{"entity_type":"fund","name":"PIMCO RAE PLUS EMG Fund","identifiers":{"lei":"E5LPIUVQZNA4IY7QBQ29","cik":"810893","fund_id":"S000023716","fundkey":"pimco-rae-plus-emg-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":545,"total_value_usd":592738617.4,"asset_categories":["DFE","ABS-MBS","EC","STIV","ABS-O","DCR","ABS-CBDO","DBT","DIR"],"by_asset_category":{"DIR":{"positions":170,"total_value_usd":4556327.12},"DBT":{"positions":103,"total_value_usd":83566992.27},"ABS-MBS":{"positions":154,"total_value_usd":423633234.35},"ABS-O":{"positions":47,"total_value_usd":12539418.69},"ABS-CBDO":{"positions":39,"total_value_usd":22234402.21},"DFE":{"positions":10,"total_value_usd":97307.93},"DCR":{"positions":19,"total_value_usd":-234174.23},"EC":{"positions":1,"total_value_usd":30520241.46},"STIV":{"positions":2,"total_value_usd":15824867.6}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":54771993.19,"pct_val":27.2604,"balance":52690000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":42919773.16,"pct_val":21.3615,"balance":41820000,"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":"US01F0626B21","value_usd":40455004.03,"pct_val":20.7097,"balance":39120000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626899","value_usd":34758698.89,"pct_val":16.4746,"balance":33710000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISHARES CORE S&P 500 ETF","title":"ISHARES CORE S+P 500 ETF ISHARES CORE S+P 500 ETF","isin":"US4642872000","value_usd":30520241.46,"pct_val":15.1902,"balance":44559,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":22053547.88,"pct_val":11.2896,"balance":21590000,"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":"US01F0606A83","value_usd":20077268.03,"pct_val":10.2779,"balance":19650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":18539424.02,"pct_val":8.78716,"balance":18260000,"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":18168483.37,"pct_val":9.3008,"balance":18330000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":15791409.56,"pct_val":7.8595,"balance":1608577.93,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":13903765.78,"pct_val":6.58999,"balance":13907000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":13789721.77,"pct_val":6.86325,"balance":13840000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":11379274.74,"pct_val":5.82527,"balance":11010000,"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 SD8475 FR 11/54 FIXED 5.5","isin":"US3132DWMY65","value_usd":9351078.71,"pct_val":4.6541,"balance":9215142.82,"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":8237675.23,"pct_val":3.90442,"balance":8410000,"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 BZ5550 FN 12/32 FIXED 4.3","isin":"US3140Q1EY23","value_usd":8178551.75,"pct_val":4.07053,"balance":8200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":6884547.12,"pct_val":3.26308,"balance":7200000,"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":"US21H0406247","value_usd":6818951.6,"pct_val":3.39384,"balance":7220000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5575","title":"FREDDIE MAC FHR 5575 FC","isin":"US3137HN2X59","value_usd":6809538.1,"pct_val":3.38916,"balance":6771501.22,"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":6800346.46,"pct_val":3.48123,"balance":7010000,"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":6788360.31,"pct_val":3.47509,"balance":7220000,"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":6694314.34,"pct_val":3.17291,"balance":7200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":6394285.82,"pct_val":3.03071,"balance":6400000,"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 3.5 JUMBOS","isin":"US21H0326213","value_usd":5824496,"pct_val":2.8989,"balance":6400000,"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":"US01F0426241","value_usd":5667300.88,"pct_val":2.82066,"balance":5810000,"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":"US21H0506152","value_usd":5298693.95,"pct_val":2.6372,"balance":5310000,"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":5275620.03,"pct_val":2.70069,"balance":5310000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":4912241.83,"pct_val":2.44486,"balance":15300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-116","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 116 QF","isin":"US38381PC921","value_usd":4655298.3,"pct_val":2.31698,"balance":4611904.89,"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":4377954.96,"pct_val":2.17894,"balance":24800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","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":3981083.98,"pct_val":1.88692,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":3835415.21,"pct_val":1.96342,"balance":4070000,"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":"US21H0406734","value_usd":3701132.5,"pct_val":1.75423,"balance":3980000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSRPM MORTGAGE LOAN TRUST 2006-1","title":"GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A","isin":"US362334NW08","value_usd":3559883.89,"pct_val":1.77178,"balance":3189000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":3270717.06,"pct_val":1.62786,"balance":3450000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5580","title":"FREDDIE MAC FHR 5580 FA","isin":"US3137HMXM77","value_usd":3218417.2,"pct_val":1.60183,"balance":3188344.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426203","value_usd":3066451.16,"pct_val":1.5262,"balance":3150000,"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 4.5 JUMBOS","isin":"US21H0426B01","value_usd":3053506.96,"pct_val":1.56315,"balance":3150000,"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 5.5 JUMBOS","isin":"US21H0526119","value_usd":3039656.45,"pct_val":1.51286,"balance":3010000,"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 5.5 JUMBOS","isin":"US21H0526B91","value_usd":3030755.15,"pct_val":1.5515,"balance":3010000,"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 6 JUMBOS","isin":"US21H0606226","value_usd":3024875.38,"pct_val":1.5055,"balance":2970000,"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 6 JUMBOS","isin":"US21H0606B29","value_usd":3020762.32,"pct_val":1.54639,"balance":2970000,"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 07/30 3.875","isin":"US91282CNN73","value_usd":2418093.74,"pct_val":1.2035,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/29 8.5","isin":"MX0MGO0001F1","value_usd":2411152.02,"pct_val":1.20005,"balance":43000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SBNA AUTO RECEIVABLES TRUST 2025-SF1","title":"SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 C 144A","isin":"US78437XAC02","value_usd":2357857.93,"pct_val":1.17352,"balance":2350000,"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 05/44 4.625","isin":"US912810UB25","value_usd":2357156.26,"pct_val":1.17317,"balance":2400000,"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 TBA 30 YR 5 JUMBOS","isin":"US21H0506806","value_usd":2199397.27,"pct_val":1.04245,"balance":2240000,"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 BM7581 FN 09/31 VARIABLE","isin":"US3140JCM768","value_usd":2042696.4,"pct_val":1.01667,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":2000000,"pct_val":1.02384,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 08/29 11","isin":"COL17CT03995","value_usd":1920527.46,"pct_val":0.955861,"balance":7673700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":1899641.76,"pct_val":0.900376,"balance":10700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA1296 FN 08/51 FIXED VAR","isin":"US3140W1NN98","value_usd":1894946.57,"pct_val":0.943129,"balance":1936699.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797QU41","value_usd":1852050.24,"pct_val":0.877819,"balance":1869000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENSKE TRUCK LEASING CO LP","title":"PENSKE TRUCK LEASING CO LP / P 10/25 ZCP","isin":"US70962AX271","value_usd":1749581.75,"pct_val":0.895645,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":1677381.03,"pct_val":0.858684,"balance":1730000,"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 03/36 6.25","isin":"ZAG000030404","value_usd":1629991.89,"pct_val":0.811259,"balance":31570000,"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 FS2937 FN 04/43 FIXED VAR","isin":"US3140XJHP17","value_usd":1573878.44,"pct_val":0.783331,"balance":1608380.35,"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 02/31 7","isin":"ZAG000077470","value_usd":1557309.32,"pct_val":0.775084,"balance":26360000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5","isin":"CL0002686989","value_usd":1478634.94,"pct_val":0.735928,"balance":1305000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2006-7","title":"GSAA HOME EQUITY TRUST GSAA 2006 7 AF2","isin":"US362334NB60","value_usd":1453442.2,"pct_val":0.723389,"balance":4178022.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A","isin":"US93363RAB24","value_usd":1419178.13,"pct_val":0.706336,"balance":1478663.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":1387978.81,"pct_val":0.690807,"balance":1370000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":1380483.29,"pct_val":0.706696,"balance":1370000,"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 2005-3","title":"MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A","isin":"US576436CP28","value_usd":1358125.75,"pct_val":0.675949,"balance":1406877.28,"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 RJ0137 FR 12/53 FIXED 5","isin":"US3142GQEK49","value_usd":1316998.56,"pct_val":0.65548,"balance":1317714.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-124","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 124 HF","isin":"US38381PHD87","value_usd":1308624.89,"pct_val":0.651312,"balance":1300863.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":1282074.63,"pct_val":0.607667,"balance":1290000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PUN13","value_usd":1256147.93,"pct_val":0.595378,"balance":1260000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR15","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A","isin":"US93363QAC24","value_usd":1243533.45,"pct_val":0.618916,"balance":1374226.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2007-4","title":"GSAA HOME EQUITY TRUST GSAA 2007 4 A2","isin":"US3622EBAB42","value_usd":1229327.23,"pct_val":0.611845,"balance":4509419.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE5","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B","isin":"US61753KAC09","value_usd":1228775.71,"pct_val":0.611571,"balance":2872814.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2006 GP4","title":"LEHMAN XS TRUST LXS 2006 GP4 3A5","isin":"US525161AN53","value_usd":1188448.92,"pct_val":0.5915,"balance":1133120.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A","isin":"XS2865669522","value_usd":1178957.34,"pct_val":0.586776,"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":"MF1 2022-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":1158898.22,"pct_val":0.576792,"balance":1158270.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUW34","value_usd":1145510.17,"pct_val":0.542939,"balance":1150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","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":1115442.03,"pct_val":0.555164,"balance":17700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7","isin":"PEP01000C5I0","value_usd":1086415.76,"pct_val":0.540717,"balance":3200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":1034920.64,"pct_val":0.490523,"balance":1040000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FU836","value_usd":1028952.08,"pct_val":0.487694,"balance":1030000,"units":"PA","currency":"USD","asset_cat":"DBT","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":1019840,"pct_val":0.507582,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY CARD ISSUANCE TRUST 2024-A2","title":"SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A","isin":"US87166PAN15","value_usd":1015379.8,"pct_val":0.481261,"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":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP OF AM","isin":"US92866BU298","value_usd":1009748.31,"pct_val":0.478592,"balance":1010000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AU933","value_usd":1008840.72,"pct_val":0.478162,"balance":1010000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7579 FN 10/29 VARIABLE","isin":"US3140JCM503","value_usd":1007924.2,"pct_val":0.501651,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUG52","value_usd":1007916.07,"pct_val":0.477723,"balance":1010000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2007-11","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1","isin":"US86364YAA29","value_usd":1007730.28,"pct_val":0.501555,"balance":1164715.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":1006267,"pct_val":0.500827,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2468 FR 09/55 FIXED 5.5","isin":"US31427PW679","value_usd":1003901.66,"pct_val":0.499649,"balance":975379.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"37 CAPITAL CLO II 2022-1A","title":"37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A","isin":"US88429PAU66","value_usd":1001863.83,"pct_val":0.498635,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX COMMERCIAL MORTGAGE TRUST 2022-AHP","title":"BX TRUST BX 2022 AHP B 144A","isin":"US05610FAC14","value_usd":999571.7,"pct_val":0.497494,"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 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A","isin":"US55287HAC43","value_usd":999286.31,"pct_val":0.497352,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER","isin":"US00913WU865","value_usd":998956.8,"pct_val":0.473477,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":998089.5,"pct_val":0.473066,"balance":1000000,"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":"POLAND GOVERNMENT BOND BONDS 07/29 4.75","isin":"PL0000116760","value_usd":986361.89,"pct_val":0.49092,"balance":3480000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PL","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":979769.42,"pct_val":0.487639,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORPORATION","title":"INTEL CORPORATION","isin":"US45826CU165","value_usd":959878.18,"pct_val":0.454955,"balance":960000,"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 BS9867 FN 11/30 FIXED 5.3","isin":"US3140LL6D83","value_usd":942404.85,"pct_val":0.469042,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOUR CLO VI DAC 6A","title":"ARBOUR CLO ARBR 6A AR 144A","isin":"XS2900383915","value_usd":941957.77,"pct_val":0.468819,"balance":800000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-E","title":"FREMONT HOME LOAN TRUST FHLT 2006 E 1A1","isin":"US35729NAA37","value_usd":937576.83,"pct_val":0.466639,"balance":1809393.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5420 FN 07/54 FIXED 5.5","isin":"US31418FAW77","value_usd":935255.95,"pct_val":0.465484,"balance":921553.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":930519.6,"pct_val":0.463127,"balance":880000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TRUST 2005-16","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A","isin":"US41161PYZ07","value_usd":927834.26,"pct_val":0.46179,"balance":1437173.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING III LLC 2024-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A","isin":"US42806MCK36","value_usd":919658.25,"pct_val":0.457721,"balance":900000,"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 CB9479 FN 11/54 FIXED 5.5","isin":"US3140QVQ988","value_usd":919412.95,"pct_val":0.457599,"balance":890649.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2005-QA13","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1","isin":"US761118PE29","value_usd":916670.69,"pct_val":0.456234,"balance":1040536.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9","isin":"ZAG000125980","value_usd":903580.6,"pct_val":0.428271,"balance":18500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CQS US CLO 2021-1 LTD","title":"CQS US CLO LTD CQS 2021 1A AR 144A","isin":"US12659UAL61","value_usd":900876.06,"pct_val":0.448373,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR","isin":"US694308KS54","value_usd":900020.49,"pct_val":0.426584,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2025-FL14 LLC","title":"BDS LTD BDS 2025 FL14 AS 144A","isin":"US072921AC35","value_usd":899401.2,"pct_val":0.447639,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2007-A1","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1","isin":"US761136AA85","value_usd":867386.64,"pct_val":0.431705,"balance":2834698.75,"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/1.75000 06/15/22-10Y CME","isin":"EZQ6DKJXZ1C9","value_usd":866056.67,"pct_val":0.431043,"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 ACCREDIT LOANS 2005-QS10","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1","isin":"US761118CX47","value_usd":856508.32,"pct_val":0.426291,"balance":1254748.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A","title":"MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A","isin":"XS2844411921","value_usd":813513.74,"pct_val":0.404892,"balance":691198.68,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","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":801512.41,"pct_val":0.398919,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LMNT CRE 2025-FL3 LLC","title":"LFT CRE 2021 FL1, LLC LMNT 2025 FL3 A 144A","isin":"US50208TAA97","value_usd":801390.58,"pct_val":0.398858,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5484","title":"FREDDIE MAC FHR 5484 FD","isin":"US3137HHKV29","value_usd":795688.71,"pct_val":0.39602,"balance":792893.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-4","title":"BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1","isin":"US073871AE56","value_usd":792833.51,"pct_val":0.394599,"balance":876362.51,"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 06/28 VAR","isin":"US95000U2S19","value_usd":777837.32,"pct_val":0.39819,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TRUST 2007-5","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1","isin":"US68403HAA05","value_usd":757422.2,"pct_val":0.376975,"balance":1244200.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2022-A","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A","isin":"US17330VAA44","value_usd":741247.46,"pct_val":0.379459,"balance":738863.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRALEE CLO VI LTD 2019 6A","title":"TRALEE CDO LTD TRAL 2019 6A A1RR 144A","isin":"US89289EBL74","value_usd":715798.17,"pct_val":0.366431,"balance":714503.97,"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 BZ2582 FN 12/29 FIXED 4.3","isin":"US3140NW2Q77","value_usd":708090.87,"pct_val":0.352422,"balance":702000,"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 ABS CAPITAL I 2007-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP","isin":"US617526AB45","value_usd":707719.93,"pct_val":0.352237,"balance":1193948.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING III LLC 2023-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A","isin":"US42806MBS70","value_usd":702368.1,"pct_val":0.349574,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELMWOOD CLO 15 LTD","title":"ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A","isin":"US29003JAN46","value_usd":700115.84,"pct_val":0.348453,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELMWOOD CLO 15 LTD","title":"ELM15 20222A A1R 144A 29003P910","isin":null,"value_usd":700000,"pct_val":0.33178,"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":"N/A","title":"RFR USD SOFR/3.50000 12/18/24-30Y CME","isin":"EZ4089K4KC85","value_usd":699179.56,"pct_val":0.347987,"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":"FREDDIE MAC REMICS 5473","title":"FREDDIE MAC FHR 5473 FA","isin":"US3137HHFU01","value_usd":692838.95,"pct_val":0.344831,"balance":691287.84,"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 OCCIDENTAL PETROLEUM COR","isin":"US674599EL59","value_usd":687335.32,"pct_val":0.325777,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":687306.16,"pct_val":0.342077,"balance":688498.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MTGE LN TR 2006-7","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3","isin":"US61749JAT34","value_usd":682436.2,"pct_val":0.339654,"balance":2736009.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":681836.06,"pct_val":0.339355,"balance":130000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVON FINANCE 4A","title":"AVON FINANCE AVON 4A A 144A","isin":"XS2683120211","value_usd":677341.59,"pct_val":0.337118,"balance":501819.91,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QA8","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2","isin":"US74922QAB86","value_usd":673806.03,"pct_val":0.335358,"balance":716890.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDBUZZ SECURITIZATION TRUST 2023-3A","title":"LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A","isin":"US525931AB72","value_usd":672255.78,"pct_val":0.334587,"balance":660219.97,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 06/21/23-10Y CME","isin":"EZVCRM3XZB08","value_usd":658759.61,"pct_val":0.32787,"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":"317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD","isin":"EZHZD2WP7XK5","value_usd":656839.92,"pct_val":0.326914,"balance":141600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CARVAL CLO LTD 2018-1A","title":"CARVAL CLO LTD CARVL 2018 1A AR 144A","isin":"US146865AJ95","value_usd":652694.8,"pct_val":0.324851,"balance":652360.45,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2 DAC  24-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A","isin":"XS2921572231","value_usd":629557.01,"pct_val":0.313335,"balance":535120.24,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR","isin":"US95000U3W12","value_usd":618953.23,"pct_val":0.316854,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR","isin":"US78016HZZ62","value_usd":614217.61,"pct_val":0.31443,"balance":600000,"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 BS9613 FN 10/28 FIXED 4.77","isin":"US3140LLVF52","value_usd":613160.48,"pct_val":0.305175,"balance":600000,"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 07/35 VAR","isin":"US025816DW67","value_usd":607667.9,"pct_val":0.288017,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 07/30 5.033","isin":"US04685A4R91","value_usd":604847.63,"pct_val":0.301037,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR US CLO 2022-1A","title":"CAPITAL FOUR US CLO C4US 2022 1A AR 144A","isin":"US14016CAN65","value_usd":604404.62,"pct_val":0.300817,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDSTONE PEAK LTD 2021-1A","title":"SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A","isin":"US800130AN66","value_usd":601091.44,"pct_val":0.299168,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2022-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A4","isin":"US14686JAD28","value_usd":600189.36,"pct_val":0.284473,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":599665.38,"pct_val":0.298458,"balance":600000,"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 2025-2 DAC 25-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A","isin":"XS3070649523","value_usd":590045.47,"pct_val":0.29367,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3","title":"SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B","isin":"US84751XAC65","value_usd":589295.35,"pct_val":0.293297,"balance":839111.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO III DAC 3A","title":"INVESCO EURO CLO INVSC 3A AR","isin":"XS2867986593","value_usd":587812.29,"pct_val":0.292559,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2","isin":"US3137HLY301","value_usd":571226.5,"pct_val":0.284304,"balance":586785.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":570176.48,"pct_val":0.283781,"balance":567747.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"TITULOS DE TESORERIA BONDS 04/28 6","isin":"COL17CT02914","value_usd":569414.28,"pct_val":0.291494,"balance":2437400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HENLEY CLO VII DAC 7A","title":"HENLEY FUNDING LTD. HNLY 7A AR 144A","isin":"XS2874094274","value_usd":567553.64,"pct_val":0.282476,"balance":482504.5,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHING MUTUAL MTGE P/T 2006-7","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A5","isin":"US93935HAH03","value_usd":561193.05,"pct_val":0.27931,"balance":2144506.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU MTGE P/T CERT 2007-HY6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3","isin":"US92927XAE40","value_usd":552995.12,"pct_val":0.27523,"balance":616955.86,"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 RJ4826 FR 09/55 FIXED 5.5","isin":"US3142GVLG49","value_usd":545754.17,"pct_val":0.271626,"balance":530711.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 05/34 VAR","isin":"US06738ECG89","value_usd":537905.29,"pct_val":0.26772,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL XIV-B LTD","title":"NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A","isin":"US66860CAL72","value_usd":537892.92,"pct_val":0.267713,"balance":537606.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERT 2007-QH2","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A","isin":"US12668JAA43","value_usd":533610.67,"pct_val":0.265582,"balance":593124.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/30 8","isin":"ZAG000106998","value_usd":531112.32,"pct_val":0.264339,"balance":8600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EVERSOURCE ENERGY","title":"EVERSOURCE ENERGY EVERSOURCE ENERGY","isin":"US30040WBA53","value_usd":526294.85,"pct_val":0.249449,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITY SQUARE 2021-1 PLC A","title":"TRINITY SQUARE TRINI 2021 1A AR 144A","isin":"XS2783078087","value_usd":516689.7,"pct_val":0.264503,"balance":383194.72,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHILEAN GOVT","title":"BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7","isin":"CL0002454248","value_usd":513897.89,"pct_val":0.263074,"balance":505000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9669 FN 10/28 FIXED 4.72","isin":"US3140LLW723","value_usd":511105.9,"pct_val":0.254381,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2025-N1","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A","isin":"US14688XAD93","value_usd":506246.65,"pct_val":0.251963,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR","isin":"US86562MDY30","value_usd":505865.77,"pct_val":0.258962,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2024-A","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3","isin":"US448973AD90","value_usd":504683.8,"pct_val":0.239206,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":504547.08,"pct_val":0.251117,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 05/28 4.751","isin":"US902613AP31","value_usd":504389.65,"pct_val":0.258207,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL","isin":"US46849LUZ20","value_usd":504305.72,"pct_val":0.239027,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1","title":"AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A","isin":"US02582JJZ49","value_usd":502714.25,"pct_val":0.238272,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CREDIT CARD TRUST 2023-A1","title":"BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1","isin":"US05522RDG02","value_usd":502274.5,"pct_val":0.238064,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"37 CAPITAL CLO I 2021-1A","title":"37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A","isin":"US88430TAQ40","value_usd":500893.17,"pct_val":0.249298,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIMCO CLO SERIES 2015-AA","title":"AIMCO AIMCO 2015 AA AR3 144A","isin":"US00900LAY02","value_usd":500757.43,"pct_val":0.237345,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAMESTOWN CLO 2022 XVIIIA LTD","title":"JAMESTOWN CLO LTD JTWN 2022 18A AR 144A","isin":"US47047RAN61","value_usd":500750.64,"pct_val":0.249227,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-1 LTD","title":"WELLFLEET CLO LTD WELF 2021 1A A1R 144A","isin":"US94950CAL00","value_usd":500609.17,"pct_val":0.249157,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A","isin":"US05684RAL69","value_usd":500537.5,"pct_val":0.249121,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW CLO AMR LTD 2019-1A","title":"TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A","isin":"US87241EAQ89","value_usd":500375,"pct_val":0.24904,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 16","title":"KKR FINANCIAL CLO LTD KKR 16 A1R3 144A","isin":"US48251BBE92","value_usd":500167.78,"pct_val":0.248937,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A","title":"OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A","isin":"US67592BAY48","value_usd":499875,"pct_val":0.248792,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-77","title":"FANNIE MAE FNR 2024 77 FM","isin":"US3136BTRF25","value_usd":497597.78,"pct_val":0.247658,"balance":496908.67,"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 REGS 07/39 6.75","isin":"XS3021378388","value_usd":490387.45,"pct_val":0.244069,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A","title":"TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A","isin":"XS2799791848","value_usd":486053.16,"pct_val":0.24882,"balance":360487.96,"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/2.75000 06/21/23-30Y CME","isin":"EZM2L9TGLT92","value_usd":481189.4,"pct_val":0.239492,"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":"NYMT LOAN TRUST 2022-SP1","title":"NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A","isin":"US62956BAA70","value_usd":466101.44,"pct_val":0.220919,"balance":466287.54,"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":"317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD","isin":"EZFQKCSJY4B4","value_usd":458529.12,"pct_val":0.228213,"balance":141600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CHL MORTGAGE PASS-THROUGH TRUST 2007-19","title":"COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1","isin":"US12544PAA03","value_usd":453078.63,"pct_val":0.225501,"balance":1252397.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 3 A3","isin":"US36267KAD90","value_usd":451788.47,"pct_val":0.214135,"balance":448865.64,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN MORTGAGE TRUST 2006-7","title":"LEHMAN MORTGAGE TRUST LMT 2006 7 1A2","isin":"US52520QAB05","value_usd":451585.75,"pct_val":0.224758,"balance":1004808.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2023-B","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3","isin":"US44933XAD93","value_usd":435969.27,"pct_val":0.206637,"balance":433105.49,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY AUTO RECEIVABLES TRUST 2023-1","title":"ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3","isin":"US02007WAC29","value_usd":429621.65,"pct_val":0.203628,"balance":426532.7,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375","isin":"US195325EQ44","value_usd":425400,"pct_val":0.211725,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TR 2006-WF2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1","isin":"US17309BAL18","value_usd":423940.9,"pct_val":0.210999,"balance":858429.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR","title":"COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A","isin":"US12564NAA00","value_usd":423314.42,"pct_val":0.210687,"balance":429236.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45","isin":"US06418GAK31","value_usd":416960.52,"pct_val":0.207524,"balance":400000,"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 BZ1029 FN 06/29 FIXED 4.93","isin":"US3140NVEB95","value_usd":411723.31,"pct_val":0.204918,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A","isin":"US05377RHL15","value_usd":409881.76,"pct_val":0.204001,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15","isin":"US842400JC81","value_usd":408895.93,"pct_val":0.203511,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSPA MONETIZATION TRUST","title":"GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422","isin":"US36298GAA76","value_usd":406988.07,"pct_val":0.202561,"balance":401937.02,"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 G18659 FG 09/32 FIXED 3","isin":"US3128MMWV14","value_usd":405790.66,"pct_val":0.201965,"balance":414298.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE CAP CERT 2007-6","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1","isin":"US12639PAA66","value_usd":391863.06,"pct_val":0.195033,"balance":684244.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHL MORTGAGE PASS-THROUGH TRUST 2006-12","title":"COUNTRYWIDE HOME LOANS CWHL 2006 12 A1","isin":"US125432AE49","value_usd":379748.77,"pct_val":0.189004,"balance":810961.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW VEHICLE OWNER TRUST 2023-A","title":"BMW VEHICLE OWNER TRUST BMWOT 2023 A A3","isin":"US05592XAD21","value_usd":378510.4,"pct_val":0.179403,"balance":376208.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D","isin":"US81377AAE29","value_usd":357295.12,"pct_val":0.177828,"balance":936336.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE6","title":"AREIT CRE TRUST AREIT 2022 CRE6 A 144A","isin":"US04002VAA98","value_usd":356560.16,"pct_val":0.177463,"balance":356998.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6","isin":"PEP01000C5K6","value_usd":352892.8,"pct_val":0.175637,"balance":1100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCCU AUTO RECEIVABLES TRUST 2023-1A","title":"SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A","isin":"US805922AE19","value_usd":351212.87,"pct_val":0.174801,"balance":348655.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5","isin":"US3142GQBT84","value_usd":351083.92,"pct_val":0.174737,"balance":351003.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2024-CES4","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A","isin":"US74939FAA57","value_usd":337819.43,"pct_val":0.168135,"balance":333589.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF","isin":"US38380VEU17","value_usd":329257.48,"pct_val":0.163874,"balance":337499.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT 2024-NQM1 TRUST","title":"GCAT GCAT 2024 NQM1 A1 144A","isin":"US36169HAA14","value_usd":327473.92,"pct_val":0.162986,"balance":324717.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":327059.77,"pct_val":0.16278,"balance":370000,"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 2024-4","title":"VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A","isin":"US92540GAA67","value_usd":325509.87,"pct_val":0.162009,"balance":321137.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306A11","value_usd":325050.06,"pct_val":0.166399,"balance":370000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/35 5.625","isin":"US80413TBL26","value_usd":320079.18,"pct_val":0.163855,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IVORY COAST GOVT (AKA: COTE D'IVOIRE)","title":"IVORY COAST SR UNSECURED REGS 03/48 6.625","isin":"XS1796266754","value_usd":319511.02,"pct_val":0.159023,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CI","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BHG SECURITIZATION TRUST 2022-C","title":"BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A","isin":"US08860DAB91","value_usd":311885.18,"pct_val":0.155228,"balance":311037.14,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":311135.14,"pct_val":0.154854,"balance":333039.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR","isin":"US60687YDL02","value_usd":303652.35,"pct_val":0.155445,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3","isin":"US36268GAD79","value_usd":301595.64,"pct_val":0.142948,"balance":300000,"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 2 LTD 2015-2A","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A","isin":"US03329LAS07","value_usd":295674.03,"pct_val":0.151361,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":294156.82,"pct_val":0.146404,"balance":4900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IXIS REAL ESTATE CAPITAL TRUST 2006-HE1","title":"IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A3","isin":"US45071KDD37","value_usd":293936.78,"pct_val":0.146294,"balance":562281.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBAM 2018-5 LTD 5A","title":"CBAM CLO MANAGEMENT CBAM 2018 5A A 144A","isin":"US12481QAC96","value_usd":288890.14,"pct_val":0.136926,"balance":288319.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 14 LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A","isin":"US033295AA45","value_usd":288338.66,"pct_val":0.143508,"balance":300000,"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":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":266936.06,"pct_val":0.12652,"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":"317U9Y3A4 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZYLQMSPLVK8","value_usd":266704.2,"pct_val":0.132741,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA8521 FR 02/53 FIXED 5","isin":"US3133KQPE07","value_usd":265455.32,"pct_val":0.132119,"balance":265052.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ECUADOR GOVT","title":"REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000","isin":"XS2214239506","value_usd":257100,"pct_val":0.127961,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"EC","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2007-3","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1","isin":"US026935AH97","value_usd":249747.16,"pct_val":0.124301,"balance":273388.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOMEBANC MORTGAGE TRUST 2005-1","title":"HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2","isin":"US43739EAQ08","value_usd":249496.61,"pct_val":0.124176,"balance":304134.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A","isin":"US14686TAC27","value_usd":247752.61,"pct_val":0.117428,"balance":246952.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-9","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A","isin":"US41161PSK02","value_usd":246794.18,"pct_val":0.122831,"balance":261170.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2022-4","title":"CARMAX AUTO OWNER TRUST CARMX 2022 4 A3","isin":"US14318UAD37","value_usd":232803.32,"pct_val":0.110342,"balance":232030.77,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SBNA AUTO RECEIVABLES TRUST 2025-SF1","title":"SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 B 144A","isin":"US78437XAB29","value_usd":232341.51,"pct_val":0.115638,"balance":232191.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 05/28 VAR","isin":"TRT170528T12","value_usd":221148.01,"pct_val":0.110067,"balance":9500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/31 2.75","isin":"MX0SGO0000K0","value_usd":216812.85,"pct_val":0.102763,"balance":4590457.38,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2023-1A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A","isin":"US36267FAE88","value_usd":216574.69,"pct_val":0.107791,"balance":214887.82,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPAC CMB TR 2004-10","title":"IMPAC CMB TRUST IMM 2004 10 1A1","isin":"US45254NLJ45","value_usd":213505.06,"pct_val":0.106263,"balance":217426.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2024-1","title":"CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A","isin":"US14318WAB37","value_usd":213263.49,"pct_val":0.101081,"balance":212992.2,"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 03/32 8.25","isin":"ZAG000107004","value_usd":210635.75,"pct_val":0.104835,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP","isin":"US60687YDG17","value_usd":205923.37,"pct_val":0.0976018,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 07/32 5.85","isin":"US91087BBE92","value_usd":205732,"pct_val":0.102394,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9Y4A3 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZL2NM11C7Y5","value_usd":205219.35,"pct_val":0.102139,"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":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8","isin":"US345397E581","value_usd":204418.03,"pct_val":0.10174,"balance":200000,"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 QZ5154 FR 10/55 FIXED 6","isin":"US31427CWQ22","value_usd":203916.61,"pct_val":0.101491,"balance":197772.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR","isin":"US38141GZS64","value_usd":203875.5,"pct_val":0.0966312,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A","isin":"US03880XAA46","value_usd":203189.2,"pct_val":0.101129,"balance":201972.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR","isin":"US404280DZ92","value_usd":202890.75,"pct_val":0.0961644,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8","isin":"US345397D831","value_usd":202574.47,"pct_val":0.100823,"balance":200000,"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 02/28 4.75","isin":"US925650AB99","value_usd":202025.4,"pct_val":0.10055,"balance":200000,"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 01/28 VAR","isin":"US46647PEA03","value_usd":201960.78,"pct_val":0.0957236,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T MOBILE USA INC T MOBILE USA INC","isin":"US87264ADL61","value_usd":198669.37,"pct_val":0.0941636,"balance":200000,"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":197047.77,"pct_val":0.0980721,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETROLEOS DEL PERU SA - PETROPERU SA","title":"PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625","isin":"USP7808BAB38","value_usd":191009.25,"pct_val":0.0950667,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUINIX INC","title":"EQUINIX INC SR UNSECURED 03/28 1.55","isin":"US29444UBL98","value_usd":188078.55,"pct_val":0.096281,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2024-A","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A","isin":"US448973AB35","value_usd":186594.72,"pct_val":0.0884406,"balance":186237.42,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":185563.46,"pct_val":0.0923563,"balance":561000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD","isin":"EZF05MSB2ZY1","value_usd":179228,"pct_val":0.0892031,"balance":2500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2004-6","title":"SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2","isin":"US81744FCH82","value_usd":176509.23,"pct_val":0.08785,"balance":175738.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3","isin":"US80287DAC11","value_usd":176439.52,"pct_val":0.0878153,"balance":175887.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1","isin":"US12668BB444","value_usd":170864.04,"pct_val":0.0850403,"balance":194776.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE TRUST-2005-3AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2","isin":"US61745M4P58","value_usd":162125.18,"pct_val":0.0806909,"balance":180984.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A","isin":"US76089RAA23","value_usd":157487.32,"pct_val":0.0783826,"balance":157230.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 02/20/24-25Y LCH","isin":"EZRM7DK4X894","value_usd":156043.48,"pct_val":0.077664,"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":"CZECH REPUBLIC GOVT","title":"CZECH REPUBLIC BONDS REGS 12/36 4.2","isin":"CZ0001001796","value_usd":154918.56,"pct_val":0.073427,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX ITRAXX XOV44 5Y 35-100% SP BOA","isin":"EZBL882X12N4","value_usd":148482.55,"pct_val":0.0739009,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":147330.64,"pct_val":0.0733276,"balance":147441.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A","isin":"US64032PAB85","value_usd":144976.12,"pct_val":0.0721557,"balance":139159.93,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":143119.51,"pct_val":0.0732656,"balance":2736213.76,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A","isin":"US64032PAA03","value_usd":142225.86,"pct_val":0.0707869,"balance":139159.93,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 06/21/23-7Y CME","isin":"EZWF2F56KP17","value_usd":141781.64,"pct_val":0.0705658,"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":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A","isin":"US96041AAC09","value_usd":135601.62,"pct_val":0.0642713,"balance":135411.2,"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":"317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD","isin":"EZBS1YP0J955","value_usd":134737.29,"pct_val":0.0670598,"balance":2700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FIRST HORIZON MTGE PASS-THRU TR 2005-AR4","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1","isin":"US32051GTX33","value_usd":125106.95,"pct_val":0.0622667,"balance":137715.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN CLO XXII LTD 2018-22A","title":"BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A","isin":"US09629PAA49","value_usd":123717.88,"pct_val":0.0615753,"balance":123655.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL10 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A","isin":"US55285BAA35","value_usd":122311.73,"pct_val":0.0608755,"balance":122121.97,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 06/15/22-30Y CME","isin":"EZ2TNCR649W7","value_usd":122245.29,"pct_val":0.0608424,"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/3.84199 12/02/24-4Y* LCH","isin":"EZSGM4VHBMV4","value_usd":121032.51,"pct_val":0.0602388,"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":"CDX ITRAXX XOV42 5Y 35-100% SP BOA","isin":"EZ2BLZ4YH9B3","value_usd":120139.11,"pct_val":0.0615015,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE-ACES 2020-M33","title":"FANNIEMAE ACES FNA 2020 M33 X2","isin":"US3136BBAR38","value_usd":115526.68,"pct_val":0.0574985,"balance":2277972.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A","isin":"US76089EAA10","value_usd":114084.28,"pct_val":0.0567806,"balance":113453.25,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LOANCORE ISSUER LTD 2021-CRE6","title":"LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A","isin":"US53948HAA41","value_usd":112516.73,"pct_val":0.0560004,"balance":111875.9,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR18","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3","isin":"US933637AE07","value_usd":108400.48,"pct_val":0.0539517,"balance":125582.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2024-1A","title":"CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A","isin":"US16144BAB45","value_usd":105032.32,"pct_val":0.0497823,"balance":104888.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A","title":"GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A","isin":"US37964VAB36","value_usd":104348.34,"pct_val":0.0494581,"balance":104204.59,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2","isin":"US03065UAB52","value_usd":103839.54,"pct_val":0.049217,"balance":103636.44,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 07/35 VAR","isin":"US61747YFT73","value_usd":102975.38,"pct_val":0.0512516,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":102295.73,"pct_val":0.0484852,"balance":110000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENERGY TRANSFER LP","title":"ENERGY TRANSFER LP SR UNSECURED 04/35 5.7","isin":"US29273VBE92","value_usd":101903.55,"pct_val":0.0482994,"balance":100000,"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/3.75000 12/17/25-30Y CME","isin":"EZ9XTCS56VG3","value_usd":101857.31,"pct_val":0.0506951,"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":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL SR UNSECURED 03/30 6.25","isin":"US281020BC07","value_usd":101600.5,"pct_val":0.0481557,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":101273.82,"pct_val":0.0504047,"balance":100000,"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 BARCLAYS PLC","isin":"US06738ECT01","value_usd":100791.91,"pct_val":0.0477725,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON SOUTHERN CAL EDISON","isin":"US842400JA26","value_usd":100605.73,"pct_val":0.0476842,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4","isin":"US30225VAU17","value_usd":100578.91,"pct_val":0.0476715,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2024-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A","isin":"US17331QAD88","value_usd":100564.96,"pct_val":0.0476649,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35","isin":"US842400JB09","value_usd":100401.63,"pct_val":0.0513975,"balance":100000,"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":"317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD","isin":"EZYTQ6PZV898","value_usd":100271.93,"pct_val":0.0499061,"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":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 10/30 VAR","isin":"US61747YFU47","value_usd":100210.08,"pct_val":0.0474967,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROLOGIS LP","title":"PROLOGIS LP SR UNSECURED 01/35 5","isin":"US74340XCN93","value_usd":100036.21,"pct_val":0.0474143,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST","title":"UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45","isin":"US90932WAA18","value_usd":99593.39,"pct_val":0.0495684,"balance":96552.15,"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 02/28 VAR","isin":"US46625HRY89","value_usd":99166.93,"pct_val":0.0470023,"balance":100000,"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":"MEXICAN UDIBONOS BONDS 11/28 4","isin":"MX0SGO0000F0","value_usd":97714.73,"pct_val":0.046314,"balance":1870186.34,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":96705,"pct_val":0.0481308,"balance":96000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHF TRUST 2023-1A","title":"FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A","isin":"US30331GAC50","value_usd":95420.47,"pct_val":0.0474915,"balance":94961.07,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAN DIEGO GAS & ELECTRIC COMPANY","title":"SAN DIEGO G + E 1ST MORTGAGE 04/53 5.35","isin":"US797440CD44","value_usd":93506.08,"pct_val":0.0443192,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-96","title":"FANNIE MAE FNR 2007 96 AF","isin":"US31396XNT71","value_usd":93085.46,"pct_val":0.0463293,"balance":92847.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3355","title":"FREDDIE MAC FHR 3355 BF","isin":"US31397KC909","value_usd":89297.45,"pct_val":0.044444,"balance":89127.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":87817.83,"pct_val":0.0437076,"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":"TRICOLOR AUTO SECURITIZATION TRUST 2024-1","title":"TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A","isin":"US89616LAA08","value_usd":87564.59,"pct_val":0.0415031,"balance":87155.26,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65","isin":"US842400FZ13","value_usd":85256.99,"pct_val":0.042433,"balance":100000,"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":"31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000","isin":"EZ2ND5BTGGB7","value_usd":83886.4,"pct_val":0.0417509,"balance":1040000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PETROLEOS MEXICANOS (PEMEX)","title":"PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35","isin":"US71654QCL41","value_usd":78562.02,"pct_val":0.0391009,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS BILLS 06/26 0.00000","isin":"ZAM000707892","value_usd":76300.42,"pct_val":0.0379753,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROLOGIS LP","title":"PROLOGIS LP SR UNSECURED 02/33 4.2","isin":"CA74340XCP48","value_usd":73949.8,"pct_val":0.0350501,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PUBLIC POWER GENERATION AGENCY","title":"PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242","isin":"US744434CW90","value_usd":71448.08,"pct_val":0.0355602,"balance":65000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC-3891","title":"FREDDIE MAC FHR 3891 BF","isin":"US3137ADTZ01","value_usd":68312.5,"pct_val":0.0339996,"balance":68609.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2005-AR10","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR10 A1","isin":"US45660LKW80","value_usd":68280.22,"pct_val":0.0339836,"balance":84876,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS COP IBR/8.59000 09/02/25-4Y* CME","isin":"EZZTX0MKN293","value_usd":66156.08,"pct_val":0.0329264,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3","isin":"US92925GAJ22","value_usd":64705.65,"pct_val":0.0322045,"balance":71816.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":59590,"pct_val":0.0296584,"balance":59000,"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/3.25000 06/21/23-5Y CME","isin":"EZ628FWCQP43","value_usd":58171.09,"pct_val":0.0289522,"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":"FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A","isin":"US35104AAB44","value_usd":56362.26,"pct_val":0.0280519,"balance":56168.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVEST TR 2005-A7","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1","isin":"US59020UH324","value_usd":55948.74,"pct_val":0.0278461,"balance":71431.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2004-AR1","title":"DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A","isin":"US23332UAC80","value_usd":55861.53,"pct_val":0.0278027,"balance":60650.21,"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":"317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD","isin":"EZ5Z5JQ96961","value_usd":54144.7,"pct_val":0.0269482,"balance":1000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":54069.49,"pct_val":0.0269108,"balance":-64,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2023-1A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A","isin":"US36267FAC23","value_usd":52498.69,"pct_val":0.0248829,"balance":52427.44,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M360 2021-CRE3 LLC","title":"M360 LTD. M360 2021 CRE3 A 144A","isin":"US55379AAA25","value_usd":52056.98,"pct_val":0.026649,"balance":52858.31,"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":"317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD","isin":"EZZQVWDYT3J3","value_usd":51929.2,"pct_val":0.0258456,"balance":1000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 3368","title":"FREDDIE MAC FHR 3368 AF","isin":"US31397KL827","value_usd":49283.25,"pct_val":0.0245286,"balance":49157.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520","isin":"EZX9WWMK7VM7","value_usd":48041.41,"pct_val":0.0239106,"balance":32300000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-N3","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A","isin":"US14686RAA05","value_usd":47895.93,"pct_val":0.0227013,"balance":47810.26,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 12/26 3","isin":"MX0SGO0000M6","value_usd":46325.4,"pct_val":0.0237149,"balance":855066.8,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3360","title":"FREDDIE MAC FHR 3360 FC","isin":"US31397KE319","value_usd":45942.37,"pct_val":0.0228659,"balance":45824.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2006-AR1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1","isin":"US17307G3C01","value_usd":43129.04,"pct_val":0.0214656,"balance":42437.32,"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 MORTGAGE TRUST-2005-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1","isin":"US466247UG61","value_usd":43046.67,"pct_val":0.0214246,"balance":48463.94,"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":"317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD","isin":"EZX66NSLB8L7","value_usd":42551.39,"pct_val":0.0211781,"balance":700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZTD50RBFKL6","value_usd":41488.72,"pct_val":0.0206492,"balance":700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"VEROS AUTO RECEIVABLES TRUST 2023-1","title":"VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A","isin":"US924933AA27","value_usd":39337.69,"pct_val":0.0186449,"balance":39285.92,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-10Y CME","isin":"EZ14KKW1SWH7","value_usd":37021.02,"pct_val":0.0184256,"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":"UPSTART SECURITIZATION TRUST 2022-3","title":"UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A","isin":"US91683TAB52","value_usd":36091.86,"pct_val":0.0171065,"balance":36089.33,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":33458.04,"pct_val":0.0166523,"balance":3434.76,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA3QA5 PIMCO FPPSWAPTION 4.656 PUT USD","isin":"EZS6GRFJVN19","value_usd":33009.48,"pct_val":0.0164291,"balance":600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7","isin":"PEP01000C5J8","value_usd":32535.78,"pct_val":0.0161933,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZBDT9GBBZ51","value_usd":31921.33,"pct_val":0.0158875,"balance":700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"MF1 2021-FL6 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A","isin":"US55283TAA60","value_usd":31727.45,"pct_val":0.0162419,"balance":31679.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2024-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A","isin":"US17331QAB23","value_usd":31173.34,"pct_val":0.0147753,"balance":31147.99,"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":"317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD","isin":"EZHZDV7R1G67","value_usd":30741.55,"pct_val":0.0153003,"balance":700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A","title":"EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2","isin":"US30165AAB17","value_usd":27074.53,"pct_val":0.0128326,"balance":27059.4,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRB SECURITIZATION TRUST 2023-1","title":"CRB SECURITIZATION TRUST CRB 2023 1 A 144A","isin":"US12670DAA37","value_usd":26797.57,"pct_val":0.0137182,"balance":26756.59,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DT AUTO OWNER TRUST 2023-3A","title":"DT AUTO OWNER TRUST DTAOT 2023 3A A 144A","isin":"US23345WAA36","value_usd":24786.29,"pct_val":0.011748,"balance":24767.41,"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 AJ7522 FN 01/27 FIXED 3","isin":"US3138E0LC13","value_usd":23868.23,"pct_val":0.0118794,"balance":24027.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":23622.42,"pct_val":0.0117571,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE-2005-75","title":"FANNIE MAE FNR 2005 75 AF","isin":"US31394FAF27","value_usd":22867.5,"pct_val":0.0113813,"balance":23049.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/20/23-10Y CME","isin":"EZ4G8FZQ8LF2","value_usd":21503.4,"pct_val":0.0107024,"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 2005-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 A 4A1","isin":"US05946XQX48","value_usd":19653.99,"pct_val":0.0097819,"balance":21297.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A","isin":"US76088TAA97","value_usd":19347.1,"pct_val":0.0099042,"balance":19341.14,"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":"31750RK97 PIMCO FXVAN PUT USD BRL 5.50000000","isin":"EZG4C8FWWF20","value_usd":18704.43,"pct_val":0.0095752,"balance":610000,"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":"317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080","isin":"EZW0HLS9T459","value_usd":18550.74,"pct_val":0.0092328,"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":"UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A","title":"UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A","isin":"US91680YAY77","value_usd":18017,"pct_val":0.0089672,"balance":18059.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THEOREM FUNDING TRUST 2022-2A","title":"THEOREM FUNDING TRUST THRM 2022 2A A 144A","isin":"US88339FAA12","value_usd":17237.02,"pct_val":0.0081699,"balance":17225.27,"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":"ZCS BRL 13.3537 05/12/25-01/02/29 CME","isin":"EZSPJ72GL6V3","value_usd":16011.72,"pct_val":0.0075891,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS COP IBR/7.49800 11/25/24-3Y* CME","isin":"EZK9X312V5L2","value_usd":13990.55,"pct_val":0.007162,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CO","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2007-65","title":"FANNIE MAE FNR 2007 65 KF","isin":"US31396WLX29","value_usd":13350.77,"pct_val":0.0066448,"balance":13472.11,"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":"OIS MXN TIIE1/7.01100 10/20/25-3Y* CME","isin":"EZ3N44WNYPS9","value_usd":13184.04,"pct_val":0.0065618,"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":"317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603","isin":"EZYRZ5CN5VW6","value_usd":12905.23,"pct_val":0.006423,"balance":3700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 3376","title":"FREDDIE MAC FHR 3376 FD","isin":"US31397KZG92","value_usd":12872.03,"pct_val":0.0064065,"balance":12843.4,"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":"317U9YMA3 PIMCO SWAPTION 3.255 CALL USD 202608","isin":"EZ1Q6JQR89S5","value_usd":12833.4,"pct_val":0.0063873,"balance":3000000,"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":"317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610","isin":"EZWN2HNYG0V1","value_usd":11905.03,"pct_val":0.0059252,"balance":19100000,"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":"317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100","isin":"EZN1PVRTVH93","value_usd":10816.08,"pct_val":0.0053832,"balance":24100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P5","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A","isin":"US14687RAB78","value_usd":10461.85,"pct_val":0.0049586,"balance":10458.3,"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":"HOCHTIEF AG SNR SE SP JPM","isin":"EZ897ZSH5V50","value_usd":9934.39,"pct_val":0.0050856,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"DE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123","isin":"EZ590WP8LWN0","value_usd":9581.7,"pct_val":0.0047689,"balance":24600000,"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":"317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042","isin":"EZ757WXMN3Q1","value_usd":8535.02,"pct_val":0.0042479,"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":"BANK OF AMERICA MTG SEC 2005-3","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1","isin":"US05949A6C95","value_usd":8310.56,"pct_val":0.0041362,"balance":9058.31,"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":"317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033","isin":"EZGYZ8178103","value_usd":6545.34,"pct_val":0.0032577,"balance":2300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2007-63","title":"FANNIE MAE FNR 2007 63 FC","isin":"US31396WTU08","value_usd":6193.42,"pct_val":0.0030825,"balance":6255.41,"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-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1","isin":"US126670LE60","value_usd":5607.37,"pct_val":0.0027908,"balance":5942.36,"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":"RFR GBP SONIO/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":4627.59,"pct_val":0.0023032,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":4616.97,"pct_val":0.0022979,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":4549.25,"pct_val":0.0022642,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2005-S3","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2","isin":"US466247ZP16","value_usd":4547.43,"pct_val":0.0022633,"balance":10397.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.32000 10/20/23-10Y LCH","isin":"EZ49Z4HPK8R0","value_usd":4342.84,"pct_val":0.0021615,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.39000 10/01/24-10Y LCH","isin":"EZHK1QM5FKM1","value_usd":4168.19,"pct_val":0.0020745,"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/3.24000 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":3779.98,"pct_val":0.0018813,"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":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZW8XKN63668","value_usd":3724.15,"pct_val":0.0018535,"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/3.24800 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":3710.89,"pct_val":0.0018469,"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":"31750RWN3 PIMCO FXVAN PUT USD BRL 5.39000000","isin":"EZZ8HK7DDDJ6","value_usd":3303.76,"pct_val":0.0016443,"balance":610000,"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":"IRS EUR 2.40000 02/12/25-10Y LCH","isin":"EZNHC24BF987","value_usd":3055.87,"pct_val":0.0015209,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.45000 05/05/25-10Y LCH","isin":"EZCDFQCSBVM0","value_usd":2781.44,"pct_val":0.0013843,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.10000 01/21/25-10Y LCH","isin":"EZ7J947QTC64","value_usd":2607.42,"pct_val":0.0012977,"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/4.09000 01/22/25-10Y LCH","isin":"EZFR659WJHH9","value_usd":2521.77,"pct_val":0.0012551,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.40750 09/05/24-10Y LCH","isin":"EZQK0T1M7D98","value_usd":2487.28,"pct_val":0.0012379,"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 TIIE1/7.76000 04/09/25-4Y* CME","isin":"EZ8RRKWFNPF8","value_usd":2380.31,"pct_val":0.0011847,"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":"MORGAN STANLEY SNR S* ICE","isin":"EZDBN83SBDY5","value_usd":2359.26,"pct_val":0.0011742,"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":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 08/26 VAR","isin":"TRT190826T19","value_usd":2352.34,"pct_val":0.0011708,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07100 01/15/25-10Y LCH","isin":"EZZWCBP8MVY9","value_usd":2347.89,"pct_val":0.0011686,"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/3.93300 01/06/25-10Y LCH","isin":"EZK6LHB5L486","value_usd":2291.8,"pct_val":0.0011406,"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 2.58000 08/29/24-10Y LCH","isin":"EZK1YHHFDQG6","value_usd":2212.31,"pct_val":0.0011011,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.59000 08/19/24-10Y LCH","isin":"EZ89K27HY2C4","value_usd":2126.02,"pct_val":0.0010581,"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/3.86000 11/14/24-10Y LCH","isin":"EZCMSCQLNL34","value_usd":2073.98,"pct_val":0.0010322,"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 2.51000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":2051.98,"pct_val":0.0010213,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":1884.78,"pct_val":0.0009381,"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":"SMALL BUSINESS ADMIN PART CERTS 2008-20L","title":"SMALL BUSINESS ADMINISTRATION SBAP 2008 20L 1","isin":"US83162CSE48","value_usd":1697.17,"pct_val":0.0008447,"balance":1654.44,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.52500 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":1576.81,"pct_val":0.0007848,"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 01/13/25-10Y LCH","isin":"EZB2C5X6RDC5","value_usd":1375.54,"pct_val":0.0006846,"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":"317UAB9A6 PIMCO SWAPTION 4.01 PUT USD 20251107","isin":"EZPK3WT0PBY1","value_usd":1262.01,"pct_val":0.000646,"balance":5900000,"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/3.59400 01/09/24-10Y LCH","isin":"EZS0MLST8BG8","value_usd":1239.89,"pct_val":0.0006171,"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":"31750RZV2 PIMCO FXVAN PUT USD KRW 1423.0000000","isin":"EZT1Y2PFVFP6","value_usd":1056.64,"pct_val":0.0005259,"balance":160000,"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":"RFR USD SOFR/3.59500 08/19/24-10Y LCH","isin":"EZN7CQ0TS3K8","value_usd":1046.99,"pct_val":0.0005211,"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/3.79250 11/19/24-10Y LCH","isin":"EZVRNR667250","value_usd":1023.88,"pct_val":0.0005096,"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":"31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6W5TLP2QM6","value_usd":1006.2,"pct_val":0.0005008,"balance":1800000,"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":"RFR USD SOFR/3.60500 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":958.64,"pct_val":0.0004771,"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":901.42,"pct_val":0.0004486,"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/3.89600 01/08/25-10Y LCH","isin":"EZKP2JSHK8F5","value_usd":830.24,"pct_val":0.0004132,"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/3.64750 01/08/24-10Y LCH","isin":"EZG7FCZ335H8","value_usd":816.19,"pct_val":0.0004062,"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":"317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260","isin":"EZ6P6TQTSB75","value_usd":764.85,"pct_val":0.0003807,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608","isin":"EZQV8ZMYP062","value_usd":753.18,"pct_val":0.0003749,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608","isin":"EZZQY5ZKGM11","value_usd":637.11,"pct_val":0.0003171,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1","isin":"US362341RT83","value_usd":568.3,"pct_val":0.0002828,"balance":566.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS CZK 4.52250 12/01/30-5Y CME","isin":"EZDD454DJT62","value_usd":542.99,"pct_val":0.0002703,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA1LA4 PIMCO SWAPTION 3.317 CALL USD 202608","isin":"EZKCKZ2DVJK2","value_usd":532.47,"pct_val":0.000265,"balance":100000,"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/3.68400 01/03/24-10Y LCH","isin":"EZDL1WQQ28Y4","value_usd":528.18,"pct_val":0.0002629,"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":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":454.75,"pct_val":0.0002328,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608","isin":"EZ06FPH7MFW2","value_usd":436.72,"pct_val":0.0002174,"balance":200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.67900 08/13/24-10Y LCH","isin":"EZCBVMK12M33","value_usd":395.62,"pct_val":0.0001969,"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":"317U9Z7A7 PIMCO SWAPTION 3.222 CALL USD 202608","isin":"EZ2H5Z6P83Z3","value_usd":394.88,"pct_val":0.0001965,"balance":100000,"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":"317U9ZHA6 PIMCO SWAPTION 3.215 CALL USD 202608","isin":"EZJ9NDPW5883","value_usd":390.95,"pct_val":0.0001946,"balance":100000,"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":"BNP PARIBAS SNR SE ICE","isin":"EZ7F30D5N508","value_usd":247.48,"pct_val":0.0001267,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"FR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.5195 04/04/24-5Y LCH","isin":"EZPJ8PSQRR78","value_usd":168.63,"pct_val":0.0000839,"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":"317UADHA3 PIMCO SWAPTION 3.103 CALL USD 202510","isin":"EZQ41BM9YSH0","value_usd":107.1,"pct_val":0.0000548,"balance":3000000,"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 CZK 4.53000 12/31/30-5Y CME","isin":"EZ864W013QZ8","value_usd":53.21,"pct_val":0.0000265,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA3MA9 PIMCO SWAPTION 4.75 PUT USD 20260218","isin":"EZZB4F0TXTX9","value_usd":38.43,"pct_val":0.0000191,"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":"IRS CZK 4.48500 12/02/30-5Y CME","isin":"EZPFY84SZLX9","value_usd":24.45,"pct_val":0.0000122,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 4.68500 12/02/30-5Y CME","isin":"EZLKC8SBBNW3","value_usd":6.33,"pct_val":0.0000032,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260","isin":"EZZKH5BSJ0Q9","value_usd":0.19,"pct_val":1e-7,"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":"317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010","isin":"EZYJY66WQZQ5","value_usd":-0.08,"pct_val":0,"balance":-400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9ZYA7 PIMCO SWAPTION 4.0945 PUT USD 202510","isin":"EZ7Z3KC03R33","value_usd":-7.68,"pct_val":-0.0000039,"balance":-4800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601","isin":"EZB21TG6PR25","value_usd":-14.49,"pct_val":-0.0000072,"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":"IRS PLN 4.73000 12/31/30-5Y CME","isin":"EZWYT7W8NZX5","value_usd":-23.26,"pct_val":-0.0000116,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","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":-27.15,"pct_val":-0.0000135,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716","isin":"EZ967XY50V92","value_usd":-33.91,"pct_val":-0.0000161,"balance":-500000,"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":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-59.55,"pct_val":-0.0000296,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105","isin":"EZYP3D7S7MC6","value_usd":-75.84,"pct_val":-0.0000377,"balance":-400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-94.05,"pct_val":-0.0000468,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC0A2 PIMCO SWAPTION 3.919 PUT USD 2026011","isin":"EZRPXWTDZ7D5","value_usd":-98.02,"pct_val":-0.0000488,"balance":-200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-138.24,"pct_val":-0.0000688,"balance":-200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-160.22,"pct_val":-0.0000797,"balance":-200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 3.76000 11/01/24-10Y CME","isin":"EZZDBNZ60DY7","value_usd":-206.17,"pct_val":-0.0001026,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 4.72250 12/01/30-5Y CME","isin":"EZL5F157H565","value_usd":-289.4,"pct_val":-0.000144,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOFTBANK GROUP CORP SNR JP SP GST","isin":"EZ1K1NTX2WN0","value_usd":-298.33,"pct_val":-0.0001485,"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":"317UA3SA3 PIMCO SWAPTION 4.131 PUT USD 2025110","isin":"EZ7P4V2TTY91","value_usd":-328.86,"pct_val":-0.0001683,"balance":-4200000,"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/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-400.7,"pct_val":-0.0001994,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-409.68,"pct_val":-0.0002039,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CLP 4.58000 09/12/25-3Y* CME","isin":"EZNB73K027Y3","value_usd":-458.94,"pct_val":-0.0002284,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.93000 01/06/25-10Y LCH","isin":"EZTXWKTD4706","value_usd":-463.79,"pct_val":-0.0002308,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.65000 01/08/24-10Y LCH","isin":"EZGRMVPMTWZ4","value_usd":-467.63,"pct_val":-0.0002327,"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/3.81000 01/02/24-10Y LCH","isin":"EZ29NPCQVYW2","value_usd":-473.89,"pct_val":-0.0002359,"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/3.79500 08/06/24-10Y LCH","isin":"EZNY7TTVVKP4","value_usd":-503.75,"pct_val":-0.0002507,"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 2.35000 04/29/25-5Y LCH","isin":"EZ74X71XY4J2","value_usd":-605.36,"pct_val":-0.0003013,"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":"ZCS BRL 13.9255 05/08/25-01/04/27 CME","isin":"EZ6MPDHN98L0","value_usd":-675.64,"pct_val":-0.0003363,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.28000 03/04/25-5Y LCH","isin":"EZQH3P2675Q7","value_usd":-681.2,"pct_val":-0.000339,"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":"SOLD PEN BOUGHT USD 20260318","isin":null,"value_usd":-714.78,"pct_val":-0.0003558,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"PE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 05/07/25-10Y LCH","isin":"EZ61ZS50J0P1","value_usd":-740.54,"pct_val":-0.0003686,"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":"ZCS BRL 14.0087 05/12/25-01/04/27 CME","isin":"EZHTRBH6Z688","value_usd":-811.72,"pct_val":-0.000404,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SAUDI ARABIA GOVT EM SP BRC","isin":"EZWTGB4NFKW4","value_usd":-843.77,"pct_val":-0.00042,"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/4.00000 02/26/25-10Y LCH","isin":"EZ02007F7Y72","value_usd":-875.35,"pct_val":-0.0004357,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-883.26,"pct_val":-0.0004396,"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":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-887.28,"pct_val":-0.0004416,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.91000 12/29/23-10Y LCH","isin":"EZ6S054Q5KZ9","value_usd":-916.9,"pct_val":-0.0004563,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 04/09/25-5Y LCH","isin":"EZVHX3M64G11","value_usd":-931.71,"pct_val":-0.0004637,"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/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-936.48,"pct_val":-0.0004661,"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/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-954.86,"pct_val":-0.0004752,"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":"317UB7IA4 PIMCO SWAPTION 4.18 PUT USD 20260205","isin":"EZ47NJVG0FD6","value_usd":-985.28,"pct_val":-0.0004904,"balance":-3200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SAUDI ARABIA GOVT EM SP JPM","isin":"EZKSK69MJFY0","value_usd":-1114.73,"pct_val":-0.0005548,"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":"31750RK89 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZ3XJRMD37B7","value_usd":-1115.69,"pct_val":-0.0005711,"balance":-610000,"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":"RFR USD SOFR/3.84200 12/26/23-10Y LCH","isin":"EZXF72WB6QT0","value_usd":-1232.46,"pct_val":-0.0006134,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.87400 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-1332.86,"pct_val":-0.0006634,"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":-1517.18,"pct_val":-0.0007551,"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 2.99000 12/08/23-10Y LCH","isin":"EZVMLNBFB1H7","value_usd":-1665.62,"pct_val":-0.000829,"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":"31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000","isin":"EZ6LKNDM7959","value_usd":-1771.2,"pct_val":-0.0008815,"balance":-5400000,"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":"IRS EUR 2.52000 03/27/25-10Y LCH","isin":"EZ84ZR69LPH2","value_usd":-1888.23,"pct_val":-0.0009398,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.06300 12/06/23-10Y LCH","isin":"EZCXF38PCGV4","value_usd":-2286.03,"pct_val":-0.0011378,"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":"31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000","isin":"EZP38740M526","value_usd":-2294.1,"pct_val":-0.0011744,"balance":-300000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","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":-2307.16,"pct_val":-0.0011483,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-2480.82,"pct_val":-0.0012347,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 04/01/25-10Y LCH","isin":"EZ53SKB9GFZ1","value_usd":-2555.33,"pct_val":-0.0012718,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.06000 07/02/24-10Y LCH","isin":"EZ6F7BKB3SW9","value_usd":-2555.38,"pct_val":-0.0012718,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84200 03/04/25-5Y LCH","isin":"EZSYJ06JDLK1","value_usd":-2600.36,"pct_val":-0.0012942,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-10Y CME","isin":"EZ52H44WTW83","value_usd":-2629.49,"pct_val":-0.0013087,"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 3.12800 12/04/23-10Y LCH","isin":"EZ6Z02R5YJR8","value_usd":-2852.72,"pct_val":-0.0014198,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.42000 03/07/25-10Y LCH","isin":"EZL5KMTRTV12","value_usd":-2879.56,"pct_val":-0.0014332,"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":"31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218","isin":"EZ9BTY8YZNW5","value_usd":-3039.81,"pct_val":-0.0015129,"balance":-2900000,"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":"IRS EUR 3.14800 11/20/23-10Y LCH","isin":"EZ0D281GPH91","value_usd":-3053.79,"pct_val":-0.0015199,"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/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-3085.37,"pct_val":-0.0015356,"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":"ZCS BRL 13.245 09/02/25-01/02/29 CME","isin":"EZK6P8PC7130","value_usd":-3533.19,"pct_val":-0.0017585,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.11000 08/25/27-30Y LCH","isin":"EZBZVCHLVCP7","value_usd":-3778.06,"pct_val":-0.0018804,"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 3.30500 11/27/23-10Y LCH","isin":"EZRHKQRJ6LC5","value_usd":-3942.57,"pct_val":-0.0019622,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.25000 11/06/23-10Y LCH","isin":"EZMRVVG7GGF9","value_usd":-3985.41,"pct_val":-0.0019836,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.38000 12/31/24-10Y LCH","isin":"EZT9L1T84284","value_usd":-4552.03,"pct_val":-0.0022656,"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":"31750RWL7 PIMCO FXVAN CALL USD BRL 5.68000000","isin":"EZH8S5DJ43X4","value_usd":-4753.73,"pct_val":-0.002366,"balance":-610000,"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":"IRS EUR 2.22000 01/08/25-10Y LCH","isin":"EZHH63XJ2WL4","value_usd":-4809.16,"pct_val":-0.0023936,"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":"31750RJH1 PIMCO CDSOPT PUT USD 0.7 20251217","isin":"EZ100H17LKY2","value_usd":-5268.25,"pct_val":-0.0026969,"balance":-12500000,"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":"ZCS BRL 13.2914 05/08/25-01/02/29 CME","isin":"EZYLW2ZWVNG8","value_usd":-5473.63,"pct_val":-0.0027243,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 4.13600 09/30/25-4Y* CME","isin":"EZL7ZW3GLYK0","value_usd":-5774.17,"pct_val":-0.0028738,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-5Y CME","isin":"EZN00HJGN4H7","value_usd":-7856.12,"pct_val":-0.00391,"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":"ZCS BRL 12.975 12/16/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":-8374.65,"pct_val":-0.0041681,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-10Y CME","isin":"EZ7K2W20N534","value_usd":-8712.56,"pct_val":-0.0043363,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-7Y CME","isin":"EZ0PNQMB0G91","value_usd":-10161.91,"pct_val":-0.0050577,"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/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-11213.04,"pct_val":-0.0055808,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.5025 03/25/25-5Y LCH","isin":"EZCD1478Q5K2","value_usd":-11450.37,"pct_val":-0.0056989,"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":"INF SWAP US IT 2.52 03/27/25-5Y LCH","isin":"EZWDN00FCNN2","value_usd":-18915.04,"pct_val":-0.0094142,"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":"31750S4P7 PIMCO CDSOPT CALL USD 0.525 20260218","isin":"EZYFD7CC08G5","value_usd":-19257.77,"pct_val":-0.0095847,"balance":-12900000,"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":"IRS AUD 4.50000 09/20/23-10Y LCH","isin":"EZGXS4F4YYN6","value_usd":-23373.24,"pct_val":-0.011633,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.15000 08/25/27-1Y LCH","isin":"EZBCSXD2RXW3","value_usd":-26817.27,"pct_val":-0.0133472,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-5Y CME","isin":"EZH8V115JC41","value_usd":-27126.28,"pct_val":-0.013501,"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 ZAR 7.20500 08/26/25-6Y* CME","isin":"EZCB70TKVX08","value_usd":-28781.93,"pct_val":-0.014325,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"ZA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.0535* 09/02/25-27Y* LCH","isin":"EZRQXB0T6JR0","value_usd":-29725.3,"pct_val":-0.0147945,"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":"31750RUQ8 PIMCO CDSOPT CALL USD 0.55 20260121","isin":"EZBBKN86JMQ9","value_usd":-29943.24,"pct_val":-0.014903,"balance":-13440000,"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":"317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428","isin":"EZY1CQY22WC2","value_usd":-32708.88,"pct_val":-0.0162795,"balance":-2700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-7Y LCH","isin":"EZQ9TQ7T4F86","value_usd":-37336.61,"pct_val":-0.0185827,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":-41605.84,"pct_val":-0.0207075,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/9.00000 12/24/24-4Y* CME","isin":"EZM51TDSF7W6","value_usd":-47599.07,"pct_val":-0.0236904,"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":"31750S7M1 PIMCO CDSOPT CALL USD 0.525 20260520","isin":"EZ4Q0TW4HZ76","value_usd":-54417.12,"pct_val":-0.0270838,"balance":-29200000,"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/3.75000 12/17/25-7Y CME","isin":"EZSQ10V59MH1","value_usd":-69232.14,"pct_val":-0.0344574,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-5Y CME","isin":"EZN69Y39SP81","value_usd":-114840.05,"pct_val":-0.0571568,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":-118489.21,"pct_val":-0.058973,"balance":57,"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 JPY MUTK/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":-127560.42,"pct_val":-0.0634878,"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":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":-159130.5,"pct_val":-0.0792004,"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":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-204367.28,"pct_val":-0.0968642,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-211040.96,"pct_val":-0.100027,"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":"CDX IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":-294209.9,"pct_val":-0.14643,"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/3.50000 09/17/25-30Y LCH","isin":"EZ9MZMRJSYT0","value_usd":-601070.51,"pct_val":-0.299157,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-3619986.66,"pct_val":-1.85314,"balance":-4490000,"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":-3630568.07,"pct_val":-1.80696,"balance":-4490000,"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":"US01F0226187","value_usd":-5115558.62,"pct_val":-2.54605,"balance":-6050000,"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":-5359267.36,"pct_val":-2.74351,"balance":-6360000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306256","value_usd":-5744250.05,"pct_val":-2.85896,"balance":-6400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-8281530.14,"pct_val":-3.92521,"balance":-9200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-11859001.14,"pct_val":-5.90231,"balance":-12870000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-12322873.93,"pct_val":-6.30832,"balance":-13490000,"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-rae-plus-emg-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-rae-plus-emg-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 RAE PLUS EMG Fund | LEI: E5LPIUVQZNA4IY7QBQ29 | 545 positions totaling $592,738,617 across DFE, ABS-MBS, EC, STIV, ABS-O, DCR, ABS-CBDO, DBT, DIR | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}
