{"entity_type":"fund","name":"PIMCO Real Return Fund","identifiers":{"lei":"UBV6ASKZ6D22Z3BEZJ52","cik":"810893","fund_id":"S000009700","fundkey":"pimco-real-return-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":908,"total_value_usd":11153068752.42,"asset_categories":["DIR","ABS-O","EP","DCO","ABS-CBDO","DBT","ABS-MBS","STIV","DCR"],"by_asset_category":{"ABS-MBS":{"positions":456,"total_value_usd":3501099235.85},"DBT":{"positions":130,"total_value_usd":6869092335.44},"DCO":{"positions":54,"total_value_usd":-274922.8},"ABS-CBDO":{"positions":174,"total_value_usd":475926408.2},"DIR":{"positions":82,"total_value_usd":108607551.55},"ABS-O":{"positions":5,"total_value_usd":13566553.8},"STIV":{"positions":1,"total_value_usd":179744799.24},"DCR":{"positions":5,"total_value_usd":-1344141.26},"EP":{"positions":1,"total_value_usd":6650932.4}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":499626846.47,"pct_val":6.44948,"balance":515300000,"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":479233205.27,"pct_val":6.20051,"balance":491300000,"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":363542335.42,"pct_val":4.82105,"balance":380200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":362735837.69,"pct_val":4.69322,"balance":386512185,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/35 2.125","isin":"US91282CML27","value_usd":331794991.92,"pct_val":4.2929,"balance":325926666,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/33 1.375","isin":"US91282CHP95","value_usd":319472943.63,"pct_val":4.13347,"balance":327633760,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/31 0.125","isin":"US91282CBF77","value_usd":310603722.45,"pct_val":4.01872,"balance":333108052.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":307678795.67,"pct_val":3.98087,"balance":306340937.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/29 3.875","isin":"US912810FH69","value_usd":305396245.86,"pct_val":3.95134,"balance":283424038.21,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 1.75","isin":"US912810PV44","value_usd":299214385.07,"pct_val":3.87136,"balance":296946164.76,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/28 3.625","isin":"US912810FD55","value_usd":270387537.76,"pct_val":3.49838,"balance":257612193.58,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/30 1.625","isin":"US91282CNB36","value_usd":259225358.6,"pct_val":3.35396,"balance":257860485,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/35 1.875","isin":"US91282CNS60","value_usd":254121918.04,"pct_val":3.28793,"balance":254724336,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/31 0.125","isin":"US91282CCM10","value_usd":230803314.2,"pct_val":2.98623,"balance":249019953,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":193670804.9,"pct_val":2.50002,"balance":189600000,"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":192501357.79,"pct_val":2.55282,"balance":189600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/29 0.25","isin":"US9128287D64","value_usd":187488705.73,"pct_val":2.42581,"balance":194542909.44,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":179744799.24,"pct_val":2.32561,"balance":18452397.01,"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":"TSY INFL IX N/B 02/44 1.375","isin":"US912810RF75","value_usd":170924579.78,"pct_val":2.21149,"balance":203917859.31,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/42 0.75","isin":"US912810QV35","value_usd":169110193.87,"pct_val":2.18802,"balance":216972681.54,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/33 1.125","isin":"US91282CGK18","value_usd":166088866.82,"pct_val":2.14893,"balance":173036147,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":153956385,"pct_val":1.99195,"balance":150000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/30 0.125","isin":"US912828ZZ63","value_usd":145156800.46,"pct_val":1.8781,"balance":153765546,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/46 1","isin":"US912810RR14","value_usd":142692566.1,"pct_val":1.84621,"balance":189040445.88,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/47 0.875","isin":"US912810RW09","value_usd":137795658.69,"pct_val":1.78286,"balance":190885271.76,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/28 1.25","isin":"US91282CGW55","value_usd":136033461.78,"pct_val":1.76006,"balance":136559674,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/32 0.125","isin":"US91282CDX65","value_usd":129542169.4,"pct_val":1.67607,"balance":141716696.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/45 0.75","isin":"US912810RL44","value_usd":122838861.98,"pct_val":1.58934,"balance":168277024,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0022 G2 11/54 FIXED 3.5","isin":"US3618N5AY58","value_usd":118342423.51,"pct_val":1.56938,"balance":129854213.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/30 1.125","isin":"US91282CPH87","value_usd":117394721.36,"pct_val":1.5189,"balance":119182624,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 2.5","isin":"US912810PZ57","value_usd":109097800.85,"pct_val":1.41155,"balance":105667834.56,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/29 2.125","isin":"US91282CKL45","value_usd":103751167.82,"pct_val":1.34238,"balance":101584585,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8099 G2 06/52 FIXED 3.5","isin":"US36179W7L60","value_usd":99987931.89,"pct_val":1.29368,"balance":108673539.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1","isin":"FR0013519253","value_usd":98612977.9,"pct_val":1.2759,"balance":84221592,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","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":92046822.12,"pct_val":1.22066,"balance":99000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":90139972.7,"pct_val":1.16627,"balance":13890334800,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/29 0.875","isin":"US9128285W63","value_usd":80858261.15,"pct_val":1.04618,"balance":82106970.23,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/55 2.375","isin":"US912810UH94","value_usd":76433273,"pct_val":0.988925,"balance":80485860,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/27 1.625","isin":"US91282CFR79","value_usd":74767193.34,"pct_val":0.967368,"balance":74193300,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/40 2.125","isin":"US912810QF84","value_usd":74129067.89,"pct_val":0.959112,"balance":74810307,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":73341768.64,"pct_val":0.948926,"balance":109900000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/26 0.125","isin":"US91282CCA71","value_usd":72796816.55,"pct_val":0.965382,"balance":73609206.02,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/26 0.125","isin":"US912828S505","value_usd":72271335.72,"pct_val":0.935076,"balance":72693170.55,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/27 0.125","isin":"US91282CEJ62","value_usd":66820420.78,"pct_val":0.86455,"balance":68039390,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/34 1.75","isin":"US91282CJY84","value_usd":66485206.69,"pct_val":0.860213,"balance":66838675,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":66113091.04,"pct_val":0.855398,"balance":63600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/28 0.1","isin":"JP1120231J51","value_usd":65763674.4,"pct_val":0.850877,"balance":10124051064,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626899","value_usd":65578559.75,"pct_val":0.869658,"balance":63600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":65143823.05,"pct_val":0.842857,"balance":64300000,"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":64792026.17,"pct_val":0.836373,"balance":64300000,"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":64242590.39,"pct_val":0.851942,"balance":64300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/28 0.75","isin":"US912828Y388","value_usd":63354093.88,"pct_val":0.819701,"balance":64108550.22,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/43 0.625","isin":"US912810RA88","value_usd":60379001.64,"pct_val":0.781208,"balance":81033275.96,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/50 0.25","isin":"US912810SM18","value_usd":60349670.19,"pct_val":0.780829,"balance":104699074.9,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/30 0.125","isin":"US912828Z377","value_usd":57812504.32,"pct_val":0.748002,"balance":60935751,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/54 2.125","isin":"US912810TY47","value_usd":57352535.4,"pct_val":0.74205,"balance":63761893,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/28 0.5","isin":"US9128283R96","value_usd":56126392.08,"pct_val":0.726186,"balance":57119905.44,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/27 0.375","isin":"US9128282L36","value_usd":55317820.86,"pct_val":0.715725,"balance":55958182.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/41 2.125","isin":"US912810QP66","value_usd":54126951.87,"pct_val":0.700317,"balance":55233132.32,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":51706293.5,"pct_val":0.667455,"balance":50000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0420 G2 06/55 FIXED 3.5","isin":"US3618N5PE30","value_usd":51418347.08,"pct_val":0.665272,"balance":56453475.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/29 1.625","isin":"US91282CLV18","value_usd":50693459.09,"pct_val":0.655893,"balance":50187315,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/48 1","isin":"US912810SB52","value_usd":48850558.63,"pct_val":0.632049,"balance":66798530.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0201 G2 02/55 FIXED 3.5","isin":"US3618N5GK90","value_usd":45464556.92,"pct_val":0.60292,"balance":49899966.87,"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":"US21H0326700","value_usd":44281345.76,"pct_val":0.587229,"balance":48700000,"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":41238936.96,"pct_val":0.533566,"balance":39000000,"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 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":40641392.09,"pct_val":0.525835,"balance":39600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0362 G2 05/55 FIXED 3.5","isin":"US3618N5ML00","value_usd":40483131.36,"pct_val":0.523787,"balance":44428086.91,"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":38800000,"pct_val":0.500853,"balance":38800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":36939290.17,"pct_val":0.477936,"balance":36781929.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 0.19700 11/08/22-30Y LCH","isin":"EZ3H5XY3RVT8","value_usd":35980565.58,"pct_val":0.465531,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE REMICS 2025-47","title":"FANNIE MAE FNR 2025 47 FJ","isin":"US3136BWNH55","value_usd":35387490.03,"pct_val":0.457858,"balance":35137612.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/51 0.125","isin":"US912810SV17","value_usd":34026166.28,"pct_val":0.440244,"balance":62913567.47,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406771","value_usd":33599497.79,"pct_val":0.445574,"balance":36130000,"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/2.86500 02/13/24-30Y LCH","isin":"EZLBBPTCYY71","value_usd":33492602.02,"pct_val":0.433341,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/49 1","isin":"US912810SG40","value_usd":33044983.82,"pct_val":0.42755,"balance":45883337.61,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/35 0.005","isin":"JP1120301R56","value_usd":32172428.43,"pct_val":0.41626,"balance":5166057600,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/52 0.125","isin":"US912810TE82","value_usd":30297928.25,"pct_val":0.392007,"balance":57196374,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT RRB BONDS 12/26 4.25","isin":"CA135087VS05","value_usd":29733586.48,"pct_val":0.384705,"balance":39524940,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/28 2.375","isin":"US91282CJH51","value_usd":29234334.65,"pct_val":0.378246,"balance":28383168,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":25687085.71,"pct_val":0.340645,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0","isin":"IT0005387052","value_usd":23684914.08,"pct_val":0.306445,"balance":20708517.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":23433037.2,"pct_val":0.303186,"balance":24000000,"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 2025-116","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 116 QF","isin":"US38381PC921","value_usd":23375540.43,"pct_val":0.302442,"balance":23157650.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOPHO-6A","title":"BOSPHORUS CLO BOPHO 6A A 144A","isin":"XS2300337909","value_usd":22899704.19,"pct_val":0.296286,"balance":19477908.73,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 0.19500 11/04/22-30Y LCH","isin":"EZZLWXLX9PF2","value_usd":22571063.13,"pct_val":0.292034,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4","isin":"US3131XYWF20","value_usd":18669622.9,"pct_val":0.241555,"balance":19306248.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1","isin":"FR0014001N38","value_usd":18600664.46,"pct_val":0.240663,"balance":16722832,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0304 G2 04/55 FIXED 3.5","isin":"US3618N5KS70","value_usd":18400674.2,"pct_val":0.244017,"balance":20195798.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3","isin":"US17309QAG91","value_usd":17011374.39,"pct_val":0.2201,"balance":17188000,"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 2022-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F","isin":"US38382YB360","value_usd":16898458.82,"pct_val":0.218639,"balance":16796340.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/32 3.375","isin":"US912810FQ68","value_usd":15801185.43,"pct_val":0.204442,"balance":14308242,"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":"RFRF USD SOFR/2.28500 11/15/23-30Y LCH","isin":"EZ6VRNVRPQ25","value_usd":15444938,"pct_val":0.199833,"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 5534","title":"FREDDIE MAC FHR 5534 FP","isin":"US3137HLER92","value_usd":15284511.8,"pct_val":0.197757,"balance":15198814.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECUR CORP 2006-OPT1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1","isin":"US86359UAG40","value_usd":14341843.02,"pct_val":0.185561,"balance":16756840.56,"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 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":14056143.18,"pct_val":0.181445,"balance":13600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK EURO FUNDING VIII DAC","title":"MADISON PARK EURO FUNDING CADOG 8A ARR 144A","isin":"XS2434833443","value_usd":13895509.91,"pct_val":0.179786,"balance":11813036.97,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.23650 11/21/23-30Y LCH","isin":"EZX8X7WQFX07","value_usd":12086878,"pct_val":0.156385,"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":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403727","value_usd":11962271.19,"pct_val":0.154773,"balance":97574384.43,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2007-3","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1","isin":"US75971FAD50","value_usd":11788372.58,"pct_val":0.152523,"balance":29521575.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS CLO LTD 2018-I","title":"BABSON CLO LTD BABSN 2018 1A A1 144A","isin":"US06760GAA94","value_usd":11754540.64,"pct_val":0.155881,"balance":11740983.09,"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-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":11175089.7,"pct_val":0.144588,"balance":11169035.19,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XX DAC 20A","title":"HARVEST CLO HARVT 20A AR 144A","isin":"XS2310758011","value_usd":10968163.55,"pct_val":0.145452,"balance":9313236.68,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-83","title":"FANNIE MAE FNR 2025 83 FA","isin":"US3136BXVW14","value_usd":10826838.42,"pct_val":0.140082,"balance":10786017.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/53 1.5","isin":"US912810TP30","value_usd":10773331.55,"pct_val":0.13939,"balance":13801662,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A","isin":"US64830NAA90","value_usd":10157494.35,"pct_val":0.131422,"balance":10464035.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1","isin":"IT0005588881","value_usd":10149020.47,"pct_val":0.131312,"balance":8650094,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A","isin":"XS3020835339","value_usd":10108294.4,"pct_val":0.130785,"balance":8610434.1,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN XXVII-R EURO CLO BV 2017-27A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A","isin":"XS2305383288","value_usd":9547003.56,"pct_val":0.123523,"balance":8119387.72,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.41875 03/05/21-5Y LCH","isin":"EZNTBQ09RPK9","value_usd":9260417.91,"pct_val":0.119815,"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":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0255 G2 03/55 FIXED 3.5","isin":"US3618N5H931","value_usd":9111143.07,"pct_val":0.120826,"balance":10000003.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2005-FF12","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2","isin":"US32027NXX47","value_usd":8867958.63,"pct_val":0.114737,"balance":9004363.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XI DAC 21-1","title":"CORDATUS CLO PLC CORDA 11A AR 144A","isin":"XS2310127027","value_usd":8469232.17,"pct_val":0.109326,"balance":7213685.44,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5491","title":"FREDDIE MAC FHR 5491 FA","isin":"US3137HHVQ15","value_usd":8288430.75,"pct_val":0.107239,"balance":8240426.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG","isin":"US38380LJY02","value_usd":8238940.91,"pct_val":0.106599,"balance":8182346.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SEC INC 2005-WHQ2","title":"PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4","isin":"US70069FHX87","value_usd":8031784.87,"pct_val":0.103919,"balance":8390137.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":7962555.48,"pct_val":0.105594,"balance":8737115.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIT MTGE LOAN TRUST 2007-1","title":"CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A","isin":"US12559QAF90","value_usd":7797920.42,"pct_val":0.100893,"balance":7673378.42,"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 ALTERNATIVE LN TRUST 2006-A7","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4","isin":"US466286AD37","value_usd":7726154.02,"pct_val":0.0999641,"balance":8506611.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":7602550.18,"pct_val":0.0983649,"balance":7600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0143 G2 01/55 FIXED 3.5","isin":"US3618N5ER61","value_usd":7423894.99,"pct_val":0.0984507,"balance":8148151.86,"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 4851","title":"FREDDIE MAC FHR 4851 PF","isin":"US3137FKAX42","value_usd":7380151.07,"pct_val":0.0954874,"balance":7582195.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST SERIES 2007-20N","title":"LEHMAN XS TRUST LXS 2007 20N A1","isin":"US52525AAA25","value_usd":7139958.59,"pct_val":0.0923797,"balance":7044027.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THL CREDIT WIND RIVER CLO LTD 2017-3A","title":"WIND RIVER CLO LTD WINDR 2017 3A AR2 144A","isin":"US97316LAJ70","value_usd":6705748.13,"pct_val":0.0867617,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO XIV DAC 14A","title":"HAYFIN EMERALD CLO HAYEM 14A A 144A","isin":"XS2962031659","value_usd":6703537.32,"pct_val":0.0867331,"balance":5700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HYB6","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1","isin":"US126694BH04","value_usd":6670287.04,"pct_val":0.0863029,"balance":7052987.05,"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 CORPORATION","title":"BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR","isin":"US060505FL38","value_usd":6650932.4,"pct_val":0.0860525,"balance":6580000,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326B10","value_usd":6381859.26,"pct_val":0.0823808,"balance":7000000,"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":6370542.5,"pct_val":0.0824247,"balance":7000000,"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 5510","title":"FREDDIE MAC FHR 5510 FM","isin":"US3137HJMT11","value_usd":6289484.94,"pct_val":0.0813759,"balance":6267476.07,"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 2005-WMC5","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6","isin":"US61744CRW81","value_usd":6137407.9,"pct_val":0.0794083,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 52 EURO CLO 2017 17-52A","title":"DRYDEN EURO CLO DRYD 2017 52A AR 144A","isin":"XS2353412633","value_usd":5998514.12,"pct_val":0.0776112,"balance":5098487.33,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":5842578.03,"pct_val":0.0755937,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP EURO CLO 2022-6 DAC 6A","title":"OCP EURO CLO OCPE 2022 6A ARR 144A","isin":"XS3113487527","value_usd":5763319.95,"pct_val":0.0745682,"balance":4900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-NQM8","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM8 A1 144A","isin":"US12659FAA30","value_usd":5629189.34,"pct_val":0.0728328,"balance":6199347,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5549","title":"FREDDIE MAC FHR 5549 BF","isin":"US3137HLS527","value_usd":5551061.02,"pct_val":0.0718219,"balance":5526549.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO III DAC 3A","title":"INVESCO EURO CLO INVSC 3A AR","isin":"XS2867986593","value_usd":5525435.57,"pct_val":0.0714903,"balance":4700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":5515833.67,"pct_val":0.0713661,"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":"TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":5498449.08,"pct_val":0.0711412,"balance":5507990.57,"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 DF","isin":"US3136BTWY58","value_usd":5335843.76,"pct_val":0.0690373,"balance":5304073.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JUBILEE CLO 2016-XVII BV 16-17A","title":"JUBILEE CDO BV JUBIL 2016 17A A1RR 144A","isin":"XS2307738828","value_usd":5247739.96,"pct_val":0.0678974,"balance":4463113.85,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-4A LTD","title":"WELLFLEET CLO LTD WELF 2021 4A A1 144A","isin":"US89288CAA71","value_usd":5108156.94,"pct_val":0.0659391,"balance":5100000,"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 CERTIFICATES 2007-8","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1","isin":"US12669WAA45","value_usd":5099459.74,"pct_val":0.0659789,"balance":5286615.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY PASS-THRU CERTS 2005-8","title":"HOME EQUITY ASSET TRUST HEAT 2005 8 M2","isin":"US437084QA78","value_usd":5049106.29,"pct_val":0.0653274,"balance":5108475.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOUR CLO VII DAC 7A","title":"ARBOUR CLO ARBR 7A AR 144A","isin":"XS2936116966","value_usd":4946452.01,"pct_val":0.0639992,"balance":4200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A","isin":"XS2865669365","value_usd":4877475.6,"pct_val":0.0631068,"balance":4154511.94,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO LTD 2015-6A","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A","isin":"US03328QBL41","value_usd":4810788.1,"pct_val":0.0637974,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XXVII CLO LTD 2013-2A","title":"ARES CLO LTD ARES 2013 2A AR3 144A","isin":"US00190YBP97","value_usd":4801534.08,"pct_val":0.0621242,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 3.00000 03/18/26-30Y LCH","isin":"EZBN1DL02JX7","value_usd":4760169.08,"pct_val":0.061589,"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":"ATLANTIC AVENUE 2024-3A LTD","title":"ATLANTIC AVENUE LTD MCCP 2024 3A A 144A","isin":"US04822JAA43","value_usd":4754581.76,"pct_val":0.0615167,"balance":4750000,"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 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":4701581.5,"pct_val":0.060831,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLIV CLO LTD 2017-44A","title":"ARES CLO LTD ARES 2017 44A A1RR 144A","isin":"US04016NBH52","value_usd":4701489.38,"pct_val":0.0608298,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYFIN EMERALD CLO V DAC 5A","title":"HAYFIN EMERALD CLO HAYEM 5A AR 144A","isin":"XS2904562746","value_usd":4694999.64,"pct_val":0.0607458,"balance":4000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-66","title":"FANNIE MAE FNR 2025 66 FK","isin":"US3136BWYL49","value_usd":4666893.02,"pct_val":0.0603822,"balance":4648606.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XLVI LTD 2020-46A","title":"MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A","isin":"US55822AAW71","value_usd":4596868.87,"pct_val":0.0594762,"balance":4600000,"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 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":4583856.54,"pct_val":0.0593078,"balance":3900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL STREET MASTER TRUST 2024-1","title":"CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A","isin":"US14051LAA08","value_usd":4501782.9,"pct_val":0.0582459,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD","isin":"US38382YC921","value_usd":4464890.33,"pct_val":0.0577686,"balance":4380650.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONTEGO CLO IV DAC 4A","title":"CONTEGO CLO DAC CONTE 4A AR 144A","isin":"XS2294714220","value_usd":4436162.63,"pct_val":0.0572646,"balance":3776196.34,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-4 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A","isin":"US05685AAQ13","value_usd":4404023.84,"pct_val":0.0569811,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A","title":"OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A","isin":"XS2330054953","value_usd":4390929.79,"pct_val":0.0566807,"balance":3739655.26,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO IX LTD 2015-2A","title":"SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A","isin":"US83609GBN43","value_usd":4323156.76,"pct_val":0.0559348,"balance":4317477.12,"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":"INF SWAP US IT 2.7675 05/13/21-5Y LCH","isin":"EZGKNZSHTVL4","value_usd":4299788.18,"pct_val":0.0556324,"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":"ST PAUL'S CLO X DAC 10A","title":"ST PAULS CLO SPAUL 10A AR 144A","isin":"XS2319913104","value_usd":4288230.68,"pct_val":0.0554829,"balance":3661753.46,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FA","isin":"US3137HMGJ32","value_usd":4272797.82,"pct_val":0.0552832,"balance":4254303.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIKES PEAK CLO 2018-2A","title":"PIKES PEAK CLO PIPK 2018 2A ARR 144A","isin":"US72133JAY38","value_usd":4204812.32,"pct_val":0.0544036,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WIND RIVER CLO LTD 2021-2A","title":"WIND RIVER CLO LTD WINDR 2021 2A A1R 144A","isin":"US97315VAL18","value_usd":4201227.32,"pct_val":0.0543572,"balance":4200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ST PAULS CLO 4A","title":"ST PAULS CLO SPAUL 4A ARR1 144A","isin":"XS2400757501","value_usd":4176216.26,"pct_val":0.0540336,"balance":3550085.87,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.31125 02/24/21-10Y LCH","isin":"EZ0098TXC0B7","value_usd":4169075.5,"pct_val":0.0539412,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"TIKEHAU CLO IV BV 4A","title":"TIKEHAU TIKEH 4A A1 144A","isin":"XS1850277838","value_usd":4168806.58,"pct_val":0.0552839,"balance":3534173.82,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAUL-11A","title":"ST PAULS CLO SPAUL 11A AR 144A","isin":"XS2388197175","value_usd":4008503.15,"pct_val":0.0518637,"balance":3407559.13,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8044 G2 05/52 FIXED 3.5","isin":"US36179W5D62","value_usd":3968108.64,"pct_val":0.051341,"balance":4305591.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5589","title":"FREDDIE MAC FHR 5589 FB","isin":"US3137HNFP83","value_usd":3902973.53,"pct_val":0.0504983,"balance":3887357.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","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":3805704.86,"pct_val":0.0492398,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO 36 LTD 2025-52A","title":"SYMPHONY CLO LTD SYMP 2025 52A AR 144A","isin":"US87170MAC64","value_usd":3800000,"pct_val":0.049166,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":3719968.08,"pct_val":0.0481305,"balance":-2528,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A","title":"GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A","isin":"US36361UAL44","value_usd":3710497.55,"pct_val":0.0480079,"balance":3708451.52,"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":"3MO EURO EURIBOR  SEP26 IFLL 20260914","isin":"GB00J8R2ZN46","value_usd":3674023.69,"pct_val":0.0487224,"balance":5672,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"HENLEY CLO VI DAC 6A","title":"HENLEY FUNDING LTD. HNLY 6A A 144A","isin":"XS2401083303","value_usd":3647100.44,"pct_val":0.0471877,"balance":3100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKROCK EUROPEAN CLO VII DAC 7A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A","isin":"XS2304369759","value_usd":3640314.11,"pct_val":0.0470999,"balance":3093856.5,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDIGO CREDIT MANAGEMENT I DAC 1A","title":"INDIGO CREDIT MANAGEMENT INDI 1A AR 144A","isin":"XS3236214899","value_usd":3525605.61,"pct_val":0.0456157,"balance":3000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENTA CLO 9 DAC","title":"PENTA CLO S.A. PENTA 2021 9A A 144A","isin":"XS2344757203","value_usd":3525455.77,"pct_val":0.0456138,"balance":3000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.50000 12/15/21-10Y LCH","isin":"EZBGMDDJHGZ6","value_usd":3457855.82,"pct_val":0.0447392,"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":"LEHMAN ABS MANUFACTURED HOUSING 2001-B","title":"LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2","isin":"US52519SAM52","value_usd":3411552.69,"pct_val":0.0441401,"balance":3570604.93,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOUNTAIN VIEW CLO XVI LTD 2022-1A","title":"MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A","isin":"US62432UAN19","value_usd":3405716.11,"pct_val":0.043963,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CEDAR FUNDING VI CLO LTD 2016-6A","title":"CEDAR FUNDING LTD CEDF 2016 6A AR3 144A","isin":"US15032DAZ42","value_usd":3401041.83,"pct_val":0.0440041,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LOANCORE 2022-CRE7 ISSUER LTD","title":"LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A","isin":"US53946PAA84","value_usd":3357746.12,"pct_val":0.0434439,"balance":3353435.81,"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 CERTI 2006-19","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3","isin":"US12667CAD48","value_usd":3356002.57,"pct_val":0.0434213,"balance":3377012.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A","isin":"XS3040415013","value_usd":3332509.69,"pct_val":0.0431174,"balance":2837766.53,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN CLO DAC 2021-2A","title":"PALMER SQUARE EUROPEAN CLO PLMER 2021 2A A1 144A","isin":"XS2357233100","value_usd":3292048.34,"pct_val":0.0424957,"balance":2800000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A","title":"SEGOVIA EUROPEAN CLO 6   2019 SEGOV 2019 6A AR 144A","isin":"XS2357554679","value_usd":3258166.19,"pct_val":0.0420583,"balance":2772621.49,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":3202975.74,"pct_val":0.0414414,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRNTS-2021-17A","title":"TRINITAS CLO LTD TRNTS 2021 17A AR 144A","isin":"US89642JAL98","value_usd":3201056.32,"pct_val":0.0414166,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A","title":"NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A","isin":"US64134MAJ53","value_usd":3198578.82,"pct_val":0.0413845,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD","title":"GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A","isin":"US381929AA67","value_usd":3166144.6,"pct_val":0.0419873,"balance":3166144.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":3105639.12,"pct_val":0.040182,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 95 CLO LTD","title":"DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A","isin":"US262487AJ07","value_usd":3098955.02,"pct_val":0.0400955,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TRUST 2007-3","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3","isin":"US68402BAD82","value_usd":3074319.24,"pct_val":0.0397768,"balance":6198991.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-52","title":"FANNIE MAE FNR 2025 52 FB","isin":"US3136BWUZ70","value_usd":3042798.81,"pct_val":0.039369,"balance":3028934.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CUMULUS STATIC CLO 2024-1 DAC 24-1A","title":"CUMULUS STATIC CLO CMLST 2024 1A A 144A","isin":"XS2797421414","value_usd":3033614.1,"pct_val":0.0392501,"balance":2577264.86,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2022-FL11 LLC","title":"BDS LTD BDS 2022 FL11 ATS 144A","isin":"US054980AA58","value_usd":3017766.82,"pct_val":0.0390451,"balance":3012061.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-79","title":"FANNIE MAE FNR 2025 79 FA","isin":"US3136BXUC68","value_usd":3002835.63,"pct_val":0.0388519,"balance":2984762.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL 25 LTD","title":"NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A","isin":"US668468AL53","value_usd":2995265.85,"pct_val":0.038754,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":2951278.96,"pct_val":0.0381849,"balance":2509023.4,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXI DAC 21A","title":"CORDATUS CLO PLC CORDA 21A A1E 144A","isin":"XS2370710936","value_usd":2941036.98,"pct_val":0.0380523,"balance":2500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA EURO CLO IV DAC 4A","title":"VOYA EURO CLO VOYE 4A AR 144A","isin":"XS2401860718","value_usd":2940045.41,"pct_val":0.0380395,"balance":2500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3","isin":"US93936NAC74","value_usd":2908986.17,"pct_val":0.0376377,"balance":3711546.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":2903117.5,"pct_val":0.0375617,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":2896729.87,"pct_val":0.0384145,"balance":-2652,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GREYWOLF CLO III LTD 2020-3RA","title":"GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A","isin":"US39809CAY03","value_usd":2877291.34,"pct_val":0.0372276,"balance":2875358.52,"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 2025-16","title":"FANNIE MAE FNR 2025 16 FN","isin":"US3136BU6A37","value_usd":2851624.95,"pct_val":0.0378163,"balance":2848661.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC CORP 2006-EMX7","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4","isin":"US74924TAD63","value_usd":2850614.36,"pct_val":0.0368824,"balance":3183726.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/27 2.375","isin":"US912810PS15","value_usd":2810055.45,"pct_val":0.0363576,"balance":2787572.37,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","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":2799300,"pct_val":0.0362185,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2006-HE6","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B","isin":"US59023XAC02","value_usd":2708929.66,"pct_val":0.0350492,"balance":8752025.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC EUROPEAN FUNDING CLO 3A","title":"CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A","isin":"XS2274529275","value_usd":2704494.72,"pct_val":0.0349919,"balance":2300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARINGS EURO CLO 2025-1 DAC 25-1A","title":"BARINGS EURO CLO DAC BABSE 2025 1A A 144A","isin":"XS3246987104","value_usd":2702959.98,"pct_val":0.034972,"balance":2300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-2 LTD","title":"WELLFLEET CLO LTD WELF 2021 2A A1R 144A","isin":"US95023AAL44","value_usd":2701181.47,"pct_val":0.034949,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RISERVA CLO LTD 2016-3A","title":"RISERVA CLO, LTD. RSRVA 2016 3A AR3","isin":"US76761RBG39","value_usd":2700157.14,"pct_val":0.0349357,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A","title":"NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A","isin":"US64134AAJ16","value_usd":2699382.29,"pct_val":0.0349257,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPX HIL 2025-1 ISSUER TRUST","title":"UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A","isin":"US916925AA80","value_usd":2626390.38,"pct_val":0.0339813,"balance":2604172.1,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVESINK CLO 2 LTD 2024-2A","title":"NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A","isin":"US63942YAQ70","value_usd":2600000,"pct_val":0.0336399,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LXV CLO LTD","title":"ARES CLO LTD ARES 2022 65A A1R 144A","isin":"US04019FAL13","value_usd":2599623.55,"pct_val":0.033635,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2","title":"CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4","isin":"US14453FAD15","value_usd":2591089.69,"pct_val":0.0335246,"balance":2673135.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVAL CLO LTD 2018-1A","title":"CARVAL CLO LTD CARVL 2018 1A AR 144A","isin":"US146865AJ95","value_usd":2545509.7,"pct_val":0.0329348,"balance":2544205.74,"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":2503787.13,"pct_val":0.0332035,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIRN CLO X BV 18-10A","title":"CAIRN CLO BV CRNCL 2018 10A AR 144A","isin":"XS2350603374","value_usd":2501342.07,"pct_val":0.0323634,"balance":2126864.12,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE 44 CLO LTD","title":"VENTURE CDO LTD VENTR 2021 44A A1NR 144A","isin":"US92332KAQ40","value_usd":2500752.73,"pct_val":0.0323558,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SLM STUDENT LOAN TRUST 2008-7","title":"SLM STUDENT LOAN TRUST SLMA 2008 7 A4","isin":"US78445FAD78","value_usd":2499155.06,"pct_val":0.0323351,"balance":2500014.82,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":2478908.26,"pct_val":0.0320731,"balance":2464059.27,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A2 144A","isin":null,"value_usd":2469195.12,"pct_val":0.0319475,"balance":3700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5567","title":"FREDDIE MAC FHR 5567 FB","isin":"US3137HMEX44","value_usd":2436241.96,"pct_val":0.0315211,"balance":2420687.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO X BV 10A","title":"ARES EUROPEAN CLO ARESE 10A AR 144A","isin":"XS2347648961","value_usd":2421492.8,"pct_val":0.0313303,"balance":2059137.46,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLIANCE BANCORP TRUST 2007-OA1","title":"ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1","isin":"US01852TAA16","value_usd":2414400.59,"pct_val":0.0312385,"balance":2697443.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCEAN TRAILS CLO 8 2020-8A","title":"OCEAN TRAILS CLO OCTR 2020 8A ARR","isin":"US67514UAU51","value_usd":2403658.03,"pct_val":0.0310278,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WHETSTONE PARK CLO LTD 2021-1A","title":"WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A","isin":"US96329YAN76","value_usd":2400004.2,"pct_val":0.0310522,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK7608 FN 09/48 FIXED 4","isin":"US3140HMN264","value_usd":2365445.87,"pct_val":0.0306051,"balance":2446577.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAST MORTGAGE TRUST 2022-1700","title":"BSST MORTGAGE TRUST BSST 2022 1700 A 144A","isin":"US055742AA88","value_usd":2347991.62,"pct_val":0.0311375,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2006-8","title":"LEHMAN XS TRUST LXS 2006 8 3A4","isin":"US52522HAM43","value_usd":2347772.49,"pct_val":0.0303764,"balance":2376941.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2004-7","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5","isin":"US126673EG31","value_usd":2336279.63,"pct_val":0.0302277,"balance":2533187.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PPM CLO LTD 2019-3A","title":"PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A","isin":"US69355EAU91","value_usd":2300228.97,"pct_val":0.0297613,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"37 CAPITAL CLO 4 LTD 2023-2A","title":"37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A","isin":"US883932AN54","value_usd":2299906.34,"pct_val":0.0297571,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 35 LTD 35A","title":"LCM LTD PARTNERSHIP LCM 35A A1R 144A","isin":"US50202QAL77","value_usd":2299710.64,"pct_val":0.0297546,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELEVATION CLO 2022-16A LTD","title":"ELEVATION CLO LTD AWPT 2022 16A A1AR 144A","isin":"US28623YAU73","value_usd":2298134.47,"pct_val":0.0297342,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619467","value_usd":2265837.98,"pct_val":0.0293163,"balance":17894396.1,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2005-A5","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3","isin":"US45660LJZ31","value_usd":2244217.39,"pct_val":0.0290366,"balance":3790467.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":2206239.51,"pct_val":0.0285452,"balance":-1103,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MARBLE POINT CLO XXII LTD","title":"MARBLE POINT CLO MP22 2021 2A AR 144A","isin":"US56606GAJ31","value_usd":2202346.81,"pct_val":0.0284949,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK AVENUE INSTITUTIONAL ADVI 2021-1A","title":"PARK AVENUE INSTITUTIONAL ADVI PAIA 2021 1A A1AR 144A","isin":"US70015QAL23","value_usd":2201645.84,"pct_val":0.0284858,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKROCK EUROPEAN CLO IX DAC 9A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A","isin":"XS2062959700","value_usd":2191584.72,"pct_val":0.0290633,"balance":1860039.9,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2 DAC  24-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A","isin":"XS2921572231","value_usd":2158481.18,"pct_val":0.0279273,"balance":1834697.97,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3","isin":"US83613DAD84","value_usd":2126322.05,"pct_val":0.0275112,"balance":2307306.23,"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 II 2022-1A","title":"37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A","isin":"US88429PAU66","value_usd":2103914.04,"pct_val":0.0272213,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL X LTD 2021-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A","isin":"US34962HAJ68","value_usd":2102351.29,"pct_val":0.0272011,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5538","title":"FREDDIE MAC FHR 5538 AF","isin":"US3137HKXR09","value_usd":2083290.99,"pct_val":0.0269545,"balance":2069536.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-HE2","title":"GSAMP TRUST GSAMP 2007 HE2 A2D","isin":"US362440AE97","value_usd":2062843,"pct_val":0.0266899,"balance":2738259.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2006-M1","title":"ARGENT SECURITIES INC. ARSI 2006 M1 A1","isin":"US04012MAM10","value_usd":2054354.71,"pct_val":0.0265801,"balance":2245848.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC","isin":"US38382Y5C34","value_usd":2041930.91,"pct_val":0.0264193,"balance":2003234.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO VI LTD 2017-6A","title":"TRINITAS CLO LTD TRNTS 2017 6A AR4 144A","isin":"US89640YBQ61","value_usd":2000902.76,"pct_val":0.0258885,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIBRANT CLO XII LTD 2021-12A","title":"VIBRANT CLO LTD VIBR 2021 12A A1A2 144A","isin":"US92558WBE12","value_usd":2000412.54,"pct_val":0.0258822,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2007-QH8","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A","isin":"US74924EAA55","value_usd":1999876.61,"pct_val":0.0258752,"balance":2512525.54,"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 V LTD 2018-5A","title":"TRALEE CLO LTD TRAL 2018 5A A1RR 144A","isin":"US89300JBA51","value_usd":1999540.8,"pct_val":0.0258709,"balance":2000000,"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 2025-93","title":"FANNIE MAE FNR 2025 93 FA","isin":"US3136BXS394","value_usd":1993234.9,"pct_val":0.0257893,"balance":1987698.36,"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 4687","title":"FREDDIE MAC FHR 4687 FG","isin":"US3137BY3C20","value_usd":1973779.11,"pct_val":0.0255376,"balance":2013578.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC FUNDING LTD 2017-4A","title":"CIFC FUNDING LTD CIFC 2017 4A A1R 144A","isin":"US12551JAL08","value_usd":1963361.02,"pct_val":0.0254028,"balance":1960948.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":1963104.87,"pct_val":0.0260334,"balance":-2371,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":1935472.42,"pct_val":0.0256669,"balance":1952000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2005-HE2","title":"GSAMP TRUST GSAMP 2005 HE2 M2","isin":"US36242DA604","value_usd":1934334.98,"pct_val":0.0250272,"balance":1991385.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009397069","value_usd":1923190.39,"pct_val":0.0248257,"balance":15535772.78,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2006-4","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12","isin":"US02660LAB62","value_usd":1916073.97,"pct_val":0.0247909,"balance":3827357.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":1911993.38,"pct_val":0.0247382,"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":"MDPK-2021-39A","title":"MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A","isin":"US55821LAJ35","value_usd":1902566.2,"pct_val":0.0246162,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VMWARE LLC","title":"VMWARE LLC SR UNSECURED 08/27 3.9","isin":"US928563AC98","value_usd":1901950.31,"pct_val":0.0246082,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EURO-GALAXY III CLO BV 13-3A","title":"EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A","isin":"XS2305240843","value_usd":1873641.89,"pct_val":0.0242419,"balance":1592425.68,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":1851588,"pct_val":0.0239566,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2006-HE3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D","isin":"US17310VAD29","value_usd":1831304.88,"pct_val":0.0236942,"balance":2615888.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1","isin":"US05951EAC12","value_usd":1822482.24,"pct_val":0.02358,"balance":2109347.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALT LOAN TRUST 2006-OA17","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A","isin":"US12668PAA03","value_usd":1808543.77,"pct_val":0.0233997,"balance":2009860.88,"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 2006-7","title":"LEHMAN XS TRUST LXS 2006 7 1A1A","isin":"US52522EAA73","value_usd":1783176.9,"pct_val":0.0230715,"balance":2008077.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 01/38 6.625","isin":"US91087BBF67","value_usd":1778200,"pct_val":0.0230071,"balance":1700000,"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":"INF SWAP EM NI 2.59 12/15/22-30Y LCH","isin":"EZQNRNKDZTL1","value_usd":1776598.12,"pct_val":0.0229864,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP GB NI 3.5 08/15/24-10Y LCH","isin":"EZ2T5PFXSD76","value_usd":1767501.64,"pct_val":0.0228687,"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":"522 FUNDING CLO 2020-6 LTD","title":"522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A","isin":"US33835AAY55","value_usd":1751601.25,"pct_val":0.0226629,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS B 144A","isin":null,"value_usd":1735110.09,"pct_val":0.0224496,"balance":2600000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ADAGIO CLO VIII DAC VIII-A","title":"ADAGIO CLO ADAGI VIII A AN 144A","isin":"XS2054620070","value_usd":1729718.54,"pct_val":0.0229384,"balance":1470067.25,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.7 04/15/23-30Y LCH","isin":"EZ0Y9J6GR2R2","value_usd":1709482.26,"pct_val":0.022118,"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":"37 CAPITAL CLO I 2021-1A","title":"37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A","isin":"US88430TAQ40","value_usd":1703036.76,"pct_val":0.0220346,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2005-4","title":"SAXON ASSET SECURITIES TRUST SAST 2005 4 M3","isin":"US805564TL53","value_usd":1682361.01,"pct_val":0.0217671,"balance":1915000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A","isin":"US46651QAA58","value_usd":1677461.76,"pct_val":0.0217037,"balance":1681461.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND XV LTD","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A","isin":"US04942MAN48","value_usd":1661243.45,"pct_val":0.0214938,"balance":1659990.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A","isin":"US64830KAA51","value_usd":1647923.49,"pct_val":0.0213215,"balance":1680830.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A","isin":"US05684NAL55","value_usd":1600621.86,"pct_val":0.0207095,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARALLEL 2021-1 LTD","title":"PARALLEL LTD PARL 2021 1A AR 144A","isin":"US69916HAL42","value_usd":1597055.17,"pct_val":0.0206634,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5534","title":"FREDDIE MAC FHR 5534 FD","isin":"US3137HLEG38","value_usd":1576364.66,"pct_val":0.0203956,"balance":1563752.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2007-OA2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A","isin":"US933635AA29","value_usd":1571723.13,"pct_val":0.0203356,"balance":1754052.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK EURO FUNDING IX DAC 9A","title":"MADISON PARK EURO FUNDING CADOG 9A AR 144A","isin":"XS2346593242","value_usd":1564432.23,"pct_val":0.0202413,"balance":1331000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":1546645.61,"pct_val":0.0200111,"balance":1560000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED FUNDING CERTS 2004-OPT5","title":"ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1","isin":"US04542BJY92","value_usd":1537676.88,"pct_val":0.0198951,"balance":1531457.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA","isin":"US38383KCV26","value_usd":1534338.51,"pct_val":0.0198519,"balance":1520086.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-16","title":"FANNIE MAE FNR 2025 16 FA","isin":"US3136BU5D84","value_usd":1533750.78,"pct_val":0.0198443,"balance":1528306.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-WHQ2","title":"PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5","isin":"US70069FEM59","value_usd":1532480.81,"pct_val":0.0198279,"balance":1635736.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAD CLO LTD 2019-5A","title":"RAD CLO LTD RAD 2019 5A AR 144A","isin":"US74923EAA64","value_usd":1528134.23,"pct_val":0.0202651,"balance":1525819.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":1510458.38,"pct_val":0.0194979,"balance":1522000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM XXIV LTD 2019-24A","title":"OZLM LTD OZLM 2019 24A A1AR 144A","isin":"US67113DAW48","value_usd":1504486,"pct_val":0.0194657,"balance":1503400.03,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CGMS-2021-9A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 9A AR 144A","isin":"US14317KAQ76","value_usd":1500845.28,"pct_val":0.0194185,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LX CLO LTD 60A","title":"ARES CLO LTD ARES 2021 60A AR 144A","isin":"US04018FAJ75","value_usd":1500459.21,"pct_val":0.0194136,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 27 LTD","title":"KKR FINANCIAL CLO LTD KKR 27A A1R2 144A","isin":"US48253YBL11","value_usd":1500006.9,"pct_val":0.0194077,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-C","title":"FREMONT HOME LOAN TRUST FHLT 2006 C 1A1","isin":"US35729TAA07","value_usd":1494258.03,"pct_val":0.0193333,"balance":1613354.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797PG65","value_usd":1487840.44,"pct_val":0.0197307,"balance":1493000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JUBILEE CLO 2016-XVII BV 16-17A","title":"JUBILEE CDO BV JUBIL 2016 17A A2RR 144A","isin":"XS2307740642","value_usd":1453220.29,"pct_val":0.0188024,"balance":1235939.22,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-1","title":"COUNTRYWIDE HOME LOANS CWHL 2007 1 A1","isin":"US170255AA19","value_usd":1450570.56,"pct_val":0.0187681,"balance":3353348.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AEGIS ASSET BACKED SECURITIES TR 2005-5","title":"AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1","isin":"US00764MHE03","value_usd":1447453.7,"pct_val":0.0187277,"balance":1521744.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":1425647.43,"pct_val":0.0184456,"balance":1441000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA","title":"CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7","isin":"US224939AB41","value_usd":1419178.25,"pct_val":0.0183619,"balance":4500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A","isin":"US02146YAC03","value_usd":1418596.73,"pct_val":0.0183544,"balance":1632695.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICG US CLO LTD 2015-2RA","title":"ICG US CLO LTD ICG 2015 2RA A1R 144A","isin":"US44933WAL37","value_usd":1416621.9,"pct_val":0.0183288,"balance":1415253.15,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALT LOAN TRUST 2006-41CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A9","isin":"US02149CAJ09","value_usd":1399026.17,"pct_val":0.0181012,"balance":2805991.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A","isin":"US14311NAU81","value_usd":1384076.63,"pct_val":0.0178665,"balance":1382228.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES L CLO LTD 2018-50A","title":"ARES CLO LTD ARES 2018 50A AR 144A","isin":"US04018LAJ44","value_usd":1336719.69,"pct_val":0.0177267,"balance":1336030.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2007-15N","title":"LEHMAN XS TRUST LXS 2007 15N 2A1","isin":"US52524VAG41","value_usd":1315865.85,"pct_val":0.0170252,"balance":1328046.83,"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":1311409.57,"pct_val":0.0169676,"balance":1310744.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 03/29 VAR","isin":"CH1214797172","value_usd":1309594.84,"pct_val":0.016905,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR","isin":"XS2779841050","value_usd":1296414.32,"pct_val":0.0171922,"balance":1100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-9Y LCH","isin":"EZVYZM8DK482","value_usd":1296122.75,"pct_val":0.0167698,"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":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A","isin":"XS3147501103","value_usd":1293822.68,"pct_val":0.01674,"balance":1100000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN CLO LTD 2018-3A","title":"BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A","isin":"US09630AAN63","value_usd":1271938.69,"pct_val":0.0164569,"balance":1270393.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H17","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF","isin":"US38382YXH16","value_usd":1250188.12,"pct_val":0.0161754,"balance":1239650.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MAN GLG EURO CLO V DAC 5A","title":"MAN GLG EURO CLO GLGE 5A A1R 144A","isin":"XS2313672177","value_usd":1249090.91,"pct_val":0.0161612,"balance":1062165.88,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUTK/0.55000 09/14/23-5Y LCH","isin":"EZ0DH7NGQM44","value_usd":1245900.99,"pct_val":0.01612,"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":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":1203775.78,"pct_val":0.0155749,"balance":1195000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST II 2007-1","title":"BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1","isin":"US07389KAA97","value_usd":1199302.81,"pct_val":0.0155171,"balance":2559553.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5","isin":"US3132DWES89","value_usd":1186777.58,"pct_val":0.015355,"balance":1209296.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XXI DAC 21A","title":"HARVEST CLO HARVT 21A A1R 144A","isin":"XS2326512618","value_usd":1184120.51,"pct_val":0.0153206,"balance":1006860.46,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CEDAR FUNDING V CLO LTD 2016-5A","title":"CEDAR FUNDING LTD CEDF 2016 5A A1R 144A","isin":"US15032AAN72","value_usd":1177748.44,"pct_val":0.0152382,"balance":1177124.93,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALBACORE EURO CLO IV DAC 4A","title":"ALBACORE EURO CLO ALBAC 4A AR 144A","isin":"XS2861758642","value_usd":1176175.77,"pct_val":0.0152178,"balance":999913.39,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BBAM EUROPEAN CLO I DAC 1A","title":"BBAM EUROPEAN CLO BBAME 1A AR 144A","isin":"XS2344625475","value_usd":1175374.62,"pct_val":0.0152075,"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":"BLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 3A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A","isin":"XS2348330064","value_usd":1173106.72,"pct_val":0.0151781,"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":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2","isin":"DK0002051093","value_usd":1168391.51,"pct_val":0.0151171,"balance":8883065.58,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":1166077.24,"pct_val":0.0150524,"balance":927,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 FB","isin":"US3137HMD238","value_usd":1163043.47,"pct_val":0.0150479,"balance":1157595.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN EURO CLO 20-74A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A","isin":"XS2124848735","value_usd":1151137.49,"pct_val":0.0152656,"balance":977893.32,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS4437 FN 10/52 FIXED VAR","isin":"US3140XK4X54","value_usd":1137601.05,"pct_val":0.0147187,"balance":1159798.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDB MORTGAGE LOAN TR 2006-1","title":"INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1","isin":"US45661JAA16","value_usd":1133751.86,"pct_val":0.0146689,"balance":3599625.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050012","value_usd":1131844.89,"pct_val":0.0146443,"balance":10700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARATHON CLO XIII LTD 2019-1A","title":"MARATHON CLO LTD MCLO 2019 1A AAR2 144A","isin":"US56579ABJ88","value_usd":1128740.21,"pct_val":0.0145704,"balance":1126711.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARMOR RE II LTD","title":"ARMOR RE II LTD UNSECURED 144A 01/32 VAR","isin":"US04227FAF27","value_usd":1110375,"pct_val":0.0143665,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATL MTGE ASSOC 2010-H01","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H01 FA","isin":"US38376T5N82","value_usd":1110119.62,"pct_val":0.0143632,"balance":1104260.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-WCW2","title":"PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3","isin":"US70069FAZ09","value_usd":1103906.76,"pct_val":0.0142828,"balance":1111404.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TG20","value_usd":1094768.74,"pct_val":0.0141646,"balance":1105000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"522 FUNDING CLO I LTD 2018-3A","title":"522 FUNDING CLO LTD MORGN 2018 3A AR 144A","isin":"US33835NAA90","value_usd":1089677.92,"pct_val":0.0140987,"balance":1089153.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H14","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA","isin":"US38380LYK33","value_usd":1085806.69,"pct_val":0.0140486,"balance":1072677.55,"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 10/25 0.00000","isin":"US912797RD17","value_usd":1080711.59,"pct_val":0.0143317,"balance":1095000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD0250 FR 06/48 FIXED 4","isin":"US3132DMH320","value_usd":1065723.39,"pct_val":0.0137888,"balance":1101705.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050442","value_usd":1060423.6,"pct_val":0.0137202,"balance":8588973.07,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ST PAULS CLO II DAC 2A","title":"ST PAULS CLO SPAUL 2A AR4 144A","isin":"XS2402448703","value_usd":1058672.2,"pct_val":0.0136975,"balance":900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-WFH2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M2","isin":"US17312BAF94","value_usd":1043109.57,"pct_val":0.0134962,"balance":1047627.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL XII-B LTD 2018-12BA","title":"NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A","isin":"US66858CAN74","value_usd":1041425.73,"pct_val":0.0134744,"balance":1040149.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2006-FF14","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1","isin":"US32027LAA35","value_usd":1032670.13,"pct_val":0.0133611,"balance":1104208.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 44 EURO CLO 2015 BV 15-44A","title":"DRYDEN EURO CLO DRYD 2015 44A A1RR 144A","isin":"XS2298464939","value_usd":1010806,"pct_val":0.0130782,"balance":859832.09,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD","title":"GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A","isin":"US38136NAY22","value_usd":1000321.23,"pct_val":0.0129426,"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":"CANYON CLO 2020-1 LTD","title":"CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A","isin":"US13876LAW72","value_usd":999196.56,"pct_val":0.012928,"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":"OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2","title":"OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M7","isin":"US68383NBC65","value_usd":995859.8,"pct_val":0.0128848,"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":"CARRINGTON MTGE LOAN TRUST 2006-NC1","title":"CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1","isin":"US144531EY26","value_usd":992388.95,"pct_val":0.0128399,"balance":1008957.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A","isin":"XS2339017928","value_usd":962221.39,"pct_val":0.0124496,"balance":818262.44,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":961337.29,"pct_val":0.0124095,"balance":320,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2006-GEL4","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A","isin":"US86361NAD30","value_usd":956018.85,"pct_val":0.0123694,"balance":955572.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":0.0121874,"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":"SECURITIZED ASSET BACKED REC 2006-HE1","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C","isin":"US81376YAD31","value_usd":940357.62,"pct_val":0.0121667,"balance":2878643.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QS94","value_usd":926543.02,"pct_val":0.0119604,"balance":933000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2005-W1","title":"ARGENT SECURITIES INC. ARSI 2005 W1 A1","isin":"US040104MX65","value_usd":910563.75,"pct_val":0.0117812,"balance":991908.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8345 G2 10/52 FIXED 3.5","isin":"US36179XHW92","value_usd":899486.17,"pct_val":0.0116379,"balance":977900.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTGE INVEST 2006-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1","isin":"US86360JAA97","value_usd":895971.7,"pct_val":0.0115924,"balance":1261851.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBAM 2018-6 LTD 2019-10A","title":"CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A","isin":"US12482NAN12","value_usd":894054.83,"pct_val":0.0118563,"balance":892222.18,"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":"INF SWAP EM NI 2.763 09/15/23-30Y LCH","isin":"EZSV4JHYN6X0","value_usd":884396.89,"pct_val":0.0114427,"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":"HARVEST CLO XVI DAC 16A","title":"HARVEST CLO HARVT 16A ARR 144A","isin":"XS2304366656","value_usd":883019,"pct_val":0.0113985,"balance":751478.73,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2011-RR5","title":"BCAP LLC TRUST BCAP 2011 RR5 10A6 144A","isin":"US05533YBC30","value_usd":879764,"pct_val":0.0113827,"balance":970985.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.645 09/10/21-7Y LCH","isin":"EZ2RJJ2KZCW0","value_usd":870726.91,"pct_val":0.0112658,"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":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS C 144A","isin":null,"value_usd":867555.04,"pct_val":0.0112248,"balance":1300000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ0639 FN 03/48 FIXED 4","isin":"US3140H1V985","value_usd":859003.48,"pct_val":0.0111141,"balance":888342.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR7","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR7 A1","isin":"US94986KAA43","value_usd":857714.51,"pct_val":0.0110975,"balance":946678.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN EUR CLO 5A","title":"BLUEMOUNTAIN EUR CLO BLUME 5A A 144A","isin":"XS2073824851","value_usd":851297.51,"pct_val":0.0110144,"balance":723661.86,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.682 10/15/23-30Y LCH","isin":"EZW0QN60W2Z4","value_usd":843276.09,"pct_val":0.0109107,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA4733 FN 09/52 FIXED 4.5","isin":"US31418EHK91","value_usd":838783.39,"pct_val":0.0108525,"balance":855238.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-FM1","title":"GSAMP TRUST GSAMP 2007 FM1 A1","isin":"US3622MAAA93","value_usd":836243.77,"pct_val":0.0108197,"balance":1553055.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35","isin":"US02148FBX24","value_usd":816933.61,"pct_val":0.0105698,"balance":978659.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC FUNDING 2018-III LTD 2018-3A","title":"CIFC FUNDING LTD CIFC 2018 3A A 144A","isin":"US12551YAA10","value_usd":811338.57,"pct_val":0.0107594,"balance":810562.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PN17","value_usd":803754.74,"pct_val":0.0106588,"balance":808000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1","isin":"US02149DAN93","value_usd":799973.86,"pct_val":0.0103504,"balance":890519.18,"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":794870,"pct_val":0.0102844,"balance":787000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5452","title":"FREDDIE MAC FHR 5452 JF","isin":"US3137HFGZ23","value_usd":780132.56,"pct_val":0.0100937,"balance":775337.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":773554.25,"pct_val":0.0102584,"balance":1684,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":773219.56,"pct_val":0.0100042,"balance":781000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SEC INC 2005-WHQ4","title":"PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2","isin":"US70069FMT11","value_usd":748264.45,"pct_val":0.0096814,"balance":758140.98,"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-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A","isin":"US92925DAA81","value_usd":746746.13,"pct_val":0.0096617,"balance":850133.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-HY7","title":"COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1","isin":"US12544HAY62","value_usd":746136.29,"pct_val":0.0096538,"balance":793292.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0088 G2 12/54 FIXED 3.5","isin":"US3618N5C239","value_usd":728891.12,"pct_val":0.0096661,"balance":799999.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CATAMARAN CLO LTD 2014-1A","title":"CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A","isin":"US14889DAJ72","value_usd":726199.29,"pct_val":0.0093742,"balance":725292.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":713636.11,"pct_val":0.0092333,"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":"SOUNDS POINT CLO IV-R LTD 2013-3RA","title":"SOUND POINT CLO LTD SNDPT 2013 3RA A 144A","isin":"US83609YAC03","value_usd":708613.14,"pct_val":0.0091683,"balance":708226.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TR 2004-4","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1","isin":"US64352VJJ17","value_usd":705658.47,"pct_val":0.0091301,"balance":716097.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR6","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A","isin":"US456612AC42","value_usd":700508.3,"pct_val":0.0090635,"balance":769950.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 01/28 VAR","isin":"CH0517825276","value_usd":692060.17,"pct_val":0.0089542,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRSLF-2017-54A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A","isin":"US26244RAF82","value_usd":690421.35,"pct_val":0.008933,"balance":689771.67,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO I DAC 1A","title":"INVESCO EURO CLO INVSC 1A A1R 144A","isin":"XS2301385832","value_usd":677283.45,"pct_val":0.008763,"balance":576016.42,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS D 144A","isin":null,"value_usd":667350.03,"pct_val":0.0086344,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BOSPHORUS CLO V DAC 5A","title":"BOSPHORUS CLO BOPHO 5A A1 144A","isin":"XS2073812765","value_usd":663038.51,"pct_val":0.0085787,"balance":563197.13,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 35 EURO CLO 2014 BV 14-35A","title":"DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A","isin":"XS2092257869","value_usd":658714.95,"pct_val":0.0085227,"balance":559871.68,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST-2006-2","title":"SAXON ASSET SECURITIES TRUST SAST 2006 2 M1","isin":"US80556XAG25","value_usd":653181.4,"pct_val":0.0084511,"balance":677385.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN CLO LTD 2018-64A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A","isin":"US26251LAC81","value_usd":643246.2,"pct_val":0.0083226,"balance":642928.39,"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 ABS CAPITAL I 2006-HE8","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D","isin":"US61750SAF92","value_usd":626261.33,"pct_val":0.0081028,"balance":1420246.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR14","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A2","isin":"US92922F4B15","value_usd":624126.57,"pct_val":0.0080752,"balance":660816.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP GB NI 3.466 09/15/24-10Y LCH","isin":"EZ6H5KXS0QT8","value_usd":621458.17,"pct_val":0.0080407,"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":"WAMU MTGE P/T CERT 2007-HY1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1","isin":"US92925VAA89","value_usd":615157.01,"pct_val":0.0079592,"balance":687718.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCAP LLC TRUST 2006-AA2","title":"BCAP LLC TRUST BCAP 2006 AA2 A1","isin":"US05530MAA71","value_usd":588788.32,"pct_val":0.007618,"balance":622909.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 06/27 VAR","isin":"CH0483180946","value_usd":584012.96,"pct_val":0.0075562,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":573416.81,"pct_val":0.0074191,"balance":888196.62,"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-HY5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1","isin":"US92990GAC78","value_usd":572641.23,"pct_val":0.0074091,"balance":693118.12,"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 MTGE P/T 2006-AR3","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A","isin":"US93934FQP08","value_usd":571696.47,"pct_val":0.0073968,"balance":635271.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1","isin":"US576433G423","value_usd":570528.22,"pct_val":0.0073817,"balance":605954.31,"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 2006-18N","title":"LEHMAN XS TRUST LXS 2006 18N A3","isin":"US52522GAC87","value_usd":569120.85,"pct_val":0.0073635,"balance":566580.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUCA RE LTD","title":"LUCA RE LTD UNSECURED 144A 07/31 VAR","isin":"US54930CAA36","value_usd":568370,"pct_val":0.0073538,"balance":550000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":564767.19,"pct_val":0.0073072,"balance":565190.79,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":560479.46,"pct_val":0.0072517,"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 ALTERNATIVE LN TRUST 2006-A1","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 1A1","isin":"US46627MCS44","value_usd":557311.95,"pct_val":0.0072107,"balance":583380.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PP64","value_usd":554594.26,"pct_val":0.0073547,"balance":558000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2006-6","title":"COUNTRYWIDE HOME LOANS CWHL 2006 6 A4","isin":"US126694K641","value_usd":544222.53,"pct_val":0.0070414,"balance":1118755.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2006-7","title":"GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A","isin":"US362334ND27","value_usd":534606.87,"pct_val":0.006917,"balance":1032062.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A","isin":"US39571VAB45","value_usd":527672.77,"pct_val":0.0068272,"balance":525603.05,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REGATTA XVI FUNDING LTD 2019-2A","title":"REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A","isin":"US75888TAL98","value_usd":519346.78,"pct_val":0.0067195,"balance":518984.55,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QO6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1","isin":"US75114NAA28","value_usd":507872.07,"pct_val":0.0065711,"balance":2475738.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCC-2021-5A","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A","isin":"US05682EAN31","value_usd":500155.16,"pct_val":0.0064712,"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":"ANCHORAGE CAPITAL CLO 2021-20A LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A","isin":"US03330YAJ91","value_usd":500010.3,"pct_val":0.0064693,"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":"COUNTRYWIDE ASSET-BACKED CERT 2007-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1","isin":"US126697AA90","value_usd":498920.81,"pct_val":0.0064552,"balance":504098.1,"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 ZM3037 FR 04/47 FIXED 4","isin":"US3131XWLS04","value_usd":498800.16,"pct_val":0.0064537,"balance":515449.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB","isin":"US38380LPZ03","value_usd":489449.86,"pct_val":0.0063327,"balance":487794.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BABSON CLO LTD 2015-IA","title":"BABSON CLO LTD BABSN 2015 IA AR 144A","isin":"US056162AN09","value_usd":485568.54,"pct_val":0.006268,"balance":485217.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":482877.18,"pct_val":0.0062333,"balance":489000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-OPT3","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4","isin":"US40430HFM51","value_usd":471507.74,"pct_val":0.0061006,"balance":475237.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.59 03/15/22-30Y LCH","isin":"EZG97SKZBKQ4","value_usd":471370.52,"pct_val":0.0060988,"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":"CVC CORDATUS LOAN FUND VII DAC 7A","title":"CORDATUS CLO PLC CORDA 7A ARR 144A","isin":"XS2305369709","value_usd":465023.81,"pct_val":0.0060028,"balance":396501.29,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/27 0.375","isin":"US912828V491","value_usd":459332.95,"pct_val":0.005943,"balance":465035.85,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR18","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1","isin":"US933637AA84","value_usd":457488.4,"pct_val":0.0059192,"balance":526014.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2006-AR15","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1","isin":"US456610AA20","value_usd":438137.89,"pct_val":0.0056688,"balance":438604.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH","isin":"EZ372SBFZ7Z5","value_usd":427071.59,"pct_val":0.0055256,"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":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA8149 G2 07/52 FIXED 3.5","isin":"US36179XBS45","value_usd":421062.57,"pct_val":0.0055838,"balance":461321.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 11 LTD","title":"KKR FINANCIAL CLO LTD KKR 11 AR 144A","isin":"US48250MAK36","value_usd":416231.28,"pct_val":0.0053854,"balance":416019.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2003-OP1","title":"ACE SECURITIES CORP. ACE 2003 OP1 M1","isin":"US004427BM18","value_usd":414775.6,"pct_val":0.0053665,"balance":406555.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 09/27 VAR","isin":"CH1211713180","value_usd":412563.15,"pct_val":0.0053379,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAD CLO LTD 2019 4A","title":"RAD CLO LTD RAD 2019 4A AR 144A","isin":"US749984AA83","value_usd":411126.82,"pct_val":0.0054521,"balance":410593.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797NL78","value_usd":403387.15,"pct_val":0.0052072,"balance":406000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4","isin":"US12670FAE07","value_usd":365235.94,"pct_val":0.0047256,"balance":373647.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 60 CLO LTD","title":"DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A","isin":"US26251NAB64","value_usd":362549.75,"pct_val":0.0046908,"balance":362374.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SF55","value_usd":360973.78,"pct_val":0.0046597,"balance":365000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2006-5","title":"NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C","isin":"US66988YAD40","value_usd":358689.89,"pct_val":0.0046409,"balance":1178925.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 1.83000 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":357447.57,"pct_val":0.0047402,"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":"RESIDENTIAL ACCREDIT LOANS INC 2005-QO4","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1","isin":"US761118NN46","value_usd":355283.18,"pct_val":0.0045968,"balance":624808.84,"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 CERTIFICATES 2007-HY4","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1","isin":"US933636AA02","value_usd":348602.25,"pct_val":0.0045104,"balance":385649.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5511","title":"FREDDIE MAC FHR 5511 FG","isin":"US3137HKKP89","value_usd":346881.08,"pct_val":0.0044881,"balance":345683.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 9 LTD","title":"KKR FINANCIAL CLO LTD KKR 9 AR2 144A","isin":"US48250LAW90","value_usd":346568.32,"pct_val":0.0044737,"balance":346388.51,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2019-2A LTD","title":"VOYA CLO LTD VOYA 2019 2A AR 144A","isin":"US92917RAL33","value_usd":346081.31,"pct_val":0.0044777,"balance":345854.29,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY ASSET TRUST 2004-3","title":"HOME EQUITY ASSET TRUST HEAT 2004 3 M1","isin":"US437084CE47","value_usd":344904.69,"pct_val":0.0044625,"balance":346102.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797MG92","value_usd":343494.57,"pct_val":0.0045552,"balance":345000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A","isin":"US14315LAA26","value_usd":343063.56,"pct_val":0.0045495,"balance":342567.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APIDOS CLO XXIV 2016-24A","title":"APIDOS CLO APID 2016 24A A1AL 144A","isin":"US03759CAS98","value_usd":340656.37,"pct_val":0.0044076,"balance":340484.45,"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 2004-AR10","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A3","isin":"US92922FWZ79","value_usd":337770.77,"pct_val":0.0043702,"balance":345095.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   SEP25 XEUR 20250908","isin":"DE000F1NGF79","value_usd":333891.29,"pct_val":0.0044278,"balance":-1720,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1","isin":"US92925GAA13","value_usd":333857.37,"pct_val":0.0043196,"balance":363473.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1","isin":"US76114CAG15","value_usd":331268.4,"pct_val":0.0042861,"balance":1791151.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4","isin":"US12668BSJ34","value_usd":330495.4,"pct_val":0.0042761,"balance":947733.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TRUST 2003-2","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M1","isin":"US64352VCR06","value_usd":330223.63,"pct_val":0.0042726,"balance":339017.19,"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":320989.04,"pct_val":0.0042567,"balance":320354.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2006-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2","isin":"US07388DAS71","value_usd":316416.54,"pct_val":0.0040939,"balance":368634.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT-BASED ASSET SERVC SEC 2005-CB3","title":"CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4","isin":"US12489WLH50","value_usd":302062.76,"pct_val":0.0039082,"balance":307925.07,"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 2006-1","title":"HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2","isin":"US43739ECR62","value_usd":299693.18,"pct_val":0.0038776,"balance":332341.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SG39","value_usd":292518.18,"pct_val":0.003776,"balance":296000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY ASSET TRUST 2005-9","title":"HOME EQUITY ASSET TRUST HEAT 2005 9 M1","isin":"US437084QY54","value_usd":288579.91,"pct_val":0.0037338,"balance":290099.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-1","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A","isin":"US41161PA868","value_usd":286650.11,"pct_val":0.0037088,"balance":305457.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2006-AR7","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A","isin":"US172987AD17","value_usd":281428.07,"pct_val":0.0036412,"balance":295634.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2007-3","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1","isin":"US073881AA25","value_usd":278706.83,"pct_val":0.003606,"balance":309535.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1","isin":"US939336X656","value_usd":275086.32,"pct_val":0.0035592,"balance":282069.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-62","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1","isin":"US12668ATT24","value_usd":273102.88,"pct_val":0.0035335,"balance":313374.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4340 FN 12/47 FIXED 4","isin":"US3140H5ZE43","value_usd":272373.1,"pct_val":0.0035241,"balance":282242.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2007-OA4","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A","isin":"US93364CAA62","value_usd":267857.83,"pct_val":0.0034657,"balance":299221.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2006-WF1","title":"NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2","isin":"US65536RAF38","value_usd":265430.75,"pct_val":0.0034343,"balance":265410.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-6","title":"BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1","isin":"US073868AV35","value_usd":263569.61,"pct_val":0.0034102,"balance":479278.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009532020","value_usd":262299.39,"pct_val":0.0033937,"balance":2489038.17,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H06","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H06 FL","isin":"US38382YPL10","value_usd":260187,"pct_val":0.0033664,"balance":260639.86,"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 MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2","isin":"US3137F4CZ38","value_usd":258066.7,"pct_val":0.003339,"balance":258758.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2006-W4","title":"ARGENT SECURITIES INC. ARSI 2006 W4 A2C","isin":"US040104TG69","value_usd":257100.3,"pct_val":0.0033265,"balance":1071058.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3993 FN 04/50 FIXED 4","isin":"US31418DNK45","value_usd":256995.3,"pct_val":0.0033251,"balance":268069.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2007-3","title":"SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1","isin":"US81744MAA09","value_usd":255899.69,"pct_val":0.0033109,"balance":294883.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE CLO LTD 2018-33A","title":"VENTURE CDO LTD VENTR 2018 33A A1LR 144A","isin":"US92330YAN31","value_usd":252011.25,"pct_val":0.0032606,"balance":251876.21,"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 BP2373 FN 04/50 FIXED 4","isin":"US3140K9T748","value_usd":250625.93,"pct_val":0.0032427,"balance":258220.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLESTAR RE LTD","title":"POLESTAR RE LTD UNSECURED 144A 01/29 VAR","isin":"US73110JAD46","value_usd":250000,"pct_val":0.0032346,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUE RIDGE RE LTD","title":"BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR","isin":"US096003AC27","value_usd":250000,"pct_val":0.0032346,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2004-6","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5","isin":"US126673BR23","value_usd":249637.24,"pct_val":0.0032299,"balance":254960.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MTGE INVESTORS 2004-A1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2","isin":"US59020UAC99","value_usd":241629.1,"pct_val":0.0031263,"balance":253778.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA","isin":"US38382YYK36","value_usd":238749.78,"pct_val":0.003089,"balance":237963.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2004-OP1","title":"ACE SECURITIES CORP. ACE 2004 OP1 M1","isin":"US004421EW92","value_usd":238199.97,"pct_val":0.0030819,"balance":251364.27,"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 ZA6946 FR 05/49 FIXED 4","isin":"US31329QWF44","value_usd":237166.76,"pct_val":0.0030686,"balance":245592.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A","isin":"US14310MAW73","value_usd":230584.79,"pct_val":0.0030579,"balance":230468.39,"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-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A","isin":"US92925CDA71","value_usd":228854.45,"pct_val":0.002961,"balance":246748.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO LTD 2013-1A","title":"VOYA CLO LTD INGIM 2013 1A A1AR 144A","isin":"US92917CAE21","value_usd":227782.37,"pct_val":0.0029403,"balance":227656.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTG SEC 2006-FA8","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7","isin":"US32052DAG60","value_usd":225299.76,"pct_val":0.002915,"balance":639883.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO MTGE BK SEC TR 2006-AR4","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4","isin":"US94983PAF53","value_usd":220329.86,"pct_val":0.0028507,"balance":222356.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTS 2005-13","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4","isin":"US126670GR39","value_usd":218921.08,"pct_val":0.0028325,"balance":234207.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2005-WF1","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2","isin":"US86359BV811","value_usd":218154.3,"pct_val":0.0028226,"balance":218123.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2005-1","title":"SAXON ASSET SECURITIES TRUST SAST 2005 1 M2","isin":"US805564RN38","value_usd":206707.62,"pct_val":0.0026745,"balance":210760.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THROUGH SEC T-63","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1","isin":"US31395M2F53","value_usd":203346.8,"pct_val":0.002631,"balance":208455.87,"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":"INF SWAP US IT 3.3 06/04/2025-1Y LCH","isin":"EZ4T3WJXC5V3","value_usd":202764.38,"pct_val":0.0026234,"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":"ROMARK CLO LTD 2017-1A","title":"ROMARK CLO LTD RMRK 2017 1A A1R 144A","isin":"US77587UAL61","value_usd":200111.18,"pct_val":0.0025891,"balance":199866.54,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG","isin":"US38376RY269","value_usd":197996.55,"pct_val":0.0025618,"balance":197996.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ARM LOAN TRUST 2005-19XS","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1","isin":"US863579YR37","value_usd":197661.42,"pct_val":0.0025574,"balance":204576.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-R1","title":"BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21","isin":"US073866BN44","value_usd":196148.15,"pct_val":0.0025378,"balance":297091.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR JAN26 XLME 20260119","isin":"GB00G0JL9Y57","value_usd":194391.54,"pct_val":0.0025151,"balance":64,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2004-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1","isin":"US61746RHS31","value_usd":193017.5,"pct_val":0.0024973,"balance":189248.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797MH75","value_usd":190527.1,"pct_val":0.0025266,"balance":192000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO HOME EQUITY TRUST 2005-2","title":"WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9","isin":"US94981PAM23","value_usd":186872.94,"pct_val":0.0024178,"balance":186481.55,"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 QA1406 FR 07/49 FIXED 4","isin":"US31334XR358","value_usd":185504.67,"pct_val":0.0024001,"balance":192992.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1","isin":"US07384MZV70","value_usd":185434.31,"pct_val":0.0023992,"balance":186420.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MMIFS RE LTD","title":"MMIFS RE LTD SECURED 144A 01/33 VAR","isin":"XS2969300081","value_usd":182607.19,"pct_val":0.0023626,"balance":250000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":181744.2,"pct_val":0.0023515,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJ RATE MTGE LOAN 2006-8","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2","isin":"US86361JAB61","value_usd":178116.42,"pct_val":0.0023045,"balance":265544.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 1.636 06/15/25-2Y LCH","isin":"EZ3WDPMPJN09","value_usd":174872.99,"pct_val":0.0022626,"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":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PQ48","value_usd":174775.04,"pct_val":0.0023177,"balance":176000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDA MTGE LOAN TRUST 2006-AR1","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3","isin":"US45662BAD10","value_usd":172281.28,"pct_val":0.002229,"balance":226205.03,"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 A2D","isin":"US61753KAE64","value_usd":168550.79,"pct_val":0.0021808,"balance":393940.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2006-1","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1","isin":"US02660WAC01","value_usd":164984.85,"pct_val":0.0021346,"balance":183214.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.87880 06/12/23-9Y* LCH","isin":"EZ5JG9VPYGY0","value_usd":164740.38,"pct_val":0.0021315,"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":"INDYMAC INDX MTGE LOAN TRUST 2005-AR12","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A","isin":"US45660LMG13","value_usd":162662.34,"pct_val":0.0021046,"balance":172407.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TR 2004-AR6","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1","isin":"US45660NX839","value_usd":160409.76,"pct_val":0.0020754,"balance":167973.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTGE SECS-2005-J","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4","isin":"US05949CKT26","value_usd":159122.2,"pct_val":0.0020588,"balance":174270.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARANAC CLO LTD 2018-6A","title":"SARANAC CLO LTD SRANC 2018 6A A1R 144A","isin":"US80317LAJ26","value_usd":157077.53,"pct_val":0.0020323,"balance":156989.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTORS 2003-A2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1","isin":"US589929M704","value_usd":156846.62,"pct_val":0.0020293,"balance":166562.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH","isin":"EZLFVTBKWB45","value_usd":156593.63,"pct_val":0.0020261,"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":"MORGAN STANLEY DEAN WITT CAP I 2003-NC2","title":"MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1","isin":"US61746WA750","value_usd":155750.74,"pct_val":0.0020152,"balance":144288.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE XXIX CLO LTD 2017-29A","title":"VENTURE CDO LTD VENTR 2017 29A AR 144A","isin":"US92331EAF34","value_usd":155304.43,"pct_val":0.0020094,"balance":155220.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIAA CLO IV LTD 2018-1A","title":"TIAA CLO LTD TIA 2018 1A A1AR 144A","isin":"US88631YAL11","value_usd":149471.91,"pct_val":0.0019339,"balance":149399.15,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2005-AR1","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2","isin":"US39538RAB50","value_usd":146937.54,"pct_val":0.0019011,"balance":162683.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1","isin":"US362341XE41","value_usd":146764.97,"pct_val":0.0018989,"balance":173328.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR8","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A","isin":"US92922FR759","value_usd":146435.99,"pct_val":0.0018946,"balance":151699.96,"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 BM2007 FN 09/48 FIXED VAR","isin":"US3140J6GR20","value_usd":145151.99,"pct_val":0.001878,"balance":150134.16,"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 2005-WMC1","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M3","isin":"US61744CLW46","value_usd":144838.41,"pct_val":0.001874,"balance":141558.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2","isin":"US12669GTQ46","value_usd":143782.19,"pct_val":0.0018603,"balance":148806.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE 2003-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1","isin":"US07384MB681","value_usd":143264.15,"pct_val":0.0018536,"balance":151977.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":142672.26,"pct_val":0.0018417,"balance":2727663.09,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-51","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1","isin":"US12668ACG85","value_usd":139791.44,"pct_val":0.0018087,"balance":145532.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2005-AR14","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A","isin":"US45660LRU51","value_usd":138362.08,"pct_val":0.0017902,"balance":188720.58,"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":"ECX EMISSION      DEC26 NDEX 20261214","isin":"NLICE1591045","value_usd":134891.73,"pct_val":0.0017453,"balance":28,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"NOMURA ASSET ACCEPTANCE CORP 2007-1","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6","isin":"US65538PAG37","value_usd":133075.88,"pct_val":0.0017218,"balance":140602.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002 AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A","isin":"US929227LE40","value_usd":132644.48,"pct_val":0.0017162,"balance":135702.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON LOAN FUNDING LTD 2014-1A","title":"OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A","isin":"US67590RAY18","value_usd":131384.97,"pct_val":0.0017423,"balance":131097.84,"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 RA2231 FR 01/49 FIXED 4","isin":"US3133KHPQ38","value_usd":129937.46,"pct_val":0.0016812,"balance":134200.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-10","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A","isin":"US41161PTN32","value_usd":129927.19,"pct_val":0.0016811,"balance":201998.06,"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-HY1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2","isin":"US92925VAJ98","value_usd":128478.81,"pct_val":0.0016623,"balance":149016.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 3.13 05/15/22-5Y LCH","isin":"EZN2TP3YT3J6","value_usd":127930.56,"pct_val":0.0016552,"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":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 11/29 VAR","isin":"CH1142754311","value_usd":126645.32,"pct_val":0.0016386,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3","isin":"US07387AET88","value_usd":124602.96,"pct_val":0.0016122,"balance":124760.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-2","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A","isin":"US12668NAA54","value_usd":124270.06,"pct_val":0.0016079,"balance":138089.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WMALT MTGE PASS-THRU CERT 2005-7","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB","isin":"US93934FBT84","value_usd":123711.13,"pct_val":0.0016006,"balance":143162.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA ASSET ACCEPTANCE CORP 2007-1","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4","isin":"US65538PAE88","value_usd":123256.69,"pct_val":0.0015947,"balance":130264.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":120605.87,"pct_val":0.0015569,"balance":121000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1","isin":"US86360KAA60","value_usd":119112.01,"pct_val":0.0015411,"balance":129591.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 04/32 VAR","isin":"CH1174335740","value_usd":114790.96,"pct_val":0.0014852,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE GOVT","title":"FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1","isin":"FR001400AQH0","value_usd":114194.59,"pct_val":0.0014775,"balance":120731,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 081557 G2 12/35 FLOATING VAR","isin":"US36225DWT70","value_usd":113085.76,"pct_val":0.0014631,"balance":110996.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON MTGE PASS-THRU TR 2005-AR3","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1","isin":"US32051GQL22","value_usd":112238.22,"pct_val":0.0014522,"balance":169560.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2007-9","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1","isin":"US86364JAA51","value_usd":111610.42,"pct_val":0.0014441,"balance":121190.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUMINENT MORTGAGE TRUST 2006-7","title":"LUMINENT MORTGAGE TRUST LUM 2006 7 1A1","isin":"US55028BAA52","value_usd":110810.74,"pct_val":0.0014337,"balance":112822.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2006-AR9","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3","isin":"US45661EGK47","value_usd":110072.09,"pct_val":0.0014242,"balance":127281.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":109898.05,"pct_val":0.0014186,"balance":111589.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTGE SEC 2004-AA1","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1","isin":"US32051D3G58","value_usd":109696.75,"pct_val":0.0014193,"balance":109816.75,"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 QE6052 FR 07/52 FIXED 4.5","isin":"US3133BFWM85","value_usd":108758.05,"pct_val":0.0014072,"balance":110938.35,"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 21A1","isin":"US073871AN55","value_usd":107930.57,"pct_val":0.0013964,"balance":177269.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTER ADJUSTABLE RATE MTGE TR 2003-6","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 2A1","isin":"US576433GC48","value_usd":107267.81,"pct_val":0.0013879,"balance":115030.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 4694","title":"FREDDIE MAC FHR 4694 FA","isin":"US3137BYWC07","value_usd":106257.16,"pct_val":0.0013748,"balance":108224.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 806506 FN 10/44 FLOATING VAR","isin":"US31406DAF33","value_usd":105976.02,"pct_val":0.0013712,"balance":104679.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL6 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A","isin":"US55283TAA60","value_usd":105758.06,"pct_val":0.0013652,"balance":105597.24,"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 ZS4772 FR 06/48 FIXED 4","isin":"US3132A5JR73","value_usd":103409.65,"pct_val":0.001338,"balance":106953.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVESTMENT LN TR 2004-2","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4","isin":"US86358EGW03","value_usd":100471.49,"pct_val":0.0012999,"balance":94493.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":100187.08,"pct_val":0.0012963,"balance":106023.2,"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 CAPITAL INC 2005-HE2","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2","isin":"US61744CNC63","value_usd":98071.08,"pct_val":0.0012689,"balance":99656.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MORTGAGE FUND CORP 2005-3A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A","isin":"US16678RDT14","value_usd":96966.35,"pct_val":0.0012546,"balance":105430.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED FUNDING CERT 2003-WMC1","title":"ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1","isin":"US04542BEA61","value_usd":96707.64,"pct_val":0.0012512,"balance":96772.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3","isin":"US86359LPF03","value_usd":95555.47,"pct_val":0.0012363,"balance":96379.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2007-5","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A","isin":"US41165AAB89","value_usd":94549.62,"pct_val":0.0012233,"balance":107270.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1","isin":"US86359LTG40","value_usd":94446.62,"pct_val":0.001222,"balance":113403.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   DEC25 XPAR 20251210","isin":"FREN00000421","value_usd":92786.28,"pct_val":0.0011977,"balance":-87,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 847216 FH 01/34 FLOATING VAR","isin":"US3128JRAR73","value_usd":92455.02,"pct_val":0.0011962,"balance":90163.92,"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 2007-3","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A","isin":"US12638PAJ84","value_usd":92298.39,"pct_val":0.0011942,"balance":335457.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.421 05/15/22-30Y LCH","isin":"EZ2FWGWN9JD1","value_usd":91619.16,"pct_val":0.0011854,"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":"MILL WHEAT EURO   SEP25 XPAR 20250910","isin":"FREN00432202","value_usd":91403.67,"pct_val":0.0012121,"balance":-65,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 803338 FN 09/44 FLOATING VAR","isin":"US31405YPX30","value_usd":91033.01,"pct_val":0.0011778,"balance":89930.12,"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 2007-10","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA","isin":"US17313QAL23","value_usd":90498.21,"pct_val":0.0011709,"balance":96174.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2007-2","title":"MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1","isin":"US59024WAB37","value_usd":90181.41,"pct_val":0.0011668,"balance":94233,"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 2004-AR12","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A1","isin":"US92922FZE14","value_usd":89153.65,"pct_val":0.0011535,"balance":92258.66,"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 2003-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7","isin":"US929227R651","value_usd":88823.75,"pct_val":0.0011492,"balance":88746.67,"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 CA2376 FN 09/48 FIXED 4","isin":"US3140Q9UA98","value_usd":87002.2,"pct_val":0.0011257,"balance":90022.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDA MORTGAGE LOAN TR 2005-AR1","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1","isin":"US45660LZM44","value_usd":84718.47,"pct_val":0.0010961,"balance":112403.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JUL25 XLME 20250714","isin":"GB00H249F944","value_usd":83306.7,"pct_val":0.0011048,"balance":-23,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2007-AR7","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1","isin":"US45670CAA53","value_usd":81971.68,"pct_val":0.0010606,"balance":251543.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MTGE LOAN TRUST 2004-10","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 4A","isin":"US41161PJN42","value_usd":80628.74,"pct_val":0.0010432,"balance":85944.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2005-A2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A1","isin":"US59020USH94","value_usd":80017.36,"pct_val":0.0010353,"balance":88393.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR10","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A4","isin":"US92922FW536","value_usd":79795.27,"pct_val":0.0010324,"balance":83810.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-18","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1","isin":"US863579XK92","value_usd":79763.02,"pct_val":0.001032,"balance":90197.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2017-2A","title":"VOYA CLO LTD VOYA 2017 2A A1R 144A","isin":"US92915UAG94","value_usd":79578.07,"pct_val":0.0010272,"balance":79558.49,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-HYB2","title":"COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1","isin":"US125438AB79","value_usd":78404.58,"pct_val":0.0010144,"balance":85571.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ALT LN TR 2006-2","title":"MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1","isin":"US5764342H69","value_usd":77430.11,"pct_val":0.0010018,"balance":908993.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1","isin":"US126694A329","value_usd":77267.85,"pct_val":0.0009997,"balance":81441.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-73","title":"FANNIE MAE FNR 2007 73 A1","isin":"US31396V4Q81","value_usd":76351.07,"pct_val":0.0009879,"balance":77748.59,"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":"CMBX.NA.AAA.12 SP SAL","isin":"EZ4YGY9ZBMF1","value_usd":76329.41,"pct_val":0.0009876,"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":"BANK OF AMERICA MTGE SEC 2005-F","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2","isin":"US05949CCA27","value_usd":76194.38,"pct_val":0.0009858,"balance":79837.31,"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":"COFF ROBUSTA 10TN SEP25 IFEU 20250924","isin":"GB00KNRFJH91","value_usd":76135.75,"pct_val":0.0010097,"balance":-8,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS4778 FR 07/48 FIXED 4","isin":"US3132A5JX42","value_usd":75985.03,"pct_val":0.0009831,"balance":78588.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-3","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A","isin":"US59020UL789","value_usd":75940.83,"pct_val":0.0009826,"balance":78672.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-4","title":"FANNIE MAE FNR 2007 4 DF","isin":"US31396PMC22","value_usd":74068.5,"pct_val":0.0009583,"balance":74616.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR14","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1","isin":"US92922F4F29","value_usd":73716.96,"pct_val":0.0009538,"balance":79335,"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":"LME LEAD FUTURE   JUL25 XLME 20250714","isin":"GB00H249FY92","value_usd":71907.86,"pct_val":0.0009536,"balance":48,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   NOV25 XLME 20251117","isin":"GB00H24G0673","value_usd":71872.58,"pct_val":0.0009278,"balance":-53,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2004-1","title":"MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2","isin":"US59020UNP65","value_usd":71674.33,"pct_val":0.0009274,"balance":76001.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MORTGAGE INV 2005-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1","isin":"US86359LLZ03","value_usd":71435.71,"pct_val":0.0009243,"balance":83065.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASEFLEX TRUST 2005-2","title":"CHASEFLEX TRUST CFLX 2005 2 3A2","isin":"US16165TBC62","value_usd":70742.42,"pct_val":0.0009153,"balance":166807.12,"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 2A1","isin":"US466247TQ62","value_usd":66593.65,"pct_val":0.0008616,"balance":69793.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA7938 G2 03/52 FIXED 3.5","isin":"US36179WZB70","value_usd":65228.15,"pct_val":0.0008439,"balance":70743.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MTGES TRU 2004-13","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7","isin":"US576433UM63","value_usd":64576.08,"pct_val":0.0008355,"balance":64990.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.55 04/15/22-30Y LCH","isin":"EZBBB24RFW42","value_usd":64386.74,"pct_val":0.0008331,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":64374.34,"pct_val":0.0008329,"balance":66132.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-35","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 35 A","isin":"US313398VT33","value_usd":64122.18,"pct_val":0.0008296,"balance":64174.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2007-1","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10","isin":"US05951FAM68","value_usd":63980.86,"pct_val":0.0008278,"balance":68230.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2004-OPT1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M3","isin":"US17307GJK58","value_usd":63585.09,"pct_val":0.0008227,"balance":64592.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2005-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4","isin":"US45660LQJ16","value_usd":62880.86,"pct_val":0.0008136,"balance":84383.05,"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":"LME PRI ALUM FUTR SEP25 XLME 20250915","isin":"GB00FW35KF69","value_usd":62100.87,"pct_val":0.0008235,"balance":44,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WIND RIVER CLO LTD 2014-1A","title":"WIND RIVER CLO LTD WINDR 2014 1A ARR 144A","isin":"US88432CBB19","value_usd":61825.66,"pct_val":0.0008199,"balance":61790.97,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797QK68","value_usd":61636.49,"pct_val":0.0008174,"balance":62000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2005-AR19","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1","isin":"US45660LXA24","value_usd":61614.45,"pct_val":0.0007972,"balance":77228.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-8T2","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 8T2 A10","isin":"US05951UAK79","value_usd":61291.72,"pct_val":0.000793,"balance":68584.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528","isin":"US05401AAR23","value_usd":61128.75,"pct_val":0.0007909,"balance":63000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDB MTGE LOAN TRUST 2005-1","title":"INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1","isin":"US45660LYW35","value_usd":61124.1,"pct_val":0.0007908,"balance":105125.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2005-5","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4","isin":"US126673V337","value_usd":60762.88,"pct_val":0.0007862,"balance":60900.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2008-1","title":"COUNTRYWIDE HOME LOANS CWHL 2008 1 A4","isin":"US12544YAD58","value_usd":60711.6,"pct_val":0.0007855,"balance":59202.75,"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":"IODEX IO FUT      MAR26 XSIM 20260331","isin":"SGXDB1101359","value_usd":60429.9,"pct_val":0.0007819,"balance":140,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GRIFONAS FINANCE NO.1 PLC GRIF-1","title":"GRIFONAS FINANCE PLC GRIF 1 A REGS","isin":"XS0262719320","value_usd":59109.89,"pct_val":0.0007648,"balance":51175.93,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2005-A8","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1","isin":"US466247YH09","value_usd":58732.73,"pct_val":0.0007599,"balance":75368.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1","isin":"US07384MZS42","value_usd":58556.97,"pct_val":0.0007576,"balance":61185.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM TRUST 2019-INV1","title":"CIM TRUST CIM 2019 INV1 A2 144A","isin":"US12555DAB10","value_usd":58306.24,"pct_val":0.0007544,"balance":59996.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-HYB1","title":"COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1","isin":"US22239EAG17","value_usd":58297.4,"pct_val":0.0007543,"balance":67798.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":56394,"pct_val":0.000728,"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":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1","isin":"US07387AGE91","value_usd":56292.41,"pct_val":0.0007283,"balance":61014.22,"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 MTGE LN TR 2007-6XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S","isin":"US61751JAM36","value_usd":55326.41,"pct_val":0.0007158,"balance":164596.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-NC5","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D","isin":"US61749BAF04","value_usd":54762.05,"pct_val":0.0007085,"balance":104229.11,"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":"LOW SU GASOIL G   MAR26 IFEU 20260312","isin":"GB00HBC8RD47","value_usd":54218.86,"pct_val":0.0006999,"balance":31,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"TTF NAT GAS F     DEC25 NDEX 20251127","isin":"NLICE0674040","value_usd":54103.94,"pct_val":0.0006984,"balance":-40,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-11","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 11 2A1A","isin":"US41161PUK73","value_usd":53859.89,"pct_val":0.0006969,"balance":56124.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR4","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1","isin":"US362341FR55","value_usd":53376.63,"pct_val":0.0006906,"balance":55423.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1","isin":"US362341WZ88","value_usd":52227.86,"pct_val":0.0006757,"balance":53927.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTGAGE TR 2005-4","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1","isin":"US007036KD71","value_usd":51536.77,"pct_val":0.0006668,"balance":51925.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR8","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1","isin":"US93362FAJ21","value_usd":51046.3,"pct_val":0.0006605,"balance":56692.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1","isin":"US05951EAM93","value_usd":50562.5,"pct_val":0.0006542,"balance":58338.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2005-QO2","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1","isin":"US761118HU52","value_usd":50373.65,"pct_val":0.0006518,"balance":57925.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2005-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6","isin":"US45660LQL61","value_usd":50247.74,"pct_val":0.0006501,"balance":68083.43,"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 ZA6403 FR 03/39 FIXED 4","isin":"US31329QDG38","value_usd":48972.23,"pct_val":0.0006336,"balance":49732.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK8718 FN 08/48 FIXED 4","isin":"US3140HNVL33","value_usd":48161.14,"pct_val":0.0006231,"balance":49840.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LN TRUST 2008-R4","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A","isin":"US466309AA90","value_usd":48043.66,"pct_val":0.0006216,"balance":101135.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAXON ASSET SECURITIES TRUST 2007-3","title":"SAXON ASSET SECURITIES TRUST SAST 2007 3 1A","isin":"US80557BAA26","value_usd":46737.89,"pct_val":0.0006047,"balance":48063.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALTER MTGE SEC 2007-FA4","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8","isin":"US32052WAH25","value_usd":46633.92,"pct_val":0.0006034,"balance":139221.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2007-3","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6","isin":"US059515AH96","value_usd":46614.27,"pct_val":0.0006031,"balance":54127.52,"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 MTGE ACQUIS CORP 2006-CH2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5","isin":"US46629QAW69","value_usd":46161.51,"pct_val":0.0005973,"balance":46190.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRESTLINE DENALI CLO XV 2017-1A","title":"CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A","isin":"US22616CAJ27","value_usd":45297.68,"pct_val":0.0006007,"balance":45242.93,"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 ZM6968 FR 06/48 FIXED 4","isin":"US3131Y1W553","value_usd":45143.65,"pct_val":0.0005841,"balance":46688.17,"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 MTGE LN TR 2007-8XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A1","isin":"US61754PAA21","value_usd":44841.32,"pct_val":0.0005802,"balance":93305.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   JAN26 XLME 20260119","isin":"GB00H24J4P38","value_usd":43742.54,"pct_val":0.000566,"balance":-114,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"ICG US CLO 2018-1 LTD","title":"ICG US CLO LTD ICG 2018 1A A1 144A","isin":"US449258AA06","value_usd":43464.98,"pct_val":0.0005611,"balance":43440.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2","isin":"US86359BGG05","value_usd":43369.1,"pct_val":0.0005611,"balance":44817.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SALOMON BROTHERS MTGE SEC VII 2003-1","title":"SALOMON BROTHERS MORTGAGE SECU SBM7 2003 1 A1 144A","isin":"US79549AYP82","value_usd":43098.72,"pct_val":0.0005576,"balance":91598.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/43 0.5","isin":"DK0009399784","value_usd":41522.59,"pct_val":0.0005372,"balance":321534.99,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2004 1 M1","isin":"US07384YSY31","value_usd":41290.58,"pct_val":0.0005342,"balance":35563.01,"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 MTGE LN TR 2007-10XS","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1","isin":"US61751MAA27","value_usd":40263.9,"pct_val":0.000521,"balance":71536.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVEST LN TR 2003-BC2","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2","isin":"US86358EAK29","value_usd":39471.9,"pct_val":0.0005107,"balance":35381.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":39337.2,"pct_val":0.000509,"balance":50223.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-61","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1","isin":"US31395A3J20","value_usd":39176.73,"pct_val":0.0005069,"balance":40230.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1","isin":"US86359LPD54","value_usd":39036.32,"pct_val":0.0005051,"balance":40094.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W-8","title":"FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2","isin":"US31393CX406","value_usd":38969.39,"pct_val":0.0005042,"balance":39088.34,"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":"INF SWAP US IT 2.842 02/13/25-1Y LCH","isin":"EZL99W0M4DL3","value_usd":38439.32,"pct_val":0.0004973,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2","isin":"US86359LAQ23","value_usd":38395.72,"pct_val":0.0004968,"balance":40033.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FM2533 FN 06/48 FIXED VAR","isin":"US3140X5Y725","value_usd":37924.62,"pct_val":0.0004907,"balance":39219.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12","isin":"US12667G7F48","value_usd":37821.52,"pct_val":0.0004894,"balance":57884.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4","isin":"US12667GUG62","value_usd":36241.53,"pct_val":0.0004689,"balance":68077.31,"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":"TTF NAT GAS F     SEP25 NDEX 20250828","isin":"NLICE0567889","value_usd":35566.45,"pct_val":0.0004717,"balance":-10,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-32","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1","isin":"US3133TSQG11","value_usd":35285.02,"pct_val":0.0004565,"balance":35357.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TRUST 2004-1","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A","isin":"US41161PCY79","value_usd":35271.32,"pct_val":0.0004564,"balance":38062.01,"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":"UK NATURAL GAS FUTDEC25 IFEU 20251127","isin":"GB00H37JHV42","value_usd":34842.11,"pct_val":0.0004498,"balance":-20,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-24","title":"COUNTRYWIDE HOME LOANS CWHL 2005 24 A1","isin":"US126694JR04","value_usd":33253.17,"pct_val":0.0004302,"balance":66633.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK MORTGAGE TRUST 2006-1","title":"NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3","isin":"US649603AQ05","value_usd":32205.11,"pct_val":0.0004167,"balance":39551.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2005-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5","isin":"US66987XGJ81","value_usd":32197.04,"pct_val":0.000427,"balance":32222.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A21","isin":"US92922FD478","value_usd":32175.31,"pct_val":0.0004163,"balance":32036.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2006-15","title":"FANNIE MAE FNR 2006 15 FC","isin":"US31395BVE00","value_usd":31953.25,"pct_val":0.0004134,"balance":32417.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-17","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1","isin":"US863579VM76","value_usd":31481.15,"pct_val":0.0004073,"balance":36376.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 708229 FN 04/33 FLOATING VAR","isin":"US31401GY240","value_usd":31413.54,"pct_val":0.0004064,"balance":30808.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIQUEST MORTGAGE SEC 2005-R3","title":"AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M4","isin":"US03072SA214","value_usd":31394.76,"pct_val":0.0004163,"balance":31429.66,"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":"UK NATURAL GAS FUTSEP25 IFEU 20250828","isin":"GB00H44X9547","value_usd":31224.61,"pct_val":0.0004141,"balance":-5,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"ATLAS SENIOR LOAN FUND LTD 2018-10A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A","isin":"US04942JAC53","value_usd":30927.99,"pct_val":0.0003992,"balance":30900.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA","isin":"US38376RXY79","value_usd":30860.47,"pct_val":0.0003993,"balance":30724.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2003-A5","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2003 A5 A2","isin":"US45660NQA62","value_usd":30814.61,"pct_val":0.0003987,"balance":30973.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TBW MTGE BACKED PASS THRU CERT 2006-4","title":"TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6","isin":"US872224AG53","value_usd":30441.99,"pct_val":0.0003939,"balance":1230257.81,"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-AR5","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A","isin":"US93362YAB83","value_usd":30321.01,"pct_val":0.0003923,"balance":31971.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ADJUSTABLE RATE MORTAGE TRUST 2005-7","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1","isin":"US007036MX18","value_usd":29656.81,"pct_val":0.0003837,"balance":31863.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2002-TBC2","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A","isin":"US585525FX10","value_usd":29131.93,"pct_val":0.0003769,"balance":29161.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1","isin":"US12668RAA68","value_usd":29068.97,"pct_val":0.0003761,"balance":35389.51,"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 MTGE TRUST 2005-ALT1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 3A1","isin":"US466247XK47","value_usd":28539.5,"pct_val":0.0003693,"balance":42590.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INV 2007-HE2","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A","isin":"US59024LAB71","value_usd":27811.32,"pct_val":0.0003598,"balance":98395.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TR 2004-HYB2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A","isin":"US17307GEC87","value_usd":27506.83,"pct_val":0.0003559,"balance":29527.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.82 02/05/25-1Y LCH","isin":"EZW83BH7F4K3","value_usd":27149.29,"pct_val":0.0003513,"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":"INDYMAC INDX MTGE LOAN TRUST 2004-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A","isin":"US45660N6S95","value_usd":26020.14,"pct_val":0.0003367,"balance":27482.67,"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 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2","isin":"US46630GAH83","value_usd":25810.49,"pct_val":0.0003339,"balance":27032,"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 847213 FH 01/34 FLOATING VAR","isin":"US3128JRAN69","value_usd":24620.32,"pct_val":0.0003185,"balance":24040.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2006-118","title":"FANNIE MAE FNR 2006 118 A2","isin":"US31396L4T48","value_usd":24492.48,"pct_val":0.0003169,"balance":24923.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BN8854 FN 04/49 FIXED 4","isin":"US3140JRZU81","value_usd":24397.19,"pct_val":0.0003157,"balance":25455.96,"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 847524 FH 06/33 FLOATING VAR","isin":"US3128JRLD68","value_usd":23709.72,"pct_val":0.0003068,"balance":23162.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI SERIES 2005-QO1 TRUST","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1","isin":"US761118EN47","value_usd":23419.9,"pct_val":0.000303,"balance":33906.62,"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 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3","isin":"US46630GAJ40","value_usd":22945.67,"pct_val":0.0002969,"balance":23876.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1","isin":"US161630AL29","value_usd":22469.78,"pct_val":0.0002907,"balance":22631.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTGE LOAN 2005-21","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1","isin":"US863579B491","value_usd":22361.74,"pct_val":0.0002893,"balance":24302.32,"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":"LME NICKEL FUTURE SEP25 XLME 20250915","isin":"GB00H24CMP86","value_usd":22166.76,"pct_val":0.000294,"balance":-10,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR","isin":"US3128NFFX03","value_usd":22074.75,"pct_val":0.0002856,"balance":21632.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2007-AR2","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1","isin":"US86363DAH44","value_usd":21859,"pct_val":0.0002828,"balance":56871.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A2","isin":"US23245LAB62","value_usd":21613.34,"pct_val":0.0002796,"balance":58064.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2","isin":"US939336Z487","value_usd":21332.52,"pct_val":0.000276,"balance":21380.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSAB MORTGAGE BACKED TR 2006-4","title":"CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A","isin":"US12628LAJ98","value_usd":20901.77,"pct_val":0.0002704,"balance":150899.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORGAGE FINANCE CORP 2005-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1","isin":"US16162WPB99","value_usd":20849.19,"pct_val":0.0002698,"balance":21982.63,"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":"LME PRI ALUM FUTR NOV25 XLME 20251117","isin":"GB00FXYVKX86","value_usd":20631.32,"pct_val":0.0002663,"balance":37,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"COCOA FUTURE - IC DEC25 IFEU 20251211","isin":"GB00KKY3J088","value_usd":20386.31,"pct_val":0.0002632,"balance":-3,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZA7045 FR 06/49 FIXED 4","isin":"US31329QZJ39","value_usd":20306.91,"pct_val":0.0002627,"balance":21038.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2000-TBC3","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1","isin":"US585525EN47","value_usd":18996.04,"pct_val":0.0002458,"balance":19368.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUST RT MTGE TR 2000-","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1","isin":"US07384MAA09","value_usd":18977.93,"pct_val":0.0002455,"balance":19070.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2004-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1","isin":"US86359LDX47","value_usd":18551.54,"pct_val":0.00024,"balance":19128.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A","isin":"US929227QB55","value_usd":18305.7,"pct_val":0.0002368,"balance":19319.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2005-AR31","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1","isin":"US45660LW702","value_usd":17619.15,"pct_val":0.000228,"balance":19447.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1","isin":"US07384M3D25","value_usd":17157.48,"pct_val":0.000222,"balance":18208.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON ALT MTGE SEC 2004-AA3","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1","isin":"US32051D6B35","value_usd":16998.92,"pct_val":0.0002199,"balance":16712.26,"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 2004-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A","isin":"US92922FLD86","value_usd":16852.67,"pct_val":0.000218,"balance":16581.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":16721.77,"pct_val":0.0002164,"balance":31315.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2006-30","title":"FANNIE MAE FNR 2006 30 KF","isin":"US31395B6R90","value_usd":16098.99,"pct_val":0.0002083,"balance":16204.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR2","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2","isin":"US36242DH559","value_usd":16063.19,"pct_val":0.0002078,"balance":18310.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"TTF NAT GAS F     NOV25 NDEX 20251030","isin":"NLICE0628848","value_usd":15200.06,"pct_val":0.0001962,"balance":-10,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2006-R1","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2","isin":"US76113MAB19","value_usd":15038.06,"pct_val":0.0001946,"balance":54920.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-J1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1","isin":"US12667FU298","value_usd":14424.17,"pct_val":0.0001866,"balance":14228.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVESTO-2006-RM4","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A","isin":"US59023QAB77","value_usd":13240.55,"pct_val":0.0001713,"balance":67410.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) OCT25 IFEU 20250915","isin":"GB00KFPXMP88","value_usd":12901.68,"pct_val":0.0001711,"balance":-19,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSEET MTGE INV INC 2002-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1","isin":"US86358HNX34","value_usd":11754.99,"pct_val":0.0001521,"balance":12347.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-63","title":"FANNIE MAE FNR 2007 63 FC","isin":"US31396WTU08","value_usd":11635.63,"pct_val":0.0001505,"balance":11752.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3441 FN 08/38 FIXED 4","isin":"US31418CZF49","value_usd":11583.76,"pct_val":0.0001499,"balance":11754.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":11260.52,"pct_val":0.0001457,"balance":11089.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUNDING CO 2001-TBC1","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1","isin":"US585525FC72","value_usd":11116.74,"pct_val":0.0001438,"balance":11419.25,"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 670678 FN 11/33 FLOATING VAR","isin":"US31391MCP68","value_usd":11024.63,"pct_val":0.0001426,"balance":10868.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL ZS4760 FR 03/48 FIXED 4","isin":"US3132A5JD87","value_usd":10656.77,"pct_val":0.0001379,"balance":11021.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1","isin":"US12668ALH67","value_usd":10471.57,"pct_val":0.0001355,"balance":12815.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RES FUND CORP 1999-TBC3","title":"MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2","isin":"US585525DF22","value_usd":10202.44,"pct_val":0.000132,"balance":10435.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":9974.3,"pct_val":0.0001291,"balance":10281.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2","isin":"US07386HSZ54","value_usd":9956.91,"pct_val":0.0001288,"balance":10348.42,"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":"UK NATURAL GAS FUTNOV25 IFEU 20251030","isin":"GB00H37JHT20","value_usd":9836.89,"pct_val":0.000127,"balance":-10,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"BLACK DIAMOND CLO 2017-2 DAC","title":"BLACK DIAMOND CLO BLACK 2017 2A A1 144A","isin":"XS1713075973","value_usd":9705.14,"pct_val":0.0001253,"balance":8262.04,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"COCOA FUTURE - IC SEP25 IFEU 20250915","isin":"GB00KKVZRD64","value_usd":9642.26,"pct_val":0.0001279,"balance":-1,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR16","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A1","isin":"US92922F6W34","value_usd":9634.82,"pct_val":0.0001247,"balance":10510.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2000-TBC2","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1","isin":"US585525ED64","value_usd":9533.09,"pct_val":0.0001233,"balance":9683.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 11","title":"SEQUOIA MORTGAGE TRUST SEMT 11 A","isin":"US81744AAA60","value_usd":9055.09,"pct_val":0.0001172,"balance":10350.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CRP 2003-22A","title":"STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1","isin":"US86359AYX52","value_usd":8816.13,"pct_val":0.0001141,"balance":8983.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1","isin":"US362341XG98","value_usd":8160.66,"pct_val":0.0001056,"balance":9351.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTG LN 2004-19","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1","isin":"US863579JG47","value_usd":8120.52,"pct_val":0.0001051,"balance":8727.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2","isin":"US86359LPE38","value_usd":7817.52,"pct_val":0.0001011,"balance":7823.78,"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":"COFF ROBUSTA 10TN JAN26 IFEU 20260126","isin":"GB00LXQ75445","value_usd":7758.08,"pct_val":0.0001001,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR","isin":"US3128JRN777","value_usd":7709.76,"pct_val":0.0000998,"balance":7503.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 3.0425 02/21/25-1Y LCH","isin":"EZ3BFCC1XWF6","value_usd":7700.55,"pct_val":0.0000996,"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 2006-A4","title":"JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2","isin":"US46628LAG32","value_usd":7576.9,"pct_val":0.000098,"balance":11236.27,"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 1J1334 FH 09/36 FLOATING VAR","isin":"US3128NHPT47","value_usd":7162.88,"pct_val":0.0000927,"balance":6968.22,"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":"LME ZINC FUTURE   JUL25 XLME 20250714","isin":"GB00H249H767","value_usd":6749,"pct_val":0.0000895,"balance":43,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-A","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 A A2","isin":"US59020UTC98","value_usd":6679.14,"pct_val":0.0000864,"balance":7613.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3","isin":"US17307GXR46","value_usd":6606.54,"pct_val":0.0000855,"balance":6621.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO MTGE BK SEC TR 2006-AR15","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1","isin":"US94985AAA79","value_usd":6379.35,"pct_val":0.0000825,"balance":6642.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2005-7XS","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A","isin":"US86359B7K13","value_usd":6008.82,"pct_val":0.0000797,"balance":6030.38,"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":"SGX IRON ORE 62   NOV25 XSIM 20251128","isin":"SGXDB0712529","value_usd":5755.2,"pct_val":0.0000743,"balance":-24,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR9","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A","isin":"US92922FU480","value_usd":5660.49,"pct_val":0.0000732,"balance":5767.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 732218 FN 06/43 FLOATING VAR","isin":"US31402LPB26","value_usd":5552.74,"pct_val":0.0000718,"balance":5494.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-HYB8","title":"COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 6A1","isin":"US12669GGF28","value_usd":5310.58,"pct_val":0.0000687,"balance":5243.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 5","title":"SEQUOIA MORTGAGE TRUST SEMT 5 A","isin":"US81743WAA99","value_usd":4712.76,"pct_val":0.000061,"balance":4749.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 2264","title":"FREDDIE MAC FHR 2264 PL","isin":"US3133TPWN58","value_usd":4563.92,"pct_val":0.000059,"balance":4381.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":4370.8,"pct_val":0.0000564,"balance":114,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2","isin":"US46630GAN51","value_usd":4325.95,"pct_val":0.000056,"balance":4312.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2007-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1","isin":"US161630AA63","value_usd":4306.01,"pct_val":0.0000557,"balance":4277.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 081401 G2 07/35 FLOATING VAR","isin":"US36225DRX48","value_usd":4110.5,"pct_val":0.0000532,"balance":4032.21,"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 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1","isin":"US12669GPR64","value_usd":3920.31,"pct_val":0.0000507,"balance":4032.74,"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 2007-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1","isin":"US46630GAA31","value_usd":3835.82,"pct_val":0.0000496,"balance":3838.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT AS COVERED REGS 10/53 1","isin":"DK0009527376","value_usd":3834.36,"pct_val":0.0000495,"balance":32737.21,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 10","title":"SEQUOIA MORTGAGE TRUST SEMT 10 1A","isin":"US81743VAA17","value_usd":3626.24,"pct_val":0.0000469,"balance":3802.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2006-2","title":"MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A","isin":"US590219AG66","value_usd":3336.96,"pct_val":0.0000432,"balance":3344.51,"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 768039 FN 02/34 FLOATING VAR","isin":"US31404GHQ73","value_usd":3315.34,"pct_val":0.0000429,"balance":3270.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BK5226 FN 09/48 FIXED 4","isin":"US3140HJYY15","value_usd":3024.6,"pct_val":0.0000391,"balance":3049.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H20","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H20 FG","isin":"US38376RYS92","value_usd":2995.55,"pct_val":0.0000388,"balance":2985.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-22","title":"COUNTRYWIDE HOME LOANS CWHL 2004 22 A3","isin":"US12669F6Z19","value_usd":2976.97,"pct_val":0.0000385,"balance":3096.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MILL WHEAT EURO   MAR26 XPAR 20260310","isin":"FREN10029451","value_usd":2841.05,"pct_val":0.0000368,"balance":-25,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 615096 FN 02/32 FLOATING VAR","isin":"US31388UKH22","value_usd":2625.61,"pct_val":0.000034,"balance":2613.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5","isin":"DK0009798803","value_usd":2623.54,"pct_val":0.0000339,"balance":17926.1,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2006-5","title":"FANNIE MAE FNR 2006 5 3A2","isin":"US31394VL730","value_usd":2621.81,"pct_val":0.0000339,"balance":2558.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-2","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A","isin":"US41161PLR28","value_usd":2577.93,"pct_val":0.0000334,"balance":2641.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 2A1A","isin":"US92922FJ251","value_usd":2415.82,"pct_val":0.0000313,"balance":2478.89,"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 544861 FN 12/36 FLOATING VAR","isin":"US31385HJE36","value_usd":2158.84,"pct_val":0.0000279,"balance":2131.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2003-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5","isin":"US939336PB38","value_usd":1908.28,"pct_val":0.0000247,"balance":1923.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2002-TBC1","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A","isin":"US585525FN38","value_usd":1889.73,"pct_val":0.0000245,"balance":2758.38,"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 MTGE TRUST 2005-A5","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3","isin":"US466247SL84","value_usd":1777.9,"pct_val":0.000023,"balance":1774.39,"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 741360 FN 10/33 FLOATING VAR","isin":"US31402XTR79","value_usd":1740.3,"pct_val":0.0000225,"balance":1713.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 544860 FN 09/34 FLOATING VAR","isin":"US31385HJD52","value_usd":1730.05,"pct_val":0.0000224,"balance":1740.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDA MORTGAGE LOAN TR 2005-AR1","title":"INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1","isin":"US45660LZK87","value_usd":1607.02,"pct_val":0.0000208,"balance":1364.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1","isin":"DK0002047224","value_usd":1540.14,"pct_val":0.0000199,"balance":12254.61,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2004-E","title":"MLCC MORTGAGE INVESTORS INC MLCC 2004 E A2A","isin":"US59020UJQ94","value_usd":1533.28,"pct_val":0.0000198,"balance":1601.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE WHOLE LOAN","title":"FANNIEMAE WHOLE LOAN FNW 1998 W2 A8","isin":"US31359UPD18","value_usd":1398.3,"pct_val":0.0000181,"balance":1381.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTER ADJUSTABLE RATE MTGE TR 2003-6","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1","isin":"US576433GF78","value_usd":1263.86,"pct_val":0.0000164,"balance":1273.22,"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-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1","isin":"US466247LZ44","value_usd":1225.76,"pct_val":0.0000159,"balance":1256.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 647904 FN 04/32 FLOATING VAR","isin":"US31390JX977","value_usd":1150.71,"pct_val":0.0000149,"balance":1152.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 04/47 2.5","isin":"DK0009292559","value_usd":1128.78,"pct_val":0.0000146,"balance":7702.3,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/47 2.5","isin":"DK0009382707","value_usd":973.07,"pct_val":0.0000126,"balance":6643.7,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2003-40A","title":"STRUCTURED ASSET SECURITIES CO SASC 2003 40A 1A","isin":"US86359BEF40","value_usd":780.56,"pct_val":0.0000101,"balance":809.03,"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":"LME LEAD FUTURE   MAR26 XLME 20260316","isin":"GB00H24LLR01","value_usd":689.08,"pct_val":0.0000089,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1","isin":"US86359BGF22","value_usd":595.01,"pct_val":0.0000077,"balance":613.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/47 2.5","isin":"DK0002030683","value_usd":458.52,"pct_val":0.0000059,"balance":3125.36,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRUCTURED P/T CERT T-11","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 11 A8","isin":"US3133TDPX83","value_usd":397.35,"pct_val":0.0000051,"balance":396.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 647903 FN 04/27 FLOATING VAR","isin":"US31390JX894","value_usd":330.57,"pct_val":0.0000043,"balance":328.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 10","title":"SEQUOIA MORTGAGE TRUST SEMT 10 2A1","isin":"US81743VAB99","value_usd":326.88,"pct_val":0.0000042,"balance":328.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1","isin":"DK0004616018","value_usd":326.82,"pct_val":0.0000042,"balance":2790.71,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) DEC25 IFEU 20251114","isin":"GB00KFPXMQ95","value_usd":256.17,"pct_val":0.0000033,"balance":-4,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   DEC25 IFEU 20251211","isin":"GB00H6D17608","value_usd":234.86,"pct_val":0.0000031,"balance":27,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-4","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2","isin":"US86359BNU16","value_usd":122.6,"pct_val":0.0000016,"balance":123.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA ASSET ACCEPTANCE CORP 2006-AR1","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A","isin":"US65535VSE91","value_usd":4.51,"pct_val":1e-7,"balance":4276.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMBAC ASSURANCE CORPORATION","title":"AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1","isin":"US023138AA88","value_usd":1.31,"pct_val":0,"balance":1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1.5","isin":"DK0009403644","value_usd":0.29,"pct_val":0,"balance":2.29,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"JYSKE REALKREDIT A/S COVERED 10/53 1","isin":"DK0009403131","value_usd":0.29,"pct_val":0,"balance":2.45,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/43 0.5","isin":"DK0002047141","value_usd":0.29,"pct_val":0,"balance":2.21,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1","isin":"DK0009522815","value_usd":0.28,"pct_val":0,"balance":2.29,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT AS COVERED REGS 10/53 1","isin":"DK0009527293","value_usd":0.28,"pct_val":0,"balance":2.26,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1.5","isin":"DK0004619384","value_usd":0.26,"pct_val":0,"balance":2.12,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/50 1","isin":"DK0004612454","value_usd":0.25,"pct_val":0,"balance":2.04,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1","isin":"DK0002044551","value_usd":0.21,"pct_val":0,"balance":1.66,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDITAKTIESELSKAB","title":"NORDEA KREDIT REALKREDIT COVERED 10/53 1.5","isin":"DK0002050368","value_usd":0.2,"pct_val":0,"balance":1.59,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5","isin":"DK0009528424","value_usd":0.2,"pct_val":0,"balance":1.61,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5","isin":"DK0009527103","value_usd":0.17,"pct_val":0,"balance":1.31,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK A/S","title":"REALKREDIT DANMARK COVERED REGS 10/53 1","isin":"DK0004616281","value_usd":0.16,"pct_val":0,"balance":1.29,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5","isin":"DK0009527616","value_usd":0.16,"pct_val":0,"balance":1.26,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  MAR26 IFEU 20260130","isin":"GB00H47KCH57","value_usd":-1609.85,"pct_val":-0.0000208,"balance":3,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   SEP25 XSIM 20250930","isin":"SGXDB0712503","value_usd":-1684.34,"pct_val":-0.0000223,"balance":56,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CARBON EMISSIONS FUTURES NDEX 20251215","isin":"NLICE1584875","value_usd":-2926.22,"pct_val":-0.0000378,"balance":13,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP FR NI 1.91 01/15/18-20Y LCH","isin":"EZ4FMKYSPBW2","value_usd":-3454.42,"pct_val":-0.0000447,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"FR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAY26 IFEU 20260415","isin":"GB00C02VT248","value_usd":-4143.72,"pct_val":-0.0000536,"balance":-33,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"WHITE SUGAR (ICE) MAR26 IFEU 20260213","isin":"GB00C01F0130","value_usd":-4428.42,"pct_val":-0.0000572,"balance":-17,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE NOV25 XLME 20251117","isin":"GB00H24FZF80","value_usd":-7970.88,"pct_val":-0.0001029,"balance":9,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"COCOA FUTURE - IC MAR26 IFEU 20260316","isin":"GB00KNSN0V33","value_usd":-8220.46,"pct_val":-0.0001064,"balance":-5,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"COFF ROBUSTA 10TN MAR26 IFEU 20260325","isin":"GB00M25X1X62","value_usd":-8288.8,"pct_val":-0.0001072,"balance":-6,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"COFF ROBUSTA 10TN NOV25 IFEU 20251124","isin":"GB00KNT39X76","value_usd":-9868.18,"pct_val":-0.0001274,"balance":-1,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   MAR26 XLME 20260316","isin":"GB00H24LN963","value_usd":-11967.07,"pct_val":-0.0001548,"balance":-13,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  JUN26 IFEU 20260430","isin":"GB00H7Q1B625","value_usd":-20095.28,"pct_val":-0.0002594,"balance":15,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"UK NATURAL GAS FUTMAR26 IFEU 20260226","isin":"GB00H37JHZ89","value_usd":-24116.51,"pct_val":-0.000312,"balance":-70,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  SEP26 IFEU 20260731","isin":"GB00H7Q1B955","value_usd":-32469.32,"pct_val":-0.0004201,"balance":36,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JAN26 XSIM 20260130","isin":"SGXDB1101334","value_usd":-33733.18,"pct_val":-0.0004354,"balance":187,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"SG","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"TTF NAT GAS F     MAR26 NDEX 20260226","isin":"NLICE0757530","value_usd":-51790.3,"pct_val":-0.0006701,"balance":-110,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   NOV25 XLME 20251117","isin":"GB00H24G1R50","value_usd":-52147.54,"pct_val":-0.0006732,"balance":-25,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE JAN26 XLME 20260119","isin":"GB00H24J3T01","value_usd":-60698.51,"pct_val":-0.0007853,"balance":-7,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   SEP25 XLME 20250915","isin":"GB00H24CQ015","value_usd":-61503.5,"pct_val":-0.0008156,"balance":-42,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME ZINC FUTURE   JAN26 XLME 20260119","isin":"GB00H24J6F79","value_usd":-69266.03,"pct_val":-0.0008962,"balance":-77,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME LEAD FUTURE   SEP25 XLME 20250915","isin":"GB00H24CNG60","value_usd":-78010.03,"pct_val":-0.0010345,"balance":-47,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012","isin":"EZ3172RBNXR7","value_usd":-106534.61,"pct_val":-0.0013784,"balance":-26400000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"TRS R SOFRRATE+15/9128283R9 SOG","isin":"EZZDG3CKZP76","value_usd":-108816.19,"pct_val":-0.0014047,"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":"LME NICKEL FUTURE MAR26 XLME 20260316","isin":"GB00H24LKZ10","value_usd":-117658.79,"pct_val":-0.0015223,"balance":-13,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-118161.85,"pct_val":-0.0015288,"balance":121,"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":"LOW SU GASOIL G   JUN26 IFEU 20260611","isin":"GB00HBC8RH84","value_usd":-135834.65,"pct_val":-0.0017575,"balance":36,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125","isin":"EZTFF0T0MM94","value_usd":-145167.28,"pct_val":-0.0018782,"balance":-26400000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.75000 01/18/24-2Y LCH","isin":"EZD73HK3RQ70","value_usd":-152793.26,"pct_val":-0.0019769,"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 2.74000 09/10/25-10Y LCH","isin":"EZMGJT0BLJF6","value_usd":-186558.85,"pct_val":-0.0024082,"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":"317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR","isin":"EZX1947LJZS2","value_usd":-188799.29,"pct_val":-0.0025037,"balance":-28800000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR","isin":"EZM13T8B0L79","value_usd":-193492.51,"pct_val":-0.0025035,"balance":-61700000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.12000 09/03/25-2Y LCH","isin":"EZ96RKPCNS84","value_usd":-250952.25,"pct_val":-0.003328,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306781","value_usd":-259635.91,"pct_val":-0.0034431,"balance":-300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS EUR 2.46500 12/08/25-2Y LCH","isin":"EZCPCC8Y87B8","value_usd":-307247.8,"pct_val":-0.0039753,"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":"TRS R SOFRRATE+15/91282CJH5 SOG","isin":"EZ8YV6SCZGL3","value_usd":-363508.96,"pct_val":-0.0046924,"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":"TRS R SOFRRATE+15/912828Z37 SOG","isin":"EZJ3YYQZNKH9","value_usd":-368997.98,"pct_val":-0.0047632,"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":"LME PRI ALUM FUTR JUL25 XLME 20250714","isin":"GB00FVN2W437","value_usd":-372681,"pct_val":-0.0049422,"balance":-102,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.87000 12/22/23-2Y LCH","isin":"EZ8CMNXZ06H5","value_usd":-387397.37,"pct_val":-0.0050008,"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":"317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR","isin":"EZ221JVG9JT4","value_usd":-391560.38,"pct_val":-0.0050662,"balance":-61700000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.208 10/07/24-1Y LCH","isin":"EZNGLYZR1MV8","value_usd":-422850.5,"pct_val":-0.0054584,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LME PRI ALUM FUTR MAR26 XLME 20260316","isin":"GB00G1SVS469","value_usd":-431784.33,"pct_val":-0.0055866,"balance":-97,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-474256.97,"pct_val":-0.0062893,"balance":752,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.034 09/15/24-10Y LCH","isin":"EZN396K1L0G6","value_usd":-483667.16,"pct_val":-0.0062579,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-520394.68,"pct_val":-0.0067331,"balance":902,"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":"317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR","isin":"EZLZP1BQVJZ9","value_usd":-557801.28,"pct_val":-0.0073972,"balance":-28800000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-566596.59,"pct_val":-0.007314,"balance":-1139,"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":"TRS R SOFRRATE+15/912828Z37 SOG","isin":null,"value_usd":-579147.54,"pct_val":-0.0074932,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":-843206.85,"pct_val":-0.011182,"balance":318,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":-876805.05,"pct_val":-0.0113445,"balance":323,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR","isin":"EZX2S49T0J63","value_usd":-891828.13,"pct_val":-0.0115388,"balance":-192500000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR","isin":"EZVYB6CMXS84","value_usd":-896420.52,"pct_val":-0.0115983,"balance":-192500000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.049 08/15/24-10Y LCH","isin":"EZDNND6WTG36","value_usd":-1110908.15,"pct_val":-0.0143734,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.34000 11/21/23-5Y LCH","isin":"EZRPM2SGQXB3","value_usd":-1370430.16,"pct_val":-0.0177312,"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-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-2093466.29,"pct_val":-0.0270237,"balance":-2447,"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":"3MO EURO EURIBOR  SEP25 IFLL 20250915","isin":"GB00HB9WVH19","value_usd":-2796385.6,"pct_val":-0.0370838,"balance":-5672,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 1.8825 11/20/19-10Y LCH","isin":"EZ793V7PSCT8","value_usd":-3750925.67,"pct_val":-0.048531,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-4622960.75,"pct_val":-0.0613066,"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 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-8968990.11,"pct_val":-0.116044,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP EM NI 1.38 03/15/21-10Y LCH","isin":"EZHGZY9N2Y63","value_usd":-10645901.46,"pct_val":-0.137741,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFRF USD SOFR/2.30000 11/15/23-5Y LCH","isin":"EZSXB4TMLK87","value_usd":-12597489.68,"pct_val":-0.162992,"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 1.76 11/04/19-10Y LCH","isin":"EZ9XW7VM70L4","value_usd":-13603226.84,"pct_val":-0.176004,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 10/26 0.125","isin":"US91282CDC29","value_usd":-24792027.63,"pct_val":-0.320769,"balance":-25022760,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-32043183.28,"pct_val":-0.424935,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"}],"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-real-return-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-real-return-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Real Return Fund | LEI: UBV6ASKZ6D22Z3BEZJ52 | 908 positions totaling $11,153,068,752 across DIR, ABS-O, EP, DCO, ABS-CBDO, DBT, ABS-MBS, STIV, DCR | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}