{"entity_type":"fund","name":"PIMCO Real Return Portfolio","identifiers":{"lei":"VOI6QOMEXKGNKFIHJ560","cik":"1047304","fund_id":"S000009661","fundkey":"pimco-real-return-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":534,"total_value_usd":2538986790.71,"asset_categories":["DIR","ABS-MBS","DFE","EP","ABS-CBDO","DBT","STIV","ABS-O","DCO"],"by_asset_category":{"DBT":{"positions":84,"total_value_usd":1603393916.25},"DCO":{"positions":51,"total_value_usd":95510.83},"ABS-MBS":{"positions":211,"total_value_usd":833426756.96},"ABS-CBDO":{"positions":81,"total_value_usd":85312989.19},"DIR":{"positions":101,"total_value_usd":13222603.44},"STIV":{"positions":1,"total_value_usd":339972.31},"ABS-O":{"positions":3,"total_value_usd":1957150.88},"EP":{"positions":1,"total_value_usd":1233151.6},"DFE":{"positions":1,"total_value_usd":4739.25}}},"holdings":[{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":85924957.78,"pct_val":6.15416,"balance":91557105,"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":83244031.18,"pct_val":5.96214,"balance":84717563.58,"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 10/28 2.375","isin":"US91282CJH51","value_usd":76863306.82,"pct_val":5.50514,"balance":74625408,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":73228241.25,"pct_val":5.24479,"balance":75000000,"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 07/34 1.875","isin":"US91282CLE92","value_usd":63470085.55,"pct_val":4.54588,"balance":63194103,"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 10/29 1.625","isin":"US91282CLV18","value_usd":60518583.12,"pct_val":4.33449,"balance":59914341,"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":59945056.6,"pct_val":4.29341,"balance":55632216.32,"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":58019464.57,"pct_val":4.1555,"balance":59501550,"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":55622885.8,"pct_val":3.98385,"balance":55201231.74,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":53928952.44,"pct_val":3.90451,"balance":56400000,"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 10/26 0.125","isin":"US91282CDC29","value_usd":50056284.36,"pct_val":3.58515,"balance":50522144,"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":49109506.84,"pct_val":3.51734,"balance":46789167.46,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1","isin":"IT0005410912","value_usd":47822617.07,"pct_val":3.39628,"balance":44114046,"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":"US01F0426654","value_usd":46258991.64,"pct_val":3.28524,"balance":48400000,"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 07/35 1.875","isin":"US91282CNS60","value_usd":45826922.32,"pct_val":3.28224,"balance":45935559,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":44042186.79,"pct_val":3.11281,"balance":45400000,"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":"US01F0426B49","value_usd":42661714.04,"pct_val":3.01524,"balance":44000000,"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":42545421.68,"pct_val":3.04721,"balance":43052076.6,"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":39002077.46,"pct_val":2.79342,"balance":39229725.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326478","value_usd":37975938.28,"pct_val":2.69699,"balance":41500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/30 0.125","isin":"US912828Z377","value_usd":37629156.5,"pct_val":2.69509,"balance":39662023.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":36741460.52,"pct_val":2.63151,"balance":35800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":36568643.54,"pct_val":2.58459,"balance":35800000,"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":36347830.22,"pct_val":2.63162,"balance":35800000,"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":"US01F0606677","value_usd":36292857.53,"pct_val":2.57746,"balance":35800000,"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":34443836.31,"pct_val":2.46695,"balance":35739774.84,"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":33861796.9,"pct_val":2.42526,"balance":43445547,"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":32139685.83,"pct_val":2.30192,"balance":31571244,"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":31567705.31,"pct_val":2.26096,"balance":31401495,"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 01/26 0.625","isin":"US912828N712","value_usd":31040017.1,"pct_val":2.19384,"balance":31127112,"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 02/44 1.375","isin":"US912810RF75","value_usd":30728224.87,"pct_val":2.20083,"balance":36659641.6,"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":"US01F0406516","value_usd":30703965.6,"pct_val":2.18054,"balance":33000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":30682274.04,"pct_val":2.22143,"balance":33000000,"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 07/31 0.125","isin":"US91282CCM10","value_usd":28735001.36,"pct_val":2.05807,"balance":31002972,"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 01/26 2","isin":"US912810FS25","value_usd":28409205.19,"pct_val":2.01757,"balance":28121914.8,"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 02/45 0.75","isin":"US912810RL44","value_usd":28001507.19,"pct_val":2.00554,"balance":38359279.97,"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 07/30 0.125","isin":"US912828ZZ63","value_usd":26734362.82,"pct_val":1.91478,"balance":28319885,"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":25810398.76,"pct_val":1.8486,"balance":26890014,"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":24590099.14,"pct_val":1.7612,"balance":24401352,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626303","value_usd":21432496.47,"pct_val":1.53505,"balance":20600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":21290922.76,"pct_val":1.5048,"balance":20600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626899","value_usd":21240854.26,"pct_val":1.53786,"balance":20600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626634","value_usd":21207264.93,"pct_val":1.5061,"balance":20600000,"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":20821698.89,"pct_val":1.4913,"balance":21138810,"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":20756871.18,"pct_val":1.48666,"balance":20867225,"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":20744908.76,"pct_val":1.4858,"balance":28737462.3,"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 04/26 0.125","isin":"US91282CCA71","value_usd":20554409.04,"pct_val":1.47216,"balance":20734386,"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":19896840.81,"pct_val":1.42506,"balance":26359520.76,"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 MA8345 G2 10/52 FIXED 3.5","isin":"US36179XHW92","value_usd":19414199.28,"pct_val":1.39049,"balance":21106670.82,"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 01/29 2.5","isin":"US912810PZ57","value_usd":19381316.08,"pct_val":1.38814,"balance":18771979.68,"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 MB0420 G2 06/55 FIXED 3.5","isin":"US3618N5PE30","value_usd":18767562.89,"pct_val":1.35879,"balance":20598480,"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":18112587.78,"pct_val":1.29727,"balance":15469272,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","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":17955552.58,"pct_val":1.28602,"balance":23002770,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":17729656.35,"pct_val":1.26984,"balance":17500000,"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":17633910.7,"pct_val":1.24633,"balance":17500000,"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":17484375.3,"pct_val":1.26589,"balance":17500000,"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 02/54 2.125","isin":"US912810TY47","value_usd":17272560.58,"pct_val":1.2371,"balance":19202833,"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":15126880.4,"pct_val":1.08342,"balance":16222876,"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 0.875","isin":"US9128285W63","value_usd":14438748.44,"pct_val":1.03414,"balance":14661728.7,"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":14348025.71,"pct_val":1.02764,"balance":21500000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN GOVT CPI LINKED BONDS 03/29 0.1","isin":"JP1120241K56","value_usd":14338953.03,"pct_val":1.02699,"balance":2209595280,"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 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":14046322.32,"pct_val":1.00603,"balance":14400000,"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":13710904.26,"pct_val":0.992684,"balance":15048506.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5575","title":"FREDDIE MAC FHR 5575 FC","isin":"US3137HN2X59","value_usd":13429922.35,"pct_val":0.961884,"balance":13354905.18,"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 04/29 2.125","isin":"US91282CKL45","value_usd":12579157.14,"pct_val":0.90095,"balance":12316473,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526495","value_usd":11486509.93,"pct_val":0.815753,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":11322075.78,"pct_val":0.810915,"balance":11273844.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MB0143 G2 01/55 FIXED 3.5","isin":"US3618N5ER61","value_usd":10932277.26,"pct_val":0.791509,"balance":11998803.24,"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":10557423.58,"pct_val":0.756149,"balance":1625272560,"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 01/32 0.125","isin":"US91282CDX65","value_usd":9985430.38,"pct_val":0.715181,"balance":10923873,"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":9552982.38,"pct_val":0.684208,"balance":9663568.2,"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":9543758.34,"pct_val":0.683547,"balance":9738802,"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":9434065.83,"pct_val":0.675691,"balance":9520764,"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":9286905.94,"pct_val":0.665151,"balance":9456322,"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":9211189.31,"pct_val":0.659728,"balance":9699578,"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 01/27 0.375","isin":"US912828V491","value_usd":8920378.99,"pct_val":0.638899,"balance":9031131,"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 02/51 0.125","isin":"US912810SV17","value_usd":8150506.48,"pct_val":0.583759,"balance":15070091.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426571","value_usd":7648926.8,"pct_val":0.543214,"balance":8000000,"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":7507601.34,"pct_val":0.537713,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG","isin":"US38385K4B38","value_usd":7501404,"pct_val":0.537269,"balance":7500000,"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 03/35 0.005","isin":"JP1120301R56","value_usd":7311915.55,"pct_val":0.523697,"balance":1174104000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO IX DAC 9A","title":"TIKEHAU CLO IX DAC TIKEH 9A AR 144A","isin":"XS2931965672","value_usd":7291554.52,"pct_val":0.522239,"balance":6200000,"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 02/50 0.25","isin":"US912810SM18","value_usd":7278168.77,"pct_val":0.52128,"balance":12626705.9,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":7100000,"pct_val":0.501813,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/43 0.625","isin":"US912810RA88","value_usd":6985721.12,"pct_val":0.500335,"balance":9375376.4,"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":6674779.22,"pct_val":0.478064,"balance":7254594.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 0.19700 11/08/22-30Y LCH","isin":"EZ3H5XY3RVT8","value_usd":6547933.88,"pct_val":0.468979,"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":6403084.65,"pct_val":0.458605,"balance":6357871.28,"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 2025-19","title":"FANNIE MAE FNR 2025 19 FC","isin":"US3136BVBY34","value_usd":6099276.66,"pct_val":0.436845,"balance":6074081.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526560","value_usd":5987336.7,"pct_val":0.425211,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":5585369.52,"pct_val":0.400038,"balance":4750000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADA GOVT","title":"CANADIAN GOVERNMENT RRB BONDS 12/26 4.25","isin":"CA135087VS05","value_usd":5323727.86,"pct_val":0.381298,"balance":7076846.4,"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 02/48 1","isin":"US912810SB52","value_usd":5240402.88,"pct_val":0.375331,"balance":7165756.53,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.86500 02/13/24-30Y LCH","isin":"EZLBBPTCYY71","value_usd":5154486.03,"pct_val":0.369177,"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":"TCW CLO AMR LTD 2019-1A","title":"TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A","isin":"US87241EAQ89","value_usd":4703525,"pct_val":0.336878,"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":"ATLAS SENIOR LOAN FUND LTD 2021-18A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A","isin":"US04943EAQ44","value_usd":4499775,"pct_val":0.322285,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2025-1 DAC 25-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A","isin":"XS3065225669","value_usd":4469515.66,"pct_val":0.320118,"balance":3800000,"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 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":4437505.89,"pct_val":0.32128,"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":"MOUNTAIN VIEW CLO XIV LTD 2019-1A","title":"MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A","isin":"US62432MAN92","value_usd":4201420.44,"pct_val":0.300916,"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":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0","isin":"IT0005387052","value_usd":4135234.85,"pct_val":0.296176,"balance":3615575,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","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":4000984.17,"pct_val":0.28656,"balance":4016461,"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 10/25 0.125","isin":"US91282CAQ42","value_usd":3920307.75,"pct_val":0.278414,"balance":3916960,"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 02/52 0.125","isin":"US912810TE82","value_usd":3717537.21,"pct_val":0.266259,"balance":7017960,"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 0.19500 11/04/22-30Y LCH","isin":"EZZLWXLX9PF2","value_usd":3707772.27,"pct_val":0.26556,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326B10","value_usd":3646776.72,"pct_val":0.257746,"balance":4000000,"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 MB0255 G2 03/55 FIXED 3.5","isin":"US3618N5H931","value_usd":3644457.23,"pct_val":0.263863,"balance":4000001.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326213","value_usd":3640310,"pct_val":0.260728,"balance":4000000,"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 MA9961 G2 10/54 FIXED 3.5","isin":"US36180AB691","value_usd":3587039.31,"pct_val":0.256912,"balance":3935248.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2019-3A","title":"BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A","isin":"US05683TBA60","value_usd":3198220.51,"pct_val":0.229064,"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":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/32 3.375","isin":"US912810FQ68","value_usd":3050844.26,"pct_val":0.218509,"balance":2762591.34,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":2872161.43,"pct_val":0.205711,"balance":2582202,"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 MA8044 G2 05/52 FIXED 3.5","isin":"US36179W5D62","value_usd":2710061.51,"pct_val":0.194101,"balance":2940548.75,"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 2.31125 02/24/21-10Y LCH","isin":"EZ0098TXC0B7","value_usd":2634372.35,"pct_val":0.18868,"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":"HAYFIN EMERALD CLO 12A","title":"HAYFIN EMERALD CLO HAYEM 12A A","isin":"XS2665045949","value_usd":2595029.07,"pct_val":0.187883,"balance":2200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":2567265.51,"pct_val":0.185873,"balance":2563377.17,"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 5508","title":"FREDDIE MAC FHR 5508 QF","isin":"US3137HJVX22","value_usd":2521681.75,"pct_val":0.180609,"balance":2509763.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":2464120.4,"pct_val":0.176486,"balance":2096079.57,"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/2.28500 11/15/23-30Y LCH","isin":"EZ6VRNVRPQ25","value_usd":2463232.51,"pct_val":0.176423,"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":"BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A","title":"BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A","isin":"XS3152565340","value_usd":2352390.06,"pct_val":0.168484,"balance":2000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVIDUS CLO IV DAC 4A","title":"PROVIDUS CLO PRVD 4A AR 144A","isin":"XS2327983784","value_usd":2233676.9,"pct_val":0.159981,"balance":1900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":2204084.25,"pct_val":0.157862,"balance":2168882.42,"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":2148936.96,"pct_val":0.153912,"balance":2135950.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1999921.16,"pct_val":0.143239,"balance":2060276.34,"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":"RFRF USD SOFR/2.23650 11/21/23-30Y LCH","isin":"EZX8X7WQFX07","value_usd":1959035.27,"pct_val":0.140311,"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":"ANCHORAGE CAPITAL EUROPE CLO 1 DAC 1A","title":"ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A","isin":"XS2398917489","value_usd":1955936.36,"pct_val":0.138907,"balance":1808236.88,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1","title":"ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A","isin":"US03880XAA46","value_usd":1909978.43,"pct_val":0.136797,"balance":1898537.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":1885693.55,"pct_val":0.136526,"balance":1600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONTEGO CLO III BV 3A","title":"CONTEGO CLO DAC CONTE 3A ARR 144A","isin":"XS3144694455","value_usd":1881938.56,"pct_val":0.134789,"balance":1600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER EUROPE CLO 2018-1A DAC","title":"ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A","isin":"XS3147501103","value_usd":1881923.9,"pct_val":0.134788,"balance":1600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":1766153.7,"pct_val":0.126496,"balance":1830973.46,"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 OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A","isin":"XS3020835339","value_usd":1763074.61,"pct_val":0.126276,"balance":1501819.9,"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":1646980.71,"pct_val":0.117961,"balance":1400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOVT","title":"BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1","isin":"IT0005588881","value_usd":1589605.61,"pct_val":0.113851,"balance":1354834,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-18","title":"FANNIE MAE FNR 2025 18 FA","isin":"US3136BU7K00","value_usd":1525625.01,"pct_val":0.109269,"balance":1518868.17,"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":1494317.71,"pct_val":0.107027,"balance":1484053.11,"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-EMX4","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4","isin":"US75406DAD57","value_usd":1467363.8,"pct_val":0.105096,"balance":1477723.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":1423618.78,"pct_val":0.101963,"balance":1445516.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLFLEET CLO 2021-4A LTD","title":"WELLFLEET CLO LTD WELF 2021 4A A1 144A","isin":"US89288CAA71","value_usd":1402239.16,"pct_val":0.0991072,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL9 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A","isin":"US55285AAA51","value_usd":1324455.1,"pct_val":0.0948607,"balance":1323737.53,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","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":1248618.02,"pct_val":0.0894291,"balance":1061509.9,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":1235580.68,"pct_val":0.0884953,"balance":1218979.64,"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":1233151.6,"pct_val":0.0883213,"balance":1220000,"units":"NS","currency":"USD","asset_cat":"EP","issuer_cat":"CORP","inv_country":"US","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":1192629.58,"pct_val":0.0854191,"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":"ALBACORE EURO CLO IV DAC 4A","title":"ALBACORE EURO CLO ALBAC 4A AR 144A","isin":"XS2861758642","value_usd":1176175.77,"pct_val":0.0842406,"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":"SLM STUDENT LOAN TRUST 2004-3A","title":"SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A","isin":"US78442GLL85","value_usd":1168285.58,"pct_val":0.0836755,"balance":1175039.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":1099511.47,"pct_val":0.0787497,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-66","title":"FANNIE MAE FNR 2025 66 FK","isin":"US3136BWYL49","value_usd":1044550.26,"pct_val":0.0748132,"balance":1040457.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC STRIPS 278","title":"FREDDIEMAC STRIP FHS 278 F1","isin":"US3132HTBH86","value_usd":1014868.7,"pct_val":0.0726874,"balance":1027078.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR US CLO 2022-1A","title":"CAPITAL FOUR US CLO C4US 2022 1A AR 144A","isin":"US14016CAN65","value_usd":1007341.04,"pct_val":0.0721482,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 06/20/24-30Y CME","isin":"EZV8ZC6L7CY8","value_usd":980330.18,"pct_val":0.0702137,"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":"THORNBURG MORTGAGE SECURITIES TR 2004-2","title":"THORNBURG MORTGAGE SECURITIES TMST 2004 2 A1","isin":"US885220FE80","value_usd":958202.09,"pct_val":0.0686288,"balance":990035.9,"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 2006-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B","isin":"US02147DAB73","value_usd":949883.22,"pct_val":0.068033,"balance":961077.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":941041.96,"pct_val":0.0673997,"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":"CONTEGO CLO IV DAC 4A","title":"CONTEGO CLO DAC CONTE 4A AR 144A","isin":"XS2294714220","value_usd":933928.97,"pct_val":0.0660081,"balance":794988.7,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ST PAUL'S CLO X DAC 10A","title":"ST PAULS CLO SPAUL 10A AR 144A","isin":"XS2319913104","value_usd":929697.7,"pct_val":0.0665872,"balance":793876.09,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5","title":"TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A","isin":"US87277JAA97","value_usd":886846.65,"pct_val":0.0635181,"balance":888385.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":867355.31,"pct_val":0.0621221,"balance":873246.23,"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 2007-1T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1","isin":"US23246KAA97","value_usd":855139.44,"pct_val":0.0612472,"balance":2564566.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1","isin":"US83612TAA07","value_usd":832082.27,"pct_val":0.0595958,"balance":1197472.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":828884.35,"pct_val":0.0593667,"balance":704802.32,"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":817702.27,"pct_val":0.0585658,"balance":2503168.44,"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":816767.19,"pct_val":0.0584989,"balance":826371.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AG TRUST 2024-NLP","title":"AG TRUST AG 2024 NLP A 144A","isin":"US00792MAA18","value_usd":813202.36,"pct_val":0.0582435,"balance":807781.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2022-FL11 LLC","title":"BDS LTD BDS 2022 FL11 ATS 144A","isin":"US054980AA58","value_usd":791545.41,"pct_val":0.0566924,"balance":790049,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   JUN25 XEUR 20250606","isin":"DE000F1B2NL7","value_usd":771897.28,"pct_val":0.0548189,"balance":-291,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","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":750915.21,"pct_val":0.0537824,"balance":785924.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTRESS CREDIT BSL VII LTD 2019-1A","title":"FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A","isin":"US34956NAL64","value_usd":734161.53,"pct_val":0.0525824,"balance":733324.97,"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":732486.04,"pct_val":0.0524624,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NG7","value_usd":720589.18,"pct_val":0.051175,"balance":-421,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SOUND POINT CLO IX LTD 2015-2A","title":"SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A","isin":"US83609GBN43","value_usd":720526.14,"pct_val":0.0516058,"balance":719579.53,"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":714353.33,"pct_val":0.0511637,"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":"OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A","title":"OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A","isin":"XS2330054953","value_usd":710912.44,"pct_val":0.0502458,"balance":605467.99,"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-AR4","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A","isin":"US17311WAA53","value_usd":701606.99,"pct_val":0.0502508,"balance":808868.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":701573.26,"pct_val":0.0507947,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XLIV CLO LTD 2017-44A","title":"ARES CLO LTD ARES 2017 44A A1RR 144A","isin":"US04016NBH52","value_usd":700221.82,"pct_val":0.0501516,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO 2021-20A LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A","isin":"US03330YAJ91","value_usd":700014.42,"pct_val":0.0501367,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW CENTURY HOME EQUITY LOAN TR 2006-2","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B","isin":"US64360YAB11","value_usd":679503.63,"pct_val":0.0486677,"balance":679188.49,"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":"3MO EURO EURIBOR  SEP26 IFLL 20260914","isin":"GB00J8R2ZN46","value_usd":674638.93,"pct_val":0.0488446,"balance":1042,"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":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":650977.83,"pct_val":0.0466246,"balance":-450,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR","isin":"XS1043545059","value_usd":649892.46,"pct_val":0.0461543,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":647856.54,"pct_val":0.0464011,"balance":1469220.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":642494.81,"pct_val":0.0460171,"balance":546167.06,"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 IX DAC 9A","title":"BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A","isin":"XS2062959700","value_usd":639212.21,"pct_val":0.0462797,"balance":542511.64,"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 09/25 0.00000","isin":"US912797PW16","value_usd":622682.72,"pct_val":0.0450829,"balance":628000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB","isin":"US38375UZZ64","value_usd":616183.26,"pct_val":0.0441326,"balance":608763.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC","isin":"US38382Y5C34","value_usd":583408.83,"pct_val":0.0417852,"balance":572352.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO IV BV 4A","title":"TIKEHAU TIKEH 4A A1 144A","isin":"XS1850277838","value_usd":577854.37,"pct_val":0.0418373,"balance":489885.48,"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 4687","title":"FREDDIE MAC FHR 4687 FG","isin":"US3137BY3C20","value_usd":574188.86,"pct_val":0.0411248,"balance":585766.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":550526.66,"pct_val":0.0398587,"balance":-505,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A","isin":"XS2934650610","value_usd":546835.99,"pct_val":0.0391657,"balance":465460.12,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":531439.36,"pct_val":0.038063,"balance":575654.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3","isin":"US83613DAD84","value_usd":522254.54,"pct_val":0.0374052,"balance":566706.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":521029.58,"pct_val":0.0373174,"balance":520360.74,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":513612.15,"pct_val":0.0367862,"balance":513364.42,"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":"TSY INFL IX N/B 01/27 2.375","isin":"US912810PS15","value_usd":504556.73,"pct_val":0.0361376,"balance":500519.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","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":501256.33,"pct_val":0.0354277,"balance":426557.15,"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 MB0304 G2 04/55 FIXED 3.5","isin":"US3618N5KS70","value_usd":501111.89,"pct_val":0.036281,"balance":549999.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARBLE POINT CLO XXII LTD","title":"MARBLE POINT CLO MP22 2021 2A AR 144A","isin":"US56606GAJ31","value_usd":500533.37,"pct_val":0.0358494,"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":"FREDDIE MAC REMICS 4779","title":"FREDDIE MAC FHR 4779 WF","isin":"US3137F4BX98","value_usd":496580.89,"pct_val":0.0355663,"balance":506319.7,"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 SD8245 FR 09/52 FIXED 4.5","isin":"US3132DWES89","value_usd":488392.54,"pct_val":0.0349799,"balance":497659.53,"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 SECURITIES 2006-KS7","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1","isin":"US75406XAE94","value_usd":478225.87,"pct_val":0.0342517,"balance":480509.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":469623.95,"pct_val":0.0336356,"balance":507054.29,"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":468033.39,"pct_val":0.0335217,"balance":527063.44,"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-OAT FUTURE   SEP25 XEUR 20250908","isin":"DE000F1NGGA8","value_usd":462601.22,"pct_val":0.0334928,"balance":-422,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HYB6","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1","isin":"US126694BH04","value_usd":460472.28,"pct_val":0.0329802,"balance":486891.35,"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 LTD 2017-4A","title":"CIFC FUNDING LTD CIFC 2017 4A A1R 144A","isin":"US12551JAL08","value_usd":451884.7,"pct_val":0.0323651,"balance":451329.34,"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":444417.03,"pct_val":0.0318302,"balance":558339.01,"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":"RFR JPY MUTK/0.50000 12/15/21-10Y LCH","isin":"EZBGMDDJHGZ6","value_usd":414927.1,"pct_val":0.0297181,"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":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 07/32 5.85","isin":"US91087BBE92","value_usd":411464,"pct_val":0.0294701,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":410540.12,"pct_val":0.0294039,"balance":413110.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":400770.95,"pct_val":0.0287042,"balance":447753.85,"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 USD SOFR/3.25000 06/18/25-9Y LCH","isin":"EZVYZM8DK482","value_usd":364890.86,"pct_val":0.0261344,"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":"CREDIT BASED ASSET SRVC & SEC 2007-CB6","title":"CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A","isin":"US1248RHAC14","value_usd":363043.45,"pct_val":0.0260021,"balance":540033.56,"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":352940.58,"pct_val":0.0252785,"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":"LONG BEACH MORTGAGE LOAN TR 2006-7","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2","isin":"US54251TAC36","value_usd":348536.25,"pct_val":0.024963,"balance":875044.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WACHOVIA MTGE LOAN TRUST 2006-ALT1","title":"WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3","isin":"US92978GAC33","value_usd":346208.75,"pct_val":0.0247963,"balance":998899.12,"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 2019-2A LTD","title":"VOYA CLO LTD VOYA 2019 2A AR 144A","isin":"US92917RAL33","value_usd":346081.31,"pct_val":0.0247872,"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":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":339972.31,"pct_val":0.0243497,"balance":34901.17,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2007-1","title":"COUNTRYWIDE HOME LOANS CWHL 2007 1 A1","isin":"US170255AA19","value_usd":336602.22,"pct_val":0.0241083,"balance":778138.25,"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 FS3519 FN 11/52 FIXED VAR","isin":"US3140XJ4D27","value_usd":336328.28,"pct_val":0.0240887,"balance":343395.74,"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 03/26 0.00000","isin":"US912797TB33","value_usd":331140.79,"pct_val":0.0237171,"balance":334000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":327011.17,"pct_val":0.0234213,"balance":331074.01,"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":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":324096.04,"pct_val":0.0232126,"balance":-162,"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 GB NI 3.5 08/15/24-10Y LCH","isin":"EZ2T5PFXSD76","value_usd":318150.3,"pct_val":0.0227867,"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":"VIBRANT CLO XI LTD 2019-11A","title":"VIBRANT CLO LTD VIBR 2019 11A A1R1 144A","isin":"US92558NAJ19","value_usd":314431.2,"pct_val":0.0225203,"balance":314265.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":314392.35,"pct_val":0.0225176,"balance":342478.39,"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":313800,"pct_val":0.0224751,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 07/26 VAR","isin":"US225401AY40","value_usd":300282.56,"pct_val":0.0217408,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROSAIL PLC 2007-3X","title":"EUROSAIL PLC ESAIL 2007 3X A3A REGS","isin":"XS0308666493","value_usd":293469.21,"pct_val":0.021019,"balance":217686.28,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","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":292221.12,"pct_val":0.0209296,"balance":297892.43,"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":290867.69,"pct_val":0.0208327,"balance":294000,"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":"INF SWAP EM NI 2.7 04/15/23-30Y LCH","isin":"EZ0Y9J6GR2R2","value_usd":290289.44,"pct_val":0.0207912,"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":"CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA","title":"CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7","isin":"US224939AB41","value_usd":283835.65,"pct_val":0.020329,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"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":281098.3,"pct_val":0.0201329,"balance":280943.3,"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 V CLO LTD 2016-5A","title":"CEDAR FUNDING LTD CEDF 2016 5A A1R 144A","isin":"US15032AAN72","value_usd":271788.11,"pct_val":0.0194661,"balance":271644.22,"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 10/25 0.00000","isin":"US912797RD17","value_usd":260555.12,"pct_val":0.0188645,"balance":264000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":260396.83,"pct_val":0.0186503,"balance":267782.98,"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 08/35 4.25","isin":"US91282CNT44","value_usd":259894.69,"pct_val":0.0186143,"balance":258000,"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 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":241908.28,"pct_val":0.0173261,"balance":453030.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.59 12/15/22-30Y LCH","isin":"EZQNRNKDZTL1","value_usd":235311.01,"pct_val":0.0168536,"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":"ARES L CLO LTD 2018-50A","title":"ARES CLO LTD ARES 2018 50A AR 144A","isin":"US04018LAJ44","value_usd":233925.95,"pct_val":0.0169365,"balance":233805.37,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":230632.12,"pct_val":0.0165184,"balance":389536.02,"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":"EURO-BTP FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHN3","value_usd":213186.49,"pct_val":0.0150676,"balance":165,"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 AR7","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A","isin":"US93363CAC38","value_usd":205651.21,"pct_val":0.0147292,"balance":221509.73,"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":203130.48,"pct_val":0.0145487,"balance":203030.12,"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 LOAN FUNDING 2021-4","title":"PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A","isin":"US69702HAA68","value_usd":200703.46,"pct_val":0.0145311,"balance":200494.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":196237.32,"pct_val":0.014055,"balance":196095.67,"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 JPY MUTK/0.55000 09/14/23-5Y LCH","isin":"EZ0DH7NGQM44","value_usd":193914.95,"pct_val":0.0138887,"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":"VMWARE LLC","title":"VMWARE LLC SR UNSECURED 08/27 3.9","isin":"US928563AC98","value_usd":190195.03,"pct_val":0.0136222,"balance":190000,"units":"PA","currency":"USD","asset_cat":"DBT","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":187820.99,"pct_val":0.0134522,"balance":159720.9,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":187453.56,"pct_val":0.0134259,"balance":159327.73,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":176444.47,"pct_val":0.0126374,"balance":180877.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM IX LTD 2014-9A","title":"OZLM LTD OZLM 2014 9A A1A4 144A","isin":"US67109KBG85","value_usd":175386.87,"pct_val":0.0126982,"balance":175117.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELLINGTON LOAN ACQUISITION TRUST 2007-1","title":"ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A","isin":"US288542AA12","value_usd":174950.69,"pct_val":0.0125304,"balance":177950.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":174512.24,"pct_val":0.012499,"balance":148385.87,"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 07/25 0.00000","isin":"US912797LW51","value_usd":173817.88,"pct_val":0.0125846,"balance":174000,"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 TRUST 2007-4CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35","isin":"US02148FBX24","value_usd":169189.04,"pct_val":0.0121177,"balance":202682.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":160676.18,"pct_val":0.011508,"balance":510141.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":160590,"pct_val":0.0115018,"balance":159000,"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":157543.82,"pct_val":0.0112837,"balance":157468.01,"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-AR19","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A","isin":"US933638AB41","value_usd":154747.92,"pct_val":0.0110834,"balance":159519.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":152606.57,"pct_val":0.0109301,"balance":154620.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACK DIAMOND CLO 2019-1 DAC 19-1A","title":"BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A","isin":"XS2390844780","value_usd":147283.76,"pct_val":0.0105488,"balance":125163.87,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":146605.69,"pct_val":0.0105003,"balance":146523.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","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":146381.48,"pct_val":0.0104842,"balance":155563.21,"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 2008-R2","title":"JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A","isin":"US46632TAA34","value_usd":146295.67,"pct_val":0.0104781,"balance":155449.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP EM NI 2.763 09/15/23-30Y LCH","isin":"EZSV4JHYN6X0","value_usd":146181.31,"pct_val":0.0104699,"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   SEP25 XEUR 20250908","isin":"DE000F1NGF38","value_usd":144678.94,"pct_val":0.0104749,"balance":317,"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 2.682 10/15/23-30Y LCH","isin":"EZW0QN60W2Z4","value_usd":140546.01,"pct_val":0.0100662,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1","isin":"US12668RAA68","value_usd":140500.01,"pct_val":0.010063,"balance":171049.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUUNDING TRUST 2006-AR4","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A6A","isin":"US39539FAK03","value_usd":140449.49,"pct_val":0.0100593,"balance":148729.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN FUJI EUR CLO III DAC 3A","title":"BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A","isin":"XS2341633456","value_usd":140207.57,"pct_val":0.0099096,"balance":119463.89,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED REGS 03/29 VAR","isin":"CH1214797172","value_usd":130959.48,"pct_val":0.0092559,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","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":130266.23,"pct_val":0.00933,"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":"ACE SECURITIES CORP 2007-ASP1","title":"ACE SECURITIES CORP. ACE 2007 ASP1 A2B","isin":"US00442JAC80","value_usd":129064.92,"pct_val":0.0092439,"balance":314335.31,"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":"RFR GBP SONIO/3.75000 03/18/26-5Y LCH","isin":"EZB11QXY7GF7","value_usd":128938.68,"pct_val":0.0092349,"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":"BEAR STEARNS ALT-A TRUST 2006-2","title":"BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1","isin":"US07386HF711","value_usd":126149.44,"pct_val":0.0090351,"balance":154386.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDS POINT CLO IV-R LTD 2013-3RA","title":"SOUND POINT CLO LTD SNDPT 2013 3RA A 144A","isin":"US83609YAC03","value_usd":123937.61,"pct_val":0.0088767,"balance":123870.02,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":123126.75,"pct_val":0.0088186,"balance":104701.9,"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 GB NI 3.466 09/15/24-10Y LCH","isin":"EZ6H5KXS0QT8","value_usd":121589.65,"pct_val":0.0087085,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":119005.7,"pct_val":0.0084111,"balance":39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"EUROSAIL PLC 2007-3X","title":"EUROSAIL PLC ESAIL 2007 3X A3C REGS","isin":"XS0308710143","value_usd":115055.57,"pct_val":0.0082406,"balance":85331.5,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE LOAN FUNDING 2021-3","title":"PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A","isin":"US69702BAA98","value_usd":113806.31,"pct_val":0.0080823,"balance":113745.42,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE US CLO LTD 2017-4","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A","isin":"US14315BAA44","value_usd":112868.34,"pct_val":0.0080157,"balance":112809.39,"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 2007-OA4","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A","isin":"US93364CAA62","value_usd":111917.35,"pct_val":0.0080158,"balance":125021.83,"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 2006-6","title":"COUNTRYWIDE HOME LOANS CWHL 2006 6 A4","isin":"US126694K641","value_usd":110614.33,"pct_val":0.0079225,"balance":227389.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":106794.13,"pct_val":0.007548,"balance":106660.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":105168.57,"pct_val":0.0075324,"balance":203028.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM XXV LTD 25A","title":"LCM LTD PARTNERSHIP LCM 25A AR 144A","isin":"US50189PAY88","value_usd":96189.04,"pct_val":0.0068312,"balance":96151.08,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":94417.4,"pct_val":0.0067624,"balance":108800.96,"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 MTG SEC 2006-FA8","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7","isin":"US32052DAG60","value_usd":91629.09,"pct_val":0.0065627,"balance":260239.9,"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 2007-1","title":"CHASEFLEX TRUST CFLX 2007 1 2A6","isin":"US16165VAJ70","value_usd":89934.5,"pct_val":0.0064413,"balance":281095.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL FUNDING MTGE SEC 2007-S6","title":"RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10","isin":"US762009AK44","value_usd":86919.65,"pct_val":0.0062254,"balance":109426.03,"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 2007-12","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1","isin":"US126697AA90","value_usd":83406.22,"pct_val":0.0059738,"balance":84271.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM LOAN INCOME FUND I LTD","title":"LCM LOAN INCOME FUND LTD LCMLF 1A A 144A","isin":"US50189XAA37","value_usd":81541.51,"pct_val":0.0058402,"balance":81441.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCTAGON INVESTMENTS PARTNERS LTD 2018-18A","title":"OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A","isin":"US67576FAA75","value_usd":80534.79,"pct_val":0.0057681,"balance":80527.05,"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 2005-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1","isin":"US07387AEG67","value_usd":78540.35,"pct_val":0.0056253,"balance":81029.71,"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":77567.3,"pct_val":0.0055556,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07500 03/31/26-28Y* LCH","isin":"EZJZKTHMMCJ7","value_usd":75672.32,"pct_val":0.0054198,"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 MORTGAGE LOAN TR 2005-AR14","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A","isin":"US45660LRU51","value_usd":75295.98,"pct_val":0.0053929,"balance":102700.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE CAP CERT 2007-4R","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A","isin":"US12639QAA40","value_usd":70531.8,"pct_val":0.0050517,"balance":77566.24,"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 2005-3","title":"NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2","isin":"US66987XGY58","value_usd":69711.57,"pct_val":0.0049508,"balance":69923,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY MORTGAGE LN TR-2006-8AR","title":"MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4","isin":"US61749LAP67","value_usd":68280.66,"pct_val":0.0048904,"balance":69964.35,"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 2005-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1","isin":"US07387AAB17","value_usd":68212.95,"pct_val":0.0048856,"balance":74166.66,"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":66028.72,"pct_val":0.0047291,"balance":233606.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C","isin":"US81377AAD46","value_usd":65622.62,"pct_val":0.0047001,"balance":171962.57,"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":64396.09,"pct_val":0.0046122,"balance":64951.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2006-2","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2","isin":"US07388DAS71","value_usd":64390.01,"pct_val":0.0046118,"balance":75016.32,"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-AR1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1","isin":"US17307G3C01","value_usd":64199.79,"pct_val":0.0045981,"balance":63170.13,"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 SEC TRUST 2006-A10","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5","isin":"US76113LAE74","value_usd":60656.82,"pct_val":0.0043444,"balance":211100.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 1.83000 09/17/25-2Y LCH","isin":"EZR89VG8W7K1","value_usd":59942.34,"pct_val":0.0043399,"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":"NEW CENTURY HOME EQUITY LOAN TR 2004-4","title":"NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1","isin":"US64352VJJ17","value_usd":58804.87,"pct_val":0.0042117,"balance":59674.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":58097.25,"pct_val":0.0041611,"balance":49403.06,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":55725.21,"pct_val":0.0039912,"balance":57986.64,"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 9 LTD","title":"KKR FINANCIAL CLO LTD KKR 9 AR2 144A","isin":"US48250LAW90","value_usd":54460.76,"pct_val":0.0038492,"balance":54432.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A","isin":"US17311XAA37","value_usd":52389.16,"pct_val":0.0037522,"balance":70125.03,"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-2006-A","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1","isin":"US05949CRS79","value_usd":52346.55,"pct_val":0.0037492,"balance":56937.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1","title":"SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A","isin":"US81377JAB98","value_usd":52043.65,"pct_val":0.0037275,"balance":247987.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/25 0.00000","isin":"US912797NC79","value_usd":51859.49,"pct_val":0.003683,"balance":52000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.25000 12/20/23-2Y LCH","isin":"EZM7XR6RB2D5","value_usd":51483.92,"pct_val":0.0036388,"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":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528","isin":"US05401AAR23","value_usd":51425.77,"pct_val":0.0036832,"balance":53000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2004-12","title":"GSR MORTGAGE LOAN TRUST GSR 2004 12 3A6","isin":"US36242DLF86","value_usd":48943.96,"pct_val":0.0035055,"balance":52106.29,"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-A","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1","isin":"US058927AA22","value_usd":48639.23,"pct_val":0.0034837,"balance":50865.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST HORIZON MTGE PASS-THRU TR 2005-AR3","title":"FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1","isin":"US32051GQL22","value_usd":47737.68,"pct_val":0.0034191,"balance":72118.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 1.89500 10/08/25-2Y LCH","isin":"EZDVG19BJRF9","value_usd":46580.88,"pct_val":0.0033725,"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":"ANGEL OAK MORTGAGE TRUST 2020-4","title":"ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A","isin":"US03464LAA44","value_usd":45663.79,"pct_val":0.0032706,"balance":47139.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2005-AR5","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1","isin":"US39538WEA27","value_usd":45353.09,"pct_val":0.0032483,"balance":47038.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1","isin":"US07384M4E98","value_usd":43257.6,"pct_val":0.0030982,"balance":44329.69,"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":43126.84,"pct_val":0.0030888,"balance":49758.93,"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":42923.74,"pct_val":0.0031077,"balance":-221,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GREENPOINT MTGE FUNDING TR 2005-AR1","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2","isin":"US39538RAB50","value_usd":41735.2,"pct_val":0.0029892,"balance":46207.71,"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":40699.61,"pct_val":0.0028766,"balance":778110.79,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A","isin":"US126680AA57","value_usd":40585.78,"pct_val":0.0029069,"balance":43583.08,"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 2006-2","title":"ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 1A4","isin":"US007034BN07","value_usd":40105.15,"pct_val":0.0028724,"balance":46621.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SECUR TR 2005-FRE1","title":"MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1","isin":"US57643LMA16","value_usd":39679.23,"pct_val":0.0028419,"balance":40017.42,"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":"RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH","isin":"EZCHL9CX9GW0","value_usd":38483.6,"pct_val":0.0027563,"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":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1","isin":"US86360KAA60","value_usd":38215.1,"pct_val":0.0027371,"balance":41577.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMALL BUSINESS ADMIN PART CERTS 2008-20H","title":"SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1","isin":"US83162CRY11","value_usd":37950.09,"pct_val":0.0027181,"balance":37227.04,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":37770.28,"pct_val":0.0027052,"balance":37811.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQ LN TRUST 2002-3","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 A","isin":"US75970NAA54","value_usd":37473.38,"pct_val":0.0026839,"balance":39190.87,"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 3.3 06/04/2025-1Y LCH","isin":"EZ4T3WJXC5V3","value_usd":37155.78,"pct_val":0.0026612,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2006-5","title":"FANNIE MAE FNR 2006 5 3A2","isin":"US31394VL730","value_usd":36705.33,"pct_val":0.0026289,"balance":35814.38,"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 EM NI 1.636 06/15/25-2Y LCH","isin":"EZ3WDPMPJN09","value_usd":36374.95,"pct_val":0.0026053,"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 2006-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A","isin":"US92925CDA71","value_usd":36196.36,"pct_val":0.0025925,"balance":39026.49,"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-AR15","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A","isin":"US93363QAC24","value_usd":33536.5,"pct_val":0.002402,"balance":37061.12,"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":33497.12,"pct_val":0.0023991,"balance":36000.18,"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":33296.82,"pct_val":0.0023848,"balance":34896.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":32929.53,"pct_val":0.0023585,"balance":34333.04,"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 2006-HYB3","title":"COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B","isin":"US1266944F22","value_usd":32585.34,"pct_val":0.0023338,"balance":34837.31,"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":"RFR USD SOFR/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":31259.69,"pct_val":0.0022389,"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 EM NI 3.0 05/15/22-5Y LCH","isin":"EZN2TP3YT3J6","value_usd":31237.9,"pct_val":0.0022373,"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":"VENTURE XXVIII CLO LTD 2017-28A","title":"VENTURE CDO LTD VENTR 2017 28A A1R 144A","isin":"US92331AAU88","value_usd":30720.14,"pct_val":0.0021712,"balance":30703.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST-2005-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1","isin":"US466247UG61","value_usd":29594.59,"pct_val":0.0021196,"balance":33318.96,"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 A1","isin":"US86359LPD54","value_usd":29277.26,"pct_val":0.0020969,"balance":30071.08,"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 2004-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A","isin":"US45660N6S95","value_usd":29022.46,"pct_val":0.0020787,"balance":30653.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2005-HE2","title":"GSAMP TRUST GSAMP 2005 HE2 M2","isin":"US36242DA604","value_usd":28794.19,"pct_val":0.0020623,"balance":29643.43,"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":27903.24,"pct_val":0.0020202,"balance":28000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2007-FM1","title":"GSAMP TRUST GSAMP 2007 FM1 A2A","isin":"US3622MAAB76","value_usd":27813.52,"pct_val":0.0019921,"balance":55999.99,"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":27612.21,"pct_val":0.0019992,"balance":-5,"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 2005-9","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A","isin":"US41161PSK02","value_usd":27432.17,"pct_val":0.0019648,"balance":29030.16,"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 2005-17","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1","isin":"US863579VM76","value_usd":27108.77,"pct_val":0.0019416,"balance":31324.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL6 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A","isin":"US55283TAA60","value_usd":26439.53,"pct_val":0.0018687,"balance":26399.33,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-13","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11","isin":"US41161PWB56","value_usd":26392.95,"pct_val":0.0018903,"balance":63660.94,"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-W4","title":"ARGENT SECURITIES INC. ARSI 2006 W4 A2C","isin":"US040104TG69","value_usd":25710.03,"pct_val":0.0018414,"balance":107105.85,"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":"LME ZINC FUTURE   MAR26 XLME 20260316","isin":"GB00H24LN963","value_usd":25590.07,"pct_val":0.0018328,"balance":12,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"LCM XV LP 15A","title":"LCM LTD PARTNERSHIP LCM 15A AR2 144A","isin":"US50184NAR35","value_usd":24859.49,"pct_val":0.0017655,"balance":24885.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":24216.03,"pct_val":0.0017344,"balance":24371.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"ECX EMISSION      DEC26 NDEX 20261214","isin":"NLICE1591045","value_usd":23923.72,"pct_val":0.0017135,"balance":5,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"NL","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2","isin":"US3137F4CZ38","value_usd":23460.61,"pct_val":0.0016803,"balance":23523.49,"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 2007-5","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A","isin":"US41165AAB89","value_usd":22921.12,"pct_val":0.0016417,"balance":26004.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":22583.47,"pct_val":0.0016175,"balance":32695.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO LTD 2017-1A","title":"ROMARK CLO LTD RMRK 2017 1A A1R 144A","isin":"US77587UAL61","value_usd":22547.78,"pct_val":0.0016149,"balance":22520.21,"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-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A","isin":"US92925DAB64","value_usd":21332.88,"pct_val":0.0015279,"balance":23829.72,"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":21095.62,"pct_val":0.0015273,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2005-62","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1","isin":"US12668ATT24","value_usd":20966.56,"pct_val":0.0015017,"balance":24058.26,"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":20684.63,"pct_val":0.0014815,"balance":21206.11,"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 SRVC & SEC 2006-CB9","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1","isin":"US12465MAA27","value_usd":20422.15,"pct_val":0.0014627,"balance":44642.83,"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 2005-2","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A","isin":"US41161PLR28","value_usd":19978.95,"pct_val":0.0014309,"balance":20473.09,"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-NCM2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1","isin":"US17307GGX07","value_usd":19494.06,"pct_val":0.0013962,"balance":19620.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BRENT CRUDE FUTR  DEC25 IFEU 20251031","isin":"GB00H47KCD10","value_usd":19429.06,"pct_val":0.0013798,"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":"GSR MORTGAGE LOAN TRUST 2005-AR4","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1","isin":"US362341FR55","value_usd":19415.69,"pct_val":0.0013906,"balance":20160.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MP CLO VII LTD 2015-1A","title":"MP CLO VII, LTD MP7 2015 1A AR3 144A","isin":"US55320RAQ02","value_usd":19279.89,"pct_val":0.0013692,"balance":19279.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2005-WMC1","title":"GSAMP TRUST GSAMP 2005 WMC1 M1","isin":"US362341PU74","value_usd":18232.14,"pct_val":0.0013058,"balance":18339.78,"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 2A1","isin":"US92922F4F29","value_usd":17968.51,"pct_val":0.0012869,"balance":19337.91,"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":"INF SWAP US IT 3.0425 02/21/25-1Y LCH","isin":"EZ3BFCC1XWF6","value_usd":17647.1,"pct_val":0.0012639,"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":"MILL WHEAT EURO   DEC25 XPAR 20251210","isin":"FREN00000421","value_usd":16841.05,"pct_val":0.0011903,"balance":-17,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR1","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1","isin":"US36242DUL53","value_usd":16794.97,"pct_val":0.0012029,"balance":17591.1,"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":"RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH","isin":"EZLFVTBKWB45","value_usd":16250.5,"pct_val":0.0011639,"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":"VOYA CLO LTD 2017-1A","title":"VOYA CLO LTD VOYA 2017 1A A1R 144A","isin":"US92916MAF86","value_usd":16166.94,"pct_val":0.0011426,"balance":16154.71,"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":"MILL WHEAT EURO   SEP25 XPAR 20250910","isin":"FREN00432202","value_usd":16078.79,"pct_val":0.0011641,"balance":-14,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":null,"inv_country":"FR","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 4A2","isin":"US86359BGG05","value_usd":15446.53,"pct_val":0.0011063,"balance":15962.24,"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 ADJUSTABLE RATE MORTGAGE TRUST 2005-12","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1","isin":"US07387AGE91","value_usd":15011.31,"pct_val":0.0010751,"balance":16270.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":14784.55,"pct_val":0.0010589,"balance":12556.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-3","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A","isin":"US59020UL789","value_usd":14238.9,"pct_val":0.0010198,"balance":14751.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W-8","title":"FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2","isin":"US31393CX406","value_usd":13698.33,"pct_val":0.0009811,"balance":13740.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":13421.54,"pct_val":0.0009717,"balance":13405.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A","isin":"US14310BAU52","value_usd":13143.42,"pct_val":0.0009334,"balance":13136.84,"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 2005-19","title":"COUNTRYWIDE HOME LOANS CWHL 2005 19 1A6","isin":"US126694AF56","value_usd":12901.06,"pct_val":0.000924,"balance":17859.95,"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     DEC25 NDEX 20251127","isin":"NLICE0674040","value_usd":12797.18,"pct_val":0.0009045,"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":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2","isin":"US86359LPE38","value_usd":12214.89,"pct_val":0.0008749,"balance":12224.68,"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 2005-61","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1","isin":"US12668AVP73","value_usd":12096.1,"pct_val":0.0008664,"balance":12690.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IODEX IO FUT      MAR26 XSIM 20260331","isin":"SGXDB1101359","value_usd":11807.97,"pct_val":0.0008457,"balance":27,"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":"INF SWAP EM NI 2.421 05/15/22-30Y LCH","isin":"EZ2FWGWN9JD1","value_usd":11374.84,"pct_val":0.0008147,"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":"MELLON RESIDENTIAL FUND CORP 2000-TBC3","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1","isin":"US585525EN47","value_usd":11368.87,"pct_val":0.0008143,"balance":11591.56,"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":11197.69,"pct_val":0.000802,"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":"ATLAS SENIOR LOAN FUND LTD 2018-10A","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A","isin":"US04942JAC53","value_usd":11045.91,"pct_val":0.0007807,"balance":11035.96,"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":"LME PRI ALUM FUTR JUL25 XLME 20250714","isin":"GB00FVN2W437","value_usd":10793.5,"pct_val":0.0007665,"balance":-5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"MELLON RESIDENTIAL FUNDING CO 2001-TBC1","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1","isin":"US585525FC72","value_usd":10713.31,"pct_val":0.0007673,"balance":11004.84,"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":10539.5,"pct_val":0.0007485,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 817547 FN 10/35 FLOATING VAR","isin":"US31406RHY45","value_usd":10519.67,"pct_val":0.0007534,"balance":10311.87,"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":"RFR USD SOFR/3.64000 03/31/26-9Y* LCH","isin":"EZZZFWRT0PM3","value_usd":10230.1,"pct_val":0.0007327,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":9997.67,"pct_val":0.0007238,"balance":10000,"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 2004-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1","isin":"US86359LDX47","value_usd":9935.38,"pct_val":0.0007116,"balance":10244.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A","isin":"US83611DAA63","value_usd":9711.04,"pct_val":0.0006955,"balance":36133.51,"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":9680.87,"pct_val":0.0007009,"balance":9715.61,"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":"LME ZINC FUTURE   JAN26 XLME 20260119","isin":"GB00H24J6F79","value_usd":9252.41,"pct_val":0.0006539,"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":"IRS EUR 2.11200 09/02/25-2Y LCH","isin":"EZQ9KPR82S16","value_usd":9217.78,"pct_val":0.0006546,"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 972136 FH 01/34 FLOATING VAR","isin":"US31336CLR24","value_usd":8934.96,"pct_val":0.0006399,"balance":8697.95,"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":"LOW SU GASOIL G   MAR26 IFEU 20260312","isin":"GB00HBC8RD47","value_usd":8641.54,"pct_val":0.0006108,"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":"UNITED STATES GOVT","title":"TREASURY BILL 02/26 0.00000","isin":"US912797SS76","value_usd":7958.5,"pct_val":0.00057,"balance":8000,"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 2005-AR4","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1","isin":"US86360QAB14","value_usd":7821.77,"pct_val":0.0005602,"balance":7840.37,"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 ZINC FUTURE   NOV25 XLME 20251117","isin":"GB00H24G1R50","value_usd":7769.47,"pct_val":0.0005491,"balance":2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2006-118","title":"FANNIE MAE FNR 2006 118 A2","isin":"US31396L4T48","value_usd":7347.75,"pct_val":0.0005263,"balance":7476.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA MTG SEC 2005-3","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1","isin":"US05949A6C95","value_usd":7326.11,"pct_val":0.0005247,"balance":7985.29,"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 2.842 02/13/25-1Y LCH","isin":"EZL99W0M4DL3","value_usd":7283.24,"pct_val":0.0005216,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-32","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1","isin":"US3133TSQG11","value_usd":7015.5,"pct_val":0.0005025,"balance":7029.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"COCOA FUTURE - IC DEC25 IFEU 20251211","isin":"GB00KKY3J088","value_usd":6991.54,"pct_val":0.0004941,"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":"JP MORGAN MORTGAGE TRUST-2005-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1","isin":"US466247TZ61","value_usd":6666.65,"pct_val":0.0004775,"balance":7053.44,"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 5A1","isin":"US161630AQ16","value_usd":6187.15,"pct_val":0.0004431,"balance":6349.23,"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":6137.3,"pct_val":0.0004396,"balance":6141.77,"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-BOBL FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHQ6","value_usd":6049.2,"pct_val":0.0004275,"balance":157,"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 MTGE ACQUIS CORP 2006-CH2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5","isin":"US46629QAW69","value_usd":5770.19,"pct_val":0.0004133,"balance":5773.84,"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 803338 FN 09/44 FLOATING VAR","isin":"US31405YPX30","value_usd":5517.15,"pct_val":0.0003952,"balance":5450.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LME NICKEL FUTURE SEP25 XLME 20250915","isin":"GB00H24CMP86","value_usd":5161.56,"pct_val":0.0003737,"balance":-2,"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":"INF SWAP US IT 2.82 02/05/25-1Y LCH","isin":"EZW83BH7F4K3","value_usd":5118.31,"pct_val":0.0003666,"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":"BOUGHT ZAR SOLD USD 20260126","isin":null,"value_usd":4739.25,"pct_val":0.0003394,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"ZA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LOW SU GASOIL G   DEC25 IFEU 20251211","isin":"GB00H6D17608","value_usd":4568.42,"pct_val":0.0003308,"balance":5,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 5","title":"SEQUOIA MORTGAGE TRUST SEMT 5 A","isin":"US81743WAA99","value_usd":4544.45,"pct_val":0.0003255,"balance":4580.32,"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 2004-AR10","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A","isin":"US45660N2Y00","value_usd":4289.86,"pct_val":0.0003073,"balance":4509.62,"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":3968.6,"pct_val":0.0002842,"balance":3994.51,"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":"LME NICKEL FUTURE JUL25 XLME 20250714","isin":"GB00H249F944","value_usd":3856.86,"pct_val":0.0002739,"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":"WHITE SUGAR (ICE) OCT25 IFEU 20250915","isin":"GB00KFPXMP88","value_usd":3511.39,"pct_val":0.0002542,"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":"DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1","isin":"US251513AR81","value_usd":3265.49,"pct_val":0.0002339,"balance":3897.15,"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":"LME ZINC FUTURE   JUL25 XLME 20250714","isin":"GB00H249H767","value_usd":3139,"pct_val":0.0002229,"balance":-2,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":3040.95,"pct_val":0.0002178,"balance":3134.63,"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 LEAD FUTURE   JAN26 XLME 20260119","isin":"GB00H24J4P38","value_usd":2826.77,"pct_val":0.0001998,"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":"MORGAN STANLEY IXIS RE CAP TR 2006-2","title":"MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1","isin":"US617463AA25","value_usd":2534.2,"pct_val":0.0001815,"balance":7703.01,"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 2004-63","title":"FANNIE MAE FNR 2004 63 FA","isin":"US31394ANT96","value_usd":2426.06,"pct_val":0.0001738,"balance":2468.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":2398.65,"pct_val":0.0001718,"balance":12211.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"SGX IRON ORE 62   JUL25 XSIM 20250731","isin":"SGXDB0712487","value_usd":2089.2,"pct_val":0.0001484,"balance":45,"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":"MILL WHEAT EURO   MAR26 XPAR 20260310","isin":"FREN10029451","value_usd":1473.11,"pct_val":0.0001055,"balance":-5,"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 795297 FN 07/44 FLOATING VAR","isin":"US31405PRS10","value_usd":1433.98,"pct_val":0.0001027,"balance":1427.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-63","title":"FANNIE MAE FNR 2007 63 FC","isin":"US31396WTU08","value_usd":1388.11,"pct_val":0.0000994,"balance":1402,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-HE1","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1","isin":"US44328AAB61","value_usd":1340.67,"pct_val":0.000096,"balance":3775.95,"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   NOV25 XLME 20251117","isin":"GB00H24G0673","value_usd":864.22,"pct_val":0.0000611,"balance":-2,"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":819.43,"pct_val":0.0000579,"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":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":718.76,"pct_val":0.0000515,"balance":707.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MTGE FUNDING CORP 2004-1A","title":"CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A","isin":"US16678RAS67","value_usd":630.88,"pct_val":0.0000452,"balance":636.43,"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) DEC25 IFEU 20251114","isin":"GB00KFPXMQ95","value_usd":468.37,"pct_val":0.0000331,"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":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":450,"pct_val":0.0000318,"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":"CITIGROUP MTGE LOAN TRUST INC 2005-6","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3","isin":"US17307GXR46","value_usd":357.11,"pct_val":0.0000256,"balance":357.9,"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) AUG25 IFEU 20250716","isin":"GB00KFPXMN64","value_usd":-364.87,"pct_val":-0.0000259,"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":"SGX IRON ORE 62   SEP25 XSIM 20250930","isin":"SGXDB0712503","value_usd":-424.29,"pct_val":-0.0000307,"balance":11,"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":"WHITE SUGAR (ICE) MAR26 IFEU 20260213","isin":"GB00C01F0130","value_usd":-469.86,"pct_val":-0.0000332,"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":"COFF ROBUSTA 10TN JAN26 IFEU 20260126","isin":"GB00LXQ75445","value_usd":-676.99,"pct_val":-0.0000478,"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":"CARBON EMISSIONS FUTURES NDEX 20251215","isin":"NLICE1584875","value_usd":-677.39,"pct_val":-0.0000479,"balance":3,"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 NICKEL FUTURE JAN26 XLME 20260119","isin":"GB00H24J3T01","value_usd":-791.81,"pct_val":-0.000056,"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 LEAD FUTURE   MAR26 XLME 20260316","isin":"GB00H24LLR01","value_usd":-838.42,"pct_val":-0.00006,"balance":-28,"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) MAY26 IFEU 20260415","isin":"GB00C02VT248","value_usd":-1117.22,"pct_val":-0.00008,"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 MAR26 IFEU 20260325","isin":"GB00M25X1X62","value_usd":-1357.29,"pct_val":-0.0000972,"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":"BRENT CRUDE FUTR  MAR26 IFEU 20260130","isin":"GB00H47KCH57","value_usd":-1944.71,"pct_val":-0.0001374,"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":"SGX IRON ORE 62   NOV25 XSIM 20251128","isin":"SGXDB0712529","value_usd":-2523.76,"pct_val":-0.0001784,"balance":9,"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":"LME PRI ALUM FUTR JAN26 XLME 20260119","isin":"GB00G0JL9Y57","value_usd":-2872.78,"pct_val":-0.000203,"balance":-2,"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":-3010.03,"pct_val":-0.0002156,"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":"N/A","title":"EURO-SCHATZ FUT   JUN25 XEUR 20250606","isin":"DE000F1B2NJ1","value_usd":-3385.77,"pct_val":-0.0002405,"balance":-220,"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":"BRENT CRUDE FUTR  JUN26 IFEU 20260430","isin":"GB00H7Q1B625","value_usd":-3775.55,"pct_val":-0.0002668,"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":"LOW SU GASOIL G   SEP25 IFEU 20250911","isin":"GB00H6D17376","value_usd":-4522.89,"pct_val":-0.0003212,"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":"LME ZINC FUTURE   SEP25 XLME 20250915","isin":"GB00H24CQ015","value_usd":-4902.25,"pct_val":-0.0003549,"balance":-5,"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  SEP26 IFEU 20260731","isin":"GB00H7Q1B955","value_usd":-5229.24,"pct_val":-0.0003745,"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":"317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR","isin":"EZG2R5Q6K1Z8","value_usd":-6293.12,"pct_val":-0.0004469,"balance":-16600000,"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":"SGX IRON ORE 62   JAN26 XSIM 20260130","isin":"SGXDB1101334","value_usd":-6777.68,"pct_val":-0.000479,"balance":37,"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":"UK NATURAL GAS FUTMAR26 IFEU 20260226","isin":"GB00H37JHZ89","value_usd":-8280.37,"pct_val":-0.0005931,"balance":-15,"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":"TTF NAT GAS F     MAR26 NDEX 20260226","isin":"NLICE0757530","value_usd":-10509.92,"pct_val":-0.0007527,"balance":-20,"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 PRI ALUM FUTR SEP25 XLME 20250915","isin":"GB00FW35KF69","value_usd":-11774.5,"pct_val":-0.0008525,"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":"LME NICKEL FUTURE MAR26 XLME 20260316","isin":"GB00H24LKZ10","value_usd":-15166.83,"pct_val":-0.0010863,"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":"LME LEAD FUTURE   SEP25 XLME 20250915","isin":"GB00H24CNG60","value_usd":-15362.75,"pct_val":-0.0011123,"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":"317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012","isin":"EZ3172RBNXR7","value_usd":-19773.47,"pct_val":-0.0014162,"balance":-4900000,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 12/31/25-9Y* LCH","isin":"EZ3QD28MGHY9","value_usd":-23364.75,"pct_val":-0.0016514,"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":"LOW SU GASOIL G   JUN26 IFEU 20260611","isin":"GB00HBC8RH84","value_usd":-24253.72,"pct_val":-0.0017371,"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":"317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125","isin":"EZTFF0T0MM94","value_usd":-26943.93,"pct_val":-0.0019298,"balance":-4900000,"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":-33343.31,"pct_val":-0.0024141,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.74000 09/10/25-10Y LCH","isin":"EZMGJT0BLJF6","value_usd":-34332.06,"pct_val":-0.0024265,"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":-34744.31,"pct_val":-0.0025155,"balance":-5300000,"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":"LME PRI ALUM FUTR MAR26 XLME 20260316","isin":"GB00G1SVS469","value_usd":-34806.01,"pct_val":-0.0024929,"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":"RFR USD SOFR/3.83835 06/02/25-9Y* LCH","isin":"EZ2W6FQRCLD4","value_usd":-43871.52,"pct_val":-0.0031157,"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-BUXL 30Y BND JUN25 XEUR 20250606","isin":"DE000F1B2NK9","value_usd":-54544.24,"pct_val":-0.0038736,"balance":-27,"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":"317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR","isin":"EZM13T8B0L79","value_usd":-61466.01,"pct_val":-0.0044023,"balance":-19600000,"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 1.00000 05/18/22-5Y LCH","isin":"EZG2JQ07KZT4","value_usd":-71347.47,"pct_val":-0.005067,"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 US IT 2.208 10/07/24-1Y LCH","isin":"EZNGLYZR1MV8","value_usd":-77227.24,"pct_val":-0.0054583,"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-BTP FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDA5","value_usd":-86263.51,"pct_val":-0.0061784,"balance":161,"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":-90094.86,"pct_val":-0.0064528,"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":"317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR","isin":"EZLZP1BQVJZ9","value_usd":-102650.93,"pct_val":-0.007432,"balance":-5300000,"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-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":-103444.61,"pct_val":-0.0074895,"balance":39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.70000 04/11/22-5Y LCH","isin":"EZ68H722FKZ4","value_usd":-103977.49,"pct_val":-0.0073843,"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-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":-104848.22,"pct_val":-0.0075095,"balance":39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 0.65000 05/11/22-5Y LCH","isin":"EZ5S6QT5XDZ3","value_usd":-116498.46,"pct_val":-0.0082735,"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":"317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR","isin":"EZ221JVG9JT4","value_usd":-124385.47,"pct_val":-0.0089088,"balance":-19600000,"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 GBP SONIO/4.00000 01/27/25-10Y LCH","isin":"EZ98JVG0JND5","value_usd":-126632.79,"pct_val":-0.0089932,"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":"317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR","isin":"EZX2S49T0J63","value_usd":-141302.64,"pct_val":-0.0101204,"balance":-30500000,"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":-142030.26,"pct_val":-0.0101726,"balance":-30500000,"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":-156137.33,"pct_val":-0.0111829,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDD9","value_usd":-163082.88,"pct_val":-0.0116804,"balance":167,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 1.00000 05/13/22-5Y LCH","isin":"EZV2M518D339","value_usd":-164697.21,"pct_val":-0.0116965,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":-168035.95,"pct_val":-0.0118764,"balance":-240,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  JUN25 XEUR 20250606","isin":"DE000F1B2NH5","value_usd":-178143.86,"pct_val":-0.0126515,"balance":156,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BOBL FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF61","value_usd":-178685.31,"pct_val":-0.012937,"balance":283,"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":"317U8LUA3 PIMCO FPPSWAPTION 2.66 CALL EUR","isin":"EZ9RBNCK6RJ9","value_usd":-183385.95,"pct_val":-0.0130238,"balance":-9700000,"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":"317U8LTA5 PIMCO FPPSWAPTION 2.66 PUT EUR","isin":"EZJXTNM1JDB5","value_usd":-195721.6,"pct_val":-0.0138998,"balance":-9700000,"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":"RFRF USD SOFR/2.34000 11/21/23-5Y LCH","isin":"EZRPM2SGQXB3","value_usd":-224062.73,"pct_val":-0.0160479,"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 0.65000 04/12/22-5Y LCH","isin":"EZW03QFBH1W4","value_usd":-248431.97,"pct_val":-0.0176432,"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":"317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR","isin":"EZ11FGBFQ5Y3","value_usd":-278510.99,"pct_val":-0.0197794,"balance":-16600000,"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-BTP FUTURE   JUN25 XEUR 20250606","isin":"DE000F1B2NF9","value_usd":-411749.1,"pct_val":-0.0292417,"balance":187,"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-OAT FUTURE   DEC25 XEUR 20251208","isin":"DE000F1ZLHU8","value_usd":-476486.96,"pct_val":-0.0336771,"balance":-436,"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":-510511.94,"pct_val":-0.0369616,"balance":-1042,"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":"RFR GBP SONIO/3.75000 03/19/25-2Y LCH","isin":"EZ2P2JK7KS49","value_usd":-565493.05,"pct_val":-0.0401604,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-850655.31,"pct_val":-0.0615884,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.08500 02/13/24-10Y LCH","isin":"EZQ51B8J0P93","value_usd":-1607414.61,"pct_val":-0.114156,"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 2.75000 03/18/26-10Y LCH","isin":"EZZ52NSW44Q3","value_usd":-1748139.24,"pct_val":-0.125206,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.10000 06/02/25-7Y* LCH","isin":"EZ0HFRCKQXW0","value_usd":-2035391.19,"pct_val":-0.14455,"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":"RFRF USD SOFR/2.30000 11/15/23-5Y LCH","isin":"EZSXB4TMLK87","value_usd":-2044598.66,"pct_val":-0.146439,"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":-2134179.72,"pct_val":-0.152855,"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 EM NI 1.38 03/15/21-10Y LCH","isin":"EZHGZY9N2Y63","value_usd":-2793561.09,"pct_val":-0.200082,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-6345336.37,"pct_val":-0.459409,"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":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326700","value_usd":-40598810.84,"pct_val":-2.9394,"balance":-44650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1047304&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-real-return-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-real-return-portfolio/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO Real Return Portfolio | LEI: VOI6QOMEXKGNKFIHJ560 | 534 positions totaling $2,538,986,791 across DIR, ABS-MBS, DFE, EP, ABS-CBDO, DBT, STIV, ABS-O, DCO | 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"}