{"entity_type":"fund","name":"PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)","identifiers":{"lei":"549300VONR8FK9YHCU32","cik":"810893","fund_id":"S000009687","fundkey":"pimco-stocksplus-international-fund-u-s-dollar-hedged"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":1084,"total_value_usd":9378379393.31,"asset_categories":["LON","ABS-CBDO","DBT","EC","DCR","DFE","ABS-O","DIR","STIV","ABS-MBS"],"by_asset_category":{"ABS-MBS":{"positions":436,"total_value_usd":6774385264.33},"ABS-O":{"positions":93,"total_value_usd":203800517.45},"DBT":{"positions":236,"total_value_usd":1250173454.91},"DCR":{"positions":37,"total_value_usd":15838052.73},"ABS-CBDO":{"positions":87,"total_value_usd":362683289.67},"DIR":{"positions":179,"total_value_usd":40331764.58},"DFE":{"positions":10,"total_value_usd":-2015124.64},"LON":{"positions":3,"total_value_usd":9298696.26},"STIV":{"positions":2,"total_value_usd":387375195.78},"EC":{"positions":1,"total_value_usd":336508282.24}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626B21","value_usd":672285228.09,"pct_val":20.5863,"balance":650100000,"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":540208541.47,"pct_val":17.0052,"balance":523910000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606347","value_usd":376879333.95,"pct_val":10.9976,"balance":367194255,"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":340329316.52,"pct_val":9.93101,"balance":327110000,"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":336521577.49,"pct_val":10.3047,"balance":329360000,"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":336508282.24,"pct_val":9.81951,"balance":491296,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"CORP","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":335655203.01,"pct_val":10.2782,"balance":328600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606263","value_usd":323648901,"pct_val":9.44427,"balance":315355745,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":310918640.39,"pct_val":9.07279,"balance":299100000,"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":308499670.7,"pct_val":9.71127,"balance":303850000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506273","value_usd":227067098.49,"pct_val":6.62595,"balance":227895000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506B75","value_usd":225886880.42,"pct_val":6.91696,"balance":227895000,"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":216731019.59,"pct_val":6.32434,"balance":22249360.39,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":170644176.19,"pct_val":4.9795,"balance":17382517.69,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406854","value_usd":153355584.25,"pct_val":4.82749,"balance":164940000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":150828550.82,"pct_val":4.61857,"balance":155560000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5","isin":"US3132DWMY65","value_usd":148090548.99,"pct_val":4.32137,"balance":145937768.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426811","value_usd":124801540.29,"pct_val":3.92863,"balance":130520000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":112136473.19,"pct_val":3.27221,"balance":114960000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406B84","value_usd":107193729.83,"pct_val":3.28242,"balance":113750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3.5 JUMBOS","isin":"US21H0326213","value_usd":100290540.5,"pct_val":2.92654,"balance":110200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":98857000.32,"pct_val":3.11192,"balance":100925000,"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":"US01F0626147","value_usd":97381089,"pct_val":2.84164,"balance":93690000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5550 FN 12/32 FIXED 4.3","isin":"US3140Q1EY23","value_usd":96447067.61,"pct_val":2.81438,"balance":96700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406B47","value_usd":95178076.82,"pct_val":2.91448,"balance":101230000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE","isin":"US01F0406284","value_usd":91845527.14,"pct_val":2.68011,"balance":96880000,"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":89723047.35,"pct_val":2.61817,"balance":95000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":79643923.17,"pct_val":2.50711,"balance":79715096,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/34 1.875","isin":"US91282CLE92","value_usd":72826170.12,"pct_val":2.23003,"balance":71754059,"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":"US21H0506B38","value_usd":71831888.59,"pct_val":2.19959,"balance":72300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15","isin":"US715638BY77","value_usd":70890391.84,"pct_val":2.06862,"balance":220800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 04/26 0.00000","isin":"BRSTNCLTN8B5","value_usd":61662083.42,"pct_val":1.79934,"balance":349300000,"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 JUMBOS","isin":"US21H0506236","value_usd":59810204.07,"pct_val":1.7453,"balance":60013000,"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 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306864","value_usd":50182682.28,"pct_val":1.5797,"balance":58000000,"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":48420724.09,"pct_val":1.41295,"balance":49740000,"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":48216329,"pct_val":1.47645,"balance":49740000,"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":48041888.88,"pct_val":1.40189,"balance":47610000,"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":47858213.55,"pct_val":1.39653,"balance":46990000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 4 JUMBOS","isin":"US21H0406817","value_usd":46486873.5,"pct_val":1.46336,"balance":50000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 07/30 3.875","isin":"US91282CNN73","value_usd":41913624.9,"pct_val":1.22306,"balance":41600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/29 8.5","isin":"MX0MGO0001F1","value_usd":41236306.87,"pct_val":1.2033,"balance":735400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FN DUS POOL BAML 2595","isin":null,"value_usd":40113297.26,"pct_val":1.22832,"balance":40370000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5186 FN 11/30 FIXED 4.065","isin":"US3140Q0XQ05","value_usd":38937696.21,"pct_val":1.13623,"balance":39074000,"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":37171396.84,"pct_val":1.08468,"balance":55700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506152","value_usd":36040099.68,"pct_val":1.05167,"balance":36117000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526B91","value_usd":35160787.37,"pct_val":1.07667,"balance":34920000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 04/29 2.125","isin":"US91282CKL45","value_usd":33102529.57,"pct_val":1.01364,"balance":32062159,"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 6 JUMBOS","isin":"US21H0606A46","value_usd":32539262.54,"pct_val":0.996396,"balance":31990000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A","isin":null,"value_usd":32400000,"pct_val":0.992131,"balance":32400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 05/44 4.625","isin":"US912810UB25","value_usd":31821609.46,"pct_val":0.928573,"balance":32400000,"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":"US21H0506723","value_usd":28324313.73,"pct_val":0.891622,"balance":28830000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7581 FN 09/31 VARIABLE","isin":"US3140JCM768","value_usd":26116894.82,"pct_val":0.762106,"balance":25571000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25","isin":"ZAG000030404","value_usd":25556847.82,"pct_val":0.745764,"balance":494990000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5568","title":"FREDDIE MAC FHR 5568 FE","isin":"US3137HMN716","value_usd":24970195.22,"pct_val":0.728645,"balance":24850638.8,"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":"US40412BXP39","value_usd":24786516.33,"pct_val":0.758996,"balance":24860000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506A54","value_usd":23707360.33,"pct_val":0.725951,"balance":23830000,"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 2025-74","title":"FANNIE MAE FNR 2025 74 FB","isin":"US3136BXEJ95","value_usd":23434252.5,"pct_val":0.683825,"balance":23330083.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB8013 FN 02/54 FIXED 6.5","isin":"US3140QT3X50","value_usd":23032301.56,"pct_val":0.672096,"balance":21896255.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/31 7","isin":"ZAG000077470","value_usd":23000442.56,"pct_val":0.671167,"balance":389320000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","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":22392434.44,"pct_val":0.653424,"balance":22365785.61,"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 RJ0195 FR 11/53 FIXED 6.5","isin":"US3142GQGD87","value_usd":20448549.68,"pct_val":0.596701,"balance":19405174.95,"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 SL0307 FR 01/55 FIXED 5.5","isin":"US31427MKV27","value_usd":20419869.88,"pct_val":0.595864,"balance":19810290.41,"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 2025-66","title":"FANNIE MAE FNR 2025 66 FL","isin":"US3136BWZV12","value_usd":19847390.83,"pct_val":0.579159,"balance":19755836.36,"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":"US22823PUN13","value_usd":19769375.72,"pct_val":0.622321,"balance":19830000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5613 FN 02/55 FIXED 5","isin":"US31418FGX96","value_usd":19475432.15,"pct_val":0.568305,"balance":19513203.27,"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":18530280.84,"pct_val":0.540725,"balance":18357136.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506806","value_usd":18488683.28,"pct_val":0.582006,"balance":18830000,"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":"US22823PXM03","value_usd":18450142.5,"pct_val":0.564968,"balance":18500000,"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 02/35 8.875","isin":"ZAG000125972","value_usd":17569787.44,"pct_val":0.512697,"balance":278800000,"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":"FN DUS POOL BAML 2590 FN DUS POOL BAML 2590","isin":null,"value_usd":16935677.11,"pct_val":0.518593,"balance":16980000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5167 FN 11/32 FIXED 4.3","isin":"US3140Q0W570","value_usd":16702234.03,"pct_val":0.487381,"balance":16750000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7","isin":"PEP01000C5I0","value_usd":16601790.78,"pct_val":0.48445,"balance":48900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","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":16419424,"pct_val":0.479129,"balance":16100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","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":16389833.92,"pct_val":0.478265,"balance":15500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4","isin":"USP78024AG45","value_usd":16091970.49,"pct_val":0.469573,"balance":54200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5580","title":"FREDDIE MAC FHR 5580 FE","isin":"US3137HMXR64","value_usd":15973845.19,"pct_val":0.466126,"balance":15911148.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVN09","value_usd":15765300.35,"pct_val":0.496277,"balance":15880000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2468 FR 09/55 FIXED 5.5","isin":"US31427PW679","value_usd":15761256.14,"pct_val":0.459923,"balance":15313463.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":15633272.36,"pct_val":0.49212,"balance":15710000,"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 6 JUMBOS","isin":"US21H0606B29","value_usd":15256375.35,"pct_val":0.467171,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-159","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 159 FJ","isin":"US38381U6P20","value_usd":15206101.37,"pct_val":0.443723,"balance":15140678.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 10/25 3","isin":"US9128285J52","value_usd":15071782.57,"pct_val":0.461518,"balance":15086200,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BM7579 FN 10/29 VARIABLE","isin":"US3140JCM503","value_usd":14062558.44,"pct_val":0.410354,"balance":13952000,"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 2004-WCW1","title":"PARK PLACE SECURITIES INC PPSI 2004 WCW1 M4","isin":"US70069FAF45","value_usd":13967428.5,"pct_val":0.407578,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN AUTO LEASE TRUST 2024-B","title":"NISSAN AUTO LEASE TRUST NALT 2024 B A3","isin":"US65481DAD49","value_usd":13954301.94,"pct_val":0.439268,"balance":13800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5","isin":"US3142GQEK49","value_usd":13784587.55,"pct_val":0.402242,"balance":13792082.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-3","title":"AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 3 A","isin":"US02589BAE02","value_usd":13768316.32,"pct_val":0.433413,"balance":13600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BGCLO 19A","title":"BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A","isin":"US09075JAU34","value_usd":13456945.71,"pct_val":0.392682,"balance":13400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":13108950.67,"pct_val":0.412657,"balance":13112000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":13105031.94,"pct_val":0.382413,"balance":13000000,"units":"PA","currency":"USD","asset_cat":"DBT","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":13098399.42,"pct_val":0.412325,"balance":12900000,"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 5580","title":"FREDDIE MAC FHR 5580 FC","isin":"US3137HMXP09","value_usd":13092007.05,"pct_val":0.382033,"balance":12992024.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9867 FN 11/30 FIXED 5.3","isin":"US3140LL6D83","value_usd":13068013.92,"pct_val":0.381332,"balance":12480000,"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":"US21H0526A19","value_usd":12786425.35,"pct_val":0.391537,"balance":12690000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING III LLC 2024-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A","isin":"US42806MCK36","value_usd":12670847,"pct_val":0.369743,"balance":12400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION","isin":"US12665JUF47","value_usd":12574157.4,"pct_val":0.395822,"balance":12600000,"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 CAP HLDGS INC","isin":"US65339MUU88","value_usd":12495120.59,"pct_val":0.393334,"balance":12540000,"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 2025-78","title":"FANNIE MAE FNR 2025 78 FA","isin":"US3136BW7E04","value_usd":12193796.3,"pct_val":0.355822,"balance":12147143.98,"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 10/25 ZCP","isin":"US22823PXP34","value_usd":12143997.14,"pct_val":0.371866,"balance":12180000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/18/24-30Y CME","isin":"EZ4089K4KC85","value_usd":11679737.24,"pct_val":0.340822,"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":"TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST","title":"TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A3","isin":"US89237QAD25","value_usd":11664693.81,"pct_val":0.367193,"balance":11550000,"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 4 JUMBOS","isin":"US21H0406734","value_usd":11605561.22,"pct_val":0.365332,"balance":12480000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9","isin":"ZAG000125980","value_usd":11482799.92,"pct_val":0.361468,"balance":235100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTEL CORPORATION","title":"INTEL CORPORATION","isin":"US45826CU165","value_usd":11358558.42,"pct_val":0.357557,"balance":11360000,"units":"PA","currency":"USD","asset_cat":"DBT","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":11310669.12,"pct_val":0.356049,"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":"NELNET STUDENT LOAN TRUST 2025-CA","title":"NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A","isin":"US64035UAA60","value_usd":11152043.56,"pct_val":0.325423,"balance":11181140.24,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CREDIT CARD TRUST 2023-A2","title":"BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2","isin":"US05522RDH84","value_usd":11121070.4,"pct_val":0.350081,"balance":11000000,"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 FS7160 FN 02/54 FIXED VAR","isin":"US3140XN5W09","value_usd":11106588.67,"pct_val":0.324097,"balance":10563470.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN AUTO LEASE TRUST 2024-B","title":"NISSAN AUTO LEASE TRUST NALT 2024 B A2A","isin":"US65481DAB82","value_usd":11061089.11,"pct_val":0.348193,"balance":11026123.07,"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":11041636.91,"pct_val":0.322201,"balance":10993347.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":11014274.77,"pct_val":0.321403,"balance":2100000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":10879100.08,"pct_val":0.342464,"balance":10972000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","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":10867085.28,"pct_val":0.332765,"balance":10800000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STWD 2022-FL3 LTD","title":"STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A","isin":"US78485KAE55","value_usd":10834414.63,"pct_val":0.316155,"balance":10800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COMPANY","title":"WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR","isin":"US95000U3W12","value_usd":10831681.46,"pct_val":0.331681,"balance":10500000,"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 2025-100","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA","isin":"US38385GQ772","value_usd":10473336.93,"pct_val":0.305618,"balance":10425577.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD","isin":"EZHZD2WP7XK5","value_usd":10413881.5,"pct_val":0.303883,"balance":2245000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797MS31","value_usd":10387841,"pct_val":0.31809,"balance":10389000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTER CREDIT CARD TRUST II 2023-2A","title":"MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A","isin":"US576339DJ15","value_usd":10295862.49,"pct_val":0.324104,"balance":10300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5513","title":"FREDDIE MAC FHR 5513 MF","isin":"US3137HKEX87","value_usd":10263176.55,"pct_val":0.299486,"balance":10219455.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-NS1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 NS1 A4","isin":"US83612QAD07","value_usd":10211896,"pct_val":0.297989,"balance":10414794.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","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":10137340.58,"pct_val":0.319114,"balance":57100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ4174 FN 06/30 FIXED 4.58","isin":"US3140NYT843","value_usd":10087586.39,"pct_val":0.294362,"balance":9895000,"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":"SO. CALIF EDISON","isin":"US8424C0XT21","value_usd":10065533.75,"pct_val":0.30822,"balance":10100000,"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 07/32 0.625","isin":"US91282CEZ05","value_usd":9895138.3,"pct_val":0.303002,"balance":10450920,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALBACORE EURO CLO I DAC A","title":"ALBACORE EURO CLO ALBAC 1A AR 144A","isin":"XS2368816109","value_usd":9885039.26,"pct_val":0.288451,"balance":8400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-OPT4","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1","isin":"US40430KAH41","value_usd":9817389.07,"pct_val":0.286477,"balance":10707891.6,"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 5571","title":"FREDDIE MAC FHR 5571 FB","isin":"US3137HMEF38","value_usd":9806913.39,"pct_val":0.286172,"balance":9760939.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONEOK INC","title":"ONEOK INC COMPANY GUAR 11/34 5.05","isin":"US682680CE12","value_usd":9736460.4,"pct_val":0.306494,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2469 FR 09/55 FIXED 5.5","isin":"US31427PW752","value_usd":9733153.27,"pct_val":0.284019,"balance":9462733.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME EQUITY LOAN TRUST 2007-FRE1","title":"HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4","isin":"US43710XAE85","value_usd":9718823.62,"pct_val":0.283601,"balance":10740000,"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 A3","isin":"US14319GAD34","value_usd":9704565.12,"pct_val":0.30549,"balance":9600000,"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":9667240.79,"pct_val":0.304315,"balance":9680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A","title":"MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A","isin":"XS2844411921","value_usd":9581384.13,"pct_val":0.279591,"balance":8140784.46,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMRIZE FINANCE US LLC","title":"HOLCIM FIN US LLC 07/25 ZCP","isin":"US43475FUF79","value_usd":9481780.9,"pct_val":0.298477,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS CLO 50B LTD","title":"GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A","isin":"US38178DAU19","value_usd":9413169.21,"pct_val":0.274682,"balance":9400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RTX CORPORATION","title":"RTX CORP 07/25 ZCP","isin":"US78109FUG52","value_usd":9410543.08,"pct_val":0.296235,"balance":9430000,"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 MB0620 G2 09/55 FIXED 4","isin":"US3618N5VN64","value_usd":9404323.43,"pct_val":0.274424,"balance":9947846.4,"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 BZ2582 FN 12/29 FIXED 4.3","isin":"US3140NW2Q77","value_usd":9401873.28,"pct_val":0.274352,"balance":9321000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC CO","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR","isin":"US694308KS54","value_usd":9400214.04,"pct_val":0.29591,"balance":9400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLENCORE FUNDING LLC","title":"GLENCORE FUNDING LLC","isin":"US37790AXG39","value_usd":9182322.2,"pct_val":0.281175,"balance":9200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB7799 FN 01/54 FIXED 6.5","isin":"US3140QTUZ07","value_usd":9126700.3,"pct_val":0.266323,"balance":8646078.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034","title":"FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2","isin":"US3137HLY301","value_usd":9044419.59,"pct_val":0.263921,"balance":9290766.11,"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":"US912797TG20","value_usd":8911714.75,"pct_val":0.260049,"balance":8995000,"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 2025-87","title":"FANNIE MAE FNR 2025 87 FC","isin":"US3136BXQD97","value_usd":8842740.24,"pct_val":0.258036,"balance":8807220.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","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":8699795.2,"pct_val":0.253865,"balance":8700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES STRATEGIC INCOME FUND","title":"ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45","isin":"US04020EAL11","value_usd":8678209.69,"pct_val":0.253235,"balance":8600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2025-CA","title":"NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A","isin":"US64035UAB44","value_usd":8577025.26,"pct_val":0.250283,"balance":8505311.87,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB9479 FN 11/54 FIXED 5.5","isin":"US3140QVQ988","value_usd":8462559.97,"pct_val":0.246943,"balance":8197815.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUGO FUNDING DAC 24-1A","title":"LUGO FUNDING DAC LUGO 2024 1A A 144A","isin":"XS2930538397","value_usd":8387600.68,"pct_val":0.244755,"balance":7126656.96,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ4826 FR 09/55 FIXED 5.5","isin":"US3142GVLG49","value_usd":8368224.16,"pct_val":0.24419,"balance":8137565.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA GOVT","title":"ROMANIA SR UNSECURED REGS 07/39 6.75","isin":"XS3021378388","value_usd":8242187.09,"pct_val":0.240512,"balance":6723000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ4620 FN 08/30 FIXED 4.62","isin":"US3140Q0D257","value_usd":8090540.22,"pct_val":0.236087,"balance":7932000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CAPITAL FOUR US CLO 2022-1A","title":"CAPITAL FOUR US CLO C4US 2022 1A AR 144A","isin":"US14016CAN65","value_usd":8058728.32,"pct_val":0.235158,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5573","title":"FREDDIE MAC FHR 5573 FD","isin":"US3137HMSJ04","value_usd":8012315.84,"pct_val":0.233804,"balance":7977292.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TARGA RESOURCES CORP","title":"TARGA RES CORP 10/25 ZCP","isin":"US87613EXH34","value_usd":7982257.6,"pct_val":0.244427,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9669 FN 10/28 FIXED 4.72","isin":"US3140LLW723","value_usd":7887386.25,"pct_val":0.230159,"balance":7716000,"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 FS7963 FN 05/54 FIXED VAR","isin":"US3140XPZ516","value_usd":7822435.88,"pct_val":0.228263,"balance":7416307.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2006-WFH2","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2","isin":"US17309MAF05","value_usd":7810943.91,"pct_val":0.227928,"balance":7856583.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 16","title":"KKR FINANCIAL CLO LTD KKR 16 A1R3 144A","isin":"US48251BBE92","value_usd":7802617.29,"pct_val":0.227685,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F","isin":"US38384LA589","value_usd":7615018.86,"pct_val":0.222211,"balance":7581277.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-HX","title":"313EMW9Z2","isin":null,"value_usd":7600000,"pct_val":0.232722,"balance":7600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB9023 FN 08/54 FIXED 6.5","isin":"US3140QVAZ72","value_usd":7558887.96,"pct_val":0.220573,"balance":7154541.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM TRUST 2023-R2","title":"CIM TRUST CIM 2023 R2 A1 144A","isin":"US17181KAA88","value_usd":7549290.37,"pct_val":0.220293,"balance":7463026.74,"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 BZ5210 FN 10/30 FIXED 4.46","isin":"US3140Q0YG14","value_usd":7484827.38,"pct_val":0.218412,"balance":7425000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE7","title":"AREIT CRE TRUST AREIT 2022 CRE7 AS 144A","isin":"US00217VAC46","value_usd":7474509.26,"pct_val":0.218111,"balance":7461000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A","title":"AURIUM CLO ACLO 4A AR 144A","isin":"XS2404260213","value_usd":7450806.65,"pct_val":0.217419,"balance":6336105.19,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5565","title":"FREDDIE MAC FHR 5565 FC","isin":"US3137HMGL87","value_usd":7447458.53,"pct_val":0.217321,"balance":7412020.92,"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":"FN DUS POOL VILLAGE SQ 5","isin":null,"value_usd":7439056.56,"pct_val":0.227794,"balance":7425000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SCULE-5A","title":"SCULPTOR EUROPEAN CLO SCULE 5A AR 144A","isin":"XS2405128823","value_usd":7418336.93,"pct_val":0.227159,"balance":6313775.38,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6","isin":"PEP01000C5K6","value_usd":7346586.53,"pct_val":0.214378,"balance":22900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVON FINANCE 4A","title":"AVON FINANCE AVON 4A A 144A","isin":"XS2683120211","value_usd":7281421.98,"pct_val":0.212476,"balance":5394564.02,"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 MTGE ACQUIS CORP 2006-HE2","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 M1","isin":"US46625SAF39","value_usd":7278018.48,"pct_val":0.212377,"balance":7512000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD","isin":"EZFQKCSJY4B4","value_usd":7269759,"pct_val":0.212136,"balance":2245000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"JAMESTOWN CLO 2022 XVIIIA LTD","title":"JAMESTOWN CLO LTD JTWN 2022 18A AR 144A","isin":"US47047RAN61","value_usd":7210809.22,"pct_val":0.210416,"balance":7200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE REMICS 2024-77","title":"FANNIE MAE FNR 2024 77 FM","isin":"US3136BTRF25","value_usd":7154412.16,"pct_val":0.20877,"balance":7144504.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/2.75000 06/21/23-30Y CME","isin":"EZM2L9TGLT92","value_usd":7085941.53,"pct_val":0.206772,"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":"EVERSOURCE ENERGY","title":"EVERSOURCE ENERGY EVERSOURCE ENERGY","isin":"US30040WBA53","value_usd":7052350.99,"pct_val":0.222001,"balance":6700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMARK CREDIT FUNDING III LTD 2025-4A","title":"ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A","isin":"US77588RAA68","value_usd":7043869,"pct_val":0.205544,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNPP AM EURO CLO 2019 BV 19-1A","title":"BNPP AM EURO CLO BNPAM 2019 1A AR 144A","isin":"XS2404665460","value_usd":7023093.69,"pct_val":0.204938,"balance":5989230.22,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2022-FL8 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A","isin":"US55284JAC36","value_usd":7004996.04,"pct_val":0.20441,"balance":7000000,"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 A2A","isin":"US14319GAB77","value_usd":6996954.73,"pct_val":0.220257,"balance":6978287.11,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLOMBIAN GOVT","title":"REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375","isin":"US195325EQ44","value_usd":6912750,"pct_val":0.201718,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCEAN TRAILS CLO 8 2020-8A","title":"OCEAN TRAILS CLO OCTR 2020 8A ARR","isin":"US67514UAU51","value_usd":6910516.84,"pct_val":0.211609,"balance":6900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 05/28 4.751","isin":"US902613AP31","value_usd":6859699.24,"pct_val":0.210053,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES XXXIV CLO LTD 2015-2A","title":"ARES CLO LTD ARES 2015 2A AR3 144A","isin":"US04015GAX79","value_usd":6821943.26,"pct_val":0.214748,"balance":6800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2025-1 DAC 25-1A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A","isin":"XS3065225669","value_usd":6821892.33,"pct_val":0.199067,"balance":5800000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SECUR TR 2005-FRE1","title":"MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1","isin":"US57643LMA16","value_usd":6814312.33,"pct_val":0.198846,"balance":6872390.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC IMSC MORTGAGE LOAN TRUST 2007-AR2","title":"INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR2 A1","isin":"US45670EAA10","value_usd":6806360.48,"pct_val":0.198614,"balance":10599776.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 25-19A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A","isin":"US03331VAA35","value_usd":6801862.18,"pct_val":0.198482,"balance":6800000,"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 IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":6789317.75,"pct_val":0.198116,"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":"VOLKSWAGEN AUTO LEASE TRUST 2024-A","title":"VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A","isin":"US92866EAB56","value_usd":6759731.34,"pct_val":0.21279,"balance":6742895.01,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2022-A","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A","isin":"US17330VAA44","value_usd":6745351.9,"pct_val":0.206552,"balance":6723654.67,"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-HE3","title":"GSAMP TRUST GSAMP 2006 HE3 A2D","isin":"US36244KAE55","value_usd":6738368.76,"pct_val":0.19663,"balance":6941598.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIES 2006-KS6","title":"RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1","isin":"US75406WAE12","value_usd":6624724.27,"pct_val":0.193313,"balance":6678869.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO 36A LTD","title":"KKR FINANCIAL CLO LTD KKR 36A AR 144A","isin":"US48255AAJ79","value_usd":6602220.83,"pct_val":0.192657,"balance":6600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERDELITE STATIC CLO LTD 2024-1","title":"VERDELITE STATIC CLO LTD BVSTAT 2024 1A B 144A","isin":"US92338VAC54","value_usd":6593247.21,"pct_val":0.192395,"balance":6600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS9843 FN 11/54 FIXED VAR","isin":"US3140XR5D37","value_usd":6589560.61,"pct_val":0.192287,"balance":6230259.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BENCHMARK 2025-V16 MORTGAGE TRUST","title":"BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A3","isin":"US08164RAC97","value_usd":6552199.08,"pct_val":0.191197,"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":"ROCKFORD TOWER CLO 2022-1 LTD","title":"ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A","isin":"US77340JAL98","value_usd":6506044.48,"pct_val":0.18985,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRINITAS CLO VI LTD 2017-6A","title":"TRINITAS CLO LTD TRNTS 2017 6A AR4 144A","isin":"US89640YBQ61","value_usd":6502933.97,"pct_val":0.18976,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SECUR CORP TRUST 2007-OPT1","title":"HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 1A","isin":"US40431JAA16","value_usd":6502391.51,"pct_val":0.189744,"balance":7415479.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":6483378.2,"pct_val":0.189189,"balance":6500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THE BANK OF NOVA SCOTIA","title":"BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45","isin":"US06418GAK31","value_usd":6462888.12,"pct_val":0.188591,"balance":6200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ1029 FN 06/29 FIXED 4.93","isin":"US3140NVEB95","value_usd":6437293.98,"pct_val":0.187844,"balance":6254000,"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 FUNDING 2024 - GRANITE 6 PLC 24-GR6A","title":"TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A","isin":"XS2799791848","value_usd":6415901.67,"pct_val":0.196464,"balance":4758441.07,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEMOUNTAIN CLO XXXIV LTD","title":"BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A","isin":"US09631JAL08","value_usd":6403200,"pct_val":0.186849,"balance":6400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":6382530.74,"pct_val":0.186246,"balance":6324677.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL CB9318 FN 10/54 FIXED 5.5","isin":"US3140QVK866","value_usd":6382228.46,"pct_val":0.186237,"balance":6192010.16,"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 2021-N3","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N3 E 144A","isin":"US14687GAF28","value_usd":6349330.05,"pct_val":0.185277,"balance":6513172.15,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","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":6287102.64,"pct_val":0.197912,"balance":6300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":6233890.35,"pct_val":0.181909,"balance":5300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD5901 FR 04/54 FIXED 6.5","isin":"US3132DTRW26","value_usd":6203143.1,"pct_val":0.181011,"balance":5868067.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRNTS-2021-17A","title":"TRINITAS CLO LTD TRNTS 2021 17A AR 144A","isin":"US89642JAL98","value_usd":6202046.62,"pct_val":0.180979,"balance":6200000,"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 BZ4364 FN 08/30 FIXED 4.71","isin":"US3140NYZ618","value_usd":6188872.93,"pct_val":0.180595,"balance":6045000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OPTION ONE MORTGAGE LOAN TRUST 2006-1","title":"OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1","isin":"US68389FKR46","value_usd":6182805.79,"pct_val":0.180418,"balance":6483908.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDMARK FUNDING TRUST 2021-1A","title":"LENDMARK FUNDING TRUST LFT 2021 1A A 144A","isin":"US52607MAA71","value_usd":6167767.13,"pct_val":0.179979,"balance":6326000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/30 8","isin":"ZAG000106998","value_usd":5971925.72,"pct_val":0.174264,"balance":96700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2025-CES6","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A","isin":"US748949AA22","value_usd":5925775.77,"pct_val":0.172918,"balance":5865242.94,"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 RJ4828 FR 09/55 FIXED 5.5","isin":"US3142GVLJ87","value_usd":5906818.97,"pct_val":0.172365,"balance":5729883.21,"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":"US21H0406163","value_usd":5886133.22,"pct_val":0.171761,"balance":6230000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/46 1","isin":"US912810RR14","value_usd":5870235.68,"pct_val":0.179755,"balance":7605007.96,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI ARABIA GOVT","title":"SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/35 5.625","isin":"US80413TBL26","value_usd":5868118.3,"pct_val":0.17969,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5420 FN 07/54 FIXED 5.5","isin":"US31418FAW77","value_usd":5798582.1,"pct_val":0.169206,"balance":5713624.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERUS SECURITIZATION TRUST 2024-INV1","title":"VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A","isin":"US92540FAA84","value_usd":5797126.45,"pct_val":0.169164,"balance":5733850.54,"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 INVST LN TR 2005-5","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4","isin":"US86358ETJ54","value_usd":5733163.96,"pct_val":0.167297,"balance":5878818.75,"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 5517","title":"FREDDIE MAC FHR 5517 FH","isin":"US3137HKGL22","value_usd":5724972.28,"pct_val":0.167058,"balance":5677655.83,"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":"US40412BXF56","value_usd":5709033.04,"pct_val":0.174818,"balance":5720000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL7","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A","isin":"US74136TAA60","value_usd":5706838.57,"pct_val":0.166529,"balance":5699061.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2025-NQM13 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2025 NQM13 A1 144A","isin":"US67121UAA43","value_usd":5700833.9,"pct_val":0.166354,"balance":5647450.25,"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","isin":"US01626UU783","value_usd":5634895.24,"pct_val":0.177381,"balance":5640000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR","isin":"US38141GZS64","value_usd":5606576.25,"pct_val":0.17649,"balance":5500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JACKSON NATIONAL LIFE GLOBAL FUNDING","title":"JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL","isin":"US46849LUZ20","value_usd":5597793.44,"pct_val":0.176213,"balance":5550000,"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 5575","title":"FREDDIE MAC FHR 5575 FC","isin":"US3137HN2X59","value_usd":5580038.16,"pct_val":0.162829,"balance":5548869.05,"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 2023-NQM1","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A","isin":"US64831HAM51","value_usd":5553416.06,"pct_val":0.162052,"balance":5488065.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AEGIS ASSET BACKED SECURITIES TR 2005-4","title":"AEGIS ASSET BACKED SECURITIES AABST 2005 4 M2","isin":"US00764MGH43","value_usd":5491118.7,"pct_val":0.160234,"balance":5683734.79,"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 SD7277 FR 08/54 FIXED 6.5","isin":"US3132DVCN38","value_usd":5487439.35,"pct_val":0.160127,"balance":5182230.88,"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 FA2807 FN 01/49 FIXED VAR","isin":"US3140W3DM81","value_usd":5462208.83,"pct_val":0.15939,"balance":5649695.15,"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 2005-HE3","title":"GSAMP TRUST GSAMP 2005 HE3 M4","isin":"US362341BT57","value_usd":5443173.31,"pct_val":0.158835,"balance":5574383.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IVORY COAST GOVT (AKA: COTE D'IVOIRE)","title":"IVORY COAST SR UNSECURED REGS 03/48 6.625","isin":"XS1796266754","value_usd":5431687.39,"pct_val":0.1585,"balance":5100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CI","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":5424564.6,"pct_val":0.17076,"balance":5400000,"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 5584","title":"FREDDIE MAC FHR 5584 DF","isin":"US3137HNCM89","value_usd":5410065.79,"pct_val":0.157869,"balance":5387642.96,"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":"US40412BX991","value_usd":5333908.66,"pct_val":0.163331,"balance":5340000,"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/3.00000 06/21/23-10Y CME","isin":"EZVCRM3XZB08","value_usd":5323358.91,"pct_val":0.155339,"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":"ARES XXVII CLO LTD 2013-2A","title":"ARES CLO LTD ARES 2013 2A AR3 144A","isin":"US00190YBP97","value_usd":5301693.88,"pct_val":0.154707,"balance":5300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEQUOIA MORTGAGE TRUST 2024-HYB1","title":"SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A","isin":"US81749EAA38","value_usd":5266475.66,"pct_val":0.153679,"balance":5247705.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1","title":"AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A","isin":"US02582JJZ49","value_usd":5228228.2,"pct_val":0.16458,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAIN CAPITAL CREDIT CLO 2021-2 LTD","title":"BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A","isin":"US05684RAL69","value_usd":5205590,"pct_val":0.151902,"balance":5200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":5156660.03,"pct_val":0.150474,"balance":4400000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"MUN","inv_country":"NG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SD8446 FR 07/54 FIXED 5.5","isin":"US3132DWL354","value_usd":5127279.99,"pct_val":0.149617,"balance":5052748.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2007-HE2","title":"ACE SECURITIES CORP. ACE 2007 HE2 A2C","isin":"US00443PAD15","value_usd":5089781.19,"pct_val":0.148523,"balance":9557825.82,"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 BZ5136 FN 10/32 FIXED 4.44","isin":"US3140Q0V663","value_usd":5059499.3,"pct_val":0.147639,"balance":5044000,"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 11/33 VAR","isin":"US06738ECE32","value_usd":5032984.75,"pct_val":0.146866,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DIAMETER CAPITAL CLO 2024-6A","title":"DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A","isin":"US25255UAA07","value_usd":5025708.25,"pct_val":0.146653,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TJ68","value_usd":5023898.42,"pct_val":0.1466,"balance":5078000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TCI-SYMPHONY CLO LTD 2016-1A","title":"TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A","isin":"US87229WAS08","value_usd":5018749.25,"pct_val":0.14645,"balance":5000000,"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":"FN DUS POOL BAML 2586","isin":null,"value_usd":5014271.6,"pct_val":0.153544,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"CREDIT BASED ASSET SRVC & SEC 2006-CB1","title":"CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF3","isin":"US81375WHJ80","value_usd":5000181.9,"pct_val":0.145908,"balance":5793156.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE7","title":"AREIT CRE TRUST AREIT 2022 CRE7 A 144A","isin":"US00217VAA89","value_usd":4961478.16,"pct_val":0.144779,"balance":4960064.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TIKEHAU CLO IX DAC 9A","title":"TIKEHAU CLO IX DAC TIKEH 9A AR 144A","isin":"XS2931965672","value_usd":4939440.16,"pct_val":0.144136,"balance":4200000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AIMCO CLO SERIES 2015-AA","title":"AIMCO AIMCO 2015 AA AR3 144A","isin":"US00900LAY02","value_usd":4907422.77,"pct_val":0.154481,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD","title":"IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A","isin":"US45174DAA46","value_usd":4899803.71,"pct_val":0.142979,"balance":4900000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2007-QO1","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1","isin":"US75115YAA73","value_usd":4896057.27,"pct_val":0.14287,"balance":5263294.15,"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-RPL3 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A","isin":"US12661GAA76","value_usd":4891860.9,"pct_val":0.142747,"balance":5472501.52,"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":4744027.72,"pct_val":0.149337,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2024-3","title":"ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A","isin":"US03466HAA14","value_usd":4702498.56,"pct_val":0.137222,"balance":4708895.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CEDAR FUNDING VI CLO LTD 2016-6A","title":"CEDAR FUNDING LTD CEDF 2016 6A AR3 144A","isin":"US15032DAZ42","value_usd":4701440.17,"pct_val":0.137191,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP OF AM","isin":"US92866BU298","value_usd":4678833.74,"pct_val":0.147285,"balance":4680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A","title":"CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A","isin":"XS3020835685","value_usd":4659261.93,"pct_val":0.13596,"balance":3950000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN XS TRUST 2006-14N","title":"LEHMAN XS TRUST LXS 2006 14N 2A","isin":"US52522CAE30","value_usd":4658496.05,"pct_val":0.135938,"balance":4679721.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ASSET BACKED SEC TR 2006-HE4","title":"MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A2","isin":"US576449AB88","value_usd":4605156.51,"pct_val":0.134381,"balance":15814747.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXIV LTD 2020-24A","title":"SYMPHONY CLO LTD SYMP 2020 24A A1R 144A","isin":"US87167QAQ10","value_usd":4599308.57,"pct_val":0.134211,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC CORDATUS LOAN FUND XXIV DAC 24A","title":"CORDATUS CLO PLC CORDA 24A A 144A","isin":"XS2511416906","value_usd":4598816.36,"pct_val":0.134196,"balance":3905899,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6","isin":"US1266735Z13","value_usd":4598124.97,"pct_val":0.134176,"balance":4654725.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLAS SENIOR LOAN FUND XV LTD","title":"ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A","isin":"US04942MAN48","value_usd":4585031.89,"pct_val":0.133794,"balance":4581574.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO EURO CLO III DAC 3A","title":"INVESCO EURO CLO INVSC 3A AR","isin":"XS2867986593","value_usd":4526154.68,"pct_val":0.132076,"balance":3850000,"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 BZ2331 FN 08/30 FIXED 4.86","isin":"US3140NWSV86","value_usd":4509073.43,"pct_val":0.131577,"balance":4388000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":4503375,"pct_val":0.131411,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL0034 FR 06/54 FIXED 6.5","isin":"US31427MBC47","value_usd":4455038.21,"pct_val":0.130001,"balance":4198602.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A","isin":"US16159RAC97","value_usd":4453580.63,"pct_val":0.129958,"balance":4915932.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INV 2006-MLN1","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B","isin":"US59023AAC09","value_usd":4451637.73,"pct_val":0.129901,"balance":11646928.42,"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 07/25 ZCP","isin":"US01626UUW34","value_usd":4442587.27,"pct_val":0.139848,"balance":4460000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-184","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 184 JF","isin":"US38384XC846","value_usd":4431662.11,"pct_val":0.129319,"balance":4422094.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2025-N1","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A","isin":"US14688XAD93","value_usd":4417508.27,"pct_val":0.128906,"balance":4363000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLUB CAPITAL PARTNERS CLO 50B LTD","title":"GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A AJR2 144A","isin":"US38178DAS62","value_usd":4415762.6,"pct_val":0.128855,"balance":4400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","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":4406228.92,"pct_val":0.128576,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL SL2533 FR 05/49 FIXED 4","isin":"US31427PY733","value_usd":4376573.65,"pct_val":0.127711,"balance":4561329.15,"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 QI4559 FR 05/54 FIXED 6.5","isin":"US3133WBB472","value_usd":4359380.46,"pct_val":0.127209,"balance":4142534.24,"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 SR UNSECURED 07/31 VAR","isin":"US86562MDY30","value_usd":4350445.58,"pct_val":0.133216,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2","isin":"US92922F7Q56","value_usd":4337110.69,"pct_val":0.126559,"balance":4699098.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CPPIB CAPITAL INC","title":"CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3","isin":"CA12593CAY71","value_usd":4323807.39,"pct_val":0.132401,"balance":5700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 18","title":"KKR FINANCIAL CLO LTD KKR 18 BR 144A","isin":"US48251JAN37","value_usd":4313188.49,"pct_val":0.135775,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-30Y LCH","isin":"EZV4L1QCFM97","value_usd":4310160.25,"pct_val":0.13568,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"INVESCO CLO LTD 2021-2A","title":"INVESCO CLO LTD INVCO 2021 2A A 144A","isin":"US46149MAA45","value_usd":4308506.99,"pct_val":0.135628,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES EUROPEAN CLO XII BV 12A","title":"ARES EURO CLO ARESE 12A AR 144A","isin":"XS2391578239","value_usd":4271115.81,"pct_val":0.124634,"balance":3631030.86,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BINOM SECURITIZATION TRUST 2022-INV1","title":"BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A","isin":"US090975AA18","value_usd":4252820.38,"pct_val":0.1241,"balance":4334114.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SLM STUDENT LOAN TRUST 2010-C","title":"SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A","isin":"US78445QAE17","value_usd":4215333.43,"pct_val":0.123006,"balance":4005980.87,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2024-HYB2 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A","isin":"US67118RAA68","value_usd":4208172.67,"pct_val":0.122797,"balance":4240390.73,"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 07/25 ZCP","isin":"US01626UUA14","value_usd":4184571.44,"pct_val":0.131726,"balance":4190000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA3218 FN 12/32 FIXED 3","isin":"US31418CSG05","value_usd":4176422.5,"pct_val":0.121871,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL FA0713 FN 07/54 FIXED VAR","isin":"US3140W0YK57","value_usd":4155626.05,"pct_val":0.121264,"balance":3941363.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS6765 FN 12/53 FIXED VAR","isin":"US3140XNQT40","value_usd":4149163.59,"pct_val":0.121075,"balance":3919473.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-124","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 124 HF","isin":"US38381PHD87","value_usd":4100358,"pct_val":0.119651,"balance":4076038.72,"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 BS9613 FN 10/28 FIXED 4.77","isin":"US3140LLVF52","value_usd":4083648.78,"pct_val":0.119163,"balance":3996000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR","isin":"US60687YDL02","value_usd":4048697.96,"pct_val":0.123977,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STELLANTIS FINANCE US INC","title":"STELLANTIS FIN US INC COMPANY GUAR 144A 09/31 2.691","isin":"US85855CAB63","value_usd":4034825.65,"pct_val":0.117739,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO LTD 2025-1","title":"SUNBIT ASSET SECURITIZATION TR SUNBT 2025 1 A 144A","isin":"US86709SAA96","value_usd":4028930.4,"pct_val":0.117567,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIBANK NA","title":"CITIBANK NA CITIBANK NA","isin":"US17325FBK30","value_usd":3995700.66,"pct_val":0.122354,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 36 LTD","title":"LCM LTD PARTNERSHIP LCM 36A A1R 144A","isin":"US50190LAL27","value_usd":3995013.96,"pct_val":0.116577,"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":"CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A","isin":"US161927AC22","value_usd":3882096.1,"pct_val":0.113282,"balance":4295453.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":3876402.66,"pct_val":0.118701,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5388 FN 06/54 FIXED 5.5","isin":"US31418E7A27","value_usd":3862350.6,"pct_val":0.112706,"balance":3804287.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ECUADOR GOVT","title":"REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000","isin":"XS2214239506","value_usd":3857797.5,"pct_val":0.112573,"balance":4501514,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"EC","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TRUST 2007-4","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1","isin":"US41164YAB74","value_usd":3851321.98,"pct_val":0.112384,"balance":3964913.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WEYERHAEUSER COMPANY","title":"WEYERHAEUSER CO SR UNSECURED 04/30 4","isin":"US962166BY91","value_usd":3792203.62,"pct_val":0.119375,"balance":3886000,"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":3785992.45,"pct_val":0.115932,"balance":3790000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":3772420.78,"pct_val":0.115517,"balance":3650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 2020-10A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A","isin":"US03332AAA88","value_usd":3731821.61,"pct_val":0.108897,"balance":3791016.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":3717898.08,"pct_val":0.108491,"balance":3750000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"37 CAPITAL CLO I 2021-1A","title":"37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A","isin":"US88430TAQ40","value_usd":3706609.42,"pct_val":0.108161,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15","isin":"US842400JC81","value_usd":3680063.35,"pct_val":0.107386,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ3573 FR 02/55 FIXED 6.5","isin":"US3142GT6K75","value_usd":3645770.41,"pct_val":0.106386,"balance":3432383.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":3632343.33,"pct_val":0.105994,"balance":3088028.8,"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 FS6402 FN 11/53 FIXED VAR","isin":"US3140XNDG65","value_usd":3628129.52,"pct_val":0.105871,"balance":3475045.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3","isin":"US36268GAD79","value_usd":3619147.68,"pct_val":0.113927,"balance":3600000,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":"US01626UUV50","value_usd":3606333.78,"pct_val":0.113524,"balance":3620000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 07/27 VAR","isin":"US61747YEC57","value_usd":3590002.22,"pct_val":0.11301,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLLEGE AVE STUDENT LOANS LLC 2021-C","title":"COLLEGE AVE STUDENT LOANS CASL 2021 C A2 144A","isin":"US19424WAB37","value_usd":3581920.32,"pct_val":0.104523,"balance":3910354.52,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A","isin":"US16159MAA45","value_usd":3564008.73,"pct_val":0.104,"balance":3973320.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATLX 2024-RPL1 TRUST","title":"ATLX TRUST ATLX 2024 RPL1 A1 144A","isin":"US049915AA90","value_usd":3550993.3,"pct_val":0.10362,"balance":3628021.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-WHQ1","title":"PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M5","isin":"US70069FBV85","value_usd":3550524.87,"pct_val":0.103606,"balance":3625390.27,"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 DA9819 FN 02/54 FIXED 6.5","isin":"US3140YX4D00","value_usd":3545655.86,"pct_val":0.103464,"balance":3369559.45,"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 RJ3342 FR 01/55 FIXED 6.5","isin":"US3142GTWC69","value_usd":3536948.79,"pct_val":0.10321,"balance":3329935.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A","isin":"XS2999624070","value_usd":3528555.48,"pct_val":0.102965,"balance":3000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A","isin":"XS3181981799","value_usd":3526043.49,"pct_val":0.102892,"balance":3000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW YORK MORTGAGE TRUST 2025-CP1","title":"NEW YORK MORTGAGE TRUST NYMT 2025 CP1 A1 144A","isin":"US67121VAA26","value_usd":3499524.81,"pct_val":0.102118,"balance":3620117.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-12","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13","isin":"US41162DAD12","value_usd":3485192.8,"pct_val":0.1017,"balance":3596352.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTHERN CO","title":"SOUTHERN CO SR UNSECURED 04/30 3.7","isin":"US842587DE49","value_usd":3478191.12,"pct_val":0.10949,"balance":3595000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VERDELITE STATIC CLO LTD 2024-1","title":"VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A","isin":"US92338VAA98","value_usd":3476960.11,"pct_val":0.10146,"balance":3476012.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA GOVT","title":"REPUBLIC OF PANAMA EUR TERM LOAN 2","isin":null,"value_usd":3442036.23,"pct_val":0.100441,"balance":2900000,"units":"PA","currency":null,"asset_cat":"LON","issuer_cat":"NUSS","inv_country":"IE","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5","isin":"US3142GQBT84","value_usd":3423070.17,"pct_val":0.0998872,"balance":3422282.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797QU41","value_usd":3379075.09,"pct_val":0.10637,"balance":3410000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GREENPOINT MORTGAGE FUND TRUST 2006-OH1","title":"GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1","isin":"US39539GAA04","value_usd":3336787.33,"pct_val":0.0973694,"balance":3561270.98,"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":3302539.3,"pct_val":0.09637,"balance":3293538.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOME EQUITY LOAN INC 2006-HE2","title":"NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1","isin":"US65536MAE75","value_usd":3294084.76,"pct_val":0.0961233,"balance":3476522.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC9","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A","isin":"US86358EDG89","value_usd":3286066.66,"pct_val":0.0958894,"balance":3324166.93,"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-WMC1","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 M1","isin":"US61744CXN19","value_usd":3285581.27,"pct_val":0.0958752,"balance":3683627,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR7","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG","isin":"US86361HAB06","value_usd":3264440.28,"pct_val":0.0952583,"balance":3630544.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A","isin":"US14686TAC27","value_usd":3264140.6,"pct_val":0.102752,"balance":3253593.1,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A","isin":"US74143JAA97","value_usd":3260778.44,"pct_val":0.0998494,"balance":3257142.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":3218613.05,"pct_val":0.093921,"balance":3251000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":3205379.87,"pct_val":0.098153,"balance":3200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM IX LTD 2014-9A","title":"OZLM LTD OZLM 2014 9A A1A4 144A","isin":"US67109KBG85","value_usd":3197052.02,"pct_val":0.10064,"balance":3192148.05,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6","isin":"US31427CWQ22","value_usd":3180119.88,"pct_val":0.0927978,"balance":3084301.55,"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 11/47 8","isin":"MX0MGO000102","value_usd":3169467.29,"pct_val":0.0997718,"balance":71300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX ITRAXX XOV42 5Y 35-100% SP BOA","isin":"EZ2BLZ4YH9B3","value_usd":3163663.3,"pct_val":0.0968756,"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":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ3702 FR 03/55 FIXED 6.5","isin":"US3142GUDG57","value_usd":3163053.72,"pct_val":0.0922998,"balance":2977923.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RENAISSANCE HOME EQUITY LOAN TR 2007-1","title":"RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3","isin":"US75970JAF30","value_usd":3152261.44,"pct_val":0.0919849,"balance":12593057.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/1.75000 06/15/22-10Y CME","isin":"EZQ6DKJXZ1C9","value_usd":3143904.35,"pct_val":0.091741,"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":"WISE CLO 2025-2 LTD","title":"WISE CLO LTD WYZE 2025 2A B 144A","isin":"US97720BAC46","value_usd":3142632.32,"pct_val":0.0917039,"balance":3120000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.70000 02/20/24-25Y LCH","isin":"EZRM7DK4X894","value_usd":3116188.47,"pct_val":0.0909322,"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":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5","isin":"ZAG000107012","value_usd":3115661.05,"pct_val":0.0909168,"balance":51900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A","title":"GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A","isin":"US36361UAQ31","value_usd":3113018.2,"pct_val":0.0908397,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL FS8455 FN 08/53 FIXED VAR","isin":"US3140XQMD64","value_usd":3111351.7,"pct_val":0.0907911,"balance":3023166.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SYMPHONY CLO XXII LTD","title":"SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A","isin":"US87167GCH11","value_usd":3102586.58,"pct_val":0.0905353,"balance":3100865.13,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MIZUHO FINANCIAL GROUP INC","title":"MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP","isin":"US60687YDG17","value_usd":3088850.61,"pct_val":0.097234,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","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":3083266.89,"pct_val":0.0944138,"balance":3090000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC","title":"PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000","isin":"US69828QAD97","value_usd":3081058.05,"pct_val":0.0899071,"balance":3990000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SECURITIES 2005-KS10","title":"RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3","isin":"US75405WAG78","value_usd":3077533.25,"pct_val":0.0898042,"balance":3130290.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":3069136.84,"pct_val":0.0939811,"balance":2276176.65,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALBACORE EURO CLO IV DAC 4A","title":"ALBACORE EURO CLO ALBAC 4A AR 144A","isin":"XS2861758642","value_usd":3058056.98,"pct_val":0.0892359,"balance":2599774.8,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOYA CLO 2019-2A LTD","title":"VOYA CLO LTD VOYA 2019 2A AR 144A","isin":"US92917RAL33","value_usd":3045515.51,"pct_val":0.0888699,"balance":3043517.71,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3","isin":"US80287LAC37","value_usd":3043279.17,"pct_val":0.0888047,"balance":3030852.07,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2007-QH9","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH9 A1","isin":"US749241AA33","value_usd":3031363.83,"pct_val":0.088457,"balance":3629360.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS CORPORATION 07/25 ZCP","isin":"US12665JUE71","value_usd":3024211.19,"pct_val":0.0951993,"balance":3030000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9073 FN 07/30 FIXED 4.54","isin":"US3140LLCK58","value_usd":3017009.53,"pct_val":0.0923849,"balance":2971000,"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 RA8521 FR 02/53 FIXED 5","isin":"US3133KQPE07","value_usd":3008488.65,"pct_val":0.0877895,"balance":3003926.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM 31 LTD","title":"LCM LTD PARTNERSHIP LCM 31A AR 144A","isin":"US50201QAL86","value_usd":3004858.35,"pct_val":0.0876835,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN 2006-1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5","isin":"US83611MKZ04","value_usd":3002351.7,"pct_val":0.0876104,"balance":3152064.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETROLEOS DEL PERU SA - PETROPERU SA","title":"PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625","isin":"USP7808BAB38","value_usd":2992478.25,"pct_val":0.0873223,"balance":4700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BW2319 FN 08/52 FIXED 4.5","isin":"US3140MTSH72","value_usd":2958561.88,"pct_val":0.0863326,"balance":3018127.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":2955261.59,"pct_val":0.0904941,"balance":2956000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A B 144A","isin":"XS3181981955","value_usd":2937974.41,"pct_val":0.0857318,"balance":2500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2024-CES3","title":"TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A","isin":"US89183EAA91","value_usd":2930850.47,"pct_val":0.0855239,"balance":2894549.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFA 2023-NQM2 TRUST","title":"MFRA TRUST MFRA 2023 NQM2 A1 144A","isin":"US55285WAA71","value_usd":2928002.26,"pct_val":0.0854408,"balance":2946327.53,"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 2023-6","title":"VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A","isin":"US92539XAA28","value_usd":2922888.53,"pct_val":0.0852916,"balance":2897027.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2006-AR3","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A","isin":"US92925CDA71","value_usd":2918361.24,"pct_val":0.0851595,"balance":3146542.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TRUST 2006-11","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A3","isin":"US542512AD07","value_usd":2908077.74,"pct_val":0.0848594,"balance":8444427.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 03/19/25-5Y CME","isin":"EZ9JNZJCQVZ3","value_usd":2865361.91,"pct_val":0.083613,"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":"PRET 2025-NPL9 LLC","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL9 A1 144A","isin":"US740937AA56","value_usd":2853617.83,"pct_val":0.0832703,"balance":2844192.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFA 2021-RPL1 TRUST","title":"MFRA TRUST MFRA 2021 RPL1 A1 144A","isin":"US55283QAA22","value_usd":2835160.55,"pct_val":0.0827317,"balance":3071338.16,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIQUEST MORTGAGE SEC INC 2004-R10","title":"AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2","isin":"US03072SVS12","value_usd":2829388.18,"pct_val":0.0825632,"balance":2887280.46,"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 IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":2825702.95,"pct_val":0.0824557,"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":"RESIDENTIAL ACCREDIT LOANS 2006-QO10","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1","isin":"US751153AA50","value_usd":2771903.72,"pct_val":0.0808858,"balance":3027791.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD","isin":"EZF05MSB2ZY1","value_usd":2760111.2,"pct_val":0.0805417,"balance":38500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2024-F","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A","isin":"US83207VAA61","value_usd":2725960.39,"pct_val":0.0795451,"balance":2690024.89,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM3 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A","isin":"US67117PAA12","value_usd":2725495.6,"pct_val":0.0795316,"balance":2724004.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ILLINOIS ST","title":"ILLINOIS ST ILS 07/35 FIXED 7.35","isin":"US452152GS43","value_usd":2723754.01,"pct_val":0.0794808,"balance":2500000.01,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","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":2705159.66,"pct_val":0.0828356,"balance":2714000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-RPL7 TRUST","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A","isin":"US12598JAC53","value_usd":2701976.84,"pct_val":0.0788453,"balance":2711111.12,"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":"SO. CALIF EDISON","isin":null,"value_usd":2698494.21,"pct_val":0.0787437,"balance":2700000,"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 CERTIFICAT 2007-3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3","isin":"US12668UAG67","value_usd":2687802.66,"pct_val":0.0784317,"balance":2811132.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2024-NQM9 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A","isin":"US67119DAA63","value_usd":2665946.32,"pct_val":0.0777939,"balance":2629539.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATWEST GROUP PLC","title":"NATWEST GROUP PLC SR UNSECURED 05/29 VAR","isin":"US780097BG51","value_usd":2626622.96,"pct_val":0.0826836,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPX HIL 2025-1 ISSUER TRUST","title":"UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A","isin":"US916925AA80","value_usd":2626390.38,"pct_val":0.0766396,"balance":2604172.1,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU ASSET-BACKED CERTIFICATES 2007-HE3","title":"WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A","isin":"US93364EAA29","value_usd":2589467.1,"pct_val":0.0755622,"balance":2712577.14,"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 2024-5","title":"VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A","isin":"US92540HAA41","value_usd":2587744.21,"pct_val":0.0755119,"balance":2555109.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLT 2024-3 MORTGAGE LOAN TRUST","title":"COLT FUNDING LLC COLT 2024 3 A1 144A","isin":"US19688VAA89","value_usd":2566985.64,"pct_val":0.0749062,"balance":2531676.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIM TRUST 2024-R1","title":"CIM TRUST CIM 2024 R1 A1 144A","isin":"US17179VAA89","value_usd":2551063.52,"pct_val":0.0744415,"balance":2562007.65,"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 SL1540 FR 02/55 FIXED 5.5","isin":"US31427NWA35","value_usd":2533722.72,"pct_val":0.0739355,"balance":2463334.51,"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-RCF1 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF1 A1 144A","isin":"US74390RAA14","value_usd":2525741.45,"pct_val":0.0737026,"balance":2534884.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR","isin":"US46647PEA03","value_usd":2524509.8,"pct_val":0.0794691,"balance":2500000,"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 06/28 VAR","isin":"US95000U2S19","value_usd":2523109.81,"pct_val":0.077261,"balance":2595000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BRAZIL GOVT","title":"LETRA TESOURO NACIONAL BILLS 07/25 0.00000","isin":"BRSTNCLTN7Z6","value_usd":2501794.98,"pct_val":0.0787541,"balance":13600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 09/28 VAR","isin":"TRT060928T11","value_usd":2487475.98,"pct_val":0.072586,"balance":106900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95","isin":"US715638BE14","value_usd":2460948.62,"pct_val":0.0718119,"balance":7440000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2019-2 DAC 19-2A","title":"CARLYLE EURO CLO CGMSE 2019 2A A1R 144A","isin":"XS2373706519","value_usd":2457297.97,"pct_val":0.0717054,"balance":2088402.82,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VIPER ENERGY PARTNERS LLC","title":"VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7","isin":"US92764MAB00","value_usd":2409914,"pct_val":0.0703227,"balance":2360000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 05/28 VAR","isin":"TRT170528T12","value_usd":2397710.03,"pct_val":0.0699666,"balance":103000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL DB0984 FN 04/54 FIXED 6.5","isin":"US3140AACW50","value_usd":2378916.42,"pct_val":0.0694182,"balance":2257061.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOCA STATIC CLO I DAC 1A","title":"AVOCA STATIC CLO AVOST 1A AR 144A","isin":"XS2935873880","value_usd":2377447.68,"pct_val":0.0693753,"balance":2023294.82,"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 BZ0976 FN 05/29 FIXED 4.85","isin":"US3140NVCN51","value_usd":2375340.11,"pct_val":0.0727361,"balance":2326000,"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 BZ5410 FN 09/39 FIXED 5","isin":"US3140Q1AL48","value_usd":2362099.78,"pct_val":0.0689275,"balance":2337965.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A","isin":"XS3040415286","value_usd":2357438.25,"pct_val":0.0687914,"balance":2000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5549","title":"FREDDIE MAC FHR 5549 BF","isin":"US3137HLS527","value_usd":2354995.59,"pct_val":0.0687202,"balance":2344596.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25","isin":"ZAG000107004","value_usd":2347969.08,"pct_val":0.0685151,"balance":37900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FAIRFAX FINANCIAL HOLDINGS LIMITED","title":"FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75","isin":"XS1794675931","value_usd":2342817.06,"pct_val":0.0717402,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":2325692.05,"pct_val":0.0712158,"balance":44463473.6,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WMALT MTGE PASS-THRU CERT 2006-AR8","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A","isin":"US93935LAB45","value_usd":2323443.41,"pct_val":0.0677995,"balance":2611712.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAD CLO LTD 2019 4A","title":"RAD CLO LTD RAD 2019 4A AR 144A","isin":"US749984AA83","value_usd":2312588.39,"pct_val":0.0727981,"balance":2309585.93,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","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":2309237.51,"pct_val":0.0707119,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5382 FN 10/35 FIXED 4.91","isin":"US3140Q06U13","value_usd":2297426.12,"pct_val":0.0670403,"balance":2243917.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-51","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 51 FB","isin":"US38385DT898","value_usd":2292661.66,"pct_val":0.0669012,"balance":2283717.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE EURO CLO 2019-2 DAC 19-2A","title":"CARLYLE EURO CLO CGMSE 2019 2A A2EB 144A","isin":"XS2373707327","value_usd":2283436.14,"pct_val":0.066632,"balance":2000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CZECH REPUBLIC GOVT","title":"CZECH REPUBLIC BONDS REGS 12/36 4.2","isin":"CZ0001001796","value_usd":2262749.84,"pct_val":0.0712292,"balance":48200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRKCM 2024-HOME1 TRUST","title":"PRKCM TRUST PRKCM 2024 HOME1 A1 144A","isin":"US69391XAA72","value_usd":2258447.92,"pct_val":0.0659028,"balance":2228857.17,"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":2258144.38,"pct_val":0.065894,"balance":2486642.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MADISON PARK EURO FUNDING X DAC 10A","title":"MADISON PARK EURO FUNDING CADOG 10A A1 144A","isin":"XS1725823469","value_usd":2239182.51,"pct_val":0.0653407,"balance":1903963.34,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS HEALTH CORPORATION","title":"CVS HEALTH CORP SR UNSECURED 04/30 3.75","isin":"US126650DJ69","value_usd":2237815.81,"pct_val":0.0704443,"balance":2332000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VOLKSWAGEN GROUP OF AMERICA FINANCE LLC","title":"VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05","isin":"US928668CP53","value_usd":2234684.21,"pct_val":0.0652094,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUITABLE HOLDINGS INC","title":"EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35","isin":"US054561AJ49","value_usd":2231484.75,"pct_val":0.070245,"balance":2235000,"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 SOUTHERN CAL EDISON","isin":"US842400JA26","value_usd":2213325.97,"pct_val":0.0696734,"balance":2200000,"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 2024-1","title":"CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A","isin":"US14318WAB37","value_usd":2203722.67,"pct_val":0.0693711,"balance":2200919.36,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD","isin":"EZBS1YP0J955","value_usd":2200709.07,"pct_val":0.064218,"balance":44100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVF74","value_usd":2196123.63,"pct_val":0.0691319,"balance":2210000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET BACKED CERTS 2006-22","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A","isin":"US12666BAA35","value_usd":2190876.57,"pct_val":0.0639311,"balance":2366497.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NISSAN MOTOR CO LTD","title":"NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522","isin":"US654744AB77","value_usd":2187766.55,"pct_val":0.0688688,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","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":2187404.38,"pct_val":0.0638298,"balance":2170367,"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":2172519.87,"pct_val":0.0665255,"balance":1612627.62,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCCIDENTAL PETROLEUM CORPORATION","title":"OCCIDENTAL PETROLEUM COR OCCIDENTAL PETROLEUM COR","isin":"US674599EL59","value_usd":2160196.72,"pct_val":0.0680009,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN POINT CLO 10 LTD","title":"CROWN POINT CLO LTD CRNPT 2021 10A B 144A","isin":"US22846FAE88","value_usd":2157504.36,"pct_val":0.0629573,"balance":2150000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 02/45 0.75","isin":"US912810RL44","value_usd":2150303.69,"pct_val":0.0658452,"balance":2880759,"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 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A","isin":"US14686TAD00","value_usd":2147079.4,"pct_val":0.067588,"balance":2120000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGEL OAK MORTGAGE TRUST 2024-2","title":"ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A","isin":"US034942AA08","value_usd":2141012.56,"pct_val":0.062476,"balance":2121379.41,"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 CB7320 FN 09/53 FIXED 4.5","isin":"US3140QTD220","value_usd":2128832.68,"pct_val":0.0621206,"balance":2167869.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR","isin":"US38141GB789","value_usd":2111987.37,"pct_val":0.061629,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRALEE CLO VI LTD 2019 6A","title":"TRALEE CDO LTD TRAL 2019 6A AJR 144A","isin":"US89289EBA10","value_usd":2106616.39,"pct_val":0.0645074,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 05/37 6.875","isin":"US91087BBC37","value_usd":2090850,"pct_val":0.0658179,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2006-HE5","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B","isin":"US59022QAC69","value_usd":2066831.09,"pct_val":0.0603114,"balance":4195257.79,"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 2019-RPL3","title":"NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A","isin":"US64830NAA90","value_usd":2045445.69,"pct_val":0.0596873,"balance":2107174.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM5 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A","isin":"US673919AL09","value_usd":2045207.53,"pct_val":0.0596804,"balance":2033344.19,"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 2024-2","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A","isin":"US17331XAB73","value_usd":2044520,"pct_val":0.0643595,"balance":2041694.3,"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 BANK NA","title":"MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA","isin":"US61690U8B93","value_usd":2043059.42,"pct_val":0.0643135,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROGRESS RESIDENTIAL 2021-SFR9 TRUST","title":"PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A","isin":"US74333QAA31","value_usd":2041844.41,"pct_val":0.0595822,"balance":2168390.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-AR1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2","isin":"US17310UAB89","value_usd":2037251.75,"pct_val":0.0594482,"balance":2299301.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HPS CORPORATE LENDING FUND","title":"HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95","isin":"US40440VAK17","value_usd":2029859.18,"pct_val":0.0592325,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","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":2007656.15,"pct_val":0.0585846,"balance":2073864.91,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-RPL1 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL1 A1 144A","isin":"US69380XAA00","value_usd":2004474.52,"pct_val":0.0584918,"balance":2024358.58,"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-H2 MORTGAGE TRUST","title":"CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A","isin":"US22757BAA26","value_usd":2000603.01,"pct_val":0.0583788,"balance":1980348.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RC34","value_usd":1997086.2,"pct_val":0.0611535,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST","title":"TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A2A","isin":"US89237QAB68","value_usd":1947520.38,"pct_val":0.0613061,"balance":1943742.52,"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 ABS CAPITAL I 2007-NC2","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A","isin":"US61753NAA81","value_usd":1943640.82,"pct_val":0.0567166,"balance":2147028.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MORTGAGE LOAN TRUST 2024-1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A","isin":"US17332CBX39","value_usd":1938463.54,"pct_val":0.0565655,"balance":1927960.59,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SBA TOWER TRUST","title":"SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84","isin":"US78403DAV29","value_usd":1938047.6,"pct_val":0.0565534,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANGLOGOLD ASHANTI HOLDINGS PLC","title":"ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375","isin":"US03512TAF84","value_usd":1935765.1,"pct_val":0.0592757,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D","isin":"US81377AAE29","value_usd":1928540.59,"pct_val":0.056276,"balance":5053979.84,"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 10/35 VAR","isin":"US46647PER38","value_usd":1919410.31,"pct_val":0.0560095,"balance":1900000,"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 MB0553 G2 08/55 FIXED 4","isin":"US3618N5TK53","value_usd":1916570.61,"pct_val":0.0559267,"balance":2027337.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2023-NQM4 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A","isin":"US67448GAA13","value_usd":1912707.29,"pct_val":0.0558139,"balance":1908919.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET 2024-RN2 LLC","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A","isin":"US69391YAA55","value_usd":1889864.37,"pct_val":0.0594911,"balance":1876705.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1","isin":"US55275NAA90","value_usd":1859100.71,"pct_val":0.0542497,"balance":2407520.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELECTRICITE DE FRANCE SA (EDF)","title":"ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/28 5.7","isin":"US28504DAB91","value_usd":1854984.01,"pct_val":0.0583931,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5471","title":"FREDDIE MAC FHR 5471 FH","isin":"US3137HH7G08","value_usd":1829149.82,"pct_val":0.0533757,"balance":1818357.87,"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 SR UNSECURED 03/27 5.8","isin":"US345397D831","value_usd":1823170.21,"pct_val":0.0532012,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CBAM 2018-5 LTD 5A","title":"CBAM CLO MANAGEMENT CBAM 2018 5A A 144A","isin":"US12481QAC96","value_usd":1821612.79,"pct_val":0.0573426,"balance":1818013.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRKCM 2024-AFC1 TRUST","title":"PRKCM TRUST PRKCM 2024 AFC1 A1 144A","isin":"US69380WAA27","value_usd":1801719.23,"pct_val":0.0525752,"balance":1783159.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROLOGIS LP","title":"PROLOGIS LP SR UNSECURED 01/35 5","isin":"US74340XCN93","value_usd":1800651.71,"pct_val":0.0566828,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BINOM SECURITIZATION TRUST 2022-RPL1","title":"BINOM SECURITIZATION TRUST BINOM 2022 RPL1 A1 144A","isin":"US05552CAA27","value_usd":1795948.05,"pct_val":0.0524068,"balance":1908130.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT 2024-NQM2 TRUST","title":"GCAT GCAT 2024 NQM2 A1 144A","isin":"US36831CAA09","value_usd":1795098.4,"pct_val":0.052382,"balance":1775322.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-30Y CME","isin":"EZ9XTCS56VG3","value_usd":1783586.45,"pct_val":0.0520461,"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":"KONA SPC LTD","title":"KONA SPC LTD COMPANY GUAR 144A 09/26 VAR","isin":"XS3135157884","value_usd":1769236.8,"pct_val":0.0516274,"balance":1500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"HCA INC","title":"HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP","isin":"US40412BVE00","value_usd":1769064.21,"pct_val":0.0556884,"balance":1780000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDINGS INC","title":"NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679","isin":"US65535HAS85","value_usd":1758725.86,"pct_val":0.0513207,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR","isin":"US38141GB375","value_usd":1747275.86,"pct_val":0.0509865,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PETROLEOS MEXICANOS (PEMEX)","title":"PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35","isin":"US71654QCL41","value_usd":1728364.48,"pct_val":0.0504347,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA9797 FR 09/53 FIXED 5","isin":"US3133KR3E22","value_usd":1719342.63,"pct_val":0.0501714,"balance":1718504.29,"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 REF MORT 10/43 4.65","isin":"US842400FZ13","value_usd":1705139.72,"pct_val":0.049757,"balance":2000000,"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 10/25 0.00000","isin":"US912797RD17","value_usd":1702171.92,"pct_val":0.0521228,"balance":1706000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9220 FN 08/30 FIXED 4.72","isin":"US3140LLG627","value_usd":1690592.78,"pct_val":0.0493325,"balance":1656376.09,"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 2007-9","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A","isin":"US12670FAA84","value_usd":1690591.31,"pct_val":0.0493325,"balance":1875347.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2024-NQM8 TRUST","title":"ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A","isin":"US67119CAA80","value_usd":1688138.9,"pct_val":0.0492609,"balance":1667250.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":1683868.66,"pct_val":0.0491363,"balance":1688000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HYUNDAI AUTO RECEIVABLES TRUST 2024-A","title":"HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A","isin":"US448973AB35","value_usd":1679352.42,"pct_val":0.0528644,"balance":1676136.75,"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":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":1674285.36,"pct_val":0.0488566,"balance":-1138,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"LONG BEACH MORTGAGE LOAD TR 2005-WL2","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4","isin":"US542514NE09","value_usd":1673827.38,"pct_val":0.0488433,"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":"N/A","title":"CDX HY45 5Y ICE","isin":"EZ6VZBKT52J6","value_usd":1663428.15,"pct_val":0.0485398,"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":"PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A","title":"PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A","isin":"XS2865669522","value_usd":1650540.27,"pct_val":0.0481637,"balance":1400000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2024-RPL3 LLC","title":"PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL3 A1 144A","isin":"US69381LAA52","value_usd":1631440.06,"pct_val":0.0476064,"balance":1661119.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-OAR3","title":"MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR3 A1","isin":"US59024JAA43","value_usd":1630452.6,"pct_val":0.0475776,"balance":1813997.79,"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 HYUNDAI CAPITAL AMERICA","isin":"US44891ADA25","value_usd":1613228.61,"pct_val":0.0507829,"balance":1600000,"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 2024-R1","title":"VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A","isin":"US924926AA67","value_usd":1604869.87,"pct_val":0.0468311,"balance":1601866.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 10/30 VAR","isin":"US61747YFU47","value_usd":1603361.22,"pct_val":0.0504723,"balance":1600000,"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":"US13638WXN72","value_usd":1595590.24,"pct_val":0.0488591,"balance":1600000,"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 2006-7","title":"LEHMAN XS TRUST LXS 2006 7 1A1A","isin":"US52522EAA73","value_usd":1591070.92,"pct_val":0.0464284,"balance":1791742.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2007-QA1","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3","isin":"US74923GAC78","value_usd":1553436.92,"pct_val":0.0453302,"balance":1739538.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":1552904.69,"pct_val":0.047552,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD","isin":"EZYTQ6PZV898","value_usd":1551576.18,"pct_val":0.0452759,"balance":29400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":1550302.03,"pct_val":0.0452387,"balance":1539000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SCULE-5A","title":"SCULPTOR EUROPEAN CLO SCULE 5A B2R 144A","isin":"XS2405129631","value_usd":1527058.76,"pct_val":0.0467606,"balance":1300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A","title":"CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A","isin":"XS2350015942","value_usd":1522416.95,"pct_val":0.044425,"balance":1294724.97,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSI ASSET SEC CORP TRUST 2006-WMC1","title":"HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2","isin":"US40430MAC10","value_usd":1519901.19,"pct_val":0.0443516,"balance":3555981.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SBNA AUTO LEASE TRUST 2023-A","title":"SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A","isin":"US78436TAD81","value_usd":1519687.8,"pct_val":0.0465349,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES LXV CLO LTD","title":"ARES CLO LTD ARES 2022 65A A2R 144A","isin":"US04019FAN78","value_usd":1505627.24,"pct_val":0.0439351,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING III LLC 2023-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A","isin":"US42806MBS70","value_usd":1505074.5,"pct_val":0.043919,"balance":1500000,"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 CERTS 2006-BC5","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A","isin":"US12666SAA69","value_usd":1503620.61,"pct_val":0.0438765,"balance":1600709.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"37 CAPITAL CLO II 2022-1A","title":"37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A","isin":"US88429PAU66","value_usd":1502795.75,"pct_val":0.0438525,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2024-CES4","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A","isin":"US74939FAA57","value_usd":1486405.48,"pct_val":0.0433742,"balance":1467792.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE SECURITIES CORP 2007-ASP1","title":"ACE SECURITIES CORP. ACE 2007 ASP1 A1","isin":"US00442JAA25","value_usd":1479752.75,"pct_val":0.0431801,"balance":3439292.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)","title":"PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65","isin":"US71429MAC91","value_usd":1475885.85,"pct_val":0.0464595,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2006-C","title":"FREMONT HOME LOAN TRUST FHLT 2006 C 1A1","isin":"US35729TAA07","value_usd":1472484.54,"pct_val":0.042968,"balance":1589845.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WMALT MTGE PASS-THRU CERT 2006-AR9","title":"WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A","isin":"US939346AA00","value_usd":1466697.72,"pct_val":0.0427991,"balance":1627745.56,"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 5557","title":"FREDDIE MAC FHR 5557 FM","isin":"US3137HLZ217","value_usd":1460604.1,"pct_val":0.0426213,"balance":1455170.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMSC PASS-THROUGH TRUST 2009-4R","title":"GS MORTGAGE SECURITIES CORP. GSMSC 2009 4R 2A3 144A","isin":"US36190GAE89","value_usd":1460365.18,"pct_val":0.0426143,"balance":1986860.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC 2005-W1","title":"ARGENT SECURITIES INC. ARSI 2005 W1 A1","isin":"US040104MX65","value_usd":1432220.25,"pct_val":0.041793,"balance":1560166.71,"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 05/29 VAR","isin":"US06738EBD67","value_usd":1414893.55,"pct_val":0.0445395,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CALIFORNIA STATE PUBLIC WORKS BOARD","title":"CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804","isin":"US130685C814","value_usd":1413790.31,"pct_val":0.0412552,"balance":1265000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":1395088.05,"pct_val":0.0407095,"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":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A","isin":"US96041AAC09","value_usd":1392998.36,"pct_val":0.0438502,"balance":1391042.28,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 2019-9A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A","isin":"US03330HAA59","value_usd":1385488.79,"pct_val":0.0404294,"balance":1398617.02,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2022-RPL4","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A","isin":"US12663TAA79","value_usd":1368991.65,"pct_val":0.039948,"balance":1420122.3,"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 07/30 4.55","isin":"US694308JM04","value_usd":1367140.11,"pct_val":0.0430363,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GRIFFITH PARK CLO DAC 1A","title":"GRIFFITH PARK CLO GRIPK 1A A1RA 144A","isin":"XS2309452766","value_usd":1359262.36,"pct_val":0.0396641,"balance":1155849.83,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPLX LP","title":"MPLX LP SR UNSECURED 08/30 2.65","isin":"US55336VBQ23","value_usd":1358124.9,"pct_val":0.0427525,"balance":1500000,"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 02/43 0.625","isin":"US912810RA88","value_usd":1349145.61,"pct_val":0.0413126,"balance":1774552.89,"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 2024-84","title":"FANNIE MAE FNR 2024 84 FD","isin":"US3136BTTR45","value_usd":1344796.26,"pct_val":0.0392419,"balance":1340318.79,"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 2023-6","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 C 144A","isin":"US69547UAC27","value_usd":1332937.11,"pct_val":0.0408163,"balance":1330424.2,"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 03/29 5.8","isin":"US345397E581","value_usd":1328717.2,"pct_val":0.0387728,"balance":1300000,"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 03/32 2.7","isin":"US87264ACQ67","value_usd":1322492.31,"pct_val":0.0416308,"balance":1500000,"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 2025-27","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 27 FG","isin":"US38385DRG33","value_usd":1322178.41,"pct_val":0.0385819,"balance":1315826.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIZENS AUTO RECEIVABLES TRUST 2024-1","title":"CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A","isin":"US17331QAD88","value_usd":1307344.48,"pct_val":0.0411539,"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":"SOUTHERN CALIFORNIA EDISON COMPANY","title":"SO. CALIF EDISON","isin":"US8424C0YE43","value_usd":1292638.75,"pct_val":0.0395823,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHF ISSUER TRUST 2024-3A","title":"FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A","isin":"US30339EAB48","value_usd":1290245.57,"pct_val":0.0376501,"balance":1292487.52,"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 BM5807 FN 04/48 FIXED VAR","isin":"US3140JANZ71","value_usd":1282775.97,"pct_val":0.0374322,"balance":1363879.57,"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 REMICS 2025-54","title":"FANNIE MAE FNR 2025 54 FM","isin":"US3136BWNW23","value_usd":1281866.91,"pct_val":0.0374056,"balance":1277064.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":1277893.13,"pct_val":0.0402268,"balance":1276147.36,"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 2022-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A","isin":"US78449CAB46","value_usd":1274993.61,"pct_val":0.0372051,"balance":1255722.54,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN","title":"DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4","isin":"US48129VAF31","value_usd":1268230.23,"pct_val":0.0370077,"balance":619000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS A2 144A","isin":null,"value_usd":1267965.06,"pct_val":0.037,"balance":1900000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797NU77","value_usd":1260309.68,"pct_val":0.0385924,"balance":1272000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KREF 2022-FL3 LTD","title":"KREF 2022 FL3 LTD KREF 2022 FL3 A 144A","isin":"US48275EAA47","value_usd":1250120.1,"pct_val":0.0364792,"balance":1248302.61,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TRALEE CLO VI LTD 2019 6A","title":"TRALEE CDO LTD TRAL 2019 6A A1RR 144A","isin":"US89289EBL74","value_usd":1236378.65,"pct_val":0.0378596,"balance":1234143.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1","title":"GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2A","isin":"US36268GAB14","value_usd":1223969.63,"pct_val":0.0385294,"balance":1222872.22,"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 2007-10","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4","isin":"US23246BAK70","value_usd":1221953.58,"pct_val":0.0356573,"balance":1249101.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARVEST CLO XVI DAC 16A","title":"HARVEST CLO HARVT 16A ARR 144A","isin":"XS2304366656","value_usd":1177358.67,"pct_val":0.0360523,"balance":1001971.64,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 12 LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A","isin":"US03332DAA28","value_usd":1176888.84,"pct_val":0.0343423,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PQ48","value_usd":1162849.84,"pct_val":0.0366054,"balance":1171000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":"US86562MDP23","value_usd":1158958.45,"pct_val":0.0338191,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHENIERE CORPUS CHRISTI HOLDINGS LLC","title":"CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7","isin":"US16412XAJ46","value_usd":1157983.93,"pct_val":0.0364522,"balance":1200000,"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 MORGAN STANLEY","isin":"US61747YFQ35","value_usd":1148910.1,"pct_val":0.0351812,"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 5475","title":"FREDDIE MAC FHR 5475 FG","isin":"US3137HHDJ73","value_usd":1144270.93,"pct_val":0.0333905,"balance":1140691.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TR INC 2007-10","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA","isin":"US17313QAL23","value_usd":1143024.14,"pct_val":0.0333541,"balance":1214719.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CANADA","title":"ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR","isin":"US78016HZZ62","value_usd":1126065.61,"pct_val":0.0344816,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A","title":"EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3","isin":"US30165AAC99","value_usd":1121084.67,"pct_val":0.0343291,"balance":1119512.43,"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 SR UNSECURED 03/30 6.25","isin":"US281020BC07","value_usd":1117605.48,"pct_val":0.0351811,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2","isin":"US03065UAB52","value_usd":1111083.04,"pct_val":0.0349758,"balance":1108909.91,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROLOGIS LP","title":"PROLOGIS LP SR UNSECURED 02/33 4.2","isin":"CA74340XCP48","value_usd":1109246.98,"pct_val":0.034918,"balance":1500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TOWD POINT MORTGAGE TRUST 2024-CES2","title":"TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A","isin":"US89182JAA97","value_usd":1099980.49,"pct_val":0.0320981,"balance":1089925.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAN DIEGO GAS & ELECTRIC COMPANY","title":"SAN DIEGO GAS + ELEC","isin":null,"value_usd":1097496.84,"pct_val":0.0320256,"balance":1100000,"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 US22546DAB29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":1091500,"pct_val":0.0318506,"balance":3700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7","isin":"PEP01000C5J8","value_usd":1073680.64,"pct_val":0.0313306,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX ITRAXX XOV44 5Y 35-100% SP MYC","isin":"EZBL882X12N4","value_usd":1072374.14,"pct_val":0.0312925,"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":"DAE FUNDING LLC","title":"DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375","isin":"US23371DAG97","value_usd":1072224.79,"pct_val":0.0312882,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET SEC TRUST 2005-A10","title":"RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4","isin":"US45660LXN45","value_usd":1068528.76,"pct_val":0.0311803,"balance":2542828.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 4 LTD 2016-4A","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 4A AR 144A","isin":"US03329TAG94","value_usd":1050985.62,"pct_val":0.0306684,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BZ5147 FN 10/35 FIXED 4.96","isin":"US3140Q0WH15","value_usd":1044490.22,"pct_val":0.0304788,"balance":1018000,"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","title":"MORGAN STANLEY SR UNSECURED 10/28 VAR","isin":"US61747YEV39","value_usd":1041916.07,"pct_val":0.0327985,"balance":1000000,"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 2024-4","title":"VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A","isin":"US92540GAA67","value_usd":1041631.66,"pct_val":0.0303954,"balance":1027638.92,"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":"FN DUS POOL HART SMITH 10Y","isin":null,"value_usd":1039105.11,"pct_val":0.0318188,"balance":1018000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"SEC ASSET BACKED REC LLC 2005-FR2","title":"SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3","isin":"US81375WEG78","value_usd":1025601.46,"pct_val":0.0299277,"balance":1016124.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 04/35 5.625","isin":"US925650AK98","value_usd":1021676.42,"pct_val":0.0298131,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTGE INVEST 2006-AR6","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3","isin":"US86360UAC09","value_usd":1015063.32,"pct_val":0.0296201,"balance":1246202.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 11/31 5.125","isin":"US925650AH69","value_usd":1013519.95,"pct_val":0.0295751,"balance":1000000,"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/3.00000 06/21/23-7Y CME","isin":"EZWF2F56KP17","value_usd":1013422.03,"pct_val":0.0295723,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2004-QA4","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1","isin":"US76110HZE25","value_usd":1011896.79,"pct_val":0.0295277,"balance":1008181.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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":1002995.63,"pct_val":0.029268,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST","title":"UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45","isin":"US90932WAA18","value_usd":995933.84,"pct_val":0.0290619,"balance":965521.46,"units":"PA","currency":"USD","asset_cat":"DBT","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":990365.66,"pct_val":0.0303263,"balance":990456.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHF TRUST 2023-1A","title":"FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A","isin":"US30331GAC50","value_usd":986011.43,"pct_val":0.0287724,"balance":981264.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1","isin":"US74923HAK77","value_usd":983221.06,"pct_val":0.028691,"balance":1135562.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797SY45","value_usd":981618.3,"pct_val":0.0286442,"balance":988000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREDDIE MAC REMICS 5482","title":"FREDDIE MAC FHR 5482 CF","isin":"US3137HHLS80","value_usd":976763.04,"pct_val":0.0285025,"balance":969455.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3","isin":"US694308JW85","value_usd":970020.2,"pct_val":0.0283058,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3","isin":"US00774MAW55","value_usd":952985.39,"pct_val":0.0299991,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA HOME EQUITY TRUST 2005-10","title":"GSAA HOME EQUITY TRUST GSAA 2005 10 M5","isin":"US362341JL40","value_usd":951586.17,"pct_val":0.0277678,"balance":952136.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 01/38 6.625","isin":"US91087BBF67","value_usd":942295.5,"pct_val":0.0296626,"balance":927000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":938014.18,"pct_val":0.0287233,"balance":914000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INTERCONTINENTAL HOTELS GROUP PLC","title":"INTERCONTINENTAL HOTELS COMPANY GUAR REGS 05/27 2.125","isin":"XS1908370171","value_usd":937358.94,"pct_val":0.0295072,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TAURUS 2021-1 UK DAC 21-UK1A","title":"TAURUS CMBS TAURS 2021 UK1A A 144A","isin":"XS2303818954","value_usd":934131.75,"pct_val":0.0286044,"balance":694896.16,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":930715,"pct_val":0.0271588,"balance":921500,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARS INCORPORATED","title":"MARS INC SR UNSECURED 144A 03/35 5.2","isin":"US571676BA26","value_usd":925375.23,"pct_val":0.027003,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST","title":"AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3","isin":"US00774MAX39","value_usd":921453.51,"pct_val":0.0282161,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12","title":"JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A","isin":"US46651QAA58","value_usd":907479.31,"pct_val":0.0264808,"balance":909643.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CROWN CASTLE INTERNATIONAL CORP (CCI)","title":"CROWN CASTLE 01/26 ZCP","isin":null,"value_usd":897907.86,"pct_val":0.0262015,"balance":900000,"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 01/26 ZCP","isin":null,"value_usd":897803.46,"pct_val":0.0261984,"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":0.0280951,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1","title":"AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A","isin":"US023947AB05","value_usd":891646.53,"pct_val":0.0273034,"balance":890447.19,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MILL CITY MORTGAGE LOAN TRUST 2019-GS2","title":"MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A","isin":"US59981TAC99","value_usd":885436.65,"pct_val":0.0258376,"balance":906293.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797MH75","value_usd":883172.5,"pct_val":0.0278014,"balance":890000,"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 2023-6","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3","isin":"US80287DAC11","value_usd":882197.6,"pct_val":0.025743,"balance":879436,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS B 144A","isin":null,"value_usd":867555.04,"pct_val":0.0253158,"balance":1300000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1","title":"MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1","isin":"US61776YAA73","value_usd":860740.93,"pct_val":0.0251169,"balance":877530.37,"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 CERTIFICATES 2007-BC3","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A","isin":"US23246LAA70","value_usd":856724.37,"pct_val":0.0249997,"balance":893326.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 2018-6A LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A","isin":"US03330LAA61","value_usd":844805.92,"pct_val":0.0265937,"balance":851984.48,"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":"317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD","isin":"EZ5Z5JQ96961","value_usd":833828.38,"pct_val":0.0243316,"balance":15400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG","isin":null,"value_usd":826000,"pct_val":0.0241032,"balance":2800000,"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 POOL AL2279 GN 03/45 FIXED 3.5","isin":"US36183XQ869","value_usd":824972.45,"pct_val":0.0240732,"balance":883494.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LN TRUST 2008-R4","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A","isin":"US466309AA90","value_usd":818608.58,"pct_val":0.0238875,"balance":1723226.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ALT-A TRUST 2005-5","title":"BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1","isin":"US07386HUJ84","value_usd":817650.99,"pct_val":0.0238595,"balance":1404211.47,"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 2019-HY3","title":"TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A","isin":"US89177XAA54","value_usd":802904.7,"pct_val":0.0234292,"balance":801716.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD","isin":"EZZQVWDYT3J3","value_usd":799709.68,"pct_val":0.023336,"balance":15400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PACIFIC GAS AND ELECTRIC COMPANY","title":"PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/55 6.15","isin":"US694308KV83","value_usd":795145.16,"pct_val":0.0232028,"balance":800000,"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 2024-83","title":"FANNIE MAE FNR 2024 83 FA","isin":"US3136BTME05","value_usd":792491.81,"pct_val":0.0231254,"balance":789852.36,"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 2023-C","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A","isin":"US83207DAB47","value_usd":782048.63,"pct_val":0.0228206,"balance":773470.99,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOME PARTNERS OF AMERICA TRUST 2021-2","title":"HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A","isin":"US43732VAT35","value_usd":775988.28,"pct_val":0.0244274,"balance":805676.41,"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 2023-4","title":"VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A","isin":"US92539TAA16","value_usd":774190.27,"pct_val":0.0225913,"balance":773389.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 13 LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 13A A1 144A","isin":"US03290AAA88","value_usd":771571.66,"pct_val":0.0225149,"balance":800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG","isin":null,"value_usd":737500,"pct_val":0.0215207,"balance":2500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA","title":"CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7","isin":"US224939AB41","value_usd":725357.77,"pct_val":0.0211664,"balance":2300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"UNITED MEXICAN STATES SR UNSECURED 05/55 7.375","isin":"US91087BBD10","value_usd":724318,"pct_val":0.0228008,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5","title":"SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1","isin":"US81375WFU53","value_usd":712223.41,"pct_val":0.0207831,"balance":913004.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOMES 4 RENT LP","title":"AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95","isin":"US02666TAK34","value_usd":707445.93,"pct_val":0.0222697,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CMO PLACEHOLDER","title":"PROJECT NOVA TERM LOAN","isin":null,"value_usd":700000,"pct_val":0.0204264,"balance":700000,"units":"PA","currency":"USD","asset_cat":"LON","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P1","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A","isin":"US14688EAC30","value_usd":685792.14,"pct_val":0.0209999,"balance":683334.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ANCHORAGE CREDIT FUNDING 14 LTD","title":"ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A","isin":"US033295AA45","value_usd":672790.22,"pct_val":0.0196324,"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":"UNITED STATES GOVT","title":"US TREASURY N/B 08/48 3","isin":"US912810SD19","value_usd":647670.81,"pct_val":0.0188994,"balance":874400,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1","title":"BOF URSA FUNDING BVABS 2024 SN1 A3 144A","isin":"US072926AC22","value_usd":637153.74,"pct_val":0.0185925,"balance":635023.55,"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":"317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD","isin":"EZX66NSLB8L7","value_usd":632192.08,"pct_val":0.0184477,"balance":10400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SBNA AUTO LEASE TRUST 2024-B","title":"SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A","isin":"US78437VAC46","value_usd":629429.63,"pct_val":0.0198138,"balance":628630.95,"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":"317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZTD50RBFKL6","value_usd":628257.76,"pct_val":0.0183329,"balance":10600000,"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 CB6418 FN 05/53 FIXED 5","isin":"US3140QSDY42","value_usd":626583.23,"pct_val":0.0182841,"balance":625407.55,"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 2024-2","title":"PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A","isin":"US694961AA13","value_usd":624269.34,"pct_val":0.0182165,"balance":622036.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRESTIGE AUTO RECEIVABLES TRUST 2024-1A","title":"PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A","isin":"US74113QAC50","value_usd":623748.32,"pct_val":0.019635,"balance":623336.73,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"F&G GLOBAL FUNDING","title":"F+G GLOBAL FUNDING SECURED 144A 01/30 5.875","isin":"US30321L2J09","value_usd":623405.23,"pct_val":0.0181913,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLP CAPITAL LP / GLP FINANCING II INC","title":"GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625","isin":"US361841AT63","value_usd":609227.02,"pct_val":0.0177776,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR","isin":"US404280DZ92","value_usd":608672.25,"pct_val":0.0191604,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1","title":"PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A","isin":"US693989AA39","value_usd":603951.3,"pct_val":0.0176237,"balance":622183.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2005-HE1","title":"MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2","isin":"US61744CKP04","value_usd":601974,"pct_val":0.017566,"balance":604375.61,"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 08/27 4.125","isin":"US345397A860","value_usd":595390.23,"pct_val":0.0173738,"balance":600000,"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 2024-144","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2024 144 FD","isin":"US38384WTH87","value_usd":577993,"pct_val":0.0168662,"balance":575949.59,"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 INVST LN TR 2006-4","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2","isin":"US86360WAB81","value_usd":577697.05,"pct_val":0.0168575,"balance":782437.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QY62","value_usd":577586.58,"pct_val":0.0176865,"balance":582000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2","title":"FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A","isin":"US35104AAB44","value_usd":574894.63,"pct_val":0.0167758,"balance":572915.27,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA3QA5 PIMCO FPPSWAPTION 4.656 PUT USD","isin":"EZS6GRFJVN19","value_usd":566662.74,"pct_val":0.0165356,"balance":10300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HSBC HOLDINGS PLC","title":"HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR","isin":"US404280CH04","value_usd":561086.42,"pct_val":0.0163728,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","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":560235.99,"pct_val":0.0176357,"balance":559475.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 12/26 3","isin":"MX0SGO0000M6","value_usd":555904.78,"pct_val":0.0170225,"balance":10260801.6,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE ACQI CORP 2006-CW1","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW1 M1","isin":"US46628MAG15","value_usd":555831.15,"pct_val":0.0162195,"balance":550358.71,"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 5468","title":"FREDDIE MAC FHR 5468 MF","isin":"US3137HHBH36","value_usd":545918.48,"pct_val":0.0159302,"balance":542437.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RCKT MORTGAGE TRUST 2024-CES1","title":"WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A","isin":"US749424AA57","value_usd":538812.34,"pct_val":0.0157229,"balance":534025.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2005-3","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A","isin":"US542514NT77","value_usd":527672.46,"pct_val":0.0153978,"balance":530694.13,"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/3.75000 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":527508.82,"pct_val":0.015393,"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":"COUNTRYWIDE ALTERNATIVE LN TR 2005-J3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1","isin":"US12667GDA85","value_usd":526843.48,"pct_val":0.0153736,"balance":705495.74,"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 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A","isin":"US64032PAA03","value_usd":521494.83,"pct_val":0.0152175,"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":"MORGAN STANLEY ABS CAPITAL I 2006-HE8","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1","isin":"US61750SAA06","value_usd":513303.74,"pct_val":0.0149785,"balance":567829.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDEN STATE TOBACCO SECURITIZATION","title":"GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3","isin":"US38122NB769","value_usd":508579.68,"pct_val":0.0148407,"balance":560000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN EXPRESS COMPANY","title":"AMERICAN EXPRESS CO SR UNSECURED 07/35 VAR","isin":"US025816DW67","value_usd":506389.92,"pct_val":0.0159407,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXTRA SPACE STORAGE LP","title":"EXTRA SPACE STORAGE LP COMPANY GUAR 01/35 5.35","isin":"US30225VAT44","value_usd":503619.09,"pct_val":0.0158534,"balance":500000,"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 4273","title":"FREDDIE MAC FHR 4273 PF","isin":"US3137B66E61","value_usd":503189.5,"pct_val":0.0146834,"balance":507367.11,"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 SR UNSECURED 11/25 3.375","isin":"US345397B280","value_usd":499099.82,"pct_val":0.0152831,"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":"317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZBDT9GBBZ51","value_usd":483380.14,"pct_val":0.0141053,"balance":10600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2023-AA","title":"NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A","isin":"US64032PAB85","value_usd":483253.74,"pct_val":0.0141016,"balance":463866.44,"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 FS2661 FN 07/52 FIXED VAR","isin":"US3140XH5X18","value_usd":475869.27,"pct_val":0.0138861,"balance":483678.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":0.0148848,"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":"CARVANA AUTO RECEIVABLES TRUST 2023-N3","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A","isin":"US14686RAA05","value_usd":469380.11,"pct_val":0.0147756,"balance":468540.58,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS C 144A","isin":null,"value_usd":467145.02,"pct_val":0.0136316,"balance":700000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"ACHV ABS TRUST 2025-1PL","title":"ACHV ABS TRUST ACHV 2025 1PL B 144A","isin":"US00112MAB28","value_usd":465724.9,"pct_val":0.0135901,"balance":463502.22,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD","isin":"EZHZDV7R1G67","value_usd":456731.6,"pct_val":0.0133277,"balance":10400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1","isin":"US12668BB774","value_usd":453030.15,"pct_val":0.0132197,"balance":474573.51,"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 2024-96","title":"FANNIE MAE FNR 2024 96 FB","isin":"US3136BTL272","value_usd":450979.47,"pct_val":0.0131598,"balance":447104.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US INTERNATIONAL DEVELOPMENT FINANCE CORPORATION","title":"INT DEVELOPMENT FIN CORP US GOVT GUAR 05/30 4.14","isin":"US690353RQ28","value_usd":447407.34,"pct_val":0.0130556,"balance":447200,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-MHQ1","title":"PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4","isin":"US70069FCY16","value_usd":444449.45,"pct_val":0.0129693,"balance":448072.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A","title":"HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2","isin":"US412922AB25","value_usd":440654.96,"pct_val":0.0138714,"balance":439981.04,"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 11/30 6.375","isin":"US07274EAK91","value_usd":427814.94,"pct_val":0.0124839,"balance":400000,"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 LLC","title":"BAYER US FINANCE LLC BAYER US FINANCE LLC","isin":"US07274EAM57","value_usd":425081.92,"pct_val":0.0133812,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA AUTO TRUST 2024-1A","title":"BOFA AUTO TRUST BAAT 2024 1A A3 144A","isin":"US09709AAC62","value_usd":424292.86,"pct_val":0.0123811,"balance":419952.15,"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 2022-2","title":"CARMAX AUTO OWNER TRUST CARMX 2022 2 A3","isin":"US14317HAC51","value_usd":423036.1,"pct_val":0.0133168,"balance":423982.68,"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 CAP CERT 2009-3R","title":"CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A","isin":"US22943YUN74","value_usd":420904.63,"pct_val":0.0122822,"balance":628016.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 12/25 0.00000","isin":"US912797QS94","value_usd":415107.16,"pct_val":0.0127111,"balance":418000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LUCA RE LTD","title":"LUCA RE LTD UNSECURED 144A 07/31 VAR","isin":"US54930CAA36","value_usd":413360,"pct_val":0.0120621,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY","title":"MORGAN STANLEY SR UNSECURED 07/35 VAR","isin":"US61747YFT73","value_usd":411901.5,"pct_val":0.0120195,"balance":400000,"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 SR UNSECURED 144A 07/30 4.876","isin":"US62954WAS44","value_usd":407446.03,"pct_val":0.0118895,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"BAYER US FINANCE LLC BAYER US FINANCE LLC","isin":"US07274EAH62","value_usd":406651.21,"pct_val":0.012801,"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 REMICS 5500","title":"FREDDIE MAC FHR 5500 FQ","isin":"US3137HJAU12","value_usd":403922.31,"pct_val":0.0117867,"balance":400196.24,"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 01/28 VAR","isin":"US46849CJN20","value_usd":401634.72,"pct_val":0.0122986,"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 08/26 4.542","isin":"US345397ZW60","value_usd":399553.72,"pct_val":0.0116592,"balance":400000,"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 05/30 VAR","isin":"US780097BL47","value_usd":397043.51,"pct_val":0.0124985,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)","title":"IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5","isin":"US45262BAB99","value_usd":395354.63,"pct_val":0.0124454,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL MA5585 FN 01/55 FIXED 5","isin":"US31418FF369","value_usd":394871.63,"pct_val":0.0115226,"balance":395637.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PARK PLACE SECURITIES INC 2004-WCW2","title":"PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3","isin":"US70069FAZ09","value_usd":394027.13,"pct_val":0.0114979,"balance":396703.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII","isin":"US76112BR368","value_usd":392926.84,"pct_val":0.0114658,"balance":424923.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VEROS AUTO RECEIVABLES TRUST 2023-1","title":"VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A","isin":"US924933AA27","value_usd":389443.1,"pct_val":0.0122593,"balance":388930.61,"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/3.25000 06/21/23-5Y CME","isin":"EZ628FWCQP43","value_usd":387807.21,"pct_val":0.0113164,"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 DD3087 FN 02/55 FIXED 5","isin":"US3140B3ND01","value_usd":387463.12,"pct_val":0.0113064,"balance":388195.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":384798.88,"pct_val":0.0117831,"balance":384234.78,"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 US225436AA21 CREDIT SUISSE GROUP AG","isin":null,"value_usd":383500,"pct_val":0.0111908,"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 MB0305 G2 04/55 FIXED 4","isin":"US3618N5KT53","value_usd":381758,"pct_val":0.0111399,"balance":403821.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A","isin":"US76088LAA61","value_usd":379216.65,"pct_val":0.0110658,"balance":382972.27,"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":"TSY INFL IX N/B 02/48 1","isin":"US912810SB52","value_usd":378314.51,"pct_val":0.0115845,"balance":504334.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/28 4","isin":"MX0SGO0000F0","value_usd":377149.38,"pct_val":0.0115488,"balance":6926041.08,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":0.010866,"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":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A","isin":"US76089EAA10","value_usd":365069.69,"pct_val":0.0106529,"balance":363050.4,"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":"CDX HY43 5Y ICE","isin":"EZ4J83TSRL27","value_usd":356377.25,"pct_val":0.0103993,"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 POOL AL2172 GN 02/45 FIXED 3.5","isin":"US36183XMV90","value_usd":355967.92,"pct_val":0.0103874,"balance":381230.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ASSET-BACKED CERT 2007-6","title":"COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3","isin":"US12669LAD29","value_usd":354687.59,"pct_val":0.01035,"balance":332229.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR CLO LTD 18","title":"KKR FINANCIAL CLO LTD KKR 18 AR 144A","isin":"US48251JAL70","value_usd":351174.83,"pct_val":0.0110546,"balance":350740.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2006-HE7","title":"MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C","isin":"US61750MAE57","value_usd":348482.4,"pct_val":0.0101689,"balance":810866.57,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/31 2.75","isin":"MX0SGO0000K0","value_usd":342737.58,"pct_val":0.0104951,"balance":6926041.08,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PROJECT CASHMERE","title":"PROJECT CASHMERE CLASS D 144A","isin":null,"value_usd":333675.02,"pct_val":0.0097368,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"AU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1","isin":"US126694A329","value_usd":322825.1,"pct_val":0.0094202,"balance":340261.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1","title":"BOF URSA FUNDING BVABS 2024 SN1 A2 144A","isin":"US072926AB49","value_usd":313087.65,"pct_val":0.0098557,"balance":312834.66,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":311733.54,"pct_val":0.0098131,"balance":311480.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR4","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A","isin":"US45661EAV65","value_usd":300550.35,"pct_val":0.0087702,"balance":323664.88,"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":"317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080","isin":"EZW0HLS9T459","value_usd":299665.8,"pct_val":0.0087444,"balance":42000000,"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":"317U9Y3A4 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZYLQMSPLVK8","value_usd":296338,"pct_val":0.0086473,"balance":5000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A","isin":"US96043RAB33","value_usd":295626.12,"pct_val":0.009306,"balance":295431.78,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RK97 PIMCO FXVAN PUT USD BRL 5.50000000","isin":"EZG4C8FWWF20","value_usd":294978.06,"pct_val":0.0090326,"balance":9620000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A","title":"GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A","isin":"US37964VAB36","value_usd":292175.36,"pct_val":0.0091974,"balance":291772.86,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LOANCORE 2022-CRE7 ISSUER LTD","title":"LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A","isin":"US53946PAA84","value_usd":289461.03,"pct_val":0.0084466,"balance":289089.45,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"M360 2021-CRE3 LLC","title":"M360 2018 CRE1, LTD. M360 2021 CRE3 B 144A","isin":"US55379AAC80","value_usd":287649.52,"pct_val":0.0083938,"balance":292509,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART PASS-THROUGH TRUST SERIES 2022-ST3","title":"UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A","isin":"US91681EAA29","value_usd":286604.59,"pct_val":0.0083633,"balance":287196.13,"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 2025-6","title":"FANNIE MAE FNR 2025 6 FE","isin":"US3136BUUY40","value_usd":284775.18,"pct_val":0.0083099,"balance":282159.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BR3688 FN 02/51 FIXED 4.5","isin":"US3140L2C276","value_usd":280185.44,"pct_val":0.008176,"balance":285753.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":0.0086249,"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":"N/A","title":"OIS MXN TIIE1/7.01100 10/20/25-3Y* CME","isin":"EZ3N44WNYPS9","value_usd":264749.3,"pct_val":0.0077255,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"MX","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL 787954 G2 02/55 FIXED 6","isin":"US3622ADWP91","value_usd":262576.07,"pct_val":0.0076621,"balance":258341.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"ZCS BRL 13.3537 05/12/25-01/02/29 CME","isin":"EZSPJ72GL6V3","value_usd":255078.99,"pct_val":0.0080296,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR8","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2","isin":"US86359LRY73","value_usd":254285.87,"pct_val":0.0074202,"balance":293933.94,"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 BPCE SA","isin":"US05571AAT25","value_usd":253655.69,"pct_val":0.0079848,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VITALITY RE XVI LTD","title":"VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR","isin":"US92849FAC23","value_usd":250987.5,"pct_val":0.007324,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUE RIDGE RE LTD","title":"BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR","isin":"US096003AC27","value_usd":250000,"pct_val":0.0072951,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"POLESTAR RE LTD","title":"POLESTAR RE LTD UNSECURED 144A 01/29 VAR","isin":"US73110JAD46","value_usd":250000,"pct_val":0.0072951,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ASSET BACK SEC CORP HM EQ LN TR 2005-HE2","title":"ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3","isin":"US04541GQD78","value_usd":245394.12,"pct_val":0.0071607,"balance":239161.9,"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 2024-2A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A","isin":"US78397XAB01","value_usd":241848.23,"pct_val":0.0074057,"balance":241564.2,"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 BU9823 FN 02/52 FIXED 4.5","isin":"US3140MB4H23","value_usd":240133.48,"pct_val":0.0070072,"balance":244905.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1","title":"SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3","isin":"US80288AAC62","value_usd":236971.62,"pct_val":0.0072564,"balance":236595.2,"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 XS0989394589 CREDIT SUISSE GROUP AG","isin":null,"value_usd":236000,"pct_val":0.0068866,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","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":0.0071592,"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":"FANNIE MAE REMICS 2024-49","title":"FANNIE MAE FNR 2024 49 FC","isin":"US3136BS2S35","value_usd":233793.2,"pct_val":0.0068222,"balance":232355.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":229836.45,"pct_val":0.007235,"balance":229661.4,"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":"317U9Y4A3 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZL2NM11C7Y5","value_usd":228021.5,"pct_val":0.0066538,"balance":5000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603","isin":"EZYRZ5CN5VW6","value_usd":227411.08,"pct_val":0.006636,"balance":65200000,"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 AJ7493 FN 12/26 FIXED 3","isin":"US3138E0KF52","value_usd":225963.29,"pct_val":0.0065937,"balance":227533.76,"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 2024-1","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A","isin":"US37988XAB10","value_usd":224041.67,"pct_val":0.0065377,"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":"AMERICAN HOME MORTGAGE ASSETS 2006-1","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1","isin":"US02660WAC01","value_usd":220971.59,"pct_val":0.0064481,"balance":245387.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5","isin":"US07274EAL74","value_usd":216589.73,"pct_val":0.0063202,"balance":200000,"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":"US912797TA59","value_usd":216277.72,"pct_val":0.0063111,"balance":218000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAYER US FINANCE LLC","title":"BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25","isin":"US07274EAJ29","value_usd":210476.07,"pct_val":0.0061418,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CORP 2006-BC1","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2","isin":"US86359YAD31","value_usd":208270.36,"pct_val":0.0060775,"balance":214686.1,"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 2024-1A","title":"SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A","isin":"US78435VAB80","value_usd":208043.41,"pct_val":0.006549,"balance":207923.36,"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 04/30 VAR","isin":"US46647PEG72","value_usd":207709.68,"pct_val":0.0065385,"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":"317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610","isin":"EZWN2HNYG0V1","value_usd":207247.25,"pct_val":0.0060476,"balance":332500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 04/34 5.75","isin":"US925650AF04","value_usd":206504.3,"pct_val":0.0060259,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2005-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1","isin":"US92922F4M79","value_usd":205014.35,"pct_val":0.0059824,"balance":210613.32,"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 08/28 VAR","isin":"US06738EBY05","value_usd":204340.47,"pct_val":0.0062572,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"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":0.0064105,"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":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95","isin":"US345397D260","value_usd":202632.83,"pct_val":0.0062049,"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":"317U9YMA3 PIMCO SWAPTION 3.255 CALL USD 202608","isin":"EZ1Q6JQR89S5","value_usd":201912.16,"pct_val":0.0058919,"balance":47200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC BARCLAYS PLC","isin":"US06738ECT01","value_usd":201583.81,"pct_val":0.0063457,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A","isin":"US76088TAA97","value_usd":199919.85,"pct_val":0.0061218,"balance":199858.21,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONAL HEALTH INVS INC","title":"NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35","isin":"US63633DAG97","value_usd":199790.22,"pct_val":0.00583,"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 01/27 4.271","isin":"US345397A456","value_usd":199035.84,"pct_val":0.005808,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815","isin":"US345397YT41","value_usd":197047.77,"pct_val":0.00575,"balance":200000,"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 TRUST 2006-R1","title":"BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21","isin":"US073866BN44","value_usd":196148.15,"pct_val":0.0057237,"balance":297091.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A","isin":"US96043RAD98","value_usd":195490.59,"pct_val":0.0057045,"balance":195376.24,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORD MOTOR CREDIT COMPANY LLC","title":"FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9","isin":"US345397B512","value_usd":192668.46,"pct_val":0.0056222,"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 CREDIT AUTO LEASE TRUST 2024-A","title":"FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A","isin":"US345290AB62","value_usd":190776.78,"pct_val":0.0060055,"balance":190714.53,"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":"317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100","isin":"EZN1PVRTVH93","value_usd":185803.2,"pct_val":0.0054218,"balance":414000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSAMP TRUST 2006-HE2","title":"GSAMP TRUST GSAMP 2006 HE2 M1","isin":"US362334LJ15","value_usd":185168.92,"pct_val":0.0054033,"balance":185506.6,"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 03/55 5.9","isin":"US842400JH78","value_usd":183134.88,"pct_val":0.0057649,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SEC ASSET BACKED REC LLC 2006-FR4","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B","isin":"US81377GAB59","value_usd":181544.28,"pct_val":0.0052976,"balance":556874.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A","title":"UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A","isin":"US91680YAY77","value_usd":180169.96,"pct_val":0.0052575,"balance":180592.08,"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 DE2026 FN 06/55 FIXED 5","isin":"US3140BEHC54","value_usd":179837.31,"pct_val":0.0052478,"balance":180153.91,"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 5505","title":"FREDDIE MAC FHR 5505 JF","isin":"US3137HJ6Z51","value_usd":169473.48,"pct_val":0.0049453,"balance":167897.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HOMEBANC MORTGAGE TRUST 2006-1","title":"HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2","isin":"US43739ECR62","value_usd":168577.41,"pct_val":0.0049192,"balance":186942.35,"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 2004-1","title":"AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6","isin":"US00252FAK75","value_usd":165957.08,"pct_val":0.0048427,"balance":167372.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123","isin":"EZ590WP8LWN0","value_usd":159227.6,"pct_val":0.0046464,"balance":408800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1","title":"SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2","isin":"US83612NAD75","value_usd":157098.94,"pct_val":0.0045842,"balance":590220.97,"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":151852.87,"pct_val":0.0046499,"balance":151620.68,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A","isin":"US02146YAC03","value_usd":151256.63,"pct_val":0.0044138,"balance":174084.7,"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":"317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042","isin":"EZ757WXMN3Q1","value_usd":150347.66,"pct_val":0.0043872,"balance":45800000,"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 REMICS 2025-15","title":"FANNIE MAE FNR 2025 15 FQ","isin":"US3136BVPV49","value_usd":149831.77,"pct_val":0.0043722,"balance":149156.49,"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 2024-1A","title":"WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A","isin":"US96043RAC16","value_usd":141315.39,"pct_val":0.0044485,"balance":141293.46,"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/3.50000 12/20/23-10Y CME","isin":"EZ4G8FZQ8LF2","value_usd":138577.45,"pct_val":0.0040438,"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":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-133","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 133 FK","isin":"US38381QKX87","value_usd":136460.27,"pct_val":0.003982,"balance":135375.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHF TRUST 2022-1A","title":"FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A","isin":"US30327CAA45","value_usd":135970.79,"pct_val":0.0041636,"balance":135987.87,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 1A1","isin":"US02150QAA40","value_usd":131352.94,"pct_val":0.003833,"balance":158441.89,"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/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":121887.15,"pct_val":0.0035567,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2006-H","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1","isin":"US05950PAU75","value_usd":120062.5,"pct_val":0.0035035,"balance":152851.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FREMONT HOME LOAN TRUST 2005-E","title":"FREMONT HOME LOAN TRUST FHLT 2005 E 2A4","isin":"US35729PNC04","value_usd":118477.21,"pct_val":0.0034572,"balance":121618.67,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FORT CRE 2022-FL3","title":"FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A","isin":"US34706CAA71","value_usd":117583.01,"pct_val":0.0037014,"balance":119399.75,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK AKTIENGESELLSCHAFT","title":"DEUTSCHE BANK AG REGS 09/26 VAR","isin":"DE000DL19VP0","value_usd":117575.49,"pct_val":0.0037012,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DE","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":117034.16,"pct_val":0.0035837,"balance":117625.52,"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 MORTGAGE TRUST 2005-S3","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11","isin":"US466247ZY23","value_usd":114618.57,"pct_val":0.0033446,"balance":249847.63,"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 INVEST 2006-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1","isin":"US86360JAN19","value_usd":111431.42,"pct_val":0.0032516,"balance":313468.8,"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 SEC INC MTGE LO 2005-1","title":"DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4","isin":"US251510DG50","value_usd":111193.59,"pct_val":0.0032447,"balance":112268.61,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033","isin":"EZGYZ8178103","value_usd":109278.72,"pct_val":0.0031888,"balance":38400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"HYATT HOTELS CORPORATION","title":"HYATT HOTELS CORP SR UNSECURED 03/32 5.75","isin":"US448579AV47","value_usd":104823.39,"pct_val":0.0030588,"balance":100000,"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 2012-H18","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H18 NA","isin":"US38375BUL43","value_usd":104448.54,"pct_val":0.0030479,"balance":104409.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY","title":"PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532","isin":"US70869PFT93","value_usd":104047.56,"pct_val":0.0030362,"balance":95000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","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 A2 144A","isin":"US14687QAB95","value_usd":103488.2,"pct_val":0.0032577,"balance":103429.76,"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 WELLS FARGO + COMPANY","isin":"US95000U3L56","value_usd":102205.42,"pct_val":0.0032173,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RQ0048 FR 09/55 FIXED 5","isin":"US3142J6BS12","value_usd":98188.72,"pct_val":0.0028652,"balance":98399.71,"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":96513.85,"pct_val":0.0028163,"balance":96263.03,"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 2024-1","title":"BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3","isin":"US107933AC76","value_usd":94840.16,"pct_val":0.0029041,"balance":94765.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1","isin":"US12667G6K42","value_usd":92646.22,"pct_val":0.0027035,"balance":128755.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MTGE ACQUIS CORP 2007-CH3","title":"JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5","isin":"US46630XAF50","value_usd":90165.81,"pct_val":0.0026311,"balance":90644.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DLLAA LLC 2023 1A","title":"DLLAA LLC DLLAA 2023 1A A2 144A","isin":"US23292HAB78","value_usd":88591.72,"pct_val":0.0027888,"balance":88484.05,"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":"CDX IG40 5Y ICE","isin":"EZY2QJ3Z39M5","value_usd":86651.14,"pct_val":0.0027277,"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 IG41 5Y ICE","isin":"EZG1MXP5KL27","value_usd":85832.26,"pct_val":0.0027019,"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":"DSLA MORTGAGE LOAN TRUST 2005-AR4","title":"DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A","isin":"US23332UEM27","value_usd":84892.21,"pct_val":0.0024772,"balance":93710.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1","isin":"US07389NAA37","value_usd":78688.01,"pct_val":0.0022962,"balance":78623.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS INC 2006-QS12","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11","isin":"US751151AQ47","value_usd":76840.53,"pct_val":0.0022423,"balance":100333.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-149","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 149 FG","isin":"US38381UQU96","value_usd":72033.7,"pct_val":0.002102,"balance":71590.5,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.00000 09/17/25-10Y LCH","isin":"EZFGPCJVB575","value_usd":70875.78,"pct_val":0.0020682,"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":"RESIDENTIAL ASSET MTGE PROD 2005-EFC5","title":"RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3","isin":"US76112BH609","value_usd":68601.96,"pct_val":0.0020018,"balance":68603.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERICAN HOME MORTGAGE ASSETS 2006-4","title":"AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12","isin":"US02660LAB62","value_usd":66519.57,"pct_val":0.0019411,"balance":132872.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AMERIQUEST MTGE SEC INC 2004-R9","title":"AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3","isin":"US03072SUQ64","value_usd":65290.24,"pct_val":0.0020553,"balance":65448.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR8","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A","isin":"US86359LRW18","value_usd":60463.87,"pct_val":0.0017644,"balance":70548.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BANK OF AMERICA CORPORATION SNR S* ICE","isin":"EZJY8RTJK2L1","value_usd":59819.73,"pct_val":0.0017456,"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 828809 FN 08/35 FLOATING VAR","isin":"US31407EYE75","value_usd":55992.19,"pct_val":0.0016339,"balance":54823.81,"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":"OIS MXN TIIE1/8.27000 03/19/25-10Y* CME","isin":"EZCJCJ68DC78","value_usd":55789.1,"pct_val":0.001628,"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":"EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A","title":"EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2","isin":"US30165AAB17","value_usd":54149.04,"pct_val":0.0017046,"balance":54118.78,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-61","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1","isin":"US31395A3J20","value_usd":53570.54,"pct_val":0.0015632,"balance":55010.98,"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 IG43 5Y ICE","isin":"EZ10N17RBN04","value_usd":52402.71,"pct_val":0.0016046,"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":"31750RWN3 PIMCO FXVAN PUT USD BRL 5.39000000","isin":"EZZ8HK7DDDJ6","value_usd":52101.92,"pct_val":0.0015204,"balance":9620000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.09000 01/22/25-10Y LCH","isin":"EZFR659WJHH9","value_usd":50439.6,"pct_val":0.0014719,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.39000 10/01/24-10Y LCH","isin":"EZHK1QM5FKM1","value_usd":50018.52,"pct_val":0.0014596,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W6","title":"FANNIEMAE WHOLE LOAN FNW 2003 W6 F","isin":"US31393BX754","value_usd":49389.85,"pct_val":0.0014412,"balance":49580.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2007-AR7","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1","isin":"US45670CAA53","value_usd":47762.16,"pct_val":0.0013937,"balance":146565.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RIH2 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6LKNDM7959","value_usd":46843.7,"pct_val":0.0013669,"balance":84100000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2006-AR3","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1","isin":"US86360KAE82","value_usd":44325.57,"pct_val":0.0012934,"balance":52773.8,"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":"317UABUA2 PIMCO SWAPTION 3.907 PUT USD 2025110","isin":"EZPK3WT0PBY1","value_usd":43989.25,"pct_val":0.001347,"balance":98300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"NOVASTAR HOME EQUITY LOAN 2005-1","title":"NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5","isin":"US66987XGJ81","value_usd":43428.27,"pct_val":0.0013671,"balance":43461.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.45000 05/05/25-10Y LCH","isin":"EZCDFQCSBVM0","value_usd":41724.47,"pct_val":0.0012175,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"RALI TRUST 2006-QA10","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1","isin":"US74922NAA72","value_usd":41669.27,"pct_val":0.0012159,"balance":46661.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THEOREM FUNDING TRUST 2023-1A","title":"THEOREM FUNDING TRUST THRM 2023 1A A 144A","isin":"US88338QAA85","value_usd":39688.12,"pct_val":0.0012153,"balance":39641.82,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVEST LN TR 2006-BNC3","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3","isin":"US86361KAC18","value_usd":38984.96,"pct_val":0.0011938,"balance":39077.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 02/12/25-10Y LCH","isin":"EZNHC24BF987","value_usd":36666.86,"pct_val":0.00107,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ADJ RATE MTG LN 2004-19","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1","isin":"US863579JG47","value_usd":35506.95,"pct_val":0.0010361,"balance":38160.2,"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 5499","title":"FREDDIE MAC FHR 5499 FW","isin":"US3137HJX513","value_usd":35503.38,"pct_val":0.001036,"balance":35220.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.58000 08/29/24-10Y LCH","isin":"EZK1YHHFDQG6","value_usd":33184.96,"pct_val":0.0009684,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.07100 01/15/25-10Y LCH","isin":"EZZWCBP8MVY9","value_usd":32876.63,"pct_val":0.0009594,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II POOL MA9722 G2 06/54 FIXED 4","isin":"US36179YYT53","value_usd":32157.69,"pct_val":0.0009384,"balance":33918.58,"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 Q53756 FG 01/48 FIXED 4","isin":"US3132XWE647","value_usd":32114.65,"pct_val":0.0009371,"balance":33168.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.10000 01/21/25-10Y LCH","isin":"EZ7J947QTC64","value_usd":31288.43,"pct_val":0.000913,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.32000 10/20/23-10Y LCH","isin":"EZ49Z4HPK8R0","value_usd":30400.17,"pct_val":0.0008871,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 850662 FN 03/36 FLOATING VAR","isin":"US31408GB714","value_usd":30295.38,"pct_val":0.0009537,"balance":29854.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-3","title":"COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2","isin":"US12669GTQ46","value_usd":27946.03,"pct_val":0.0008155,"balance":28922.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.27750 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":26514.18,"pct_val":0.0007737,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.53000 04/23/25-10Y LCH","isin":"EZP376MT1B98","value_usd":26389.01,"pct_val":0.00077,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 836552 FN 10/35 FLOATING VAR","isin":"US31407PL971","value_usd":26200.19,"pct_val":0.0007645,"balance":25461.97,"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":"IRS EUR 2.52000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":25312.14,"pct_val":0.0007386,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE 2006-15","title":"FANNIE MAE FNR 2006 15 FC","isin":"US31395BVE00","value_usd":23456.05,"pct_val":0.0006845,"balance":23796.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 05/26 VAR","isin":"TRT200526T19","value_usd":23424.82,"pct_val":0.0006836,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.55000 04/16/25-10Y LCH","isin":"EZ15F0SX71M6","value_usd":23084.5,"pct_val":0.0006736,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.93300 01/06/25-10Y LCH","isin":"EZK6LHB5L486","value_usd":22916.81,"pct_val":0.0006687,"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/3.86600 11/14/24-10Y LCH","isin":"EZCMSCQLNL34","value_usd":22749.19,"pct_val":0.0006638,"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/3.47000 09/04/24-10Y LCH","isin":"EZSXZYY2VD17","value_usd":22048.77,"pct_val":0.0006434,"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/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":21161.14,"pct_val":0.0006175,"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 HY40 5Y ICE","isin":"EZGB6C4Y7HX0","value_usd":20143.03,"pct_val":0.0005878,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.01500 12/30/24-10Y LCH","isin":"EZVY5NK4YWD2","value_usd":19689.93,"pct_val":0.0005746,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"GENERAL ELECTRIC COMPANY SNR S* ICE","isin":"EZW8XKN63668","value_usd":19551.81,"pct_val":0.0005705,"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":"BEAR STEARNS ALT-A TRUST 2005-4","title":"BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1","isin":"US07386HSY89","value_usd":19313,"pct_val":0.0005636,"balance":20117.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-2","title":"COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1","isin":"US12669GPR64","value_usd":19052.7,"pct_val":0.000556,"balance":19599.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TURKEY GOVT","title":"TURKIYE GOVERNMENT BOND BONDS 08/26 VAR","isin":"TRT190826T19","value_usd":18818.69,"pct_val":0.0005491,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"TR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX IG38 5Y ICE","isin":"EZG3MM4J6J03","value_usd":18070.58,"pct_val":0.0005688,"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/3.88000 01/13/25-10Y LCH","isin":"EZB2C5X6RDC5","value_usd":17880.87,"pct_val":0.0005218,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89600 01/08/25-10Y LCH","isin":"EZKP2JSHK8F5","value_usd":17447.74,"pct_val":0.0005091,"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":"CARVANA AUTO RECEIVABLES TRUST 2023-P5","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A","isin":"US14687RAB78","value_usd":17436.41,"pct_val":0.0005489,"balance":17430.49,"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":"31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6W5TLP2QM6","value_usd":16211,"pct_val":0.000473,"balance":29000000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AE5114 FN 10/30 FIXED 4","isin":"US31419FVG89","value_usd":16020.02,"pct_val":0.0004675,"balance":16061.25,"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":"US912797SG39","value_usd":15971.77,"pct_val":0.0004661,"balance":16000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 841068 FN 11/34 FLOATING VAR","isin":"US31407UMR58","value_usd":15257.59,"pct_val":0.0004452,"balance":14538.19,"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":15080.89,"pct_val":0.0004401,"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":"FIRST HORIZON ALT MTGE SEC 2005-AA1","title":"FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1","isin":"US32051GGD16","value_usd":14301.66,"pct_val":0.0004173,"balance":25582.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.79250 11/19/24-10Y LCH","isin":"EZVRNR667250","value_usd":13822.28,"pct_val":0.0004033,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RA7522 FR 06/52 FIXED 4.5","isin":"US3133KPLB21","value_usd":13702.37,"pct_val":0.0003998,"balance":13966.23,"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-AR1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A","isin":"US939336X409","value_usd":13443.97,"pct_val":0.0003923,"balance":13708.56,"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 813595 FN 10/35 FLOATING VAR","isin":"US31406L3C03","value_usd":13159.36,"pct_val":0.000384,"balance":12758.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC STRUCTURED PASS THRU SEC T-62","title":"FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1","isin":"US31395HHV50","value_usd":11457.79,"pct_val":0.0003343,"balance":12411.07,"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":"317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608","isin":"EZKCKZ2DVJK2","value_usd":10974.8,"pct_val":0.0003203,"balance":4000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.70000 03/28/24-10Y LCH","isin":"EZFCF73KNS79","value_usd":10861.3,"pct_val":0.0003169,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ASSETBACKED SEC 2006-3","title":"BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1","isin":"US07388GAD34","value_usd":10742.31,"pct_val":0.0003135,"balance":10734.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9ZWA9 PIMCO SWAPTION 3.239 CALL USD 202608","isin":"EZZQY5ZKGM11","value_usd":10492.25,"pct_val":0.0003062,"balance":2500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260","isin":"EZ6P6TQTSB75","value_usd":10198,"pct_val":0.0002976,"balance":4000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UA1CA4 PIMCO SWAPTION 3.288 CALL USD 202608","isin":"EZQV8ZMYP062","value_usd":9799,"pct_val":0.0002859,"balance":2000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 4.52250 12/01/30-5Y CME","isin":"EZDD454DJT62","value_usd":9153.77,"pct_val":0.0002671,"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":"CS FIRST BOSTON MTGE SEC CORP 2003-AR15","title":"CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1","isin":"US22541QCT76","value_usd":8681.16,"pct_val":0.0002533,"balance":8957.53,"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 IG39 5Y ICE","isin":"EZLWQ22MVSP2","value_usd":8620.82,"pct_val":0.0002714,"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 IG36 5Y ICE","isin":"EZ4XF9Q05P43","value_usd":8601.36,"pct_val":0.0002708,"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 811801 FN 02/35 FLOATING VAR","isin":"US31406J3J00","value_usd":8554.56,"pct_val":0.0002496,"balance":8342.99,"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":8309.18,"pct_val":0.0002425,"balance":8380.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608","isin":"EZ06FPH7MFW2","value_usd":8297.68,"pct_val":0.0002421,"balance":3800000,"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 2005-AR2","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A","isin":"US92922FD213","value_usd":8233.1,"pct_val":0.0002402,"balance":8194.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9Z7A7 PIMCO SWAPTION 3.222 CALL USD 202608","isin":"EZ2H5Z6P83Z3","value_usd":7502.72,"pct_val":0.0002189,"balance":1900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX HY41 5Y ICE","isin":"EZ2DWD6TLW55","value_usd":7497,"pct_val":0.0002188,"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":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":7496.15,"pct_val":0.0002187,"balance":7815.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608","isin":"EZJ9NDPW5883","value_usd":7481.44,"pct_val":0.0002183,"balance":3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.68000 08/07/24-10Y LCH","isin":"EZY1BDNLL5Q4","value_usd":7213.12,"pct_val":0.0002105,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"STRUCTURED ASSET SEC CORP 2005-7XS","title":"STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A","isin":"US86359B7K13","value_usd":6809.99,"pct_val":0.0002144,"balance":6834.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA MORTGAGE LOAN TRUST 2004-AR3","title":"DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1","isin":"US23332UBF03","value_usd":6444.13,"pct_val":0.000188,"balance":6770.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BARCLAYS BANK PLC SNR SE ICE","isin":"EZB88Z42LS80","value_usd":5911.6,"pct_val":0.000181,"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":"BANC OF AMERICA FUNDING CORP 2006-J","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1","isin":"US05951EAM93","value_usd":5770.07,"pct_val":0.0001684,"balance":6657.4,"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 1J1214 FH 09/35 FLOATING VAR","isin":"US3128NHK362","value_usd":5690.44,"pct_val":0.0001661,"balance":5522.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CORP 2006-BC5","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4","isin":"US86359SAD62","value_usd":5447.9,"pct_val":0.000159,"balance":5448.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735813 FN 07/35 FLOATING VAR","isin":"US31402RN628","value_usd":4605.79,"pct_val":0.0001344,"balance":4475.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST-2005-A1","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1","isin":"US466247LZ44","value_usd":4167.57,"pct_val":0.0001216,"balance":4272.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MTGE LOAN TRUST 2004-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A","isin":"US45660N6S95","value_usd":4003.1,"pct_val":0.0001168,"balance":4228.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"MORGAN STANLEY SNR S* ICE","isin":"EZDBN83SBDY5","value_usd":3932.1,"pct_val":0.0001147,"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":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1","isin":"US86359LPD54","value_usd":3903.64,"pct_val":0.0001139,"balance":4009.48,"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/3.60500 08/28/24-10Y LCH","isin":"EZT3B05TS4Z8","value_usd":3834.55,"pct_val":0.0001119,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.76000 04/09/25-4Y* CME","isin":"EZ8RRKWFNPF8","value_usd":3570.39,"pct_val":0.0001042,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 725495 FN 02/34 FLOATING VAR","isin":"US31402C7G11","value_usd":3382.95,"pct_val":0.0000987,"balance":3319.64,"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 2006-S1","title":"GSAMP TRUST GSAMP 2006 S1 A2A","isin":"US3623413A52","value_usd":3169.94,"pct_val":0.0000925,"balance":43407.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.58125 05/16/25-5Y LCH","isin":"EZ4DL37DCX93","value_usd":3123.68,"pct_val":0.0000983,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND DEC25 XEUR 20251208","isin":"DE000F1ZLHS2","value_usd":3051.43,"pct_val":0.0000934,"balance":1,"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":"CDX EM34 ICE","isin":"EZS59H4VYXZ5","value_usd":2828.14,"pct_val":0.0000866,"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 EM38 ICE","isin":"EZF7Y38CZFL5","value_usd":2460.13,"pct_val":0.0000718,"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 IG37 5Y ICE","isin":"EZGYTWKCT097","value_usd":2379.94,"pct_val":0.0000749,"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":"GE-WMC MORTGAGE SECURITIES LLC 2006-1","title":"GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A","isin":"US36829JAA97","value_usd":2313.15,"pct_val":0.0000675,"balance":5440.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.86500 11/20/24-10Y LCH","isin":"EZZQZ45304B1","value_usd":2143.67,"pct_val":0.0000626,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UADHA3 PIMCO SWAPTION 3.103 CALL USD 202510","isin":"EZQ41BM9YSH0","value_usd":1645.77,"pct_val":0.0000504,"balance":46100000,"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":"MORGAN STANLEY SNR S* ICE","isin":"EZ95R0LYJLM3","value_usd":1577.08,"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":"INDYMAC INDX MTGE LOAN TRUST 2004-AR10","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A","isin":"US45660N2Y00","value_usd":1522.9,"pct_val":0.0000444,"balance":1600.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET SECURITIES CRP 2003-22A","title":"STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1","isin":"US86359AYX52","value_usd":1493.61,"pct_val":0.0000436,"balance":1522.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET MTG INV INC 2005-AR5","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2","isin":"US86359LPE38","value_usd":1465.8,"pct_val":0.0000428,"balance":1466.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"BANK OF AMERICA CORPORATION SNR S* ICE","isin":"EZHYVHXCW214","value_usd":1387.61,"pct_val":0.0000425,"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-BUND FUTURE  DEC25 XEUR 20251208","isin":"DE000F1ZLHP8","value_usd":891.17,"pct_val":0.0000273,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 4.53000 12/31/30-5Y CME","isin":"EZ864W013QZ8","value_usd":808.71,"pct_val":0.0000236,"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":"CDX EM39 ICE","isin":"EZ6N5RTF6TW5","value_usd":752.3,"pct_val":0.000022,"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 960213 FN 09/27 FIXED 5.5","isin":"US31414AGW62","value_usd":720.72,"pct_val":0.000021,"balance":710.65,"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 EM41 ICE","isin":"EZKFGV9S8KR7","value_usd":705.47,"pct_val":0.0000206,"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":"317UA3MA9 PIMCO SWAPTION 4.75 PUT USD 20260218","isin":"EZZB4F0TXTX9","value_usd":575.19,"pct_val":0.0000168,"balance":91300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 4.48500 12/02/30-5Y CME","isin":"EZPFY84SZLX9","value_usd":513.32,"pct_val":0.000015,"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":"FANNIE MAE 2004-11","title":"FANNIE MAE FNR 2004 11 A","isin":"US31393T7H31","value_usd":236.39,"pct_val":0.0000069,"balance":236.75,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS PLN 4.68500 12/02/30-5Y CME","isin":"EZLKC8SBBNW3","value_usd":145.56,"pct_val":0.0000042,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 606116 FN 09/31 FLOATING VAR","isin":"US31388JK531","value_usd":99.07,"pct_val":0.0000029,"balance":97.8,"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":"317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260","isin":"EZZKH5BSJ0Q9","value_usd":3.19,"pct_val":1e-7,"balance":31900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010","isin":"EZYJY66WQZQ5","value_usd":-1.18,"pct_val":0,"balance":-5900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-99.25,"pct_val":-0.0000029,"balance":-500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9ZLA1 PIMCO SWAPTION 4.086 PUT USD 2025100","isin":"EZ7Z3KC03R33","value_usd":-221.35,"pct_val":-0.0000068,"balance":-116500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601","isin":"EZB21TG6PR25","value_usd":-247.02,"pct_val":-0.0000072,"balance":-35800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.97000 12/15/23-10Y LCH","isin":"EZ47DRZSK7H4","value_usd":-288.6,"pct_val":-0.0000084,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS PLN 4.73000 12/31/30-5Y CME","isin":"EZWYT7W8NZX5","value_usd":-325.63,"pct_val":-0.0000095,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"PL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA4A2 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-416.3,"pct_val":-0.0000121,"balance":-4600000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716","isin":"EZ967XY50V92","value_usd":-583.17,"pct_val":-0.0000184,"balance":-8600000,"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":"317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105","isin":"EZYP3D7S7MC6","value_usd":-1118.64,"pct_val":-0.0000326,"balance":-5900000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  SEP25 XEUR 20250908","isin":"DE000F1NGF53","value_usd":-1214.42,"pct_val":-0.0000382,"balance":1,"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":"CDX EM40 ICE","isin":"EZXWTK5G6C61","value_usd":-1385.07,"pct_val":-0.0000424,"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":"317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-1410.75,"pct_val":-0.0000412,"balance":-4500000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND MAR26 XEUR 20260306","isin":"DE000F2MGDF4","value_usd":-2069.48,"pct_val":-0.0000604,"balance":1,"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":"SOFTBANK GROUP CORP SNR JP SP GST","isin":"EZ1K1NTX2WN0","value_usd":-2088.35,"pct_val":-0.0000609,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/17/25-2Y CME","isin":"EZR1DFW2QSB8","value_usd":-2164.2,"pct_val":-0.0000632,"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":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-2626.56,"pct_val":-0.0000766,"balance":-3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUXL 30Y BND SEP25 XEUR 20250908","isin":"DE000F1NGF87","value_usd":-2639.74,"pct_val":-0.0000831,"balance":1,"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":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-3044.18,"pct_val":-0.0000888,"balance":-3800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS CZK 3.76000 11/01/24-10Y CME","isin":"EZZDBNZ60DY7","value_usd":-3195.29,"pct_val":-0.0000932,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"CZ","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.67000 04/03/24-10Y LCH","isin":"EZNZ7GSWY0V5","value_usd":-3620.17,"pct_val":-0.0001056,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBBKA2 PIMCO SWAPTION 3.8775 PUT USD 202601","isin":"EZRPXWTDZ7D5","value_usd":-3970,"pct_val":-0.0001158,"balance":-4000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX EM42 ICE","isin":"EZ8N8SNTCSD6","value_usd":-4131.38,"pct_val":-0.0001265,"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/3.80740 03/01/24-4Y* LCH","isin":"EZ5FK37PXZM8","value_usd":-4304.34,"pct_val":-0.0001256,"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":"31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000","isin":"EZT1Y2PFVFP6","value_usd":-4711.5,"pct_val":-0.0001375,"balance":-2700000,"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 PLN 4.72250 12/01/30-5Y CME","isin":"EZL5F157H565","value_usd":-4868.42,"pct_val":-0.0001421,"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":"317UA3SA3 PIMCO SWAPTION 4.131 PUT USD 2025110","isin":"EZ7P4V2TTY91","value_usd":-5269.59,"pct_val":-0.0001614,"balance":-67300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84200 12/26/23-10Y LCH","isin":"EZXF72WB6QT0","value_usd":-5299.56,"pct_val":-0.0001546,"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/3.87000 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-6318.71,"pct_val":-0.0001844,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-6418.32,"pct_val":-0.0001873,"balance":-4700000,"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/3.93000 01/06/25-10Y LCH","isin":"EZTXWKTD4706","value_usd":-6481.57,"pct_val":-0.0001891,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.35000 04/29/25-5Y LCH","isin":"EZ74X71XY4J2","value_usd":-6662.88,"pct_val":-0.0001944,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.28000 03/04/25-5Y LCH","isin":"EZQH3P2675Q7","value_usd":-7152.58,"pct_val":-0.0002087,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS MXN 9.39000 11/15/24-1Y* (WHT) CME","isin":"EZY2ZGSDJ3P8","value_usd":-7939.27,"pct_val":-0.0002431,"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/3.89000 03/03/25-10Y LCH","isin":"EZ6496BPGLD0","value_usd":-8814.47,"pct_val":-0.0002572,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.91000 12/29/23-10Y LCH","isin":"EZ6S054Q5KZ9","value_usd":-9169,"pct_val":-0.0002676,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.9255 05/08/25-01/04/27 CME","isin":"EZ6MPDHN98L0","value_usd":-11401.53,"pct_val":-0.0003327,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.61000 03/24/25-10Y LCH","isin":"EZPS73SKDR02","value_usd":-11464.45,"pct_val":-0.0003345,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 14.0087 05/12/25-01/04/27 CME","isin":"EZHTRBH6Z688","value_usd":-12796.56,"pct_val":-0.0003734,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CDX EM44 ICE","isin":"EZY03CMPN9M9","value_usd":-13268.17,"pct_val":-0.0003872,"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 05/07/25-10Y LCH","isin":"EZ61ZS50J0P1","value_usd":-13695.46,"pct_val":-0.0003996,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-13900.72,"pct_val":-0.0004056,"balance":-4700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-5Y LCH","isin":"EZ3YW7100S99","value_usd":-13933.46,"pct_val":-0.0004386,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 02/26/25-10Y LCH","isin":"EZ02007F7Y72","value_usd":-14002.26,"pct_val":-0.0004086,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-10Y CME","isin":"EZ52H44WTW83","value_usd":-14316.08,"pct_val":-0.0004178,"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":-14861.39,"pct_val":-0.0004551,"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":"317UB7IA4 PIMCO SWAPTION 4.18 PUT USD 20260205","isin":"EZ47NJVG0FD6","value_usd":-16441.86,"pct_val":-0.0004798,"balance":-53400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.28000 11/22/23-10Y LCH","isin":"EZW942T998K1","value_usd":-16692.01,"pct_val":-0.0004871,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SAUDI ARABIA GOVT EM SP BRC","isin":"EZWTGB4NFKW4","value_usd":-17297.17,"pct_val":-0.0005047,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RK89 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZ3XJRMD37B7","value_usd":-17594.98,"pct_val":-0.0005388,"balance":-9620000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 04/09/25-5Y LCH","isin":"EZVHX3M64G11","value_usd":-17699.93,"pct_val":-0.0005165,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SAUDI ARABIA GOVT EM SP JPM","isin":"EZKSK69MJFY0","value_usd":-18950.45,"pct_val":-0.000553,"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/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-19429.78,"pct_val":-0.000567,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.88400 03/25/25-10Y LCH","isin":"EZH2QB9TLWH9","value_usd":-19723.33,"pct_val":-0.0005755,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.99000 12/08/23-10Y LCH","isin":"EZVMLNBFB1H7","value_usd":-19987.76,"pct_val":-0.0005833,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.42000 03/07/25-10Y LCH","isin":"EZL5KMTRTV12","value_usd":-20156.44,"pct_val":-0.0005882,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.06300 12/06/23-10Y LCH","isin":"EZCXF38PCGV4","value_usd":-20574.37,"pct_val":-0.0006004,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-20604.58,"pct_val":-0.0006013,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.30500 11/27/23-10Y LCH","isin":"EZRHKQRJ6LC5","value_usd":-21902.79,"pct_val":-0.0006391,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90750 03/04/25-10Y LCH","isin":"EZP5RC766JJ0","value_usd":-21956.49,"pct_val":-0.0006407,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.12800 12/04/23-10Y LCH","isin":"EZ6Z02R5YJR8","value_usd":-22821.92,"pct_val":-0.000666,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.52000 03/27/25-10Y LCH","isin":"EZ84ZR69LPH2","value_usd":-30212.88,"pct_val":-0.0008816,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 04/01/25-10Y LCH","isin":"EZ53SKB9GFZ1","value_usd":-33219.43,"pct_val":-0.0009694,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-37210.7,"pct_val":-0.0010858,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000","isin":"EZP38740M526","value_usd":-37470.3,"pct_val":-0.0011474,"balance":-4900000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.14800 11/20/23-10Y LCH","isin":"EZ0D281GPH91","value_usd":-39698.99,"pct_val":-0.0011584,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"CMBX.NA.AAA.16 SP SAL","isin":"EZJ2X064YKF7","value_usd":-41808.64,"pct_val":-0.00122,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-42683.22,"pct_val":-0.0012455,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.25000 11/06/23-10Y LCH","isin":"EZMRVVG7GGF9","value_usd":-43838.51,"pct_val":-0.0012792,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-49365.62,"pct_val":-0.0014405,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.50000 03/18/26-5Y LCH","isin":"EZGZXMRWDX30","value_usd":-49461.03,"pct_val":-0.0014433,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 06/20/24-2Y CME","isin":"EZ33002G9XM4","value_usd":-49565.42,"pct_val":-0.0014463,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.38000 12/31/24-10Y LCH","isin":"EZT9L1T84284","value_usd":-50072.19,"pct_val":-0.0014611,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.245 09/02/25-01/02/29 CME","isin":"EZK6P8PC7130","value_usd":-55290.2,"pct_val":-0.0016134,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84200 03/04/25-5Y LCH","isin":"EZSYJ06JDLK1","value_usd":-58510.96,"pct_val":-0.0017074,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.22000 01/08/25-10Y LCH","isin":"EZHH63XJ2WL4","value_usd":-62520.36,"pct_val":-0.0018244,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/20/23-7Y CME","isin":"EZPR4RDSDSJ6","value_usd":-73853.03,"pct_val":-0.0021551,"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":"31750RWL7 PIMCO FXVAN CALL USD BRL 5.68000000","isin":"EZH8S5DJ43X4","value_usd":-74968.66,"pct_val":-0.0021876,"balance":-9620000,"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":"31750RJH1 PIMCO CDSOPT PUT USD 0.7 20251217","isin":"EZ100H17LKY2","value_usd":-82437.58,"pct_val":-0.0025243,"balance":-195600000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.2914 05/08/25-01/02/29 CME","isin":"EZYLW2ZWVNG8","value_usd":-89182.31,"pct_val":-0.0026024,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.11000 08/25/27-30Y LCH","isin":"EZBZVCHLVCP7","value_usd":-111452.77,"pct_val":-0.0032523,"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":"31750RYP6 PIMCO CDSOPT CALL USD 0.575 20260121","isin":"EZBBKN86JMQ9","value_usd":-125935,"pct_val":-0.0036749,"balance":-38300000,"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":"31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218","isin":"EZYFD7CC08G5","value_usd":-129131.53,"pct_val":-0.0037681,"balance":-86500000,"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 2.5145 10/29/25-5Y LCH","isin":"EZXH4BXCXS84","value_usd":-137592.95,"pct_val":-0.004015,"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":-143730.68,"pct_val":-0.0041941,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 12.975 12/16/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":-144982.41,"pct_val":-0.0042307,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/9.39000 12/12/25-9Y* CME","isin":"EZB94V5ZTJT3","value_usd":-144988.47,"pct_val":-0.0042308,"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 GBP SONIO/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-168882.49,"pct_val":-0.0049281,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.515 03/27/25-5Y LCH","isin":"EZWDN00FCNN2","value_usd":-185639.91,"pct_val":-0.0054171,"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+24/9.4300 12/25/25-9Y* CME","isin":"EZV4JXT1DTW8","value_usd":-207147.49,"pct_val":-0.0060447,"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":"IRS AUD 4.50000 09/20/23-10Y LCH","isin":"EZGXS4F4YYN6","value_usd":-243745.98,"pct_val":-0.0071127,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-7Y CME","isin":"EZ0PNQMB0G91","value_usd":-369115.6,"pct_val":-0.010771,"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 2.48 10/29/25-10Y LCH","isin":"EZ661NN08P63","value_usd":-369862.65,"pct_val":-0.0107928,"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 12/18/24-7Y LCH","isin":"EZQ9TQ7T4F86","value_usd":-435995.21,"pct_val":-0.0127226,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS ZAR 7.20500 08/26/25-6Y* CME","isin":"EZCB70TKVX08","value_usd":-465599.03,"pct_val":-0.0135865,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"ZA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-5Y CME","isin":"EZN00HJGN4H7","value_usd":-487079.01,"pct_val":-0.0142133,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.0535* 09/02/25-27Y* LCH","isin":"EZRQXB0T6JR0","value_usd":-491485.45,"pct_val":-0.0143418,"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/3.15000 08/25/27-1Y LCH","isin":"EZBCSXD2RXW3","value_usd":-491952.97,"pct_val":-0.0143555,"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 IT2.505 03/25/25-5Y LCH","isin":"EZCD1478Q5K2","value_usd":-535125.48,"pct_val":-0.0156153,"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":"317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428","isin":"EZY1CQY22WC2","value_usd":-565742.48,"pct_val":-0.0165087,"balance":-46700000,"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 TIIE1/9.00000 12/24/24-4Y* CME","isin":"EZM51TDSF7W6","value_usd":-597757.35,"pct_val":-0.0174429,"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 12/17/25-7Y CME","isin":"EZSQ10V59MH1","value_usd":-844396.26,"pct_val":-0.02464,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS AUD 4.50000 06/18/25-10Y LCH","isin":"EZ3K0DGVSD24","value_usd":-950224.61,"pct_val":-0.0277281,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"AU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"SOLD CAD BOUGHT USD 20260114","isin":null,"value_usd":-1062294.41,"pct_val":-0.0309984,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"CA","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-5Y LCH","isin":"EZ2V74HC3Q62","value_usd":-1133885.31,"pct_val":-0.0330874,"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":"31750RH91 PIMCO FXVAN PUT USD ZAR 17.00000000","isin":"EZ2ND5BTGGB7","value_usd":-1228219.47,"pct_val":-0.0358402,"balance":-32490000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-5Y CME","isin":"EZH8V115JC41","value_usd":-1291014.59,"pct_val":-0.0376726,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226187","value_usd":-1496617.98,"pct_val":-0.0436722,"balance":-1770000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":-2122518.27,"pct_val":-0.0619363,"balance":1022,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR JPY MUTK/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":-2234506.53,"pct_val":-0.0652042,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"JP","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-5Y CME","isin":"EZN69Y39SP81","value_usd":-3258438.39,"pct_val":-0.0950832,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-3291308.38,"pct_val":-0.103607,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.50000 03/19/25-5Y LCH","isin":"EZ4P0PH8GZ40","value_usd":-3381156.47,"pct_val":-0.106436,"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":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306B93","value_usd":-7819119.39,"pct_val":-0.239432,"balance":-8900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":-7867113.35,"pct_val":-0.229567,"balance":-8900000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 09/17/25-30Y LCH","isin":"EZ9MZMRJSYT0","value_usd":-10229735.55,"pct_val":-0.29851,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":-32007970.32,"pct_val":-0.980127,"balance":-31764904,"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":-32181761.82,"pct_val":-0.939083,"balance":-31764904,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226B66","value_usd":-34656279.76,"pct_val":-1.06122,"balance":-41120000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226A83","value_usd":-50264197.77,"pct_val":-1.53916,"balance":-59650000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-57339298.78,"pct_val":-1.75581,"balance":-71120000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206205","value_usd":-57493014,"pct_val":-1.67768,"balance":-71120000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226260","value_usd":-83693672.37,"pct_val":-2.44223,"balance":-99000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 3 JUMBOS","isin":"US21H0306256","value_usd":-98908805.51,"pct_val":-2.88622,"balance":-110200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326821","value_usd":-104419293.12,"pct_val":-3.28702,"balance":-116000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326250","value_usd":-164505631.19,"pct_val":-4.80037,"balance":-178530000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE","isin":"US01F0326B57","value_usd":-168062442.28,"pct_val":-5.1463,"balance":-183980000,"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-international-fund-u-s-dollar-hedged.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-stocksplus-international-fund-u-s-dollar-hedged/"},"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 International Fund (U.S. Dollar-Hedged) | LEI: 549300VONR8FK9YHCU32 | 1084 positions totaling $9,378,379,393 across LON, ABS-CBDO, DBT, EC, DCR, DFE, ABS-O, DIR, STIV, ABS-MBS | 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"}
