{"entity_type":"fund","name":"PIMCO StocksPLUS Fund","identifiers":{"lei":"C0FSZ71JI1IAVNM4U731","cik":"810893","fund_id":"S000009704","fundkey":"pimco-stocksplus-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":953,"total_value_usd":5525534918.79,"asset_categories":["LON","DFE","DCR","DBT","EC","DIR","STIV","ABS-MBS","ABS-O","ABS-CBDO"],"by_asset_category":{"ABS-O":{"positions":139,"total_value_usd":337889469.23},"DBT":{"positions":298,"total_value_usd":1410721747.42},"ABS-MBS":{"positions":358,"total_value_usd":2737682896.65},"ABS-CBDO":{"positions":70,"total_value_usd":230860699.56},"DIR":{"positions":50,"total_value_usd":5989528},"DFE":{"positions":2,"total_value_usd":-199748.52},"DCR":{"positions":25,"total_value_usd":13388457.19},"EC":{"positions":8,"total_value_usd":650717404.02},"LON":{"positions":1,"total_value_usd":4101888.66},"STIV":{"positions":2,"total_value_usd":134382576.58}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":278452855.57,"pct_val":10.2803,"balance":272600000,"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":264613613.02,"pct_val":9.99709,"balance":256630000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":230761581.89,"pct_val":8.51957,"balance":223146513,"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":198085521.65,"pct_val":7.48367,"balance":195100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPDR PORTFOLIO LARGE CAP ETF (AKA SPDR RUSSELL 1000 ETF)","title":"STATE STREET SPDR PORTFOLIO S+ STATE STREET SPDR PORTFOLIO","isin":"US78464A8541","value_usd":157837181.88,"pct_val":6.0592,"balance":1967554,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":153956385,"pct_val":5.91022,"balance":150000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626303","value_usd":150479713.45,"pct_val":5.77675,"balance":144634672,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISHARES CORE S&P 500 ETF","title":"ISHARES CORE S+P 500 ETF ISHARES CORE S+P 500 ETF","isin":"US4642872000","value_usd":143584657.14,"pct_val":5.51206,"balance":209631,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":140433456.73,"pct_val":5.39109,"balance":136835000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":134369353.36,"pct_val":4.96083,"balance":13695785.69,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"MICROSOFT CORPORATION","title":"MICROSOFT CORP COMMON STOCK USD.00000625","isin":"US5949181045","value_usd":125741200,"pct_val":4.82707,"balance":260000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":115918121,"pct_val":4.44997,"balance":111511841,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMAZONCOM INC","title":"AMAZON.COM INC COMMON STOCK USD.01","isin":"US0231351067","value_usd":69246000,"pct_val":2.65828,"balance":300000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"META PLATFORMS INC","title":"META PLATFORMS INC CLASS A COMMON STOCK USD.000006","isin":"US30303M1027","value_usd":61520388,"pct_val":2.3617,"balance":93200,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BROADCOM INC","title":"BROADCOM INC COMMON STOCK","isin":"US11135F1012","value_usd":61259700,"pct_val":2.35169,"balance":177000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":54300763.98,"pct_val":2.08455,"balance":307600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","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":47197318.36,"pct_val":1.81185,"balance":46948815,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506236","value_usd":43516450.61,"pct_val":1.67055,"balance":43664000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406247","value_usd":40611484.59,"pct_val":1.55903,"balance":43000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426203","value_usd":40593972.55,"pct_val":1.55836,"balance":41700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4.5 JUMBOS","isin":"US21H0426B01","value_usd":40422615.99,"pct_val":1.49238,"balance":41700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606226","value_usd":40127976.46,"pct_val":1.54047,"balance":39400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606B29","value_usd":40073412.59,"pct_val":1.47948,"balance":39400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5569","title":"FREDDIE MAC FHR 5569 FB","isin":"US3137HMMD97","value_usd":37718428.48,"pct_val":1.44797,"balance":37563883.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":34606521.14,"pct_val":1.27765,"balance":33483487,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 10/25 0.00000","isin":"BRSTNCLTN863","value_usd":30749341.3,"pct_val":1.16171,"balance":173200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526B91","value_usd":30206862,"pct_val":1.11522,"balance":30000000,"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 2025-83","title":"FANNIE MAE FNR 2025 83 FA","isin":"US3136BXVW14","value_usd":27756076.68,"pct_val":1.06553,"balance":27651427.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406A63","value_usd":26331519.76,"pct_val":0.972143,"balance":28000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506A54","value_usd":25802521.93,"pct_val":0.952612,"balance":25936000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ0874 FN 06/29 FIXED 4.76","isin":"US3140NU6L80","value_usd":25588214.25,"pct_val":0.9447,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR","isin":"US539439BB46","value_usd":25128116.75,"pct_val":0.964641,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORPORATION","title":"ORACLE CORPORATION 11/25 ZCP","isin":"US6840C2YK59","value_usd":24753944.07,"pct_val":0.9139,"balance":24900000,"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 2025-98","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 FX","isin":"US38381NPX02","value_usd":24676964.19,"pct_val":0.947322,"balance":24544155.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506B38","value_usd":23510785.78,"pct_val":0.868003,"balance":23664000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR","isin":"US04685A4T57","value_usd":23200448.65,"pct_val":0.89064,"balance":23300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":23018474.19,"pct_val":0.869637,"balance":23500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":22882277.69,"pct_val":0.878425,"balance":22900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-69","title":"FANNIE MAE FNR 2025 69 FD","isin":"US3136BWB541","value_usd":22169715.09,"pct_val":0.851071,"balance":22064155.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526119","value_usd":22135969.87,"pct_val":0.849776,"balance":21920000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5580","title":"FREDDIE MAC FHR 5580 FA","isin":"US3137HMXM77","value_usd":21553642.45,"pct_val":0.827421,"balance":21352248.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALGONQUIN POWER & UTILITIES CORP","title":"ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR","isin":"US015857AF21","value_usd":21256498.49,"pct_val":0.784776,"balance":21100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ING GROEP NV","title":"ING GROEP NV SR UNSECURED 03/29 VAR","isin":"US456837BP78","value_usd":20900401.81,"pct_val":0.802343,"balance":20800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","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":19896989.83,"pct_val":0.751708,"balance":21400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA SR UNSECURED 05/27 4.576","isin":"US17325FBN78","value_usd":19312494.91,"pct_val":0.729626,"balance":19200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALPHABET INC","title":"ALPHABET INC CL C COMMON STOCK USD.001","isin":"US02079K1079","value_usd":18828000,"pct_val":0.722786,"balance":60000,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA","isin":"US38385GQ772","value_usd":18756794.32,"pct_val":0.720053,"balance":18671261.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526291","value_usd":18244010.73,"pct_val":0.700368,"balance":18080000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXH13","value_usd":17860995.9,"pct_val":0.659416,"balance":17900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML 01/26 ZCP","isin":null,"value_usd":16274319.35,"pct_val":0.624753,"balance":16300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMETEK INC","title":"AMETEK INC 11/25 ZCP","isin":"US03111BYL34","value_usd":16201375.22,"pct_val":0.598144,"balance":16300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LUXCO SA RL","title":"EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5","isin":"US26951TAA88","value_usd":16011488,"pct_val":0.614663,"balance":15700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PUN13","value_usd":15990962.51,"pct_val":0.604138,"balance":16040000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":15566737.37,"pct_val":0.59759,"balance":15500423.46,"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 2025-87","title":"FANNIE MAE FNR 2025 87 FC","isin":"US3136BXQD97","value_usd":15327416.42,"pct_val":0.588403,"balance":15265849.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS BANK USA/NEW YORK BRANCH","title":"GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR","isin":"US38151LAE02","value_usd":15236370.41,"pct_val":0.562517,"balance":15200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/30 8","isin":"ZAG000106998","value_usd":15044065.22,"pct_val":0.577525,"balance":243600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7575 FN 08/29 VARIABLE","isin":"US3140JCMZ47","value_usd":14936291.78,"pct_val":0.551438,"balance":14595049.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 11/29 VAR","isin":"US06738EDF97","value_usd":14932215.09,"pct_val":0.573231,"balance":14850000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":14762153.44,"pct_val":0.566703,"balance":14800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PX736","value_usd":14586912.56,"pct_val":0.538539,"balance":14600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/28 8.5","isin":"MX0MGO0001G9","value_usd":14162379.01,"pct_val":0.543678,"balance":252000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406B47","value_usd":14103241.65,"pct_val":0.520683,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A1 144A","isin":null,"value_usd":13947615.69,"pct_val":0.535434,"balance":20900000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":13780075.56,"pct_val":0.529002,"balance":13800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5510","title":"FREDDIE MAC FHR 5510 FM","isin":"US3137HJMT11","value_usd":13766983.7,"pct_val":0.528499,"balance":13718808.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR","isin":"US46849CJS17","value_usd":13346274.96,"pct_val":0.512349,"balance":13300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVIENT REFINANCE LOAN TRUST 2025-C","title":"NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A","isin":"US638973AA57","value_usd":13129057.02,"pct_val":0.50401,"balance":13089310.02,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)","title":"CBRE SVCS INC","isin":"US12610BUA87","value_usd":13072746.07,"pct_val":0.493888,"balance":13090000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5573","title":"FREDDIE MAC FHR 5573 FB","isin":"US3137HMSG64","value_usd":13035988.32,"pct_val":0.500437,"balance":12978710.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/29 8.5","isin":"MX0MGO0001F1","value_usd":12829571.68,"pct_val":0.492513,"balance":228800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UU296","value_usd":12826692.43,"pct_val":0.484592,"balance":12830000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVN09","value_usd":12826680.13,"pct_val":0.484592,"balance":12920000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUG52","value_usd":12773589.76,"pct_val":0.482586,"balance":12800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NVIDIA CORPORATION","title":"NVIDIA CORP COMMON STOCK USD.001","isin":"US67066G1040","value_usd":12700277,"pct_val":0.48755,"balance":68098,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":null,"value_usd":12393084.52,"pct_val":0.475757,"balance":12400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2022-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A","isin":"US89180YAA82","value_usd":12233546.86,"pct_val":0.462183,"balance":12776905.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 VAR","isin":"US44891ADT16","value_usd":12156939.41,"pct_val":0.466691,"balance":12063000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NTT FINANCE CORPORATION","title":"NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162","isin":"US62954WAC91","value_usd":12109050.99,"pct_val":0.447058,"balance":12300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2025-CA","title":"NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A","isin":"US64035UAA60","value_usd":12105209.61,"pct_val":0.464706,"balance":12136793.19,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C","title":"CPS AUTO TRUST CPS 2025 C B 144A","isin":"US12634SAB34","value_usd":12078093.6,"pct_val":0.463665,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2020-FL4 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 AS 144A","isin":"US58003UAC27","value_usd":12027606.96,"pct_val":0.444051,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY CARD ISSUANCE TRUST 2024-A2","title":"SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A","isin":"US87166PAN15","value_usd":12000654.28,"pct_val":0.443056,"balance":11800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":11903770.99,"pct_val":0.456973,"balance":11900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-156","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 156 JF","isin":"US38383BBP67","value_usd":11888658,"pct_val":0.456392,"balance":11874509.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXN80","value_usd":11866305.15,"pct_val":0.438096,"balance":11900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABN AMRO BANK NV","title":"ABN AMRO BANK NV 144A 01/27 4.718","isin":"US00084DBG43","value_usd":11808314.86,"pct_val":0.446118,"balance":11700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK FUNDING XLVI LTD 2020-46A","title":"MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A","isin":"US55822AAW71","value_usd":11692036.04,"pct_val":0.448844,"balance":11700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2025-A","title":"WORLD OMNI AUTOMOBILE LEASE SE WOLS 2025 A A3","isin":"US98164PAD24","value_usd":11590302.6,"pct_val":0.427907,"balance":11500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE ISSUANCE TRUST 2024-A2","title":"CHASE ISSUANCE TRUST CHAIT 2024 A2 A","isin":"US161571HW79","value_usd":11356338.96,"pct_val":0.419269,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5589","title":"FREDDIE MAC FHR 5589 FB","isin":"US3137HNFP83","value_usd":11318623.25,"pct_val":0.434509,"balance":11273336,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERED PLC","title":"STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR","isin":"US853254CT59","value_usd":11248913.38,"pct_val":0.415303,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XII DAC 12A","title":"CORDATUS CLO PLC CORDA 12A A1R 144A","isin":"XS2325581721","value_usd":11155512.18,"pct_val":0.428248,"balance":9492437.27,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO 2025-5C11 MORTGAGE TRUST","title":"BMO MORTGAGE TRUST BMO 2025 5C11 A2","isin":"US096941AB56","value_usd":11103586.92,"pct_val":0.426254,"balance":10800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 10/25 ZCP","isin":"US01626UX266","value_usd":11097353.76,"pct_val":0.409707,"balance":11100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REGATTA XXIII FUNDING LTD","title":"REGATTA XXIII FUNDING LTD REG23 2021 4A A1 144A","isin":"US75889FAC86","value_usd":10909786.92,"pct_val":0.402782,"balance":10868000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST MARKETS PLC","title":"NATWEST MARKETS PLC SR UNSECURED 144A 05/29 VAR","isin":"US63906YAL20","value_usd":10826687.28,"pct_val":0.415625,"balance":10730000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A4","isin":"US320277AF35","value_usd":10806044.38,"pct_val":0.414832,"balance":12141200,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR","isin":"US694308KS54","value_usd":10800245.92,"pct_val":0.408033,"balance":10800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2025-3","title":"CARMAX AUTO OWNER TRUST CARMX 2025 3 A3","isin":"US14290FAD87","value_usd":10698864.08,"pct_val":0.410718,"balance":10600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BUILDING SOCIETY","title":"NATIONWIDE BLDG SOCIETY 144A 07/29 VAR","isin":"US63861VAL18","value_usd":10521616.04,"pct_val":0.403913,"balance":10500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":10515196.22,"pct_val":0.397264,"balance":10524593,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ1411 FN 07/29 FIXED 4.61","isin":"US3140NVR900","value_usd":10479569.79,"pct_val":0.386899,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FB","isin":"US3137HMGK05","value_usd":10432002.49,"pct_val":0.400473,"balance":10337897.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7576 FN 09/29 VARIABLE","isin":"US3140JCM271","value_usd":10382854.83,"pct_val":0.383328,"balance":10220977.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA","isin":"US44891ACT25","value_usd":10211759.03,"pct_val":0.377012,"balance":10100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/30 VAR","isin":"US44891CDT71","value_usd":10077874,"pct_val":0.386879,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526A19","value_usd":10075985.3,"pct_val":0.371999,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M&T BANK AUTO RECEIVABLES TRUST 2025-1A","title":"M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A","isin":"US55287XAD75","value_usd":10039853.34,"pct_val":0.385419,"balance":9900000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED REGS 10/26 1.375","isin":"XS1400169931","value_usd":9774534.12,"pct_val":0.369282,"balance":8400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":"US22823PXM03","value_usd":9773589,"pct_val":0.360835,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 07/25 ZCP","isin":"US87613EUV54","value_usd":9760557.94,"pct_val":0.368754,"balance":9800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125","isin":"US80413TBJ79","value_usd":9709014.16,"pct_val":0.358451,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXXII LTD","title":"SYMPHONY CLO LTD SYMP 2022 32A AR 144A","isin":"US87168NAU81","value_usd":9699745.86,"pct_val":0.372363,"balance":9700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL CARIBBEAN CRUISES LTD","title":"ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375","isin":"US780153BK72","value_usd":9675517.73,"pct_val":0.371433,"balance":9600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A","isin":"US78398HAC25","value_usd":9584736.2,"pct_val":0.353862,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FA0012 FN 11/54 FIXED VAR","isin":"US3140W0AN52","value_usd":9431068.59,"pct_val":0.348189,"balance":9170814.18,"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 2025-70","title":"FANNIE MAE FNR 2025 70 CF","isin":"US3136BXKF00","value_usd":9190757.59,"pct_val":0.352823,"balance":9102035.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VW CREDIT INC","title":"VW CR INC 10/25 ZCP","isin":"US91842JXE45","value_usd":9084647.39,"pct_val":0.335399,"balance":9100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU 08/25 ZCP","isin":"US13638WV663","value_usd":8985897.48,"pct_val":0.339487,"balance":9030000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SREIT TRUST 2021-IND","title":"SREIT TRUST SREIT 2021 IND B 144A","isin":"US78473JAG76","value_usd":8964946.8,"pct_val":0.338695,"balance":9000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR","isin":"US80281LAS43","value_usd":8926668.94,"pct_val":0.329567,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA","title":"BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A","isin":"US08180FBU49","value_usd":8913829.27,"pct_val":0.336764,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2024-3","title":"CARMAX AUTO OWNER TRUST CARMX 2024 3 A3","isin":"US14319GAD34","value_usd":8907140,"pct_val":0.328846,"balance":8800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CLO V LTD","title":"ROMARK CLO LTD RMRK 2021 5A AR 144A","isin":"US77588PAN24","value_usd":8906545.24,"pct_val":0.341913,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ2582 FN 12/29 FIXED 4.3","isin":"US3140NW2Q77","value_usd":8896526.38,"pct_val":0.341528,"balance":8820000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 B 144A","isin":"US46654PAG19","value_usd":8829062.55,"pct_val":0.333562,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA","isin":"US06418GAH02","value_usd":8803138.02,"pct_val":0.332582,"balance":8600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506806","value_usd":8738676.64,"pct_val":0.330147,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SG RESIDENTIAL MORTGAGE TRUST 2022-2","title":"SG CAPITAL PARTNERS SGR 2022 2 A1 144A","isin":"US78434KAA51","value_usd":8725595.82,"pct_val":0.329653,"balance":8736683.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXX DAC 30A","title":"CORDATUS CLO PLC CORDA 30A AR 144A","isin":"XS3230493515","value_usd":8704022.38,"pct_val":0.334138,"balance":7400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO SR UNSECURED 02/27 2.7","isin":"US097023CM50","value_usd":8700340.17,"pct_val":0.333996,"balance":8825000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2005-14","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4","isin":"US126670LS56","value_usd":8663962.21,"pct_val":0.327324,"balance":8900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AFFIRM MASTER TRUST 2025-2A","title":"AFFIRM MASTER TRUST AFRMT 2025 2A A 144A","isin":"US00833BAG32","value_usd":8662611.44,"pct_val":0.332548,"balance":8600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":"US8424C0YE43","value_usd":8650736.25,"pct_val":0.31938,"balance":8700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUITABLE FINANCIAL LIFE GLOBAL FUNDING","title":"EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6","isin":"US29449WAU18","value_usd":8637056.2,"pct_val":0.326308,"balance":8600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO SR UNSECURED 02/26 2.196","isin":"US097023DG73","value_usd":8518085.98,"pct_val":0.314482,"balance":8582000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUG74","value_usd":8482575,"pct_val":0.320471,"balance":8500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC","isin":"US37790AXG39","value_usd":8383859.4,"pct_val":0.309527,"balance":8400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE INC SR UNSECURED 03/27 2.9","isin":"US22822VAZ40","value_usd":8202888.45,"pct_val":0.3149,"balance":8318000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A","title":"SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A","isin":"US80620BAC19","value_usd":8180761.86,"pct_val":0.314051,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-78","title":"FANNIE MAE FNR 2025 78 KF","isin":"US3136BW7K63","value_usd":8156495.7,"pct_val":0.313119,"balance":8120824.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A B 144A","isin":"US96041KAE47","value_usd":8149743.72,"pct_val":0.31286,"balance":8100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2024-5","title":"TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A","isin":"US891944AA82","value_usd":8042417.15,"pct_val":0.30874,"balance":8008558.57,"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 SR UNSECURED 09/27 VAR","isin":"US06051GLV94","value_usd":8039753.61,"pct_val":0.303742,"balance":7900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARALLEL 2021-1 LTD","title":"PARALLEL LTD PARL 2021 1A AR 144A","isin":"US69916HAL42","value_usd":7985275.84,"pct_val":0.306546,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUG52","value_usd":7973642.87,"pct_val":0.301244,"balance":7990000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO V BV 5A","title":"TIKEHAU TIKEH 5A AR 144A","isin":"XS3052010652","value_usd":7938539.07,"pct_val":0.304752,"balance":6750000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK MORTGAGE TRUST 2021-SP1","title":"NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A","isin":"US62955RAA32","value_usd":7901277.9,"pct_val":0.29851,"balance":7953322.85,"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 SR UNSECURED 01/31 VAR","isin":"US06051GML04","value_usd":7894072.57,"pct_val":0.298238,"balance":7700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL CARIBBEAN CRUISES LTD","title":"ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5","isin":"US780153BJ00","value_usd":7812629.53,"pct_val":0.299918,"balance":7800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXIX LTD","title":"SYMPHONY CLO LTD SYMP 2021 29A AR 144A","isin":"US87168GAN97","value_usd":7800203.97,"pct_val":0.299441,"balance":7800000,"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":"CDX ITRAXX XOV42 5Y 35-100% SP BPS","isin":"EZ2BLZ4YH9B3","value_usd":7789019.14,"pct_val":0.287565,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 07/27 VAR","isin":"US25160PAN78","value_usd":7763340.72,"pct_val":0.286618,"balance":7600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARROWMARK COLORADO HOLDINGS 2018-3A","title":"ELEVATION CLO LTD AWPT 2018 3A A1R2 144A","isin":"US28623VAN91","value_usd":7710800.64,"pct_val":0.296009,"balance":7700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARINER FINANCE ISSUANCE TRUST 2021-A","title":"MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A","isin":"US56848DAA72","value_usd":7681199.76,"pct_val":0.294873,"balance":7800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 01/27 VAR","isin":"US61747YEZ43","value_usd":7623944.18,"pct_val":0.288032,"balance":7600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CAPITAL CLO 21 LTD","title":"ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A","isin":"US03331KAJ88","value_usd":7494375,"pct_val":0.287701,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 10/25 ZCP","isin":"US22823PXP34","value_usd":7477830.75,"pct_val":0.276077,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO SR UNSECURED 02/26 2.75","isin":"US097023DA04","value_usd":7458109.28,"pct_val":0.275349,"balance":7500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVON FINANCE 4A","title":"AVON FINANCE AVON 4A A 144A","isin":"XS2683120211","value_usd":7450757.4,"pct_val":0.286026,"balance":5520019.01,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-NQM3 TRUST","title":"PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A","isin":"US69381FAA84","value_usd":7338751.85,"pct_val":0.277258,"balance":7349210.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2","isin":"US3137HLY301","value_usd":7330740.09,"pct_val":0.281419,"balance":7530410.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTENDED STAY AMERICA TRUST 2021-ESH","title":"EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A","isin":"US30227FAA84","value_usd":7257812.28,"pct_val":0.267954,"balance":7252173.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVAL CLO III LTD","title":"CARVAL CLO LTD CARVL 2019 2A AR2 144A","isin":"US14686WAW10","value_usd":7248270.06,"pct_val":0.278253,"balance":7243306.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A","isin":"US05377RFV15","value_usd":7225643.52,"pct_val":0.277384,"balance":7200000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACRES COMMERCIAL REALTY LTD 2025-FL3","title":"ACRES PLC ACRES 2025 FL3 A 144A","isin":"US00501DAA37","value_usd":7214803.56,"pct_val":0.276968,"balance":7200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCIAL SERVICES US CORP","title":"STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95","isin":"US85855FAA12","value_usd":7199207.95,"pct_val":0.27637,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 04/28 VAR","isin":"US61747YFN04","value_usd":7130923.27,"pct_val":0.273748,"balance":7100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASHFORD HOSPITALITY TRUST 2018-ASHF","title":"ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A","isin":"US04410RAG11","value_usd":7127016.26,"pct_val":0.273598,"balance":7105000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-ADV TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A","isin":"US12660WAA36","value_usd":7075169.69,"pct_val":0.271608,"balance":7900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-65","title":"FANNIE MAE FNR 2025 65 FH","isin":"US3136BWW851","value_usd":6988744.31,"pct_val":0.26829,"balance":6964213.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62","isin":"US04685A3V13","value_usd":6963126.93,"pct_val":0.263067,"balance":6900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA ROYAL BANK OF CANADA","isin":"US78016HZX15","value_usd":6948071.61,"pct_val":0.262498,"balance":6900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYSCO CORPORATION","title":"SYSCO CORPORATION COMPANY GUAR 09/30 5.1","isin":"US871829BU06","value_usd":6867658.99,"pct_val":0.25946,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAPITAL COMPANY GUAR 03/30 5.05","isin":"US65339KDJ60","value_usd":6858861.36,"pct_val":0.259128,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2022-3 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A","isin":"US05684NAL55","value_usd":6802642.89,"pct_val":0.261146,"balance":6800000,"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":"CDX ITRAXX XOV44 5Y 35-100% SP JPM","isin":"EZBL882X12N4","value_usd":6801915.96,"pct_val":0.261118,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"VIPER ENERGY PARTNERS LLC","title":"VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9","isin":"US92764MAA27","value_usd":6781170.5,"pct_val":0.260322,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":6700000,"pct_val":0.24736,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"BMO 2025-5C11 MORTGAGE TRUST","title":"BMO MORTGAGE TRUST BMO 2025 5C11 A3","isin":"US096941AC30","value_usd":6602926.79,"pct_val":0.249458,"balance":6335000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A2","isin":"US80288JAB98","value_usd":6421205.76,"pct_val":0.237067,"balance":6400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH C 144A","isin":"US46654EAE14","value_usd":6392127,"pct_val":0.245387,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASHFORD HOSPITALITY TRUST 2018-ASHF","title":"ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A","isin":"US04410RAA41","value_usd":6310571.86,"pct_val":0.242256,"balance":6316750.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2025-8","title":"ANGEL OAK MORTGAGE TRUST AOMT 2025 8 A1 144A","isin":"US03466UAA25","value_usd":6263641.29,"pct_val":0.240454,"balance":6211515.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/54 2.125","isin":"US912810TY47","value_usd":6254007.75,"pct_val":0.230894,"balance":6767896.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP SR UNSECURED 01/27 2.2","isin":"US00914AAR32","value_usd":6232126.5,"pct_val":0.239245,"balance":6359000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL CARIBBEAN CRUISES LTD","title":"ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5","isin":"US780153BG60","value_usd":6212505.59,"pct_val":0.238491,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINION BANK","title":"TORONTO DOMINION BANK SR UNSECURED 01/28 4.861","isin":"US89115A3E02","value_usd":6188072.35,"pct_val":0.233785,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCIAL SERVICES US CORP","title":"STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR","isin":"US85855FAC77","value_usd":6143262.85,"pct_val":0.235833,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125","isin":"US345397F810","value_usd":6134915.73,"pct_val":0.235513,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUND POINT CLO IX LTD 2015-2A","title":"SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A","isin":"US83609GBQ73","value_usd":6114182.38,"pct_val":0.230994,"balance":6100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCCIDENTAL PETROLEUM CORPORATION","title":"OCCIDENTAL PETROLEUM COR OCCIDENTAL PETROLEUM COR","isin":"US674599EH48","value_usd":6055685.4,"pct_val":0.228784,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM TRUST 2020-R5","title":"CIM TRUST CIM 2020 R5 M1 144A","isin":"US12559UAE38","value_usd":6036090.48,"pct_val":0.231719,"balance":6300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":6006081.08,"pct_val":0.230567,"balance":5680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VW CREDIT INC","title":"VW CR INC 10/25 ZCP","isin":"US91842JX610","value_usd":5995686,"pct_val":0.221357,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL STREET MASTER TRUST 2025-1","title":"CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A","isin":"US14051LAC63","value_usd":5993133,"pct_val":0.23007,"balance":6000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506152","value_usd":5923361.07,"pct_val":0.227391,"balance":5936000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAT CAPITAL CORPORATION","title":"BAT CAPITAL CORP COMPANY GUAR 09/26 3.215","isin":"US05526DBJ37","value_usd":5856541.37,"pct_val":0.21622,"balance":5900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5517","title":"FREDDIE MAC FHR 5517 FE","isin":"US3137HKGJ75","value_usd":5848224.29,"pct_val":0.224507,"balance":5798312.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606A83","value_usd":5823940.34,"pct_val":0.215016,"balance":5700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2025-DA","title":"NELNET STUDENT LOAN TRUST NSLT 2025 DA A1A 144A","isin":"US639931AA23","value_usd":5784655.52,"pct_val":0.222067,"balance":5800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5410","title":"FREDDIE MAC FHR 5410 FB","isin":"US3137HCUC41","value_usd":5781173.14,"pct_val":0.221933,"balance":5743145.48,"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 CREDIT CARD TRUST 2023-A1","title":"BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1","isin":"US05522RDG02","value_usd":5729351.01,"pct_val":0.211524,"balance":5700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)","title":"AMERICAN TOWER CORP SR UNSECURED 01/27 2.75","isin":"US03027XAX84","value_usd":5712033.63,"pct_val":0.219279,"balance":5786000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 25-18A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A","isin":"US03331MAA36","value_usd":5625904.93,"pct_val":0.215972,"balance":5600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A","title":"TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A","isin":"XS2799791848","value_usd":5622416.38,"pct_val":0.215838,"balance":4167165.95,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORTIS INC/CANADA","title":"FORTIS INC SR UNSECURED 10/26 3.055","isin":"US349553AM97","value_usd":5595848.08,"pct_val":0.214819,"balance":5641000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5573","title":"FREDDIE MAC FHR 5573 FD","isin":"US3137HMSJ04","value_usd":5532313.33,"pct_val":0.212379,"balance":5508130.43,"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 2020-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A","isin":"US05683EAW21","value_usd":5502760.78,"pct_val":0.211245,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR","isin":"US44891ACL98","value_usd":5502643.3,"pct_val":0.20789,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-99","title":"FANNIE MAE FNR 2025 99 KF","isin":"US3136BXY400","value_usd":5496581.12,"pct_val":0.211008,"balance":5476688.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-16","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A","isin":"US23242FAA49","value_usd":5490149.24,"pct_val":0.210761,"balance":5822400.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3305 FN 03/48 FIXED 3.5","isin":"US31418CU779","value_usd":5473410.59,"pct_val":0.210118,"balance":5826541.54,"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 5601","title":"FREDDIE MAC FHR 5601 F","isin":"US3137HNQX98","value_usd":5454260.95,"pct_val":0.209383,"balance":5430270.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":5419625.99,"pct_val":0.204753,"balance":5430000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AQUA FINANCE ISSUER TRUST 2025-B","title":"AQUA FINANCE TRUST AQFIT 2025 B A 144A","isin":"US03837GAA58","value_usd":5373963.72,"pct_val":0.206301,"balance":5332456.94,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO 2022-C1 MORTGAGE TRUST","title":"BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111A 144A","isin":"US05609MCJ27","value_usd":5372838.19,"pct_val":0.206257,"balance":5737000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2025-6","title":"VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A","isin":"US92540YAA73","value_usd":5334652.58,"pct_val":0.204791,"balance":5286297.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)","title":"BANQUE FED CRED MUTUEL 144A 10/28 VAR","isin":"US06675DCQ34","value_usd":5328797.82,"pct_val":0.204567,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA SR UNSECURED 144A 01/27 VAR","isin":"US05583JAN28","value_usd":5320275.2,"pct_val":0.196421,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FCCU AUTO RECEIVABLES TRUST 2025-1A","title":"FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A","isin":"US31424YAB48","value_usd":5302148.75,"pct_val":0.203544,"balance":5284596.49,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5571","title":"FREDDIE MAC FHR 5571 FB","isin":"US3137HMEF38","value_usd":5280846.65,"pct_val":0.202726,"balance":5256090.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL","isin":"US46849LUZ20","value_usd":5244779.44,"pct_val":0.198148,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2","title":"MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A","isin":"US61778XAA72","value_usd":5173408.43,"pct_val":0.198601,"balance":5120000.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 05/27 VAR","isin":"US06738ECF07","value_usd":5152758.28,"pct_val":0.194671,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SY45","value_usd":5130644.64,"pct_val":0.19696,"balance":5164000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC 10/25 ZCP","isin":"US65339MXL52","value_usd":5087862.51,"pct_val":0.187841,"balance":5100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":5072682.83,"pct_val":0.191646,"balance":5116000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8","isin":"US345397D831","value_usd":4963074.47,"pct_val":0.190527,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-66","title":"FANNIE MAE FNR 2025 66 FK","isin":"US3136BWYL49","value_usd":4961613.75,"pct_val":0.190471,"balance":4942172.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA ROYAL BANK OF CANADA","isin":"US78016HZT03","value_usd":4949514.55,"pct_val":0.186993,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 4.55","isin":"US928668CW05","value_usd":4929099.83,"pct_val":0.189223,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 05/29 VAR","isin":"US639057AU27","value_usd":4923793.96,"pct_val":0.189019,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SKANDINAVISKA ENSKILDA BANKEN AB","title":"SKANDINAVISKA ENSKILDA 144A 09/30 VAR","isin":"US830505BL61","value_usd":4809954.91,"pct_val":0.184649,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR","isin":"US404280EZ83","value_usd":4695704.24,"pct_val":0.180263,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A B 144A","isin":"US39571VAE83","value_usd":4650694.76,"pct_val":0.178535,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC","title":"AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A","isin":"US05377RHL15","value_usd":4611169.8,"pct_val":0.177018,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STWD 2021-HTS MORTGAGE TRUST 2021-HTS","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS B 144A","isin":"US78486DAC48","value_usd":4582337.65,"pct_val":0.173121,"balance":4624052.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROSS 2024-H3 MORTGAGE TRUST","title":"CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A","isin":"US22758DAA72","value_usd":4547205.66,"pct_val":0.171793,"balance":4494973.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2024-A","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3","isin":"US448973AD90","value_usd":4546022.85,"pct_val":0.167836,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR","isin":"US78016EYZ41","value_usd":4518320.58,"pct_val":0.166814,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5500","title":"FREDDIE MAC FHR 5500 GF","isin":"US3137HJB303","value_usd":4502813.25,"pct_val":0.172858,"balance":4482197.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA CITIBANK NA","isin":"US17325FBC14","value_usd":4470992.86,"pct_val":0.168914,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOX CORPORATION","title":"FOX CORP SR UNSECURED 01/29 4.709","isin":"US35137LAH87","value_usd":4457378.77,"pct_val":0.171114,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXIV DAC 24A","title":"CORDATUS CLO PLC CORDA 24A A 144A","isin":"XS2511416906","value_usd":4448035.49,"pct_val":0.170755,"balance":3777836.73,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HPS CORPORATE LENDING FUND","title":"HPS CORPORATE LENDING FU SR UNSECURED 01/28 5.45","isin":"US40440VAH87","value_usd":4440904.42,"pct_val":0.163955,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2025-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A","isin":"US69548WAA18","value_usd":4417628.34,"pct_val":0.169588,"balance":4413652.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REACH ABS TRUST 2025-2A","title":"REACH FINANCIAL LLC REACH 2025 2A A 144A","isin":"US75525QAA85","value_usd":4389888.39,"pct_val":0.168523,"balance":4371330.34,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LAS VEGAS SANDS CORP","title":"LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5","isin":"US517834AE74","value_usd":4382070.88,"pct_val":0.168223,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2025-R1","title":"VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A","isin":"US92541AAA88","value_usd":4367839.35,"pct_val":0.167677,"balance":4334480.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7","isin":"US345397B777","value_usd":4348509.14,"pct_val":0.166935,"balance":4390000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JONES LANG LASALLE FINANCE BV","title":"JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP","isin":"US48002AUE27","value_usd":4312261.58,"pct_val":0.162917,"balance":4320000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 04/28 1.25","isin":"US91282CBZ32","value_usd":4300101.57,"pct_val":0.162458,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR","isin":"US95000U2F97","value_usd":4249364.71,"pct_val":0.160541,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRNCL-2019-11A","title":"CAIRN CLO BV CRNCL 2019 11A AR 144A","isin":"XS3201084202","value_usd":4235076.76,"pct_val":0.16258,"balance":3600000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-NQM1 TRUST","title":"PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A","isin":"US74391EAA91","value_usd":4220301.78,"pct_val":0.159443,"balance":4183017.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A","isin":"US69363JAA25","value_usd":4209072.95,"pct_val":0.155396,"balance":4203231.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2024-3","title":"CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A","isin":"US14319GAB77","value_usd":4182867.62,"pct_val":0.154429,"balance":4171625.51,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3218 FN 12/32 FIXED 3","isin":"US31418CSG05","value_usd":4176422.5,"pct_val":0.160328,"balance":4298327.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAMP TRUST 2006-RZ5","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ5 M1","isin":"US749239AF65","value_usd":4154055.18,"pct_val":0.15947,"balance":4618722.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-HE9","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE9 M1","isin":"US073879KC17","value_usd":4106370.85,"pct_val":0.157639,"balance":4071640.57,"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 INDUSTRY LIMITED","title":"BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1","isin":null,"value_usd":4101888.66,"pct_val":0.157467,"balance":3500000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"MUN","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXM08","value_usd":4088902.53,"pct_val":0.15096,"balance":4100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FA","isin":"US3137HMGJ32","value_usd":4082895.69,"pct_val":0.156738,"balance":4065223.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SEC INC 2005-WHQ2","title":"PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4","isin":"US70069FHX87","value_usd":4079048.99,"pct_val":0.154106,"balance":4326000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RECETTE CLO LTD 2015-1A","title":"RECETTE CLO LLC RCTTE 2015 1A ARR 144A","isin":"US75620TAW80","value_usd":4056075,"pct_val":0.149748,"balance":4050000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY 03/27 1","isin":"XS2790333616","value_usd":4013097.1,"pct_val":0.151615,"balance":3400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCW CLO AMR LTD 2019-1A","title":"TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A","isin":"US87241EAQ89","value_usd":4003000,"pct_val":0.153671,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARDS II TRUST 2023-2A","title":"CARDS II TRUST CARD2 2023 2A A 144A","isin":"US14161GCF54","value_usd":4000628.8,"pct_val":0.151144,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANYON CLO 2020-1 LTD","title":"CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A","isin":"US13876LAW72","value_usd":3996786.24,"pct_val":0.153432,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AES CORPORATION","title":"AES CORP DISC COML PAPER 10/25 ZCP","isin":"US00809GX771","value_usd":3996515.6,"pct_val":0.147549,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NATURAL RESOURCES LIMITED","title":"CANADIAN NATURAL RESOU","isin":"US13638WUB61","value_usd":3994220.8,"pct_val":0.150901,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR","isin":"US404280EU96","value_usd":3930350.15,"pct_val":0.150882,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GE-WMC MORTGAGE SECURITIES LLC 2005-2","title":"GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D","isin":"US367910AV88","value_usd":3925414.08,"pct_val":0.150692,"balance":4013577.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXPAND ENERGY CORPORATION","title":"EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75","isin":"US92735LAA08","value_usd":3923202.19,"pct_val":0.150607,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE6","title":"AREIT CRE TRUST AREIT 2022 CRE6 A 144A","isin":"US04002VAA98","value_usd":3922161.21,"pct_val":0.150567,"balance":3926983.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/27 4.45","isin":"US928668CV22","value_usd":3913799.21,"pct_val":0.150247,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-5 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 5 A1 144A","isin":"US69392RAA95","value_usd":3847871.8,"pct_val":0.147716,"balance":3841902.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST","title":"TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3","isin":"US89239TAD46","value_usd":3827805.36,"pct_val":0.146945,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROSS 2024-H8 MORTGAGE TRUST","title":"CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A","isin":"US22757GAC78","value_usd":3820748.29,"pct_val":0.144348,"balance":3800900.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-N3","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A","isin":"US14687WAC47","value_usd":3807935.16,"pct_val":0.146182,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP","isin":"US60687YDF34","value_usd":3807908.28,"pct_val":0.143863,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 95 CLO LTD","title":"DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A","isin":"US262487AJ07","value_usd":3798719.06,"pct_val":0.145829,"balance":3800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2021-D","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A","isin":"US78449MAA45","value_usd":3751961.64,"pct_val":0.144034,"balance":3959718.15,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON SOUTHERN CAL EDISON","isin":"US842400JC81","value_usd":3739046.66,"pct_val":0.141261,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-18","title":"FANNIE MAE FNR 2025 18 FM","isin":"US3136BVKH00","value_usd":3731849.46,"pct_val":0.143262,"balance":3718738.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2016-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C B 144A","isin":"US78449KAD28","value_usd":3720312.43,"pct_val":0.142819,"balance":3746122.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POST ROAD EQUIPMENT FINANCE 2025-1 LLC","title":"POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A","isin":"US73747LAB45","value_usd":3715610.7,"pct_val":0.142638,"balance":3685129.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35","isin":"US46849LVE81","value_usd":3705344.39,"pct_val":0.139988,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2023-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A","isin":"US17331KAD19","value_usd":3701217.99,"pct_val":0.142086,"balance":3679094.86,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROUP HOLDINGS PLC","title":"SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR","isin":"US80281LAW54","value_usd":3700478.52,"pct_val":0.142057,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 11/47 8","isin":"MX0MGO000102","value_usd":3680671.69,"pct_val":0.139056,"balance":82800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC COMPANY GUAR 144A 03/27 4","isin":"US378272AN87","value_usd":3666032.23,"pct_val":0.140735,"balance":3668000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-NQM4 TRUST","title":"PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A","isin":"US69381UAA51","value_usd":3644385.15,"pct_val":0.137685,"balance":3636438.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP SR UNSECURED 08/26 1.875","isin":"US00914AAM45","value_usd":3622280.74,"pct_val":0.139055,"balance":3676000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR","isin":"US04685A4J75","value_usd":3605410.01,"pct_val":0.136212,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR","isin":"US38141GYA65","value_usd":3554123.22,"pct_val":0.131216,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2025-1A","title":"CASTLELAKE AIRCRAFT SECURITIZA CLAST 2025 1A A 144A","isin":"US14856VAA52","value_usd":3518350.87,"pct_val":0.135066,"balance":3458164.97,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN SENIOR LOAN FUND 2016-43A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A","isin":"US26245CBQ50","value_usd":3499867.98,"pct_val":0.134356,"balance":3500000,"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 SEASONED MORTGAGE TRUST 2024-1","title":"JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A","isin":"US61777HAE53","value_usd":3455930.95,"pct_val":0.132669,"balance":3588635.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REACH ABS TRUST 2025-2A","title":"REACH FINANCIAL LLC REACH 2025 2A B 144A","isin":"US75525QAB68","value_usd":3435416.44,"pct_val":0.131882,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVIENT EDUCATION LOAN TRUST 2025-A","title":"NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A","isin":"US63943EAA55","value_usd":3432937.43,"pct_val":0.131787,"balance":3392352.34,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR","isin":"US38145GAM24","value_usd":3404808.14,"pct_val":0.128634,"balance":3400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5584","title":"FREDDIE MAC FHR 5584 DF","isin":"US3137HNCM89","value_usd":3381291.12,"pct_val":0.129804,"balance":3367276.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-4A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A2 144A","isin":"US76089MAB19","value_usd":3313844.16,"pct_val":0.127215,"balance":3300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":3309541.48,"pct_val":0.125034,"balance":3330000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797MH75","value_usd":3278653.86,"pct_val":0.123867,"balance":3304000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN CREDIT CARD TRUST 2022-4A","title":"GOLDEN CREDIT CARD TRUST GCCT 2022 4A A 144A","isin":"US380881FP22","value_usd":3258909.53,"pct_val":0.123121,"balance":3260000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL1","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A","isin":"US69392FAA57","value_usd":3236314.07,"pct_val":0.122268,"balance":3339878.01,"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 REMICS 2025-4","title":"FANNIE MAE FNR 2025 4 FB","isin":"US3136BUU651","value_usd":3209343.05,"pct_val":0.123203,"balance":3197273.98,"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 2025-6","title":"FANNIE MAE FNR 2025 6 FA","isin":"US3136BUTN04","value_usd":3198774.3,"pct_val":0.122797,"balance":3183332.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-104","title":"FANNIE MAE FNR 2024 104 FA","isin":"US3136BUEQ99","value_usd":3198422.36,"pct_val":0.122784,"balance":3189280.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE","isin":null,"value_usd":3197764.48,"pct_val":0.122759,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYNCHRONY FINANCIAL","title":"SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7","isin":"US87165BAL71","value_usd":3189450.98,"pct_val":0.12244,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"DBT","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":3178300.41,"pct_val":0.122011,"balance":2702025.2,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT LLC 2019-RPL1","title":"GCAT GCAT 2019 RPL1 A1 144A","isin":"US36167CAA45","value_usd":3149427.54,"pct_val":0.120903,"balance":3218566.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST 2024-6","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A","isin":"US161931AP54","value_usd":3102385.4,"pct_val":0.119097,"balance":3093930.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A","title":"AASET 2021 2 TRUST AASET 2021 2A A 144A","isin":"US00258BAA26","value_usd":3080258.12,"pct_val":0.118248,"balance":3242839.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4","isin":"US842400JF13","value_usd":3005820.78,"pct_val":0.11539,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2025-6","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A","isin":"US69549BAB45","value_usd":3003028.2,"pct_val":0.115283,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR","isin":"US928668BY79","value_usd":2952260.44,"pct_val":0.111536,"balance":2950000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOUNTAIN VIEW CLO XVI LTD 2022-1A","title":"MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A","isin":"US62432UAN19","value_usd":2904875.51,"pct_val":0.107246,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC RESIDENTIAL ASSET BACKED 2006-C","title":"INDYMAC RESIDENTIAL ASSET BACK INABS 2006 C 2A","isin":"US43709BAB53","value_usd":2884281.31,"pct_val":0.110724,"balance":3019239.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2022-A","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A APT 144A","isin":"US78450FAA57","value_usd":2873300.25,"pct_val":0.110303,"balance":3035166.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5607","title":"FREDDIE MAC FHR 5607 FA","isin":"US3137HNZB77","value_usd":2857867.28,"pct_val":0.10971,"balance":2852906.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC","isin":"US345397G230","value_usd":2848811.23,"pct_val":0.107628,"balance":2900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPAC CMB TR 2005-4","title":"IMPAC CMB TRUST IMM 2005 4 1A1A","isin":"US45254NPA99","value_usd":2841636.41,"pct_val":0.109087,"balance":2911391.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1","isin":"US55275NAE13","value_usd":2814684.21,"pct_val":0.108053,"balance":3099497.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2018-3","title":"TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A","isin":"US89175MAA18","value_usd":2805670.44,"pct_val":0.107707,"balance":2842503.03,"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 BZ0937 FN 05/29 FIXED 4.73","isin":"US3140NVBF37","value_usd":2756078.41,"pct_val":0.105803,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A","isin":"US14686TAD00","value_usd":2743528.86,"pct_val":0.105321,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A","isin":"US12658XAC11","value_usd":2718863.33,"pct_val":0.102719,"balance":2743346.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP","title":"PLAINS ALL AMER PIPELINE SR UNSECURED 01/31 4.7","isin":"US72650RBR21","value_usd":2716293.77,"pct_val":0.104275,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR","isin":"US38141GYH19","value_usd":2707827.6,"pct_val":0.0999712,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A","isin":"US78398HAB42","value_usd":2707503.84,"pct_val":0.0999593,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL CARIBBEAN CRUISES LTD","title":"ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25","isin":"US780153BH44","value_usd":2700301.32,"pct_val":0.103662,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"LR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET 2025-NPL7 LLC","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL7 A1 144A","isin":"US740934AA26","value_usd":2690933.98,"pct_val":0.103302,"balance":2681966.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-6 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 6 A1 144A","isin":"US69395KAA16","value_usd":2686497.12,"pct_val":0.103132,"balance":2680171.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5","isin":"US38145GAH39","value_usd":2669336.45,"pct_val":0.100848,"balance":2700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMO 2024-5C7 MORTGAGE TRUST","title":"BMO MORTGAGE TRUST BMO 2024 5C7 A2","isin":"US09660WAT80","value_usd":2657915,"pct_val":0.102034,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 5.8","isin":"US928668BU57","value_usd":2653978.82,"pct_val":0.100267,"balance":2650000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITY SQUARE 2021-1 PLC A","title":"TRINITY SQUARE TRINI 2021 1A AR 144A","isin":"XS2783078087","value_usd":2652568.09,"pct_val":0.101829,"balance":1966574.46,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MTGE PROD 2005-EFC1","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6","isin":"US76112BRR32","value_usd":2644172.01,"pct_val":0.101507,"balance":2685821.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875","isin":"US842400JA26","value_usd":2617718.3,"pct_val":0.100491,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR","isin":"US46647PEQ54","value_usd":2609386.1,"pct_val":0.0985825,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE II LLC","title":"BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375","isin":"US07274NAL73","value_usd":2603328.7,"pct_val":0.0999389,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A","isin":"US78486BAA26","value_usd":2600058.13,"pct_val":0.0998134,"balance":2597666.51,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45","isin":"US00774MAV72","value_usd":2555190.74,"pct_val":0.094336,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5500","title":"FREDDIE MAC FHR 5500 AF","isin":"US3137HJ7M30","value_usd":2553638.42,"pct_val":0.0980314,"balance":2551959.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC BARCLAYS PLC","isin":"US06738ECT01","value_usd":2519797.68,"pct_val":0.0951979,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VW CREDIT INC","title":"VW CR INC","isin":"US91842KAD81","value_usd":2496483,"pct_val":0.0958372,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP","isin":"US40412BXL25","value_usd":2493564.5,"pct_val":0.0920608,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5593","title":"FREDDIE MAC FHR 5593 FB","isin":"US3137HNV477","value_usd":2461312.95,"pct_val":0.0944871,"balance":2450234.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2023-1A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A","isin":"US36267FAE88","value_usd":2454513.16,"pct_val":0.0942261,"balance":2435395.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15","isin":"US37940XAG79","value_usd":2448606.68,"pct_val":0.0939993,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 52 EURO CLO 2017 17-52A","title":"DRYDEN EURO CLO DRYD 2017 52A AR 144A","isin":"XS2353412633","value_usd":2436896.37,"pct_val":0.0935498,"balance":2071260.48,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP","isin":"US60687YDL02","value_usd":2400477.62,"pct_val":0.09069,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPORTUN ISSUANCE TRUST 2025-A","title":"OPORTUN FUNDING LLC OPTN 2025 A A 144A","isin":"US68377TAA60","value_usd":2400072,"pct_val":0.0921361,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":2398338.96,"pct_val":0.0920696,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2006-FF12","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5","isin":"US32027GAE61","value_usd":2389120.15,"pct_val":0.0902609,"balance":2571025.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5495","title":"FREDDIE MAC FHR 5495 AF","isin":"US3137HJ2H99","value_usd":2384493.23,"pct_val":0.0915381,"balance":2376213.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2024-1","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A","isin":"US69548AAA97","value_usd":2364589.24,"pct_val":0.090774,"balance":2358444.08,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR","isin":"US46647PBA30","value_usd":2350075.98,"pct_val":0.0887858,"balance":2356000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA","isin":"US61690U8B93","value_usd":2349518.33,"pct_val":0.0887647,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A","title":"SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A","isin":"US80620BAD91","value_usd":2337279.78,"pct_val":0.0897256,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":2322459.76,"pct_val":0.0877425,"balance":2323000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR","title":"COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A","isin":"US12564NAA00","value_usd":2319763.03,"pct_val":0.0890532,"balance":2352215.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1","isin":"US55275NAA90","value_usd":2316869.22,"pct_val":0.0889421,"balance":3000326.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2","title":"STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 M1 144A","isin":"US85573HAD26","value_usd":2308286.64,"pct_val":0.0852204,"balance":2564000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A","title":"GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A","isin":"US36270YAE23","value_usd":2306604.68,"pct_val":0.088548,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35","isin":"US842400JB09","value_usd":2304281.45,"pct_val":0.0884588,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/26 4.375","isin":"US05401AAG67","value_usd":2298940.41,"pct_val":0.0848754,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES TRUST 2006-W5","title":"ARGENT SECURITIES INC. ARSI 2006 W5 A1A","isin":"US04012XAA37","value_usd":2278518.82,"pct_val":0.0874698,"balance":3391172.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT ASSET TRUST 2021-SL1","title":"TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A","isin":"US89179XAL91","value_usd":2273979.05,"pct_val":0.0872956,"balance":2278173.17,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 QF","isin":"US3137HJVX22","value_usd":2260818.12,"pct_val":0.0867903,"balance":2250132.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PMTS INC 07/25 ZCP","isin":"US37961CU186","value_usd":2259692.64,"pct_val":0.0853711,"balance":2260000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TR 2004-12","title":"BEAR STEARNS ALT A TRUST BALTA 2004 12 1M2","isin":"US07386HNV95","value_usd":2231801.92,"pct_val":0.0856764,"balance":2247699.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A","isin":"US78398AAD54","value_usd":2208534.52,"pct_val":0.0815377,"balance":2192383.67,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":2188846.95,"pct_val":0.0808108,"balance":2196000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","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":2167993.43,"pct_val":0.0832269,"balance":2158391.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENESAS ELECTRONICS CORPORATION","title":"RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17","isin":"US75972BAB71","value_usd":2160628.78,"pct_val":0.0829442,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-12","title":"FANNIE MAE FNR 2025 12 FG","isin":"US3136BVFH64","value_usd":2152209.21,"pct_val":0.0826209,"balance":2141711.82,"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 5499","title":"FREDDIE MAC FHR 5499 FH","isin":"US3137HJWY95","value_usd":2151325.31,"pct_val":0.082587,"balance":2143232.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-RCF3 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF3 A1 144A","isin":"US69392PAA30","value_usd":2149631.98,"pct_val":0.082522,"balance":2129642.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 07/27 VAR","isin":"XS2322315727","value_usd":2131576.86,"pct_val":0.0805309,"balance":1600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF MONTREAL","title":"BANK OF MONTREAL SR UNSECURED 09/27 VAR","isin":"US06368L8M17","value_usd":2106678.21,"pct_val":0.0795902,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE ACQI CORP 2006-CH1","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M6","isin":"US46629TAL44","value_usd":2102150.6,"pct_val":0.0806993,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EDISON INTERNATIONAL","title":"EDISON INTERNATIONAL 01/26 ZCP","isin":null,"value_usd":2098790.82,"pct_val":0.0805703,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ERAC USA FINANCE LLC","title":"ERAC USA FINANCE LLC","isin":null,"value_usd":2097277.56,"pct_val":0.0805122,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-88","title":"FANNIE MAE FNR 2025 88 KF","isin":"US3136BXZS65","value_usd":2093524.73,"pct_val":0.0803681,"balance":2085009.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEXTERA ENERGY CAPITAL HOLDINGS INC","title":"NEXTERA ENERGY CAP HLDGS INC","isin":"US65339MVK97","value_usd":2086598.01,"pct_val":0.0788316,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-88","title":"FANNIE MAE FNR 2025 88 FM","isin":"US3136BXZK30","value_usd":2084273.19,"pct_val":0.080013,"balance":2074827.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TTAN 2021-MHC","title":"TTAN TTN 2021 MHC A 144A","isin":"US87303TAA51","value_usd":2077983.66,"pct_val":0.0785062,"balance":2076420.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACRA TRUST 2024-NQM1","title":"ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A","isin":"US00112EAA29","value_usd":2076858.3,"pct_val":0.0797283,"balance":2066356.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AAMES MORTGAGE INVESTMENT TRUST 2005-4","title":"AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M4","isin":"US00252FCW95","value_usd":2072963.64,"pct_val":0.0783165,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2025-BA","title":"NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A","isin":"US64032BAA17","value_usd":2067375.63,"pct_val":0.0793643,"balance":2058563.33,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS BILLS 06/26 0.00000","isin":"ZAM000707892","value_usd":2060111.41,"pct_val":0.0790854,"balance":35100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CZECH REPUBLIC GOVT","title":"CZECH REPUBLIC BONDS REGS 12/36 4.2","isin":"CZ0001001796","value_usd":2056191.76,"pct_val":0.0776829,"balance":43800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR","isin":"US025816DY24","value_usd":2047456.52,"pct_val":0.0773528,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT TRUST 2024-2","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A","isin":"US39571XAC83","value_usd":2039951.6,"pct_val":0.0783115,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST","title":"TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A2A","isin":"US89239TAB89","value_usd":2023194.62,"pct_val":0.074695,"balance":2020563.44,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-5Y CME","isin":"EZ9JNZJCQVZ3","value_usd":2001108.25,"pct_val":0.0768203,"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":"ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A","title":"ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A","isin":"US039962AF23","value_usd":1999293,"pct_val":0.0767507,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR COMPANY","title":"FORD MOTOR COMPANY SR UNSECURED 12/26 4.346","isin":"US345370CR99","value_usd":1998243.96,"pct_val":0.0767104,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTONATION INC","title":"AUTONATION, INC","isin":"US05330LX815","value_usd":1997885.2,"pct_val":0.0737606,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WXE01","value_usd":1996444.4,"pct_val":0.0737074,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 10/27 3.5","isin":"US05583JAC62","value_usd":1978964.16,"pct_val":0.0759703,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2021-1A","title":"BLACKBIRD CAPITAL AIRCRAFT BBIRD 2021 1A A 144A","isin":"US09229CAA71","value_usd":1978819.17,"pct_val":0.0759647,"balance":2081599.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 25-3A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A","isin":"US36272GAC33","value_usd":1965686.3,"pct_val":0.0754605,"balance":1952648.08,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A","title":"STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A","isin":"XS2728570248","value_usd":1963545.66,"pct_val":0.0753784,"balance":1455183.61,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR","isin":"US46647PEV40","value_usd":1948886.56,"pct_val":0.0736289,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MTGE LOAN TRUST 2001-1","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 1 A1","isin":"US542514AJ33","value_usd":1928686.24,"pct_val":0.0740401,"balance":1955149.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICA TREASURY BILL 7.93  13.05.2026","isin":"ZAM000704568","value_usd":1925479.27,"pct_val":0.073917,"balance":32600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 10/30 VAR","isin":"US61747YFU47","value_usd":1903991.44,"pct_val":0.0719327,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLOBAL PAYMENTS INC","title":"GLOBAL PAYMENTS INC SR UNSECURED 04/26 4.8","isin":"US891906AC37","value_usd":1902255.34,"pct_val":0.07023,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW ORLEANS HOTEL TRUST 2019-HNLA","title":"NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A","isin":"US647622AA79","value_usd":1888753.14,"pct_val":0.0725072,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2024-CES6","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A","isin":"US749410AA46","value_usd":1876410.52,"pct_val":0.0720333,"balance":1866881.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RGA GLOBAL FUNDING","title":"RGA GLOBAL FUNDING SECURED 144A 01/30 5.25","isin":"US76209PAG81","value_usd":1861932.1,"pct_val":0.0714775,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE3","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2B","isin":"US617538AB90","value_usd":1856269.91,"pct_val":0.0712602,"balance":3678222,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5549","title":"FREDDIE MAC FHR 5549 BF","isin":"US3137HLS527","value_usd":1850353.67,"pct_val":0.071033,"balance":1842183.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2021-SJ2","title":"TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A","isin":"US89180LAA61","value_usd":1849449.76,"pct_val":0.0709983,"balance":1892251.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AR2","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR2 1A1","isin":"US251508AA53","value_usd":1835269.79,"pct_val":0.070454,"balance":1913761.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC COMPANY GUAR 09/26 5.375","isin":"US404121AH82","value_usd":1827090.18,"pct_val":0.067455,"balance":1819000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2005-5N","title":"LEHMAN XS TRUST LXS 2005 5N 1A2","isin":"US86359DUM72","value_usd":1826524.52,"pct_val":0.0701183,"balance":1825522.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 FC","isin":"US3137HJGF80","value_usd":1824396.58,"pct_val":0.0700366,"balance":1813886.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2018-RPL9 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A1 144A","isin":"US12654PAA66","value_usd":1817273.66,"pct_val":0.0697631,"balance":1837881.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2","isin":"US802920AC28","value_usd":1815728.48,"pct_val":0.0670355,"balance":1814933.9,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORTHWOODS CAPITAL XII-B LTD 2018-12BA","title":"NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A","isin":"US66858CAN74","value_usd":1811175.05,"pct_val":0.069529,"balance":1808955.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2007-SP2","title":"CREDIT BASED ASSET SERVICING A CBASS 2007 SP2 M4 144A","isin":"US1248MHAG72","value_usd":1800832.32,"pct_val":0.069132,"balance":1830661.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST","title":"TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A3","isin":"US891940AC27","value_usd":1796919.83,"pct_val":0.0663411,"balance":1793009.28,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 1.25","isin":"US928668BL58","value_usd":1791562.01,"pct_val":0.0661433,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR","isin":"US46647PCB04","value_usd":1758576.37,"pct_val":0.066439,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY AUTO RECEIVABLES TRUST 2023-1","title":"ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3","isin":"US02007WAC29","value_usd":1756442.47,"pct_val":0.0674279,"balance":1743378.29,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3","title":"GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3","isin":"US36267KAD90","value_usd":1755849.89,"pct_val":0.0674051,"balance":1743104.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85","isin":"US842400HS51","value_usd":1751248.78,"pct_val":0.0672285,"balance":1703000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALIMENTATION COUCHE-TARD INC","title":"ALIMENTATION COUCHE TARD INC 07/25 ZCP","isin":"US01626UUW34","value_usd":1743167.65,"pct_val":0.0658568,"balance":1750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A","isin":"US96042YAD58","value_usd":1707549.36,"pct_val":0.0655509,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-1","title":"FANNIE MAE FNR 2025 1 FD","isin":"US3136BUZM56","value_usd":1704673.88,"pct_val":0.0654406,"balance":1697427.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2024-F","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A","isin":"US83207VAA61","value_usd":1703725.25,"pct_val":0.0654041,"balance":1681265.56,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"BERRY GLOBAL INC SR SECURED 144A 07/26 4.875","isin":"US085770AA31","value_usd":1700367.49,"pct_val":0.0652752,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2023-B","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3","isin":"US44933XAD93","value_usd":1691797.34,"pct_val":0.0649462,"balance":1679817.22,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUTO ABS SPANISH LOANS 2022-1 FONDO TITULIZACION 22-1","title":"AUTO ABS COMP 2022 1 A REGS","isin":"ES0305646004","value_usd":1670087.87,"pct_val":0.0641128,"balance":1419945.14,"units":"PA","currency":null,"asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2024-E","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A","isin":"US78450XAA63","value_usd":1668958.95,"pct_val":0.0640695,"balance":1641373.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 FB","isin":"US3137HJGE16","value_usd":1641047.02,"pct_val":0.062998,"balance":1639940.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-RCF3 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF3 A1 144A","isin":"US74390BAA61","value_usd":1602263.73,"pct_val":0.0615091,"balance":1617007.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WX752","value_usd":1598603.04,"pct_val":0.0590194,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542","isin":"US345397ZW60","value_usd":1598214.86,"pct_val":0.0613537,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3","isin":"US80287DAC11","value_usd":1597979.8,"pct_val":0.0589964,"balance":1591224.42,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T MOBILE USA INC T MOBILE USA INC","isin":"US87264ADL61","value_usd":1589354.96,"pct_val":0.0600458,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL ELECTRIC CORPORATION LTD","title":"ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/27 7.75","isin":"US46507WAB63","value_usd":1589308.5,"pct_val":0.0610118,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 07/25 ZCP","isin":"US00913WUF03","value_usd":1566886.38,"pct_val":0.0591969,"balance":1570000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":1550521.56,"pct_val":0.0595228,"balance":1550000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A4 144A","isin":"US39571VAD01","value_usd":1543451.9,"pct_val":0.0592514,"balance":1530930.42,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 01/31 VAR","isin":"US38141GC365","value_usd":1535564.75,"pct_val":0.0580136,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC TRUST 2021-RPL4","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A","isin":"US12662GAC24","value_usd":1532574.84,"pct_val":0.0588339,"balance":1537358.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD CREDIT AUTO OWNER TRUST 2023-A","title":"FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3","isin":"US344928AD89","value_usd":1522687.55,"pct_val":0.0562166,"balance":1518413.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR","isin":"US46647PEA03","value_usd":1514705.88,"pct_val":0.0572255,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT-BASED ASSET SERVC SEC 2005-CB3","title":"CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4","isin":"US12489WLH50","value_usd":1510313.83,"pct_val":0.0579793,"balance":1539625.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-10","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A","isin":"US69544MAA71","value_usd":1501944.58,"pct_val":0.057658,"balance":1494284.58,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR","isin":"US38145GAN07","value_usd":1501471.34,"pct_val":0.0567255,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2025-4A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A1 144A","isin":"US76089MAA36","value_usd":1499902.45,"pct_val":0.0575796,"balance":1498800.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2006-6","title":"BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1","isin":"US073868AV35","value_usd":1499418.2,"pct_val":0.057561,"balance":2726559.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA 144A 10/26 VAR","isin":"US05583JAH59","value_usd":1499399.16,"pct_val":0.0553568,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1","title":"GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A","isin":"US36261WAA53","value_usd":1495114.95,"pct_val":0.0573958,"balance":1588367.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMMONS FINANCIAL GROUP INC","title":"SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35","isin":"US79588TAD28","value_usd":1484675.6,"pct_val":0.0569951,"balance":1600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NAVIENT STUDENT LOAN TRUST 2019-BA","title":"NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A","isin":"US63941LAC72","value_usd":1481885.33,"pct_val":0.0568879,"balance":1483460.47,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2024-2A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A","isin":"US379924AC72","value_usd":1481722.23,"pct_val":0.0568817,"balance":1464465.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":1472179.47,"pct_val":0.0543519,"balance":1254370.84,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2018-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A","isin":"US78449LAC28","value_usd":1471012.15,"pct_val":0.0564705,"balance":1471896.47,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN ABS 2006-FF11","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A3","isin":"US32028PAE51","value_usd":1457508.51,"pct_val":0.0559522,"balance":1527371.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A","isin":"US14686TAC27","value_usd":1452440.29,"pct_val":0.0557576,"balance":1447778.73,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 12/27 VAR","isin":"US225401BC11","value_usd":1437821.6,"pct_val":0.0543209,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2021-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A","isin":"US78449YAA82","value_usd":1420803.9,"pct_val":0.0545431,"balance":1499026.08,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE SHERWIN-WILLIAMS COMPANY","title":"SHERWIN WILLIAMS CO SHERWIN WILLIAMS CO","isin":"US824348BS43","value_usd":1412574.52,"pct_val":0.053367,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A","isin":"US96041AAC09","value_usd":1405325.78,"pct_val":0.0530932,"balance":1403352.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR","isin":"US345397F992","value_usd":1405206.25,"pct_val":0.0539443,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 11/26 VAR","isin":"US639057AG33","value_usd":1404430.15,"pct_val":0.0518507,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS CLO 50B LTD","title":"GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A","isin":"US38178DAN75","value_usd":1399967.04,"pct_val":0.0537432,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 11/27 0.625","isin":"US91282CAY75","value_usd":1394589.84,"pct_val":0.0526876,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY CAPITAL I TRUST 2019-NUGS","title":"MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS A 144A","isin":"US61692AAA07","value_usd":1388414.16,"pct_val":0.0532997,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR","isin":"US46647PBW59","value_usd":1371310.82,"pct_val":0.0518081,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":1358307.33,"pct_val":0.0501478,"balance":1338311,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3","isin":"US14688PAC86","value_usd":1357177.68,"pct_val":0.0521006,"balance":1346741.51,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A","title":"GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A","isin":"US36270YAC66","value_usd":1356403.51,"pct_val":0.0500775,"balance":1355299.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M&T EQUIPMENT 2024-LEAF1 LLC","title":"M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A","isin":"US55376YAB11","value_usd":1351196.62,"pct_val":0.051871,"balance":1346717.17,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNPAM-2018-1A","title":"BNPP IP EURO CLO BNPAM 2018 1A AR 144A","isin":"XS2306989372","value_usd":1327997.2,"pct_val":0.0509804,"balance":1129113.4,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR","isin":"US38141GXM13","value_usd":1325731.11,"pct_val":0.0489451,"balance":1334000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A","isin":"US39571VAC28","value_usd":1320489.3,"pct_val":0.0506921,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 06/21/23-10Y CME","isin":"EZVCRM3XZB08","value_usd":1317519.21,"pct_val":0.0505781,"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":"TIAA CLO IV LTD 2018-1A","title":"TIAA CLO LTD TIA 2018 1A A1AR 144A","isin":"US88631YAL11","value_usd":1307879.13,"pct_val":0.050208,"balance":1307242.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI TRUST BANK LIMITED","title":"SUMITOMO MITSUI TR BK LT SUMITOMO MITSUI TR BK LT","isin":"US86563VBT52","value_usd":1305606.28,"pct_val":0.0493258,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PINNACLE WEST CAPITAL CORPORATION","title":"PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR","isin":"US723484AL56","value_usd":1302276.94,"pct_val":0.0492,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL DJ9049 G2 06/55 FIXED 7","isin":"US3618KWBS11","value_usd":1293878.25,"pct_val":0.0496706,"balance":1272974.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEGACY MORTGAGE ASSET TRUST 2020-RPL1","title":"LEGACY MORTGAGE ASSET TRUST LMAT 2020 RPL1 A1 144A","isin":"US52474HAA86","value_usd":1287012.75,"pct_val":0.049407,"balance":1333578.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BMW VEHICLE OWNER TRUST 2023-A","title":"BMW VEHICLE OWNER TRUST BMWOT 2023 A A3","isin":"US05592XAD21","value_usd":1281113.76,"pct_val":0.0491805,"balance":1273290.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5557","title":"FREDDIE MAC FHR 5557 FM","isin":"US3137HLZ217","value_usd":1278028.59,"pct_val":0.0490621,"balance":1273274.31,"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 2020-RPL1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A","isin":"US64828XAA19","value_usd":1277916.85,"pct_val":0.0482797,"balance":1332763.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A","isin":"XS2865669365","value_usd":1261416.1,"pct_val":0.0484244,"balance":1074442.74,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2020-B","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A","isin":"US78449XAA00","value_usd":1252219.98,"pct_val":0.0480713,"balance":1309335.96,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARMAX AUTO OWNER TRUST 2023-1","title":"CARMAX AUTO OWNER TRUST CARMX 2023 1 A3","isin":"US14318DAC39","value_usd":1241018.38,"pct_val":0.0458176,"balance":1238261.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SF+26.161/0.50 9/16/23-3Y* CME","isin":"EZ1070M87596","value_usd":1229541.41,"pct_val":0.0472007,"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":"RCKT TRUST 2025-1A","title":"RCKT TRUST RCKTL 2025 1A A 144A","isin":"US74939RAA95","value_usd":1229352.48,"pct_val":0.0471935,"balance":1225827.25,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5500","title":"FREDDIE MAC FHR 5500 FA","isin":"US3137HJAP27","value_usd":1221490.54,"pct_val":0.0468917,"balance":1216692.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A","isin":"US96042YAB92","value_usd":1217744.31,"pct_val":0.0449583,"balance":1214752.62,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA","isin":"US44891ADA25","value_usd":1209921.46,"pct_val":0.0457108,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2024-1A","title":"CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A","isin":"US16144BAB45","value_usd":1207871.59,"pct_val":0.0456334,"balance":1206221.48,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JABIL INC","title":"JABIL INC","isin":"US46652LU215","value_usd":1199659.8,"pct_val":0.0453231,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-4","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A","isin":"US89178BAA26","value_usd":1198558.2,"pct_val":0.0460113,"balance":1240840.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WXA88","value_usd":1198491.72,"pct_val":0.0442475,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":1197320.28,"pct_val":0.0459638,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROSS 2024-H4 MORTGAGE TRUST","title":"CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A","isin":"US22758HAA86","value_usd":1195308.24,"pct_val":0.0458866,"balance":1180779.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A","isin":"US74143FAA75","value_usd":1195268.9,"pct_val":0.0441286,"balance":1195378.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.79114 09/02/25-7Y* LCH","isin":"EZ3JC37DJDV5","value_usd":1178948.1,"pct_val":0.0452585,"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":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A BR 144A","isin":"XS2878983985","value_usd":1178218.49,"pct_val":0.0452305,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROVIDUS CLO V DAC 5A","title":"PROVIDUS CLO PRVD 5A AR 144A","isin":"XS3196134475","value_usd":1176205.73,"pct_val":0.0451532,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR CLO X DAC 10A","title":"CAPITAL FOUR CLO CFOUR 10A A 144A","isin":"XS3140140818","value_usd":1176148.49,"pct_val":0.045151,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1","isin":"US021464AA03","value_usd":1169940.47,"pct_val":0.0449127,"balance":1224962.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS","isin":"ZAM000722263","value_usd":1150797.83,"pct_val":0.0441779,"balance":20100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2","isin":"US03065UAB52","value_usd":1142234.9,"pct_val":0.0431536,"balance":1140000.84,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"EXTRA SPACE STORAGE LP COMPANY GUAR 07/30 5.5","isin":"US30225VAK35","value_usd":1141457.99,"pct_val":0.0431242,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY WELLS FARGO + COMPANY","isin":"US95000U3L56","value_usd":1124259.66,"pct_val":0.0424745,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR","isin":"US025816DP17","value_usd":1112884.47,"pct_val":0.0420447,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 07/30 5.033","isin":"US04685A4R91","value_usd":1108887.32,"pct_val":0.042569,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE AUTO OWNER TRUST 2024-4A","title":"CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A","isin":"US16144YAB48","value_usd":1108476.86,"pct_val":0.0409242,"balance":1106215.98,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2025-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A","isin":"US69548WAB90","value_usd":1107315.12,"pct_val":0.0425086,"balance":1099957.5,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)","title":"AMERICAN TOWER CORP SR UNSECURED 01/27 3.125","isin":"US03027XAM20","value_usd":1106893.36,"pct_val":0.0408658,"balance":1122000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HEWLETT PACKARD ENTERPRISE COMPANY","title":"HP ENTERPRISE CO HP ENTERPRISE CO","isin":"US42824CBR97","value_usd":1104579.01,"pct_val":0.0407803,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SZ10","value_usd":1104041.77,"pct_val":0.042383,"balance":1112000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-NQM1 TRUST","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM1 A1 144A","isin":"US693977AA82","value_usd":1102807.72,"pct_val":0.0423356,"balance":1089686.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE CAMPBELLS COMPANY","title":"CAMPBELL SOUP CO.","isin":"US13443CX971","value_usd":1098786.81,"pct_val":0.0405665,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5500","title":"FREDDIE MAC FHR 5500 UF","isin":"US3137HJCB13","value_usd":1078883.34,"pct_val":0.0414171,"balance":1075093.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-N1","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A3 144A","isin":"US14687QAC78","value_usd":1075565.54,"pct_val":0.0412898,"balance":1073543.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2006-HE4","title":"ACE SECURITIES CORP. ACE 2006 HE4 A2C","isin":"US00442BAD38","value_usd":1075218.74,"pct_val":0.0412765,"balance":2742805.59,"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 SECUR CORP 2004-23XS","title":"STRUCTURED ASSET SECURITIES CO SASC 2004 23XS M1","isin":"US86359BU748","value_usd":1067320.58,"pct_val":0.0409733,"balance":1021973.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GS MORTGAGE SECURITIES TRUST 2020-DUNE","title":"GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A","isin":"US36258BAA61","value_usd":1060351.33,"pct_val":0.04006,"balance":1062148.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL20 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A","isin":"US59319CAA36","value_usd":1052622.28,"pct_val":0.040409,"balance":1050000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WORLD OMNI SELECT AUTO TRUST 2024-A","title":"WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A","isin":"US98164LAB53","value_usd":1052456.65,"pct_val":0.038856,"balance":1050580.94,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ARM LOAN TRUST 2005-19XS","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1","isin":"US863579YR37","value_usd":1051558.78,"pct_val":0.0403682,"balance":1088345.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-RPL2 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1A 144A","isin":"US12656TAB44","value_usd":1023198.47,"pct_val":0.0392795,"balance":1194898.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5505","title":"FREDDIE MAC FHR 5505 AF","isin":"US3137HJ6H53","value_usd":1011368.34,"pct_val":0.0388253,"balance":1022714.33,"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 5517","title":"FREDDIE MAC FHR 5517 MF","isin":"US3137HKH720","value_usd":1010425.88,"pct_val":0.0387891,"balance":1005566.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2025-54","title":"FANNIE MAE FNR 2025 54 FM","isin":"US3136BWNW23","value_usd":1007181.15,"pct_val":0.0386646,"balance":1003408.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH","isin":"US38376RPV23","value_usd":1007086.81,"pct_val":0.038661,"balance":1001147.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SF+26.161/1.6* 7/06/23-7Y* CME","isin":"EZKVYY3W11D9","value_usd":1004660.49,"pct_val":0.037956,"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":"CGMS-2021-9A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 9A AR 144A","isin":"US14317KAQ76","value_usd":1000563.52,"pct_val":0.0384105,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYDEN 86 CLO LTD 2020-86A","title":"DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A","isin":"US26245XAY31","value_usd":1000191.28,"pct_val":0.0383962,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POST CLO 2021-1 LTD","title":"POST CLO LTD POST 2021 1A AR 144A","isin":"US73742FAJ57","value_usd":1000087.24,"pct_val":0.0383923,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP","isin":"US40460JX779","value_usd":999008.3,"pct_val":0.0368827,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPORTUN ISSUANCE TRUST 2025-1","title":"OPORTUN FUNDING LLC OPTN 2025 1 A 144A","isin":"US68377PAA49","value_usd":996411.21,"pct_val":0.0382511,"balance":995054.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY AUTO RECEIVABLES TRUST 2024-2","title":"ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3","isin":"US02007NAC20","value_usd":996007.8,"pct_val":0.0382356,"balance":994135.05,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F","isin":"US38384LA589","value_usd":986589.82,"pct_val":0.0378741,"balance":982218.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 06/27 VAR","isin":"US639057AC29","value_usd":981317.08,"pct_val":0.0362296,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653","isin":"US65535HAW97","value_usd":981115.04,"pct_val":0.0362221,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A","title":"SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A","isin":"US83406TAB89","value_usd":977301.32,"pct_val":0.0375175,"balance":1009530.9,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2006-24","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A","isin":"US23243HAA95","value_usd":975777.96,"pct_val":0.037459,"balance":1062959.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2021-R3","title":"VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A","isin":"US92538EAA55","value_usd":975756.13,"pct_val":0.0374582,"balance":1017666.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2024-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A","isin":"US17331QAD88","value_usd":968951.79,"pct_val":0.037197,"balance":963562.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACKED SEC HOME EQTY LN 2004-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2004 HE2 M1","isin":"US04541GHW50","value_usd":955172.69,"pct_val":0.036668,"balance":886309.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED REGS 03/30 0.625","isin":"XS2056400299","value_usd":951759.49,"pct_val":0.0359574,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2024-FL14 LLC","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A","isin":"US55416AAA79","value_usd":902696.07,"pct_val":0.0346535,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2017-3A","title":"VOYA CLO LTD VOYA 2017 3A A1RR 144A","isin":"US92915QBG73","value_usd":899895.69,"pct_val":0.034546,"balance":900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EXG24","value_usd":898159.68,"pct_val":0.0331595,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR","isin":"US46625HRY89","value_usd":892502.39,"pct_val":0.0337187,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2019-HY2","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A","isin":"US89177HAA05","value_usd":869491.59,"pct_val":0.0333788,"balance":853121.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQT CORPORATION","title":"EQT CORP SR UNSECURED 144A 05/26 3.125","isin":"US26884LAM19","value_usd":860217.35,"pct_val":0.0330228,"balance":865000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":850790.43,"pct_val":0.0326609,"balance":850000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A","isin":"US39571VAB45","value_usd":829200.07,"pct_val":0.0318321,"balance":825947.65,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIXTH STREET LENDING PARTNERS","title":"SIXTH STREET LENDING PAR SR UNSECURED 144A 07/30 6.125","isin":"US829932AE25","value_usd":827462.75,"pct_val":0.0305494,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR","isin":"US38141GB292","value_usd":819871.38,"pct_val":0.031474,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"UNITED STATES TREASURY BILL 04/26 0","isin":"US912797TK32","value_usd":814673.2,"pct_val":0.0312744,"balance":824000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACHV ABS TRUST 2024-3AL","title":"ACHV ABS TRUST ACHV 2024 3AL A 144A","isin":"US00092KAA25","value_usd":814281.88,"pct_val":0.0312594,"balance":805926.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2023-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A","isin":"US83207DAB47","value_usd":813330.57,"pct_val":0.0312229,"balance":804409.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPLX LP","title":"MPLX LP SR UNSECURED 03/27 4.125","isin":"US55336VAK61","value_usd":800671.25,"pct_val":0.0307369,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AG/NEW YORK BRANCH","title":"DEUTSCHE BANK NY 11/26 VAR","isin":"US251526CE71","value_usd":797106.23,"pct_val":0.0294286,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":null,"value_usd":796097.2,"pct_val":0.0305613,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR","isin":"XS2167007918","value_usd":790382.15,"pct_val":0.0298606,"balance":700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 01/27 VAR","isin":"US902613AC28","value_usd":785540.24,"pct_val":0.0296777,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5508","title":"FREDDIE MAC FHR 5508 DF","isin":"US3137HJG849","value_usd":781307.19,"pct_val":0.0299935,"balance":776804.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DELL INTERNATIONAL LLC / EMC CORP","title":"DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9","isin":"US24703TAE64","value_usd":779508.21,"pct_val":0.0287789,"balance":775000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENEL FINANCE INTERNATIONAL NV","title":"ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375","isin":"US29278GAM06","value_usd":776602.31,"pct_val":0.02934,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-9","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A","isin":"US69546QAA67","value_usd":776250.68,"pct_val":0.0297994,"balance":774053.14,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5564","title":"FREDDIE MAC FHR 5564 FB","isin":"US3137HMD238","value_usd":775362.31,"pct_val":0.0297653,"balance":771730.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A3","isin":"US07389MAC10","value_usd":774837.62,"pct_val":0.0297452,"balance":815000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDBUZZ SECURITIZATION TRUST 2025-1A","title":"LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A","isin":"US525938AC09","value_usd":772296.04,"pct_val":0.0296476,"balance":772028.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":765366.92,"pct_val":0.0293816,"balance":760265.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR","isin":"US404280CH04","value_usd":748115.23,"pct_val":0.0287193,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO MTGE BK SEC TR 2006-AR5","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 1A1","isin":"US94983RAA23","value_usd":747809.07,"pct_val":0.0287076,"balance":740959.2,"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 09/27 0.375","isin":"US91282CAL54","value_usd":742968.75,"pct_val":0.0280693,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2","isin":"US80287LAB53","value_usd":722938.35,"pct_val":0.0273126,"balance":722504.05,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3238 FN 01/48 FIXED 3.5","isin":"US31418CS476","value_usd":721964.24,"pct_val":0.0277154,"balance":767638.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI FINANCIAL GROUP INC","title":"SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP","isin":"US86562MDM91","value_usd":721344.82,"pct_val":0.0272524,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 02/31 VAR","isin":"US78017DAC20","value_usd":714667.28,"pct_val":0.0270001,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C","title":"CPS AUTO TRUST CPS 2025 C A 144A","isin":"US12634SAA50","value_usd":711207.31,"pct_val":0.0273025,"balance":709301.63,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A1 144A","isin":"US96041KAA25","value_usd":709458.86,"pct_val":0.0272353,"balance":709205.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GROUP PLC","title":"LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55","isin":"US539439AT62","value_usd":709180.29,"pct_val":0.0272247,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CONAGRA BRANDS INC","title":"CONAGRA BRANDS INC SR UNSECURED 08/30 5","isin":"US205887CK64","value_usd":708717.51,"pct_val":0.0272069,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA","isin":"US61690U8E33","value_usd":708523.87,"pct_val":0.026768,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-7","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A","isin":"US69545AAA25","value_usd":705025.78,"pct_val":0.0270652,"balance":700205.29,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK AVENUE INSTITUTIONAL ADVI 2021-1A","title":"PARK AVENUE INSTITUTIONAL ADVI PAIA 2021 1A A1AR 144A","isin":"US70015QAL23","value_usd":700523.68,"pct_val":0.0268923,"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":"HCA INC","title":"HCA INC DISC COML PAPER 02/26 ZCP","isin":null,"value_usd":697381.37,"pct_val":0.0267717,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797RX70","value_usd":696346.17,"pct_val":0.0257087,"balance":702000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 06/15/22-10Y CME","isin":"EZQ6DKJXZ1C9","value_usd":688099.82,"pct_val":0.0264154,"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":"EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4A","title":"EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2","isin":"US30166UAB61","value_usd":681789.75,"pct_val":0.025758,"balance":681362.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT TRUST 2025-1","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A","isin":"US69544NAB38","value_usd":678821.33,"pct_val":0.0260592,"balance":672842.85,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":678500,"pct_val":0.0260469,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A","isin":"US64831EAA82","value_usd":673841.5,"pct_val":0.025868,"balance":700041.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-N2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A","isin":"US14687VAB80","value_usd":665495.34,"pct_val":0.0245697,"balance":664899.99,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5510","title":"FREDDIE MAC FHR 5510 FA","isin":"US3137HJMM67","value_usd":657670.79,"pct_val":0.0252473,"balance":654350.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-6","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A","isin":"US69548KAA79","value_usd":632324.19,"pct_val":0.0242742,"balance":629138.86,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 09/29 VAR","isin":"US225401BE76","value_usd":630432.63,"pct_val":0.0238177,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FLAGSHIP CREDIT AUTO TRUST 2024-3","title":"FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A","isin":"US33843YAA55","value_usd":618195.87,"pct_val":0.0237319,"balance":618600.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125","isin":"US07274EAH62","value_usd":615891.47,"pct_val":0.0236434,"balance":607000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO/THE SR UNSECURED 05/27 6.259","isin":"US097023DP72","value_usd":615876.35,"pct_val":0.0236428,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUNDING","title":"ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38","isin":"US04685A4G37","value_usd":614401.04,"pct_val":0.0235862,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375","isin":"US345397B280","value_usd":598919.78,"pct_val":0.0221117,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 12/18/24-1Y CME","isin":"EZ8P5C2P54C9","value_usd":598774.8,"pct_val":0.0221064,"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":"HOME PARTNERS OF AMERICA TRUST 2021-2","title":"HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A","isin":"US43732VAT35","value_usd":596521.67,"pct_val":0.0228998,"balance":609207.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR","isin":"US38141GZR81","value_usd":591827.75,"pct_val":0.0223592,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARCAN-2A","title":"ARCANO EURO CLO ARCAN 2A B 144A","isin":"XS3109623846","value_usd":590405.14,"pct_val":0.022665,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BERRY GLOBAL INC","title":"BERRY GLOBAL INC SR SECURED 01/27 1.65","isin":"US08576PAF80","value_usd":584410.25,"pct_val":0.0224349,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIRIUS REAL ESTATE LIMITED","title":"SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125","isin":"XS2356076625","value_usd":580491.38,"pct_val":0.0214314,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A","title":"ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A1 144A","isin":"US039962AA36","value_usd":578493.53,"pct_val":0.0222077,"balance":578339.69,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3355","title":"FREDDIE MAC FHR 3355 BF","isin":"US31397KC909","value_usd":564906.04,"pct_val":0.0216861,"balance":563830.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"F&G GLOBAL FUNDING","title":"F+G GLOBAL FUNDING SR SECURED 144A 09/28 2","isin":"US30321L2C55","value_usd":562814.68,"pct_val":0.0216058,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2023-1A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A","isin":"US36267FAC23","value_usd":562485.93,"pct_val":0.0212507,"balance":561722.55,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 2 A3","isin":"US362583AD87","value_usd":558742.74,"pct_val":0.0206284,"balance":557682.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA","isin":"US38376RMP81","value_usd":558104.14,"pct_val":0.021425,"balance":556221.89,"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 5500","title":"FREDDIE MAC FHR 5500 QF","isin":"US3137HJBW68","value_usd":553659.71,"pct_val":0.0212544,"balance":550643.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALLY AUTO RECEIVABLES TRUST 2024-1","title":"ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A2","isin":"US02008FAB04","value_usd":538172.84,"pct_val":0.0203322,"balance":537893.35,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 082793 G2 04/41 FLOATING VAR","isin":"US36225FC725","value_usd":538109.15,"pct_val":0.0206574,"balance":525873.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A","isin":"US64032PAB85","value_usd":531579.12,"pct_val":0.0204067,"balance":510253.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3276 FN 02/48 FIXED 3.5","isin":"US31418CUA07","value_usd":531271.43,"pct_val":0.0203949,"balance":565214.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A","isin":"US64032PAA03","value_usd":521494.83,"pct_val":0.0200196,"balance":510253.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GE HEALTHCARE TECHNOLOGIES INC","title":"GE HEALTHCARE TECH INC GE HEALTHCARE TECH INC","isin":"US36266GAA58","value_usd":507473.49,"pct_val":0.0191723,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 07/28 VAR","isin":"US025816DV84","value_usd":506932.66,"pct_val":0.0191519,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI CAPITAL AMERICA","title":"HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 VAR","isin":"US44891AEB98","value_usd":503933.43,"pct_val":0.0193455,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIR LEASE CORPORATION","title":"AIR LEASE CORP DISC COML PAPER 10/25 ZCP","isin":"US00913WX265","value_usd":499875.1,"pct_val":0.0184551,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1","title":"FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A","isin":"US35105AAB35","value_usd":498217.31,"pct_val":0.019126,"balance":496553.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MOUNTAIN VIEW CLO LLC 2017-2A","title":"MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A","isin":"US62432LAL53","value_usd":493439.35,"pct_val":0.0186421,"balance":493129.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3414 FN 07/48 FIXED 3.5","isin":"US31418CYL26","value_usd":493114.22,"pct_val":0.0189301,"balance":524411.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PAGAYA AI DEBT GRANTOR TRUST 2024-5","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A","isin":"US69544LAA98","value_usd":493067.97,"pct_val":0.0189283,"balance":490148.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-N3","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A","isin":"US14686RAA05","value_usd":488538.48,"pct_val":0.018457,"balance":487664.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DAE FUNDING LLC","title":"DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375","isin":"US23371DAG97","value_usd":487374.91,"pct_val":0.0187098,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFRF USD SF+26.161/2.00 01/15/20-10Y LCH","isin":"EZJTYQ8GXKP4","value_usd":486259.8,"pct_val":0.018667,"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":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 07/27 VAR","isin":"US06051GJS93","value_usd":486092.08,"pct_val":0.0183645,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T MOBILE USA INC COMPANY GUAR 04/30 3.875","isin":"US87264ABF12","value_usd":485761.84,"pct_val":0.0183521,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR","isin":"US38141GYM04","value_usd":484259.46,"pct_val":0.0182953,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2004-WMC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1","isin":"US61746RHS31","value_usd":482543.74,"pct_val":0.0185243,"balance":473121.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRICOLOR AUTO SECURITIZATION TRUST 2024-1","title":"TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A","isin":"US89616LAA08","value_usd":472848.78,"pct_val":0.0178642,"balance":470638.38,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACHV ABS TRUST 2024-2PL","title":"ACHV ABS TRUST ACHV 2024 2PL A 144A","isin":"US00092HAA95","value_usd":472514.69,"pct_val":0.0181393,"balance":469699.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5446 FN 08/54 FIXED 6.5","isin":"US31418FBQ90","value_usd":439204.74,"pct_val":0.0168606,"balance":422521.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VENTURE 36 CLO LTD","title":"VENTURE CDO LTD VENTR 2019 36A A1AR 144A","isin":"US92332LAU35","value_usd":431864.87,"pct_val":0.0165788,"balance":431573.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAD TR 2006-1","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A","isin":"US542514RH93","value_usd":421284.89,"pct_val":0.0161727,"balance":424031.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35","isin":"US345397C353","value_usd":417787.69,"pct_val":0.0160384,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)","title":"VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75","isin":"US92858RAD26","value_usd":417340,"pct_val":0.0160212,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A","isin":"US17311BAS25","value_usd":415687.24,"pct_val":0.0159578,"balance":733773.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LINCOLN FINANCIAL GLOBAL FUNDING","title":"LINCOLN FIN GLBL FUNDING SECURED 144A 01/30 5.3","isin":"US53359KAA97","value_usd":414297.07,"pct_val":0.0159044,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A","isin":"XS2878983712","value_usd":411048.74,"pct_val":0.0157797,"balance":349582.54,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC BARCLAYS PLC","isin":"US06738ECP88","value_usd":407719.82,"pct_val":0.0154036,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENSKY HOME IMPROVEMENT TRUST 2024-1","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A","isin":"US39571MAB46","value_usd":402513.33,"pct_val":0.015452,"balance":400779.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2004-W9","title":"ARGENT SECURITIES INC. ARSI 2004 W9 M1","isin":"US040104LB54","value_usd":398872.55,"pct_val":0.0153123,"balance":379173.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271","isin":"US345397A456","value_usd":398071.67,"pct_val":0.0152815,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125","isin":"US345397A860","value_usd":396926.82,"pct_val":0.0152376,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65","isin":"US842400GJ61","value_usd":395572.6,"pct_val":0.0151856,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC-3891","title":"FREDDIE MAC FHR 3891 BF","isin":"US3137ADTZ01","value_usd":389618.37,"pct_val":0.014957,"balance":391310.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":375942.25,"pct_val":0.0138795,"balance":319917.86,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9","isin":"US345397B512","value_usd":375220.46,"pct_val":0.0141758,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A","isin":"US78435VAC63","value_usd":372369.33,"pct_val":0.0142948,"balance":370014.74,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2024-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2","isin":"US14688PAB04","value_usd":369566.98,"pct_val":0.0136442,"balance":369343.23,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO X BV 10A","title":"ARES EUROPEAN CLO ARESE 10A AR 144A","isin":"XS2347648961","value_usd":369380.25,"pct_val":0.0141801,"balance":314105.71,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"T-MOBILE USA INC","title":"T MOBILE USA INC COMPANY GUAR 02/31 2.875","isin":"US87264ABT16","value_usd":364250.44,"pct_val":0.0137614,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08","isin":"ZAM000713171","value_usd":360091.54,"pct_val":0.0138235,"balance":6200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XVI DAC 16A","title":"HARVEST CLO HARVT 16A ARR 144A","isin":"XS2304366656","value_usd":353207.6,"pct_val":0.0130402,"balance":300591.49,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 42A LTD","title":"KKR FINANCIAL CLO LTD KKR 42A AR 144A","isin":"US48255EAJ91","value_usd":350262.5,"pct_val":0.0134462,"balance":350000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAIRN CLO X BV 18-10A","title":"CAIRN CLO BV CRNCL 2018 10A AR 144A","isin":"XS2350603374","value_usd":349024.48,"pct_val":0.0133987,"balance":296771.74,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2010-109","title":"FANNIE MAE FNR 2010 109 N","isin":"US31398NRZ95","value_usd":341285.4,"pct_val":0.0131016,"balance":353511.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERA COMMERCIAL MORTGAGE 2021-FL1","title":"HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A","isin":"US42704RAA95","value_usd":339927.23,"pct_val":0.0128424,"balance":339740.79,"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 2005-24","title":"COUNTRYWIDE HOME LOANS CWHL 2005 24 A7","isin":"US126694JX71","value_usd":338767.8,"pct_val":0.0130049,"balance":678826.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A1","isin":"US126670KK30","value_usd":336237.47,"pct_val":0.0129078,"balance":365889.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2004-3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 2A","isin":"US1266714M54","value_usd":332073.12,"pct_val":0.0127479,"balance":339422.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":322535.46,"pct_val":0.0119078,"balance":325000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-OPT3","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1","isin":"US40430HFN35","value_usd":322299.29,"pct_val":0.0123727,"balance":329711.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"SOUTH AFRICAN T BILLS BILLS 05/26 0.00000","isin":"ZAM000705276","value_usd":318547.25,"pct_val":0.0122287,"balance":5400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACCUNIA EUROPEAN CLO I DAC 1A","title":"ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A","isin":"XS1966591452","value_usd":318473.58,"pct_val":0.0117578,"balance":271118.01,"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 3368","title":"FREDDIE MAC FHR 3368 AF","isin":"US31397KL827","value_usd":313438.84,"pct_val":0.0120326,"balance":312637.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN MORTGAGE TRUST 2007-5","title":"LEHMAN MORTGAGE TRUST LMT 2007 5 4A2","isin":"US52521RBH30","value_usd":313127.7,"pct_val":0.0120206,"balance":496255.91,"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":"317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909","isin":"EZNS0DXY2FW3","value_usd":313084.2,"pct_val":0.012019,"balance":462800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A","isin":"XS2350015942","value_usd":312825.4,"pct_val":0.012009,"balance":266039.38,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENERGY TRANSFER LP","title":"ENERGY TRANSFER LP SR UNSECURED 04/30 5.2","isin":"US29273VBD10","value_usd":309222.98,"pct_val":0.0118707,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA","title":"BPCE SA BPCE SA","isin":"US05571AAT25","value_usd":304386.83,"pct_val":0.0114997,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2018-27","title":"FANNIE MAE FNR 2018 27 WF","isin":"US3136B1M358","value_usd":303789.6,"pct_val":0.0116621,"balance":308792.47,"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 INV 2006-OPT1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A2C","isin":"US59022VAD38","value_usd":303781.94,"pct_val":0.0116619,"balance":314845.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QX4071 FR 01/55 FIXED 6","isin":"US31425YQZ33","value_usd":303341.29,"pct_val":0.0116449,"balance":290032.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7","isin":"US842400HQ95","value_usd":302527.53,"pct_val":0.0116137,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC","title":"A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP","isin":"US40460JX100","value_usd":299957.79,"pct_val":0.0110742,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 01/26 ZCP","isin":null,"value_usd":299121.54,"pct_val":0.0114829,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BACARDI-MARTINI BV","title":"BACARDI MARTINI B V","isin":"US05634EXW73","value_usd":298839.99,"pct_val":0.011033,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARLEY-DAVIDSON FINANCIAL SERVICES INC","title":"HARLEY DAVIDSON FND CP","isin":"US41282JZ201","value_usd":297666.9,"pct_val":0.0109897,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2024-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A","isin":"US17331QAB23","value_usd":296146.87,"pct_val":0.0111884,"balance":295906.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815","isin":"US345397YT41","value_usd":295571.66,"pct_val":0.0113467,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3360","title":"FREDDIE MAC FHR 3360 FC","isin":"US31397KE319","value_usd":295223.28,"pct_val":0.0113333,"balance":294463.89,"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 G08789 FG 11/47 FIXED 4","isin":"US3128MJ2X72","value_usd":290893.66,"pct_val":0.0111671,"balance":299609.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-59","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1","isin":"US31394PPQ09","value_usd":285005.81,"pct_val":0.0109411,"balance":276052.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":281170.75,"pct_val":0.0107938,"balance":284000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 10/27 0.5","isin":"US91282CAU53","value_usd":278671.88,"pct_val":0.0105282,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A","title":"EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3","isin":"US30167PAC41","value_usd":273988.15,"pct_val":0.0103513,"balance":273811.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO I DAC 1A","title":"INVESCO EURO CLO INVSC 1A A1R 144A","isin":"XS2301385832","value_usd":270913.38,"pct_val":0.0104001,"balance":230406.57,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","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":264897.95,"pct_val":0.0101691,"balance":264572.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A","isin":"US12670FAA84","value_usd":260191.05,"pct_val":0.0099884,"balance":288626.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3360","title":"FREDDIE MAC FHR 3360 FB","isin":"US31397KE236","value_usd":258937.89,"pct_val":0.0099403,"balance":258718.86,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A","isin":"US76089RAA23","value_usd":251979.71,"pct_val":0.0096732,"balance":251568.19,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DT AUTO OWNER TRUST 2023-3A","title":"DT AUTO OWNER TRUST DTAOT 2023 3A A 144A","isin":"US23345WAA36","value_usd":250116.13,"pct_val":0.0094494,"balance":249925.64,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LX CLO LTD 60A","title":"ARES CLO LTD ARES 2021 60A AR 144A","isin":"US04018FAJ75","value_usd":250076.54,"pct_val":0.0096002,"balance":250000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK","isin":"US38376RRL23","value_usd":249781.27,"pct_val":0.0095888,"balance":248171.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 04/31 VAR","isin":"US225401AP33","value_usd":244864.48,"pct_val":0.009251,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRICOLOR AUTO SECURITIZATION TRUST 2024-2","title":"TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A","isin":"US89616PAA12","value_usd":244429.19,"pct_val":0.0092345,"balance":243649.61,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2005-HE5","title":"GSAMP TRUST GSAMP 2005 HE5 M4","isin":"US362341ZE23","value_usd":241508.39,"pct_val":0.0092712,"balance":244577.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ISRAEL GOVT","title":"ISRAEL FIXED BOND BONDS 08/25 1.75","isin":"IL0011355570","value_usd":240016.63,"pct_val":0.0090678,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A","isin":"US96042YAC75","value_usd":236433.15,"pct_val":0.0090764,"balance":236367.16,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4","title":"BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2","isin":"US10806EAB02","value_usd":235273.02,"pct_val":0.0090319,"balance":235225.69,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES L CLO LTD 2018-50A","title":"ARES CLO LTD ARES 2018 50A AR 144A","isin":"US04018LAJ44","value_usd":233925.95,"pct_val":0.0088377,"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":"ACHV ABS TRUST 2024-1PL","title":"ACHV ABS TRUST ACHV 2024 1PL A 144A","isin":"US00092BAA26","value_usd":233879.79,"pct_val":0.0089784,"balance":232679.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M&T BANK AUTO RECEIVABLES TRUST 2024-1A","title":"M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A","isin":"US55286TAB17","value_usd":233798.94,"pct_val":0.0086317,"balance":233441.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","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 A2R 144A","isin":"XS2341634009","value_usd":231933.13,"pct_val":0.0085628,"balance":199106.48,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3442 FN 08/48 FIXED 3.5","isin":"US31418CZG22","value_usd":231373.74,"pct_val":0.0088822,"balance":247033.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SIRIUS REAL ESTATE LIMITED","title":"SIRIUS REAL ESTATE LTD SR UNSECURED REGS 11/28 1.75","isin":"XS2412732708","value_usd":226095.27,"pct_val":0.0086795,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2024-1","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A","isin":"US37988XAB10","value_usd":224041.67,"pct_val":0.0086007,"balance":222512.83,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":223940.42,"pct_val":0.0085968,"balance":190436.46,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2005-15","title":"GSAA HOME EQUITY TRUST GSAA 2005 15 2A2","isin":"US362341D712","value_usd":221091.53,"pct_val":0.0084875,"balance":696539.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REACH ABS TRUST 2025-1A","title":"REACH FINANCIAL LLC REACH 2025 1A A 144A","isin":"US75525PAA03","value_usd":218736.56,"pct_val":0.0083971,"balance":218047.18,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":215655.42,"pct_val":0.0082788,"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":"CATAMARAN CLO LTD 2014-1A","title":"CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A","isin":"US14889DAJ72","value_usd":213587.92,"pct_val":0.0078855,"balance":213321.27,"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-AHL3","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A","isin":"US17312GAA94","value_usd":212652.77,"pct_val":0.0081635,"balance":299193.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":212501.71,"pct_val":0.0080283,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GREENSKY HOME IMPROVEMENT TRUST 2024-2","title":"GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A","isin":"US39571XAB01","value_usd":207763.91,"pct_val":0.0079758,"balance":207198.18,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REACH ABS TRUST 2024-1A","title":"REACH FINANCIAL LLC REACH 2024 1A A 144A","isin":"US75526PAA93","value_usd":207199.39,"pct_val":0.0076497,"balance":206895.65,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS PLN 4.13600 09/30/25-4Y* CME","isin":"EZL7ZW3GLYK0","value_usd":206736.04,"pct_val":0.0079364,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CPS AUTO RECEIVABLES TRUST 2024-A","title":"CPS AUTO TRUST CPS 2024 A A 144A","isin":"US22411CAA80","value_usd":203643.01,"pct_val":0.0076936,"balance":203438.35,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMMONS FINANCIAL GROUP GLOBAL FUNDING","title":"SAMMONS FINANCIAL GLOBAL SECURED 144A 06/30 4.95","isin":"US79587J2C65","value_usd":203018.71,"pct_val":0.0077937,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE INC CROWN CASTLE INC","isin":"US22822VBF76","value_usd":201898.76,"pct_val":0.0076277,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95","isin":"US345397D260","value_usd":201777.2,"pct_val":0.007746,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAXTER INTERNATIONAL INC","title":"BAXTER INTERNATIONAL INC SR UNSECURED 12/30 4.9","isin":"US071813DD83","value_usd":201640.87,"pct_val":0.0077408,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A","isin":"US78435VAB80","value_usd":200613.3,"pct_val":0.0075792,"balance":200497.53,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 01/26 4.375","isin":"US06738EAN58","value_usd":199873.94,"pct_val":0.0075512,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-2","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A","isin":"US12668NAA54","value_usd":198832.12,"pct_val":0.0076329,"balance":220942.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR","isin":"US31300MNY56","value_usd":194587.97,"pct_val":0.00747,"balance":186194.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIQUEST MTGE SECURITIES INC 2004-R12","title":"AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2","isin":"US03072SXE08","value_usd":190647.74,"pct_val":0.0073188,"balance":184221.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2021-R3","title":"VERUS SECURITIZATION TRUST VERUS 2021 R3 A3 144A","isin":"US92538EAC12","value_usd":184988.96,"pct_val":0.0071015,"balance":193901.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9","isin":"US345397B934","value_usd":181917.01,"pct_val":0.0068728,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.37500 03/31/26-4Y* LCH","isin":"EZVRWDWJTZF7","value_usd":178018.12,"pct_val":0.0068339,"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 SF+26.161/1.2* 07/21/21-10Y LCH","isin":"EZZMCMLRYMY7","value_usd":177363.08,"pct_val":0.0068088,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 4638","title":"FREDDIE MAC FHR 4638 FA","isin":"US3137BTH385","value_usd":165253.83,"pct_val":0.0063439,"balance":166860.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.01100 10/20/25-3Y* CME","isin":"EZ3N44WNYPS9","value_usd":161201.32,"pct_val":0.0061883,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"AVOLON HOLDINGS FUNDING LIMITED","title":"AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/26 2.125","isin":"US05401AAM36","value_usd":160485.84,"pct_val":0.0061609,"balance":161000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RT MTGE LN 2005-18","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1","isin":"US863579XK92","value_usd":156100.14,"pct_val":0.0059925,"balance":176521.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRB SECURITIZATION TRUST 2023-1","title":"CRB SECURITIZATION TRUST CRB 2023 1 A 144A","isin":"US12670DAA37","value_usd":151852.88,"pct_val":0.0056063,"balance":151620.69,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ7493 FN 12/26 FIXED 3","isin":"US3138E0KF52","value_usd":149505.8,"pct_val":0.0057394,"balance":150544.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 06/21/23-7Y CME","isin":"EZWF2F56KP17","value_usd":139780.7,"pct_val":0.0052809,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC 3404","title":"FREDDIE MAC FHR 3404 AF","isin":"US31397PST83","value_usd":136801.53,"pct_val":0.0052517,"balance":135795.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2","title":"LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A","isin":"US52607QAA85","value_usd":125050.19,"pct_val":0.0046168,"balance":125682.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GPMT LLC 2021-FL3","title":"GPMT LTD. GPMT 2021 FL3 A 144A","isin":"US36264BAA89","value_usd":124872.63,"pct_val":0.0047937,"balance":124882.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2021-R3","title":"VERUS SECURITIZATION TRUST VERUS 2021 R3 A2 144A","isin":"US92538EAB39","value_usd":123473.24,"pct_val":0.00474,"balance":129267.87,"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 GROUP AG","title":"CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG","isin":null,"value_usd":118000,"pct_val":0.0045299,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG","isin":null,"value_usd":118000,"pct_val":0.0045299,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.57125 05/16/25-5Y LCH","isin":"EZ4DL37DCX93","value_usd":117958.1,"pct_val":0.0044565,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ7522 FN 01/27 FIXED 3","isin":"US3138E0LC13","value_usd":113065.59,"pct_val":0.0043405,"balance":113818.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1","isin":"US07384MZV70","value_usd":111519.95,"pct_val":0.0042811,"balance":112113.25,"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 2.556 05/15/25-5Y LCH","isin":"EZT0LZG2DLG3","value_usd":108165.7,"pct_val":0.0040865,"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":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65","isin":"US842400HY20","value_usd":103604.28,"pct_val":0.0039773,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2007-FS1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A","isin":"US17313EAA38","value_usd":102824.38,"pct_val":0.0039473,"balance":105566.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY MORGAN STANLEY","isin":"US61747YFP51","value_usd":102259.53,"pct_val":0.0038634,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.25000 12/20/23-2Y CME","isin":"EZM7XR6RB2D5","value_usd":102094.03,"pct_val":0.0037692,"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":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/30 VAR","isin":"US38141GB607","value_usd":101392.45,"pct_val":0.0038923,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DTE ENERGY COMPANY","title":"DTE ENERGY CO DTE ENERGY CO","isin":"US233331BM83","value_usd":101196.6,"pct_val":0.0038232,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY BANK NA","title":"MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA","isin":"US61690U8A11","value_usd":100837.43,"pct_val":0.0038096,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2","isin":"US842400GV99","value_usd":99641.39,"pct_val":0.0038251,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR","isin":"US95000U2A01","value_usd":98499.18,"pct_val":0.0037213,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1","isin":"US07402FAA30","value_usd":97019.35,"pct_val":0.0037245,"balance":137335.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A2 144A","isin":"US64831EAB65","value_usd":96313.77,"pct_val":0.0036974,"balance":100263.18,"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 BJ3996 FN 02/48 FIXED 3.5","isin":"US3140H5NN79","value_usd":95248.52,"pct_val":0.0036565,"balance":101214.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.32500 12/01/25-4Y* LCH","isin":"EZD4QQ5SVJH5","value_usd":94212,"pct_val":0.0034782,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS  STRUC PROD INC 2007-R6","title":"BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1","isin":"US07402FAC95","value_usd":91569.46,"pct_val":0.0035153,"balance":115161.49,"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":"INF SWAP US IT 2.433 04/10/25-5Y LCH","isin":"EZZVFC7VH388","value_usd":90091.03,"pct_val":0.0034036,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC REMICS 3376","title":"FREDDIE MAC FHR 3376 FD","isin":"US31397KZG92","value_usd":86426.53,"pct_val":0.0033178,"balance":86234.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL5548 FN 05/38 FLOATING VAR","isin":"US3138ENEW53","value_usd":85682.78,"pct_val":0.0032893,"balance":82122.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE","isin":"US38376RRG38","value_usd":82705.03,"pct_val":0.003175,"balance":82034.14,"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 G04614 FG 02/34 FIXED 6","isin":"US3128M6N790","value_usd":81580.83,"pct_val":0.0031318,"balance":78533.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1","title":"BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3","isin":"US107933AC76","value_usd":79033.46,"pct_val":0.0029179,"balance":78971.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-96","title":"FANNIE MAE FNR 2007 96 AF","isin":"US31396XNT71","value_usd":72427.79,"pct_val":0.0027804,"balance":72242.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":69363.53,"pct_val":0.0026628,"balance":71941.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A3 144A","isin":"US64831EAC49","value_usd":68726.02,"pct_val":0.0026383,"balance":71616.56,"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 03/26 0.00000","isin":"US912797TB33","value_usd":68409.32,"pct_val":0.0026262,"balance":69000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/20/23-7Y CME","isin":"EZPR4RDSDSJ6","value_usd":67715.44,"pct_val":0.0025583,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR8","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A","isin":"US86359LRW18","value_usd":67412.54,"pct_val":0.0025879,"balance":78656.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 4559","title":"FREDDIE MAC FHR 4559 AF","isin":"US3137BNCR31","value_usd":66973.24,"pct_val":0.002571,"balance":66779.06,"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 847415 FH 06/35 FLOATING VAR","isin":"US3128JRGY60","value_usd":65886.56,"pct_val":0.0025293,"balance":63376.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE8","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1","isin":"US61750SAA06","value_usd":63764.44,"pct_val":0.0024478,"balance":70537.83,"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 2006-HE4","title":"GSAMP TRUST GSAMP 2006 HE4 A1","isin":"US362439AA94","value_usd":61424.92,"pct_val":0.002358,"balance":62098.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE-2005-75","title":"FANNIE MAE FNR 2005 75 AF","isin":"US31394FAF27","value_usd":61040.29,"pct_val":0.0023433,"balance":61525.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3","isin":"US86359LPF03","value_usd":60241.49,"pct_val":0.0023126,"balance":60761.25,"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 2016-H04","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB","isin":"US38376RRA67","value_usd":59436.03,"pct_val":0.0022817,"balance":59203.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL6 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A","isin":"US55283TAA60","value_usd":58166.95,"pct_val":0.0021475,"balance":58078.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT3","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT3 M1","isin":"US83611MGU62","value_usd":56436.66,"pct_val":0.0021665,"balance":56441.34,"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":"LONG GILT FUTURE  MAR26 IFLL 20260327","isin":"GB00N0Y66697","value_usd":53813.33,"pct_val":0.0020658,"balance":207,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2003-25","title":"FANNIE MAE FNR 2003 25 KP","isin":"US31393APU50","value_usd":53805.26,"pct_val":0.0020655,"balance":53664.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002 AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A","isin":"US929227LE40","value_usd":53499.95,"pct_val":0.0020538,"balance":54733.25,"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   DEC25 XEUR 20251208","isin":"DE000F1ZLHR4","value_usd":43639.67,"pct_val":0.0016111,"balance":-303,"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":"BANK OF AMERICA CORPORATION SNR S* ICE","isin":"EZJY8RTJK2L1","value_usd":43633.21,"pct_val":0.001675,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"THEOREM FUNDING TRUST 2023-1A","title":"THEOREM FUNDING TRUST THRM 2023 1A A 144A","isin":"US88338QAA85","value_usd":41672.51,"pct_val":0.0015385,"balance":41623.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MTGE LOAN TRUST 2004-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1","isin":"US542514HN71","value_usd":40680.04,"pct_val":0.0015617,"balance":41550.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2009-99","title":"FANNIE MAE FNR 2009 99 FC","isin":"US31398F4R97","value_usd":39702.5,"pct_val":0.0015241,"balance":39431.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4012 FN 02/48 FIXED 3.5","isin":"US3140H5N645","value_usd":39313.47,"pct_val":0.0015092,"balance":41992.65,"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 INVS 2005-A10","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A","isin":"US59020UZ656","value_usd":39060.37,"pct_val":0.0014995,"balance":39435.86,"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 MTGE INV 1999-1","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A","isin":"US86358HGW34","value_usd":37795.7,"pct_val":0.0014509,"balance":38761.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCCU AUTO RECEIVABLES TRUST 2024-1A","title":"SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A","isin":"US78436RAC43","value_usd":37571.86,"pct_val":0.0014423,"balance":37542.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3609","title":"FREDDIE MAC FHR 3609 F","isin":"US31398LN381","value_usd":37463.46,"pct_val":0.0014382,"balance":37317.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2001-HE17","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1","isin":"US22540A7A01","value_usd":33977.37,"pct_val":0.0013044,"balance":34192.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPECIALTY UNDERWRITING & RESID 2005-BC2","title":"SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3","isin":"US84751PFW41","value_usd":33516.54,"pct_val":0.0012867,"balance":33577.71,"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":"MORGAN STANLEY SNR S* ICE","isin":"EZ95R0LYJLM3","value_usd":33315.85,"pct_val":0.00123,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FREDDIE MAC-3372","title":"FREDDIE MAC FHR 3372 F","isin":"US31397KQ610","value_usd":33123.68,"pct_val":0.0012716,"balance":33162.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MORGAN STANLEY SNR S* ICE","isin":"EZDBN83SBDY5","value_usd":33029.68,"pct_val":0.001268,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BLACK DIAMOND CLO 2017-2 DAC","title":"BLACK DIAMOND CLO BLACK 2017 2A A1 144A","isin":"XS1713075973","value_usd":32913.11,"pct_val":0.0012151,"balance":28019.12,"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-3271","title":"FREDDIE MAC FHR 3271 FA","isin":"US31397FFJ66","value_usd":32225,"pct_val":0.0012371,"balance":32547.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE FUNDING MORTGAGE LOAN AS 2002-4","title":"CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1","isin":"US161546DQ65","value_usd":32166.34,"pct_val":0.0012348,"balance":32064.41,"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 2009-87","title":"FANNIE MAE FNR 2009 87 FX","isin":"US31398FM575","value_usd":31701.77,"pct_val":0.001217,"balance":31613.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 758900 FN 12/33 FLOATING VAR","isin":"US31403VDD82","value_usd":31486.18,"pct_val":0.0012087,"balance":30640.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-7","title":"BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1","isin":"US07386HVS74","value_usd":30656.58,"pct_val":0.0011769,"balance":57411.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-65","title":"FANNIE MAE FNR 2007 65 KF","isin":"US31396WLX29","value_usd":30422.44,"pct_val":0.0011679,"balance":30698.93,"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":"317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909","isin":"EZK46XYWDST4","value_usd":30036.6,"pct_val":0.0011531,"balance":44400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2007-4","title":"FANNIE MAE FNR 2007 4 DF","isin":"US31396PMC22","value_usd":28738.58,"pct_val":0.0011032,"balance":28951.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":25034.46,"pct_val":0.000961,"balance":25718.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 844532 FN 11/35 FLOATING VAR","isin":"US31407YHH53","value_usd":25021.75,"pct_val":0.0009606,"balance":24604.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG40 5Y ICE","isin":"EZY2QJ3Z39M5","value_usd":24757.47,"pct_val":0.0009353,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.371 04/10/25-10Y LCH","isin":"EZXLF5NS1H20","value_usd":23908.69,"pct_val":0.0009033,"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":"WASHINGTON MUTUAL 2002-AR6","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A","isin":"US929227QB55","value_usd":23855.84,"pct_val":0.0009158,"balance":25176.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2018-1","title":"TOWD POINT MORTGAGE TRUST TPMT 2018 1 A1 144A","isin":"US89176EAA82","value_usd":23632.81,"pct_val":0.0009072,"balance":23758.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A","isin":"US22540VK434","value_usd":23620.43,"pct_val":0.0009068,"balance":24326.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AFC HOME EQUITY LOAN TR 1998-2","title":"AFC HOME EQUITY LOAN TRUST AFC 1998 2 2A","isin":"US00105HDN35","value_usd":23532.37,"pct_val":0.0009034,"balance":23776.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2011-60","title":"FANNIE MAE FNR 2011 60 OA","isin":"US31397U3F44","value_usd":22559.38,"pct_val":0.000866,"balance":25767.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG41 5Y ICE","isin":"EZG1MXP5KL27","value_usd":22008.27,"pct_val":0.0008315,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"VENTURE XXVII CLO LTD 2017-27A","title":"VENTURE CDO LTD VENTR 2017 27A AR 144A","isin":"US92331LBC37","value_usd":21962.02,"pct_val":0.0008431,"balance":21935.01,"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 2009-111","title":"FANNIE MAE FNR 2009 111 FE","isin":"US31398GRA93","value_usd":21575.05,"pct_val":0.0008282,"balance":21482.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX EM36 ICE","isin":"EZ6MPW8FKYP3","value_usd":21463.02,"pct_val":0.0008109,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2009-47","title":"FANNIE MAE FNR 2009 47 FA","isin":"US31396QFA22","value_usd":19949.35,"pct_val":0.0007658,"balance":19760.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAMP TRUST 2004-WF","title":"GSAMP TRUST GSAMP 2004 WF M2","isin":"US36242DKL63","value_usd":19934.4,"pct_val":0.0007653,"balance":19475.25,"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":"317UA27A8 PIMCO SWAPTION 2.5 CALL USD 20260213","isin":"EZFBF9WMNRC4","value_usd":16940.4,"pct_val":0.0006503,"balance":1114500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ3935 FN 12/47 FIXED 3.5","isin":"US3140H5LR02","value_usd":16631.2,"pct_val":0.0006385,"balance":17752.78,"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 2009-111","title":"FANNIE MAE FNR 2009 111 FC","isin":"US31398GQS11","value_usd":16221.72,"pct_val":0.0006227,"balance":16152.54,"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":14085.24,"pct_val":0.0005407,"balance":14226.21,"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 2007-14","title":"FANNIE MAE FNR 2007 14 F","isin":"US31396PZS37","value_usd":13677.05,"pct_val":0.000525,"balance":13816.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO PRV SHORT TERM FLT III MUTUAL FUND","isin":"US72201W1541","value_usd":13223.22,"pct_val":0.0005076,"balance":1357.48,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC 3597","title":"FREDDIE MAC FHR 3597 FC","isin":"US31398L5U81","value_usd":12275.74,"pct_val":0.0004713,"balance":12179.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  DEC25 IFLL 20251229","isin":"GB00MW9TYF35","value_usd":12067.77,"pct_val":0.0004455,"balance":21,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2007-42","title":"FANNIE MAE FNR 2007 42 AF","isin":"US31396VN533","value_usd":11877.57,"pct_val":0.000456,"balance":12039.45,"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 2004-11","title":"FANNIE MAE FNR 2004 11 A","isin":"US31393T7H31","value_usd":11819.85,"pct_val":0.0004538,"balance":11837.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2006-AR1","title":"GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1","isin":"US3623414A44","value_usd":11381.5,"pct_val":0.0004369,"balance":12055.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE7","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP","isin":"US61750MAB19","value_usd":11021.33,"pct_val":0.0004231,"balance":25609.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":10460.86,"pct_val":0.0004016,"balance":10783.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91238 FG 01/29 FIXED 5","isin":"US3128P7LT89","value_usd":9605.21,"pct_val":0.0003687,"balance":9599.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZZVSNMRWDZ0","value_usd":9502.07,"pct_val":0.0003648,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-SCHATZ FUT   MAR26 XEUR 20260306","isin":"DE000F2MGDE7","value_usd":9087.21,"pct_val":0.0003488,"balance":-182,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080092 G2 07/27 FLOATING VAR","isin":"US36225CC615","value_usd":8861.09,"pct_val":0.0003402,"balance":8851.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 544861 FN 12/36 FLOATING VAR","isin":"US31385HJE36","value_usd":8401.98,"pct_val":0.0003225,"balance":8293.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE","isin":"EZ5V3TFCL6Q7","value_usd":7873.68,"pct_val":0.0003023,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"DE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BJ4916 FN 03/48 FIXED 3.5","isin":"US3140H6PA14","value_usd":7662.3,"pct_val":0.0002941,"balance":8156.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 795297 FN 07/44 FLOATING VAR","isin":"US31405PRS10","value_usd":7647.91,"pct_val":0.0002936,"balance":7610.94,"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 3439","title":"FREDDIE MAC FHR 3439 FN","isin":"US31397TAL61","value_usd":7520.92,"pct_val":0.0002887,"balance":7598.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRIME MORTGAGE TRUST 2004-CL1","title":"PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2","isin":"US74160MDL37","value_usd":7449.25,"pct_val":0.000286,"balance":7823.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":6708.39,"pct_val":0.0002575,"balance":6606.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 544860 FN 09/34 FLOATING VAR","isin":"US31385HJD52","value_usd":6654.05,"pct_val":0.0002554,"balance":6693,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ARM 2003-1","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1","isin":"US07384MTN29","value_usd":6436.8,"pct_val":0.0002471,"balance":6390.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080156 G2 01/28 FLOATING VAR","isin":"US36225CE694","value_usd":5262.82,"pct_val":0.000202,"balance":5277.57,"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 2007-14","title":"FANNIE MAE FNR 2007 14 FB","isin":"US31396PZU82","value_usd":5063.76,"pct_val":0.0001944,"balance":5117.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":4547.38,"pct_val":0.0001679,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91222 FG 12/28 FIXED 5","isin":"US3128P7LB71","value_usd":3930.62,"pct_val":0.0001509,"balance":3904.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1","isin":"US07384MZQ85","value_usd":3838.32,"pct_val":0.0001473,"balance":3890.31,"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":"DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE","isin":"EZ3G5KGG4B32","value_usd":3674.74,"pct_val":0.0001411,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"DE","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080060 G2 04/27 FLOATING VAR","isin":"US36225CB625","value_usd":3645.08,"pct_val":0.0001399,"balance":3638,"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 080143 G2 12/27 FLOATING VAR","isin":"US36225CER34","value_usd":3612.33,"pct_val":0.0001387,"balance":3582.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZW8XKN63668","value_usd":2793.12,"pct_val":0.0001072,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.76000 04/09/25-4Y* CME","isin":"EZ8RRKWFNPF8","value_usd":2565.51,"pct_val":0.0000969,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C01615 FG 08/33 FIXED 6","isin":"US31292HYL22","value_usd":2503.41,"pct_val":0.0000961,"balance":2431.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91161 FG 02/28 FIXED 5","isin":"US3128P7JE49","value_usd":2097.04,"pct_val":0.0000805,"balance":2079.92,"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 01/26 0.00000","isin":"US912797SH12","value_usd":1995.11,"pct_val":0.0000766,"balance":2000,"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":"CITIGROUP INC SNR S* ICE","isin":"EZTMDCCJ4036","value_usd":1918.17,"pct_val":0.0000708,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 536234 FN 05/30 FIXED 8","isin":"US31384WV316","value_usd":1533.74,"pct_val":0.0000589,"balance":1510.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX EM38 ICE","isin":"EZF7Y38CZFL5","value_usd":1277.59,"pct_val":0.0000483,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G04618 FG 07/33 FIXED 6","isin":"US3128M6PB83","value_usd":1171,"pct_val":0.000045,"balance":1120.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 534064 FN 03/30 FIXED 8","isin":"US31384UJH86","value_usd":1065.66,"pct_val":0.0000409,"balance":1053.63,"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-3271","title":"FREDDIE MAC FHR 3271 FP","isin":"US31397FFP27","value_usd":1055.9,"pct_val":0.0000405,"balance":1068.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BNP PARIBAS SNR SE ICE","isin":"EZ7F30D5N508","value_usd":989.94,"pct_val":0.0000365,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"FR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL C91175 FG 05/28 FIXED 5","isin":"US3128P7JU80","value_usd":979.02,"pct_val":0.0000376,"balance":972.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 067698 FN 11/28 FLOATING VAR","isin":"US31362QGF00","value_usd":946.79,"pct_val":0.0000363,"balance":952.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 303469 FN 11/28 FLOATING VAR","isin":"US31373UCE55","value_usd":778.19,"pct_val":0.0000299,"balance":785.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2004-2F","title":"GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1","isin":"US36229RLL14","value_usd":711.29,"pct_val":0.0000273,"balance":716.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008865 G2 05/26 FLOATING VAR","isin":"US36202KZ659","value_usd":604.8,"pct_val":0.0000232,"balance":605.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 064730 FN 11/27 FLOATING VAR","isin":"US31362L4P28","value_usd":561.22,"pct_val":0.0000215,"balance":564.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 065579 FN 07/28 FLOATING VAR","isin":"US31362M2L14","value_usd":507.51,"pct_val":0.0000195,"balance":511.24,"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 C91015 FG 12/26 FIXED 5","isin":"US3128P7DU45","value_usd":501.44,"pct_val":0.0000192,"balance":501.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX EM35 ICE","isin":"EZYP3FB7TK33","value_usd":486.67,"pct_val":0.0000184,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 008830 G2 03/26 FLOATING VAR","isin":"US36202KY330","value_usd":458.62,"pct_val":0.0000176,"balance":459.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CS FIRST BOSTON MTGE SEC CORP 2002-AR21","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1","isin":"US22540V4R01","value_usd":394.4,"pct_val":0.0000151,"balance":466.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080086 G2 06/27 FLOATING VAR","isin":"US36225CCY03","value_usd":368.38,"pct_val":0.0000141,"balance":366.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM","isin":"US38376RRJ76","value_usd":200.17,"pct_val":0.0000077,"balance":199.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BANK OF AMERICA CORPORATION SNR S* ICE","isin":"EZHYVHXCW214","value_usd":198.23,"pct_val":0.0000073,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 080171 G2 02/28 FLOATING VAR","isin":"US36225CFM38","value_usd":193.54,"pct_val":0.0000071,"balance":192.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 086654 FN 08/29 FLOATING VAR","isin":"US31363EH739","value_usd":188.82,"pct_val":0.0000072,"balance":187.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 062687 FN 04/28 FLOATING VAR","isin":"US31362JUL78","value_usd":168.4,"pct_val":0.0000065,"balance":169.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 535439 FN 08/30 FIXED VAR","isin":"US31384VZC98","value_usd":129.9,"pct_val":0.000005,"balance":127.07,"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 008949 G2 08/26 FLOATING VAR","isin":"US36202K5J04","value_usd":117.88,"pct_val":0.0000045,"balance":117.54,"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 008814 G2 02/26 FLOATING VAR","isin":"US36202KYK59","value_usd":35.91,"pct_val":0.0000014,"balance":35.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 041732 FN 02/27 FLOATING VAR","isin":"US31361ULM17","value_usd":33.29,"pct_val":0.0000013,"balance":33.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX EM39 ICE","isin":"EZ6N5RTF6TW5","value_usd":26.89,"pct_val":0.000001,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G04629 FG 01/29 FIXED 6","isin":"US3128M6PN22","value_usd":24.16,"pct_val":9e-7,"balance":23.52,"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 008744 G2 11/25 FLOATING VAR","isin":"US36202KWD35","value_usd":17.57,"pct_val":6e-7,"balance":17.6,"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 008709 G2 10/25 FLOATING VAR","isin":"US36202KVA05","value_usd":7.38,"pct_val":3e-7,"balance":7.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-7Y CME","isin":"EZCCSW1V4GN3","value_usd":-1450.67,"pct_val":-0.0000548,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX EM41 ICE","isin":"EZKFGV9S8KR7","value_usd":-3731.93,"pct_val":-0.000141,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"LONG GILT FUTURE  SEP25 IFLL 20250926","isin":"GB00MP6FM953","value_usd":-4449.61,"pct_val":-0.0001681,"balance":-2,"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":"CDX EM40 ICE","isin":"EZXWTK5G6C61","value_usd":-5136.34,"pct_val":-0.0001941,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX EM42 ICE","isin":"EZ8N8SNTCSD6","value_usd":-7423.7,"pct_val":-0.0002805,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS MXN 9.39000 11/15/24-1Y* (WHT) CME","isin":"EZY2ZGSDJ3P8","value_usd":-10543.42,"pct_val":-0.0003983,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.5025 03/25/25-5Y LCH","isin":"EZCD1478Q5K2","value_usd":-18174,"pct_val":-0.0006866,"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 MXN 9.43000 10/31/24-1Y* (WHT) CME","isin":"EZ5F1PDPNS31","value_usd":-19075.71,"pct_val":-0.0007207,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RZR1 PIMCO FXVAN PUT USD KRW 1383.0000000","isin":"EZT1Y2PFVFP6","value_usd":-22221.4,"pct_val":-0.0008531,"balance":-13700000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 3.76000 11/01/24-10Y CME","isin":"EZZDBNZ60DY7","value_usd":-25879.15,"pct_val":-0.0009777,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-9Y CME","isin":"EZLDWYJS7SL4","value_usd":-35778.36,"pct_val":-0.0013735,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.5225 03/27/25-5Y LCH","isin":"EZWDN00FCNN2","value_usd":-58499.12,"pct_val":-0.0022101,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-4Y CME","isin":"EZNJSFN8FV73","value_usd":-58582.35,"pct_val":-0.0022489,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-10Y CME","isin":"EZ7K2W20N534","value_usd":-65423.34,"pct_val":-0.0025115,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.55000 07/10/25-3Y* CME","isin":"EZQJK8V38BF1","value_usd":-91800.45,"pct_val":-0.0035241,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/9.00000 12/24/24-4Y* CME","isin":"EZM51TDSF7W6","value_usd":-128376.26,"pct_val":-0.0048501,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/9.39000 12/12/25-9Y* CME","isin":"EZB94V5ZTJT3","value_usd":-128922.01,"pct_val":-0.0048707,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-7Y LCH","isin":"EZQ9TQ7T4F86","value_usd":-138269.36,"pct_val":-0.0052238,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOLD ZAR BOUGHT USD 20260126","isin":null,"value_usd":-177527.12,"pct_val":-0.0068151,"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":"OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME","isin":"EZV4JXT1DTW8","value_usd":-199063.97,"pct_val":-0.0075206,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOUTH KOREA GOVT AS BP MYC","isin":"EZ6M0XMW1T25","value_usd":-238071.52,"pct_val":-0.0091393,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-5Y LCH","isin":"EZH8V115JC41","value_usd":-282681.63,"pct_val":-0.0108518,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-2Y CME","isin":"EZHML4QNCYC1","value_usd":-391838.05,"pct_val":-0.0150422,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-519720.85,"pct_val":-0.019635,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 5.01000 11/05/24-5Y* CME","isin":"EZ8Y58XFDRF6","value_usd":-610243.76,"pct_val":-0.0234266,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.25000 06/18/25-7Y CME","isin":"EZNM897HLTQ3","value_usd":-709642.24,"pct_val":-0.0268103,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS ZAR 8.82000 08/02/23-6Y* CME","isin":"EZX1FBKQ9TG9","value_usd":-1181103.93,"pct_val":-0.0453413,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"ZA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":-1372112.11,"pct_val":-0.0518384,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":-17060534.32,"pct_val":-0.629864,"balance":-17200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":-17137515.5,"pct_val":-0.65789,"balance":-17200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":-20355029.14,"pct_val":-0.751494,"balance":-21600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":-20477532.89,"pct_val":-0.78611,"balance":-21600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":-29700953.99,"pct_val":-1.09654,"balance":-29475407,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":-29862219.25,"pct_val":-1.14638,"balance":-29475407,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":-40431669.9,"pct_val":-1.49271,"balance":-41700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426167","value_usd":-40714902.14,"pct_val":-1.563,"balance":-41700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=810893&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/pimco-stocksplus-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-stocksplus-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO StocksPLUS Fund | LEI: C0FSZ71JI1IAVNM4U731 | 953 positions totaling $5,525,534,919 across LON, DFE, DCR, DBT, EC, DIR, STIV, ABS-MBS, ABS-O, ABS-CBDO | 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"}