415LRR05","value_usd":8034.64,"pct_val":0.0004537,"balance":7690.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 190399 FN 11/39 FIXED VAR","isin":"US31368HNQ29","value_usd":7894.16,"pct_val":0.0004458,"balance":7572.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.23100 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":7685.7,"pct_val":0.000434,"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":"PRIME MORTGAGE TRUST 2004-CL1","title":"PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2","isin":"US74160MDL37","value_usd":7656.18,"pct_val":0.0004324,"balance":8041.16,"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 761558 FN 12/33 FIXED 5.5","isin":"US31403YB361","value_usd":7522.23,"pct_val":0.0004248,"balance":7413.9,"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 13A1","isin":"US07384M4E98","value_usd":7453.06,"pct_val":0.0004209,"balance":7637.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2003-AR1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3","isin":"US86358HRX97","value_usd":7395.4,"pct_val":0.0004176,"balance":7910.64,"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 759477 FN 02/34 FIXED 5.5","isin":"US31403VXE46","value_usd":7193.95,"pct_val":0.0004063,"balance":7070.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 254692 FN 03/33 FIXED 5.5","isin":"US31371K2Z39","value_usd":7191.66,"pct_val":0.0004061,"balance":7014.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 909597 FN 02/37 FIXED 5.5","isin":"US31411JRS77","value_usd":7186.24,"pct_val":0.0004058,"balance":6890.11,"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/3.60000 01/17/24-10Y LCH","isin":"EZ3PH80XK7T0","value_usd":7113.87,"pct_val":0.0004017,"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 AA7356 FN 02/38 FIXED 4.5","isin":"US31416RE668","value_usd":7106.56,"pct_val":0.0004013,"balance":7154.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TR 2004-HYB2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A","isin":"US17307GEC87","value_usd":7105.87,"pct_val":0.0004013,"balance":7627.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91295 FG 04/30 FIXED 4.5","isin":"US3128P7NL36","value_usd":7051.84,"pct_val":0.0003982,"balance":7005.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE 2003-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1","isin":"US07384MB681","value_usd":7045.78,"pct_val":0.0003979,"balance":7474.32,"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 889982 FN 11/38 FIXED VAR","isin":"US31410KXK59","value_usd":6963.49,"pct_val":0.0003932,"balance":6670.09,"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 888103 FN 09/36 FIXED VAR","isin":"US31410FU456","value_usd":6945.7,"pct_val":0.0003922,"balance":6640.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735883 FN 03/33 FIXED VAR","isin":"US31402RRC50","value_usd":6838.03,"pct_val":0.0003862,"balance":6577.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080180 G2 03/28 FLOATING VAR","isin":"US36225CFW10","value_usd":6368.59,"pct_val":0.0003597,"balance":6352.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A39012 FG 06/35 FIXED 5.5","isin":"US31297VAM00","value_usd":6273,"pct_val":0.0003543,"balance":5999.66,"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 G03640 FG 12/37 FIXED 5.5","isin":"US3128M5LV01","value_usd":6241.9,"pct_val":0.0003525,"balance":5961.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST-2004-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 1A1","isin":"US466247BL67","value_usd":6040.81,"pct_val":0.0003411,"balance":6594.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 806506 FN 10/44 FLOATING VAR","isin":"US31406DAF33","value_usd":5942.58,"pct_val":0.0003356,"balance":5869.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 810851 FN 01/35 FIXED 5.5","isin":"US31406HZQ37","value_usd":5891.69,"pct_val":0.0003327,"balance":5653.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AD0570 FN 08/37 FIXED VAR","isin":"US31418MT440","value_usd":5607.04,"pct_val":0.0003166,"balance":5448.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735861 FN 09/33 FIXED VAR","isin":"US31402RQN25","value_usd":5587.28,"pct_val":0.0003155,"balance":5438.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080968 G2 07/34 FLOATING VAR","isin":"US36225DCE22","value_usd":5509.73,"pct_val":0.0003112,"balance":5409.96,"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 888893 FN 08/37 FIXED VAR","isin":"US31410GRN50","value_usd":5498.5,"pct_val":0.0003105,"balance":5256.42,"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 802084 FN 11/34 FIXED 5.5","isin":"US31405XCV38","value_usd":5378,"pct_val":0.0003037,"balance":5151.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0800 FN 07/41 FIXED 5.5","isin":"US31417Y3J48","value_usd":5101.22,"pct_val":0.0002881,"balance":4895.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 256022 FN 12/35 FIXED 5.5","isin":"US31371MLB18","value_usd":5053.02,"pct_val":0.0002854,"balance":4830.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0130 FN 07/29 FIXED 5","isin":"US31417YEC75","value_usd":5027.99,"pct_val":0.0002839,"balance":4967.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 985615 FN 04/34 FIXED 5.5","isin":"US31415P3Y25","value_usd":5022.06,"pct_val":0.0002836,"balance":4897.3,"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 750548 FN 02/34 FIXED 5.5","isin":"US31403JZM16","value_usd":4959.57,"pct_val":0.0002801,"balance":4888.06,"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":4731.24,"pct_val":0.0002784,"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 929451 FN 05/38 FIXED 5.5","isin":"US31412MTG32","value_usd":4693.69,"pct_val":0.0002651,"balance":4494.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 743579 FN 11/33 FIXED 5.5","isin":"US31403BCQ41","value_usd":4484.96,"pct_val":0.0002533,"balance":4421.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A","isin":"US22540VK434","value_usd":4456.68,"pct_val":0.0002517,"balance":4589.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A10695 FG 07/33 FIXED 4.5","isin":"US31296JXY71","value_usd":4451.8,"pct_val":0.0002514,"balance":4472.02,"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 735036 FN 12/34 FIXED VAR","isin":"US31402QSZ53","value_usd":4403.13,"pct_val":0.0002487,"balance":4270.86,"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 G02366 FG 10/36 FIXED 6.5","isin":"US3128LXTX80","value_usd":4359.95,"pct_val":0.0002462,"balance":4106.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 357906 FN 08/35 FIXED 5.5","isin":"US31376KR323","value_usd":4335.91,"pct_val":0.0002449,"balance":4150.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0493 FN 08/30 FIXED 4","isin":"US31417YRP42","value_usd":4322.69,"pct_val":0.0002441,"balance":4332.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 819030 FN 04/35 FIXED 5.5","isin":"US31406S4P51","value_usd":4309.88,"pct_val":0.0002434,"balance":4248.29,"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 971726 FN 02/38 FIXED 5.5","isin":"US31414PA335","value_usd":4292.63,"pct_val":0.0002424,"balance":4184.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH","isin":"EZGTN9JZ4G83","value_usd":4183.31,"pct_val":0.0002362,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 725943 FN 10/34 FIXED VAR","isin":"US31402DP466","value_usd":4089.48,"pct_val":0.0002309,"balance":3983.34,"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 939419 FN 05/37 FLOATING VAR","isin":"US31413ADY64","value_usd":4006.6,"pct_val":0.0002263,"balance":3935.26,"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":3932.11,"pct_val":0.0002221,"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 725425 FN 04/34 FIXED VAR","isin":"US31402C4J86","value_usd":3803.63,"pct_val":0.0002148,"balance":3695.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR","isin":"US3128JNVF92","value_usd":3487.53,"pct_val":0.000197,"balance":3367.28,"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":"31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000","isin":"EZ6LHMHGSW79","value_usd":3411.8,"pct_val":0.0002008,"balance":10803000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995049 FN 02/38 FIXED VAR","isin":"US31416BL634","value_usd":3373.43,"pct_val":0.0001905,"balance":3194.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G04618 FG 07/33 FIXED 6","isin":"US3128M6PB83","value_usd":3307.66,"pct_val":0.0001868,"balance":3164.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 889234 FN 03/38 FIXED VAR","isin":"US31410G4T70","value_usd":3224.16,"pct_val":0.0001821,"balance":3088.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 895606 FN 06/36 FLOATING VAR","isin":"US31410SAF48","value_usd":3222.12,"pct_val":0.000182,"balance":3132.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 888352 FN 05/37 FIXED VAR","isin":"US31410F5M37","value_usd":3169.88,"pct_val":0.000179,"balance":3030.15,"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 A72749 FG 02/38 FIXED 5.5","isin":"US3128L6BS74","value_usd":3052.62,"pct_val":0.0001724,"balance":2920.69,"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 1L0113 FH 05/35 FLOATING VAR","isin":"US3128Q2DS91","value_usd":3014.97,"pct_val":0.0001703,"balance":2915.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1","isin":"US12669GTV31","value_usd":2978.27,"pct_val":0.0001682,"balance":3035.33,"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 775474 FN 05/34 FIXED 5.5","isin":"US31404QQ363","value_usd":2941.67,"pct_val":0.0001661,"balance":2827.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3894 FN 09/31 FIXED 4","isin":"US31418DKG69","value_usd":2856.2,"pct_val":0.0001613,"balance":2863.93,"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 G02461 FG 11/36 FIXED 6.5","isin":"US3128M4B691","value_usd":2754.26,"pct_val":0.0001555,"balance":2588.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 254548 FN 12/32 FIXED 5.5","isin":"US31371KWH03","value_usd":2691.98,"pct_val":0.000152,"balance":2593.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 764388 FN 03/34 FLOATING VAR","isin":"US31404CF549","value_usd":2592.58,"pct_val":0.0001464,"balance":2559.36,"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":"VERIZON COMMUNICATIONS INC SNR S* ICE","isin":"EZZJ5VMDZXB6","value_usd":2576.97,"pct_val":0.0001455,"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":"SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT1 M2","isin":"US83611MDH88","value_usd":2569.16,"pct_val":0.0001451,"balance":2571.7,"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 256059 FN 01/36 FIXED 5.5","isin":"US31371MMG95","value_usd":2547.07,"pct_val":0.0001438,"balance":2434.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 871251 FN 04/36 FIXED 5.5","isin":"US31409G5L61","value_usd":2544.62,"pct_val":0.0001437,"balance":2466.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 745418 FN 04/36 FIXED VAR","isin":"US31403DDX49","value_usd":2542.07,"pct_val":0.0001436,"balance":2430.13,"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 G04621 FG 05/35 FIXED 6","isin":"US3128M6PE23","value_usd":2411.17,"pct_val":0.0001362,"balance":2339.76,"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 704101 FN 05/33 FIXED 5.5","isin":"US31401CGJ62","value_usd":2372.14,"pct_val":0.000134,"balance":2335.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A68781 FG 10/37 FIXED 5.5","isin":"US3128L0XJ67","value_usd":2089.36,"pct_val":0.000118,"balance":2001,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTAGE TRUST 2005-7","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1","isin":"US007036MX18","value_usd":2075.98,"pct_val":0.0001172,"balance":2230.42,"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 763798 FN 03/34 FIXED 5.5","isin":"US31404BRT16","value_usd":2037.66,"pct_val":0.0001151,"balance":2001.25,"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 G04624 FG 02/33 FIXED 6","isin":"US3128M6PH53","value_usd":1988.9,"pct_val":0.0001123,"balance":1913.83,"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 928480 FN 07/37 FIXED 6","isin":"US31412LQ946","value_usd":1845.06,"pct_val":0.0001042,"balance":1748.66,"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 G04604 FG 12/34 FIXED 5.5","isin":"US3128M6NV65","value_usd":1831.84,"pct_val":0.0001034,"balance":1779.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 930140 FN 11/38 FIXED 6","isin":"US31412NLV63","value_usd":1791.04,"pct_val":0.0001011,"balance":1702.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 888256 FN 02/37 FLOATING VAR","isin":"US31410FZV02","value_usd":1786.99,"pct_val":0.0001009,"balance":1732.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 781319 GN 07/31 FIXED 7","isin":"US36225BPC62","value_usd":1734.6,"pct_val":0.000098,"balance":1648.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000","isin":"EZR5HRN9R6R0","value_usd":1667.47,"pct_val":0.0000981,"balance":3431000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 823358 FN 02/35 FLOATING VAR","isin":"US31406XWT52","value_usd":1642.65,"pct_val":0.0000928,"balance":1601.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003586 G2 07/34 FIXED 6.5","isin":"US36202D6X42","value_usd":1616.1,"pct_val":0.0000913,"balance":1525.07,"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 GRANTOR TRUST 2001-T8","title":"FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1","isin":"US313920UK48","value_usd":1613.94,"pct_val":0.0000911,"balance":1561.16,"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":1609.21,"pct_val":0.0000909,"balance":1597.54,"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 MA0920 FN 12/31 FIXED 4","isin":"US31418AAW80","value_usd":1498.07,"pct_val":0.0000846,"balance":1502.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003502 G2 01/34 FIXED 6.5","isin":"US36202D3K57","value_usd":1385.68,"pct_val":0.0000783,"balance":1310.29,"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 C03094 FG 11/37 FIXED 6","isin":"US31292KNK96","value_usd":1325.91,"pct_val":0.0000749,"balance":1251.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 254637 FN 02/33 FIXED 5.5","isin":"US31371KZA23","value_usd":1321,"pct_val":0.0000746,"balance":1288.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0908 FN 11/31 FIXED 4","isin":"US31418AAJ79","value_usd":1296.24,"pct_val":0.0000732,"balance":1299.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE4704 FN 09/30 FIXED 4.5","isin":"US31419FGN06","value_usd":1283.51,"pct_val":0.0000725,"balance":1277.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003599 G2 08/34 FIXED 6.5","isin":"US36202D7L94","value_usd":1267.27,"pct_val":0.0000716,"balance":1178.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 676661 FN 01/33 FIXED 5.5","isin":"US31391TWW43","value_usd":1187.43,"pct_val":0.0000671,"balance":1143.79,"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":"OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH","isin":"EZM3GC13QTT8","value_usd":1155.46,"pct_val":0.0000653,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 640050 FN 04/32 FIXED 6","isin":"US31390ABT60","value_usd":1108.7,"pct_val":0.0000626,"balance":1080.25,"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 G03400 FG 03/37 FIXED 5.5","isin":"US3128M5DD94","value_usd":1074.45,"pct_val":0.0000607,"balance":1040.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A45796 FG 01/33 FIXED 7","isin":"US3128K6NM86","value_usd":994.61,"pct_val":0.0000562,"balance":945.9,"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 995615 FN 10/37 FLOATING VAR","isin":"US31416CAQ96","value_usd":914.31,"pct_val":0.0000516,"balance":893.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 545191 FN 09/31 FIXED VAR","isin":"US31385HUQ37","value_usd":817.27,"pct_val":0.0000462,"balance":795.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-57","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1","isin":"US31394JD872","value_usd":730.06,"pct_val":0.0000412,"balance":698.97,"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 G02781 FG 04/37 FIXED 5.5","isin":"US3128M4M672","value_usd":703.57,"pct_val":0.0000397,"balance":672.18,"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 G03243 FG 07/37 FIXED 5.5","isin":"US3128M45C34","value_usd":679.4,"pct_val":0.0000384,"balance":652.64,"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 A25162 FG 05/34 FIXED 5.5","isin":"US31297CWX46","value_usd":664.06,"pct_val":0.0000375,"balance":652.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R8E0 PIMCO FXVAN PUT EUR USD 1.14500000","isin":"EZVT5TS6QXX5","value_usd":652.06,"pct_val":0.0000384,"balance":8415000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.91000 04/07/25-7Y* CME","isin":"EZG1394P6HM3","value_usd":618.6,"pct_val":0.0000349,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 081136 G2 11/34 FLOATING VAR","isin":"US36225DHN75","value_usd":566.06,"pct_val":0.000032,"balance":551.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 253947 FN 08/31 FIXED 8","isin":"US31371KBQ31","value_usd":534.47,"pct_val":0.0000302,"balance":508.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 930768 FN 03/29 FIXED 4","isin":"US31412PCD15","value_usd":520.38,"pct_val":0.0000294,"balance":521.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003151 G2 10/31 FIXED 7","isin":"US36202DQC82","value_usd":497.23,"pct_val":0.0000281,"balance":469.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003240 G2 05/32 FIXED 7","isin":"US36202DS519","value_usd":417.19,"pct_val":0.0000236,"balance":393.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 003229 G2 04/32 FIXED 7","isin":"US36202DSS17","value_usd":408.16,"pct_val":0.0000231,"balance":392.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 545888 FN 08/32 FIXED VAR","isin":"US31385JND62","value_usd":398.46,"pct_val":0.0000225,"balance":384.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 615006 FN 11/31 FIXED 7.5","isin":"US31388UGP93","value_usd":395.6,"pct_val":0.0000223,"balance":390.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080610 G2 06/32 FLOATING VAR","isin":"US36225CVC71","value_usd":381.02,"pct_val":0.0000215,"balance":374.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G01644 FG 02/34 FIXED 5.5","isin":"US31283HZH10","value_usd":369.38,"pct_val":0.0000209,"balance":359.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9M1 PIMCO FXVAN PUT EUR USD 1.12200000","isin":"EZWYXTRTQG35","value_usd":364.05,"pct_val":0.0000214,"balance":190000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1","isin":"US362341RT83","value_usd":347.9,"pct_val":0.0000196,"balance":347.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 252292 FN 12/28 FIXED 6","isin":"US31371HF945","value_usd":310.13,"pct_val":0.0000175,"balance":302.17,"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":"31750R9N9 PIMCO FXVAN PUT EUR USD 1.12900000","isin":"EZ5XP0D5L9J8","value_usd":290.72,"pct_val":0.0000171,"balance":8254000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G04614 FG 02/34 FIXED 6","isin":"US3128M6N790","value_usd":271.65,"pct_val":0.0000153,"balance":261.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA0072 FN 05/29 FIXED 4","isin":"US31417YCJ47","value_usd":230.86,"pct_val":0.000013,"balance":231.44,"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":"31750R8W0 PIMCO FXVAN PUT EUR USD 1.13150000","isin":"EZ9386YZ99F6","value_usd":224.04,"pct_val":0.0000132,"balance":8674000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ARM TRUST 2002-11","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1","isin":"US07384MSH69","value_usd":223.98,"pct_val":0.0000126,"balance":208.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G01673 FG 04/34 FIXED 5.5","isin":"US31283H2E45","value_usd":215.85,"pct_val":0.0000122,"balance":211.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 596796 GN 12/32 FIXED 7","isin":"US36200B7H49","value_usd":197.04,"pct_val":0.0000111,"balance":193.71,"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 12/18/24-10Y LCH","isin":"EZ7K2W20N534","value_usd":166.72,"pct_val":0.0000094,"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 062936 FN 01/27 FLOATING VAR","isin":"US31362J4V40","value_usd":165.09,"pct_val":0.0000097,"balance":165.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL1953 FN 01/27 FIXED VAR","isin":"US3138EJE385","value_usd":111.58,"pct_val":0.0000063,"balance":111.52,"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 535661 FN 01/31 FIXED VAR","isin":"US31384WB664","value_usd":104.07,"pct_val":0.0000059,"balance":101.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 252409 FN 03/29 FIXED 6.5","isin":"US31371HKW78","value_usd":48.28,"pct_val":0.0000027,"balance":47.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 647903 FN 04/27 FLOATING VAR","isin":"US31390JX894","value_usd":16.53,"pct_val":9e-7,"balance":16.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750R9K5 PIMCO FXVAN PUT AUD USD 0.62250000","isin":"EZFCTLFPZ5T5","value_usd":9.93,"pct_val":6e-7,"balance":1251000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R8D2 PIMCO FXVAN PUT AUD USD 0.62500000","isin":"EZXW7JBCPHR7","value_usd":8.46,"pct_val":5e-7,"balance":4262000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R9L3 PIMCO FXVAN CALL USD SEK 10.12500000","isin":"EZ7G75L3QGF0","value_usd":6.46,"pct_val":4e-7,"balance":807000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R8V2 PIMCO FXVAN PUT AUD USD 0.61750000","isin":"EZ3PLRJ6JZ70","value_usd":6.05,"pct_val":4e-7,"balance":4569028,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008744 G2 11/25 FLOATING VAR","isin":"US36202KWD35","value_usd":5.01,"pct_val":3e-7,"balance":5.02,"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 255984 FN 11/25 FIXED 4.5","isin":"US31371MJ574","value_usd":1.35,"pct_val":1e-7,"balance":1.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063","isin":"EZXJWB9HGZH3","value_usd":-0.09,"pct_val":0,"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":"317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260","isin":"EZ6DBGNRST51","value_usd":-0.5,"pct_val":0,"balance":-5000000,"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":"317UB8RA2 PIMCO SWAPTION 3.498 CALL USD 202601","isin":"EZYJY66WQZQ5","value_usd":-0.6,"pct_val":0,"balance":-6000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070","isin":"EZ78N9X8M3Y4","value_usd":-6.71,"pct_val":-4e-7,"balance":-6100000,"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":-77.91,"pct_val":-0.0000047,"balance":-4900000,"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":"317UBBLA1 PIMCO SWAPTION 3.5775 CALL USD 20260","isin":"EZ32XN5503M5","value_usd":-142.48,"pct_val":-0.000008,"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":"317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070","isin":"EZY1VWC6W1B5","value_usd":-160.37,"pct_val":-0.0000096,"balance":-7900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UACKA1 PIMCO SWAPTION 3.398 CALL USD 202510","isin":"EZ58MHJWS411","value_usd":-182,"pct_val":-0.0000107,"balance":-5000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/8.10000 04/07/25-10Y* CME","isin":"EZ0M7P0JQ8N7","value_usd":-330.26,"pct_val":-0.0000187,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","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":-407.25,"pct_val":-0.000023,"balance":-4500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601","isin":"EZCZL8PJPGL2","value_usd":-440,"pct_val":-0.0000248,"balance":-5000000,"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":-650,"pct_val":-0.0000389,"balance":-4000000,"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":"317UABCA2 PIMCO SWAPTION 3.806 PUT USD 2025100","isin":"EZ8X8K6LPQ84","value_usd":-703.82,"pct_val":-0.0000414,"balance":-2600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105","isin":"EZYP3D7S7MC6","value_usd":-739.44,"pct_val":-0.0000418,"balance":-3900000,"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":"317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071","isin":"EZ1JLHJ8JY10","value_usd":-817.76,"pct_val":-0.000049,"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":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-893.25,"pct_val":-0.0000504,"balance":-4500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071","isin":"EZBYVN1N6JS0","value_usd":-904.29,"pct_val":-0.0000542,"balance":-4300000,"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":-946.26,"pct_val":-0.0000567,"balance":-2100000,"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":"317UAFFA0 PIMCO SWAPTION 3.375 CALL USD 202510","isin":"EZYVCQBLY748","value_usd":-970,"pct_val":-0.0000571,"balance":-4000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506","isin":"EZY1GXGHBZM5","value_usd":-1204.65,"pct_val":-0.0000722,"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":"317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510","isin":"EZLK51HR0TK9","value_usd":-1907.36,"pct_val":-0.0001122,"balance":-5200000,"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":"EZXKWXGHTDT1","value_usd":-2091.48,"pct_val":-0.0001181,"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":"OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH","isin":"EZKVS9DRRQP2","value_usd":-2128.59,"pct_val":-0.0001202,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOFTBANK GROUP CORP SNR JP SP GST","isin":"EZ1K1NTX2WN0","value_usd":-2386.69,"pct_val":-0.0001348,"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":"317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072","isin":"EZBGX0TQ91B3","value_usd":-2401.23,"pct_val":-0.0001439,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-2731.2,"pct_val":-0.0001542,"balance":-2000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.58240 04/08/25-5Y* CME","isin":"EZ5ZP737HMQ2","value_usd":-2733,"pct_val":-0.0001543,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011","isin":"EZRPXWTDZ7D5","value_usd":-2744.56,"pct_val":-0.000155,"balance":-5600000,"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":-3594.24,"pct_val":-0.000203,"balance":-5200000,"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/3.79500 08/06/24-10Y LCH","isin":"EZNY7TTVVKP4","value_usd":-4029.97,"pct_val":-0.0002276,"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":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-4165.72,"pct_val":-0.0002353,"balance":-5200000,"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":-4682.76,"pct_val":-0.0002644,"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":"317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507","isin":"EZMYNDCY8F38","value_usd":-4689.1,"pct_val":-0.0002809,"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":"317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072","isin":"EZTRLD6PX319","value_usd":-4869.57,"pct_val":-0.0002918,"balance":-4100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-5915.2,"pct_val":-0.000334,"balance":-2000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072","isin":"EZHZLXVZP143","value_usd":-7380.78,"pct_val":-0.0004422,"balance":-3300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"COLOMBIA LA SP MYC","isin":"EZQJJC4KSPK3","value_usd":-8396.14,"pct_val":-0.0004742,"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/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-9214.99,"pct_val":-0.0005204,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507","isin":"EZ7SJVNDKPC9","value_usd":-9524.32,"pct_val":-0.0005707,"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":"RFR USD SOFR/3.85000 08/05/24-10Y LCH","isin":"EZKZ3H4L0SC3","value_usd":-11170.7,"pct_val":-0.0006308,"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":"317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507","isin":"EZ24N26H1YR9","value_usd":-12310.65,"pct_val":-0.0007376,"balance":-3300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84200 12/26/23-10Y LCH","isin":"EZXF72WB6QT0","value_usd":-13557,"pct_val":-0.0007656,"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":"317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721","isin":"EZQRZMCG5093","value_usd":-16239.3,"pct_val":-0.000973,"balance":-2100000,"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":-19292.55,"pct_val":-0.0011559,"balance":-4100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.65000 08/14/24-5Y LCH","isin":"EZJ6HD982SV2","value_usd":-21930.01,"pct_val":-0.0012385,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-22911.19,"pct_val":-0.0012939,"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/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-25792.06,"pct_val":-0.0014566,"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":"317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507","isin":"EZJFGPMJB918","value_usd":-26185.34,"pct_val":-0.0015689,"balance":-7900000,"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":-26992,"pct_val":-0.0016172,"balance":-4000000,"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":-28130.33,"pct_val":-0.0015886,"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":"317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507","isin":"EZSG2674R1G7","value_usd":-29888.01,"pct_val":-0.0017907,"balance":-4300000,"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":"317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507","isin":"EZ78XR7L6YX2","value_usd":-32480.06,"pct_val":-0.0019461,"balance":-6100000,"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 AUD BOUGHT USD 20260114","isin":null,"value_usd":-33373.78,"pct_val":-0.0018847,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"AU","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":-35106.61,"pct_val":-0.0019826,"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/3.88000 07/10/24-10Y LCH","isin":"EZG0BTDH1HZ1","value_usd":-35749.08,"pct_val":-0.0020189,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-36915.2,"pct_val":-0.0020847,"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/3.88500 07/12/24-10Y LCH","isin":"EZ5CY898Q7W9","value_usd":-37087.87,"pct_val":-0.0020945,"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/3.85400 12/29/23-10Y LCH","isin":"EZ691JFCS359","value_usd":-44681.72,"pct_val":-0.0025233,"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":-44754.64,"pct_val":-0.0026815,"balance":-4900000,"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":-48647.99,"pct_val":-0.0027473,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ORACLE CORPORATION SNR S* ICE","isin":"EZ1MLH5HB0L4","value_usd":-50583.05,"pct_val":-0.0028566,"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":"317UAEOA3 PIMCO SWAPTION 3.625 PUT USD 2025101","isin":"EZ4SL49GDZV9","value_usd":-58551.36,"pct_val":-0.0034455,"balance":-9600000,"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/4.08000 06/05/24-10Y LCH","isin":"EZZ07KT62N06","value_usd":-64861.26,"pct_val":-0.0036629,"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":"TURKEY EM SP BRC","isin":"EZ1PD1ZWT8Q6","value_usd":-84207.3,"pct_val":-0.0047554,"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/2.85000 08/29/22-5Y LCH","isin":"EZTLVW57JR59","value_usd":-89309.77,"pct_val":-0.0050436,"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/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-103359.18,"pct_val":-0.005837,"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/4.06000 07/02/24-10Y LCH","isin":"EZ6F7BKB3SW9","value_usd":-173765.66,"pct_val":-0.0098131,"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 4.75000 12/20/28-5Y LCH","isin":"EZCW9TP7R7M9","value_usd":-201586.83,"pct_val":-0.0113842,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-205041.73,"pct_val":-0.0115793,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.80000 06/03/24-7Y* LCH","isin":"EZRYBJZD4558","value_usd":-226446.9,"pct_val":-0.0127881,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH","isin":"EZ84B28RK5H5","value_usd":-349184.97,"pct_val":-0.0197195,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.78750 05/03/22-5Y LCH","isin":"EZRTX2S89N60","value_usd":-450243.29,"pct_val":-0.0254266,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-467677.66,"pct_val":-0.028021,"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":-723020.31,"pct_val":-0.0408311,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-1043650.93,"pct_val":-0.0625306,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-4111788.86,"pct_val":-0.24196,"balance":-5100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206122","value_usd":-4123807.83,"pct_val":-0.232884,"balance":-5100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226831","value_usd":-35914725.15,"pct_val":-2.15184,"balance":-43300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226A83","value_usd":-36486835.93,"pct_val":-2.14709,"balance":-43300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226260","value_usd":-36605414.28,"pct_val":-2.06722,"balance":-43300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-moderate-duration-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-moderate-duration-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Moderate Duration Fund | LEI: B2JY4NU9RPQLDEI8V482 | 973 positions totaling $2,678,234,341 across DBT, DIR, STIV, EC, DFE, ABS-CBDO, ABS-MBS, ABS-O, LON, DCR | 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"}