{"entity_type":"fund","name":"PIMCO StocksPLUS Short Fund","identifiers":{"lei":"P42MUQ6KRRELZQZE1595","cik":"810893","fund_id":"S000009706","fundkey":"pimco-stocksplus-short-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-03-02"},"summary":{"total_positions":704,"total_value_usd":282385730.49,"asset_categories":["STIV","DBT","ABS-O","DCR","ABS-MBS","ABS-CBDO","DIR","EC","DFE"],"by_asset_category":{"ABS-MBS":{"positions":445,"total_value_usd":198622584.03},"DIR":{"positions":137,"total_value_usd":1347373.84},"DBT":{"positions":79,"total_value_usd":59195926.69},"ABS-O":{"positions":17,"total_value_usd":2786771.43},"DCR":{"positions":11,"total_value_usd":19080.61},"DFE":{"positions":10,"total_value_usd":36926.41},"EC":{"positions":1,"total_value_usd":11059041.24},"STIV":{"positions":2,"total_value_usd":8886113.75},"ABS-CBDO":{"positions":2,"total_value_usd":431912.49}}},"holdings":[{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626220","value_usd":26642744.08,"pct_val":32.4406,"balance":25630000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE","isin":"US01F0626A48","value_usd":19409880.07,"pct_val":19.4085,"balance":18780000,"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":"US01F0606180","value_usd":19069230.68,"pct_val":23.219,"balance":18570000,"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":11527803.43,"pct_val":12.9231,"balance":11180000,"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":11059041.24,"pct_val":13.4657,"balance":16146,"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":"US01F0606A83","value_usd":10299178.71,"pct_val":10.2985,"balance":10080000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606B66","value_usd":8866363.85,"pct_val":8.86574,"balance":8680000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PIMCO FUNDS","title":"PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND","isin":"US72202G3801","value_usd":7764131.53,"pct_val":9.45373,"balance":790886.37,"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 6 SINGLE FAMILY MORTGAGE","isin":"US01F0606834","value_usd":7269566.04,"pct_val":8.14948,"balance":7160000,"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":6466423,"pct_val":7.87362,"balance":6490000,"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":4979463.96,"pct_val":6.06307,"balance":5026000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526230","value_usd":4559054.49,"pct_val":5.55118,"balance":4500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526B30","value_usd":4211985.53,"pct_val":4.21169,"balance":4180000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-116","title":"GOVERNMENT NATIONAL MORTGAGE A GNR 2025 116 QF","isin":"US38381PC921","value_usd":4160053.8,"pct_val":5.06535,"balance":4121276.71,"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":3958614.59,"pct_val":4.43777,"balance":4140000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426A65","value_usd":3919172.57,"pct_val":3.9189,"balance":4040000,"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":"US01F0406771","value_usd":3784942.04,"pct_val":4.24307,"balance":4070000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506B75","value_usd":3290745.49,"pct_val":3.29051,"balance":3320000,"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":3289677.74,"pct_val":4.00556,"balance":3470000,"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":3126139.86,"pct_val":3.80644,"balance":3310000,"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":3112115.32,"pct_val":3.1119,"balance":3310000,"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":3094263.5,"pct_val":3.76762,"balance":3400000,"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 BZ4544 FN 08/30 FIXED 4.56","isin":"US3140Q0BN12","value_usd":3057470.1,"pct_val":3.72282,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506152","value_usd":2963676.28,"pct_val":3.60862,"balance":2970000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5 JUMBOS","isin":"US21H0506B38","value_usd":2950770.53,"pct_val":2.95056,"balance":2970000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506844","value_usd":2576110.09,"pct_val":2.88792,"balance":2630000,"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":2536386.3,"pct_val":3.08834,"balance":7900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797MG92","value_usd":2480130.38,"pct_val":2.78033,"balance":2491000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426241","value_usd":2477615.19,"pct_val":3.01678,"balance":2540000,"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":2403024.27,"pct_val":2.40286,"balance":2550000,"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":"US912797SF55","value_usd":2128721.87,"pct_val":2.59197,"balance":2131000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 04/26 0.00000","isin":"US912797TH03","value_usd":2079079.49,"pct_val":2.53152,"balance":2100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797NL78","value_usd":2026871.42,"pct_val":2.02673,"balance":2040000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 07/32 0.625","isin":"US91282CEZ05","value_usd":2000081.15,"pct_val":1.99994,"balance":2112420,"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 5580","title":"FREDDIE MAC FHR 5580 FA","isin":"US3137HMXM77","value_usd":1950555.88,"pct_val":2.37503,"balance":1932330.14,"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":"US01F0306781","value_usd":1903996.69,"pct_val":2.13446,"balance":2200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 03/26 0.00000","isin":"US912797TB33","value_usd":1885717.91,"pct_val":2.29608,"balance":1902000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE","isin":"US01F0526800","value_usd":1848348.25,"pct_val":2.07207,"balance":1850000,"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 2025-12","title":"FANNIE MAE FNR 2025 12 EF","isin":"US3136BVGN24","value_usd":1759649.21,"pct_val":2.14258,"balance":1753193.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RC34","value_usd":1692530.55,"pct_val":1.69241,"balance":1695000,"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 4 JUMBOS","isin":"US21H0406734","value_usd":1655280.37,"pct_val":1.85564,"balance":1780000,"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":1588174.73,"pct_val":1.58806,"balance":1564794.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797RD17","value_usd":1582441.19,"pct_val":1.58233,"balance":1586000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797NX17","value_usd":1557637.67,"pct_val":1.74618,"balance":1558000,"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":1503163.37,"pct_val":1.68511,"balance":1530000,"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":1440745.31,"pct_val":1.75427,"balance":1480000,"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":1434663.59,"pct_val":1.43456,"balance":1480000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 5.5 JUMBOS","isin":"US21H0526119","value_usd":1433990.75,"pct_val":1.74605,"balance":1420000,"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":1429791.47,"pct_val":1.42969,"balance":1420000,"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":"US21H0606143","value_usd":1426851.57,"pct_val":1.73736,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA II TBA 30 YR 6 JUMBOS","isin":"US21H0606B29","value_usd":1423928.37,"pct_val":1.42383,"balance":1400000,"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":1401735.78,"pct_val":1.40164,"balance":1357681,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 02/26 0.00000","isin":"US912797RL33","value_usd":1395330.97,"pct_val":1.69898,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 09/25 0.00000","isin":"US912797PW16","value_usd":1242390.85,"pct_val":1.39277,"balance":1253000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RM16","value_usd":1203432.53,"pct_val":1.20335,"balance":1208000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AEGIS ASSET BACKED SECURITIES TR 2005-3","title":"AEGIS ASSET BACKED SECURITIES AABST 2005 3 M3","isin":"US00764MFT99","value_usd":1151482.54,"pct_val":1.40206,"balance":1300000,"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 BM7581 FN 09/31 VARIABLE","isin":"US3140JCM768","value_usd":1123483.02,"pct_val":1.36797,"balance":1100000,"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":1121982.22,"pct_val":1.36614,"balance":115181.42,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","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":1111871.2,"pct_val":1.11179,"balance":1108294.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN BANK (FHLB)","title":"FED HOME LN DISCOUNT NT DISCOUNT NOT 12/25 0.00000","isin":"US313385QQ20","value_usd":1090836.09,"pct_val":1.09076,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEXICO GOVT","title":"MEX BONOS DESARR FIX RT BONDS 03/29 8.5","isin":"MX0MGO0001F1","value_usd":1071000.08,"pct_val":1.30407,"balance":19100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","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":1069526.32,"pct_val":1.06945,"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 SECURITIES 2005-KS11","title":"RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4","isin":"US76110W7G55","value_usd":1026595.79,"pct_val":1.25,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2007-AR7","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1","isin":"US45670CAC10","value_usd":1025715.58,"pct_val":1.24893,"balance":1250979.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORPORATION","title":"BANK OF AMERICA CORP SR UNSECURED 04/28 VAR","isin":"US06051GGL77","value_usd":1013192.1,"pct_val":1.13583,"balance":1025000,"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 11/25 0.00000","isin":"US912797RN98","value_usd":995342.02,"pct_val":0.995272,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW ORLEANS HOTEL TRUST 2019-HNLA","title":"NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A","isin":"US647622AA79","value_usd":994080.6,"pct_val":1.21041,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GROUP INC","title":"GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR","isin":"US38141GZR81","value_usd":992635.14,"pct_val":0.992565,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FEDERAL HOME LOAN BANK (FHLB)","title":"FED HOME LN DISCOUNT NT DISCOUNT NOT 04/26 0.00000","isin":"US313385VR48","value_usd":989508.06,"pct_val":1.20484,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4","title":"SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2","isin":"US81375WFJ09","value_usd":981429.47,"pct_val":1.195,"balance":1044419.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 07/25 0.00000","isin":"US912797PG65","value_usd":976613.29,"pct_val":1.09482,"balance":980000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INDYMAC INDX MORTGAGE LOAN TR 2006-AR11","title":"INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1","isin":"US45661KAD28","value_usd":957216.07,"pct_val":1.16552,"balance":1077916.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2006-1F","title":"GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1","isin":"US3623417Z67","value_usd":929009.06,"pct_val":1.13118,"balance":2596655.47,"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 2006-QA7","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1","isin":"US751152AB50","value_usd":900911.85,"pct_val":1.09696,"balance":970946.09,"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 AL3365 FN 05/41 FIXED VAR","isin":"US3138EKW351","value_usd":900776.58,"pct_val":1.0968,"balance":851230.87,"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":900000,"pct_val":0.899937,"balance":900000,"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":"TREASURY BILL 03/26 0.00000","isin":"US912797TA59","value_usd":883960.79,"pct_val":1.07632,"balance":891000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QA6","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1","isin":"US74922MAA99","value_usd":781647.46,"pct_val":0.951746,"balance":833867.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE","isin":"US01F0426B49","value_usd":775667.53,"pct_val":0.775613,"balance":800000,"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 12/25 0.00000","isin":"US912797QY62","value_usd":774085.11,"pct_val":0.774031,"balance":780000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 01/26 0.00000","isin":"US912797SH12","value_usd":772105.65,"pct_val":0.940128,"balance":774000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PN17","value_usd":764959.65,"pct_val":0.857551,"balance":769000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":747101.13,"pct_val":0.909682,"balance":14470000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2006-QA5","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2","isin":"US75115BAB53","value_usd":740699.93,"pct_val":0.901888,"balance":2321580.94,"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":"US912797MS31","value_usd":725919,"pct_val":0.725868,"balance":726000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":719576.16,"pct_val":0.876167,"balance":12180000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL BS9669 FN 10/28 FIXED 4.72","isin":"US3140LLW723","value_usd":715548.26,"pct_val":0.871263,"balance":700000,"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-AR11","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A","isin":"US92922F2G20","value_usd":685039,"pct_val":0.834114,"balance":682133.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 11/25 0.00000","isin":"US912797RP47","value_usd":682355.06,"pct_val":0.682307,"balance":686000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":653179.61,"pct_val":0.795322,"balance":2200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS GROUP AG SR UNSECURED 144A 12/27 VAR","isin":"US225401BC11","value_usd":616209.26,"pct_val":0.690796,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OWNIT MORTGAGE LN ASSET-BCK CERT 2005-4","title":"OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1","isin":"US69121PAY97","value_usd":608014.36,"pct_val":0.740328,"balance":662510.63,"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 BM7579 FN 10/29 VARIABLE","isin":"US3140JCM503","value_usd":604754.52,"pct_val":0.736359,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NELNET STUDENT LOAN TRUST 2021-CA","title":"NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A","isin":"US64035GAA76","value_usd":592210.8,"pct_val":0.721085,"balance":593361.92,"units":"PA","currency":"USD","asset_cat":"ABS-O","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":590652.18,"pct_val":0.719187,"balance":590483.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AREIT TRUST 2022-CRE6","title":"AREIT CRE TRUST AREIT 2022 CRE6 A 144A","isin":"US04002VAA98","value_usd":583867.24,"pct_val":0.710926,"balance":584585.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PERU GOVT","title":"BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7","isin":"PEP01000C5I0","value_usd":577158.37,"pct_val":0.702757,"balance":1700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1","title":"MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 1 A1","isin":"US59023LAA08","value_usd":548155.46,"pct_val":0.667443,"balance":1266897.68,"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":"TSY INFL IX N/B 07/35 1.875","isin":"US91282CNS60","value_usd":546281.19,"pct_val":0.665161,"balance":547576.2,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EQUIFIRST LOAN SECURITIZATION TRUST 2007-1","title":"EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A1 144A","isin":"US29445UAN54","value_usd":525885.2,"pct_val":0.640326,"balance":559261.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ASSET INVEST LN TR 2006-BNC3","title":"STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1","isin":"US86361KAA51","value_usd":525685.66,"pct_val":0.640083,"balance":847457.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875","isin":"ZAG000125972","value_usd":523060.39,"pct_val":0.636887,"balance":8300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3","isin":"US02150JAV44","value_usd":520226.04,"pct_val":0.633436,"balance":1285508.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LUXCO SA RL","title":"EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5","isin":"US26951TAA88","value_usd":509920,"pct_val":0.620887,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL RJ2091 FR 04/54 FIXED 5.5","isin":"US3142GSKD97","value_usd":504417.57,"pct_val":0.504382,"balance":499251.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2002-5","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2002 5 M1","isin":"US542514DB79","value_usd":501863.6,"pct_val":0.611077,"balance":470615.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB","title":"SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A","isin":"US78449DAC02","value_usd":489375.47,"pct_val":0.595871,"balance":491263.05,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 10/25 0.00000","isin":"US912797NA14","value_usd":487407.18,"pct_val":0.487373,"balance":489000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CENTEX HOME EQUITY LOAN TRUST 2006-A","title":"CENTEX HOME EQUITY CXHE 2006 A M3","isin":"US15231AAG13","value_usd":482236.35,"pct_val":0.587179,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PQ48","value_usd":481624.4,"pct_val":0.539921,"balance":485000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581","isin":"US076912AA21","value_usd":475833.89,"pct_val":0.579383,"balance":450000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESIDENTIAL ACCREDIT LOANS 2007-QA2","title":"RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3","isin":"US74922PAC86","value_usd":475123.89,"pct_val":0.578518,"balance":528524.53,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN ABS 2006-FF9","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4","isin":"US320276AF51","value_usd":470529.3,"pct_val":0.572924,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G18659 FG 09/32 FIXED 3","isin":"US3128MMWV14","value_usd":463760.73,"pct_val":0.564682,"balance":473483.8,"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":"CDX ITRAXX XOV42 5Y 35-100% SP JPM","isin":"EZ2BLZ4YH9B3","value_usd":460533.17,"pct_val":0.460501,"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":"COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B","isin":"US02147DAB73","value_usd":447598.14,"pct_val":0.545003,"balance":452873.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SOUTH AFRICA GOVT","title":"REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9","isin":"ZAG000125980","value_usd":444463.97,"pct_val":0.498262,"balance":9100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC","title":"BARCLAYS PLC SR UNSECURED 05/34 VAR","isin":"US06738ECG89","value_usd":430324.23,"pct_val":0.52397,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 02/26 0.00000","isin":"US912797SS76","value_usd":426774.8,"pct_val":0.519648,"balance":429000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY HOME EQUITY LN 2007-2","title":"MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2","isin":"US61752UAB17","value_usd":424609.64,"pct_val":0.517011,"balance":821399.31,"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 888129 FN 02/37 FIXED VAR","isin":"US31410FVW21","value_usd":420710.69,"pct_val":0.512264,"balance":402170.15,"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":419258.85,"pct_val":0.510496,"balance":420000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BX TRUST 2022-FOX2","title":"BX TRUST BX 2022 FOX2 A2 144A","isin":"US05610AAW80","value_usd":409543.8,"pct_val":0.409515,"balance":410050.87,"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 A4 144A","isin":"US14686TAD00","value_usd":405109.32,"pct_val":0.454144,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2","title":"SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D","isin":"US81377AAE29","value_usd":401259.81,"pct_val":0.48858,"balance":1051551.1,"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 2005-HE2","title":"ACE SECURITIES CORP. ACE 2005 HE2 M5","isin":"US004421MG50","value_usd":394421.52,"pct_val":0.480254,"balance":398018.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","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 A2A","isin":"US81377GAA76","value_usd":391307.48,"pct_val":0.476462,"balance":1200187.21,"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":390611.46,"pct_val":0.437891,"balance":400000,"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 782562 GN 02/39 FIXED 5","isin":"US36241KZ350","value_usd":388005.02,"pct_val":0.472441,"balance":377573.1,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2007-4F","title":"GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8","isin":"US362669BJ12","value_usd":387701.79,"pct_val":0.472072,"balance":620910.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE","isin":"US01F0506A92","value_usd":376918.78,"pct_val":0.376892,"balance":380000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVANA AUTO RECEIVABLES TRUST 2023-P2","title":"CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A","isin":"US14686TAC27","value_usd":371628.91,"pct_val":0.416611,"balance":370428.06,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT","title":"JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4","isin":"JP1300861R49","value_usd":367142.49,"pct_val":0.447039,"balance":70000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MPLX LP","title":"MPLX LP SR UNSECURED 08/30 2.65","isin":"US55336VBQ23","value_usd":362166.64,"pct_val":0.406004,"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 3355","title":"FREDDIE MAC FHR 3355 BF","isin":"US31397KC909","value_usd":326920.48,"pct_val":0.398064,"balance":326298.23,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-3","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A","isin":"US41161QAD34","value_usd":325773.47,"pct_val":0.396667,"balance":642030.64,"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-AMC1","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A","isin":"US17311BAS25","value_usd":325106.09,"pct_val":0.395854,"balance":573879.45,"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":320322.33,"pct_val":0.39003,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CREDIT SUISSE GROUP AG","title":"CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG","isin":null,"value_usd":318010,"pct_val":0.387214,"balance":1078000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN ALTERNATIVE LN TRUST 2006-A2","title":"J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1","isin":"US46628GAL32","value_usd":315931.67,"pct_val":0.384684,"balance":589077.79,"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 2005-8","title":"BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1","isin":"US07386HWZ09","value_usd":310571.45,"pct_val":0.378157,"balance":377148.9,"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 BZ1029 FN 06/29 FIXED 4.93","isin":"US3140NVEB95","value_usd":308792.48,"pct_val":0.375991,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.50000 12/18/24-30Y CME","isin":"EZ4089K4KC85","value_usd":303741.93,"pct_val":0.369841,"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":"MORTGAGE EQUITY CONVER ASSET TR 2007-FF3","title":"MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A","isin":"US61911GAA22","value_usd":303442.65,"pct_val":0.369477,"balance":326845.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LEHMAN MORTGAGE TRUST 2007-8","title":"LEHMAN MORTGAGE TRUST LMT 2007 8 1A1","isin":"US52521YAA47","value_usd":302516.61,"pct_val":0.368349,"balance":306468.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 07/30 3.875","isin":"US91282CNN73","value_usd":302261.72,"pct_val":0.368039,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HERTZ VEHICLE FINANCING III LLC 2023-1A","title":"HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A","isin":"US42806MBS70","value_usd":301014.9,"pct_val":0.366521,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD","isin":"EZHZD2WP7XK5","value_usd":300587.76,"pct_val":0.366001,"balance":64800000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CHENIERE CORPUS CHRISTI HOLDINGS LLC","title":"CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7","isin":"US16412XAJ46","value_usd":289495.98,"pct_val":0.324537,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MORTGAGE LOAN TR 2006-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A","isin":"US54251MAA27","value_usd":285927.95,"pct_val":0.34815,"balance":539873.77,"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-W3","title":"ARGENT SECURITIES INC. ARSI 2005 W3 M1","isin":"US040104PC91","value_usd":284929.4,"pct_val":0.346935,"balance":290114.94,"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 02/26 0.00000","isin":"US912797SQ11","value_usd":283909.38,"pct_val":0.345693,"balance":285000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARGENT SECURITIES INC. 2006-W3","title":"ARGENT SECURITIES INC. ARSI 2006 W3 A2C","isin":"US040104SR34","value_usd":273364.25,"pct_val":0.332853,"balance":889699.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MORGAN STANLEY ABS CAPITAL I 2007-HE6","title":"MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1","isin":"US61755CAA09","value_usd":270018.6,"pct_val":0.328779,"balance":294178.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","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":266894.79,"pct_val":0.266876,"balance":198541.76,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVS PASS-THROUGH TRUST","title":"CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943","isin":"US126650BQ21","value_usd":253534.84,"pct_val":0.308708,"balance":244272.53,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","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":245193.73,"pct_val":0.298552,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","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":244258.58,"pct_val":0.297413,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UNITED STATES GOVT","title":"TREASURY BILL 08/25 0.00000","isin":"US912797PP64","value_usd":235553.48,"pct_val":0.264065,"balance":237000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","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":235471.73,"pct_val":0.235455,"balance":200394.33,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"CDX ITRAXX XOV44 5Y 35-100% SP JPM","isin":"EZBL882X12N4","value_usd":230972.87,"pct_val":0.281236,"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":"NOMURA ASSET ACCEPTANCE CORP 2006-WF1","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3","isin":"US65537BAC46","value_usd":220430.19,"pct_val":0.268399,"balance":864165.41,"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 AE0801 FN 09/39 FIXED VAR","isin":"US31419A3K17","value_usd":220060.74,"pct_val":0.26795,"balance":207951.92,"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":"FNMA POOL AI8356 FN 08/41 FIXED 4.5","isin":"US3138ANJA25","value_usd":216997.16,"pct_val":0.264219,"balance":216294,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-96","title":"FANNIE MAE FNR 2007 96 AF","isin":"US31396XNT71","value_usd":214008.39,"pct_val":0.26058,"balance":213461.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":213007.35,"pct_val":0.259361,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CI","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":212700,"pct_val":0.258987,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH ALTERNATIVE NT 2007-A2","title":"MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C","isin":"US59024FAF18","value_usd":212180.33,"pct_val":0.258354,"balance":907038.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE","isin":"US01F0306294","value_usd":212146.88,"pct_val":0.258313,"balance":240000,"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":"US01F0306A11","value_usd":210843.28,"pct_val":0.210829,"balance":240000,"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":"317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD","isin":"EZFQKCSJY4B4","value_usd":209835.36,"pct_val":0.255499,"balance":64800000,"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 01/30 8","isin":"ZAG000106998","value_usd":203798.91,"pct_val":0.248149,"balance":3300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 704506 GN 05/39 FIXED 5","isin":"US36296XU770","value_usd":201498.54,"pct_val":0.245348,"balance":195771.5,"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 10/30 VAR","isin":"US61747YFU47","value_usd":200420.15,"pct_val":0.224679,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN CHASE & CO","title":"JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR","isin":"US46625HRY89","value_usd":198333.86,"pct_val":0.22234,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 2021-FL7 LTD","title":"MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A","isin":"US55284AAA60","value_usd":196440.76,"pct_val":0.239189,"balance":196588.1,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2006-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L","isin":"US46628BAG59","value_usd":193818.14,"pct_val":0.235996,"balance":271100.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVEST TR 2005-A7","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1","isin":"US59020UH324","value_usd":182794.34,"pct_val":0.222573,"balance":233379.6,"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 3368","title":"FREDDIE MAC FHR 3368 AF","isin":"US31397KL827","value_usd":179393.71,"pct_val":0.218433,"balance":178935.14,"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 3360","title":"FREDDIE MAC FHR 3360 FC","isin":"US31397KE319","value_usd":170189.19,"pct_val":0.207225,"balance":169751.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THORNBURG MORTGAGE SECURITIES TR 2007-3","title":"THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1","isin":"US88522XAE13","value_usd":164183.32,"pct_val":0.199912,"balance":186234.45,"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/3.84199 12/02/24-4Y* LCH","isin":"EZSGM4VHBMV4","value_usd":161233.36,"pct_val":0.19632,"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":"PERU GOVT","title":"REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95","isin":"US715638BE14","value_usd":158770.88,"pct_val":0.193322,"balance":480000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"TSY INFL IX N/B 01/35 2.125","isin":"US91282CML27","value_usd":158113.61,"pct_val":0.158103,"balance":153538.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A","isin":"US76089RAA23","value_usd":157487.32,"pct_val":0.191759,"balance":157230.12,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AH2695 FN 01/41 FIXED 4.5","isin":"US3138A37H49","value_usd":156031.01,"pct_val":0.189986,"balance":154656.58,"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 AB2858 FN 01/39 FIXED 5.5","isin":"US31416YE870","value_usd":151938.92,"pct_val":0.185003,"balance":146349.73,"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 888638 FN 09/37 FIXED VAR","isin":"US31410GHP19","value_usd":147208.21,"pct_val":0.179243,"balance":140718.85,"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 AL6924 FN 01/45 FIXED VAR","isin":"US3138EPVS07","value_usd":145449.97,"pct_val":0.177102,"balance":150425.97,"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 922041 FN 02/37 FIXED 6","isin":"US31412DLW64","value_usd":140798.53,"pct_val":0.171438,"balance":133059.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO MTGE BK SEC TR 2006-AR19","title":"WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1","isin":"US949789AA94","value_usd":137171.08,"pct_val":0.167022,"balance":146868.83,"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-3289","title":"FREDDIE MAC FHR 3289 FG","isin":"US31397FNM04","value_usd":134500.69,"pct_val":0.16377,"balance":135701.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU MTGE P/T CERT 2007-HY1","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3","isin":"US92925VAK61","value_usd":130962.73,"pct_val":0.159462,"balance":151897.13,"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":127339.5,"pct_val":0.155051,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"PE","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":126121.17,"pct_val":0.141387,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 707284 GN 02/39 FIXED 5","isin":"US36297BXM89","value_usd":122287.04,"pct_val":0.148899,"balance":118846.17,"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 01/37 8.5","isin":"ZAG000107012","value_usd":120064.01,"pct_val":0.146192,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AI2430 FN 05/41 FIXED 4.5","isin":"US3138AFVY39","value_usd":117240.59,"pct_val":0.142754,"balance":116599.2,"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 POOL 675181 GN 03/38 FIXED 5","isin":"US36295NCS45","value_usd":114252.43,"pct_val":0.139116,"balance":111807.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A","title":"RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A","isin":"US76089EAA10","value_usd":114084.28,"pct_val":0.138911,"balance":113453.25,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1","isin":"US362341XE41","value_usd":113816.24,"pct_val":0.138585,"balance":134416.57,"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 929451 FN 05/38 FIXED 5.5","isin":"US31412MTG32","value_usd":113569.89,"pct_val":0.138285,"balance":108750.08,"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 256513 FN 12/36 FIXED 5.5","isin":"US31371M3W52","value_usd":110006.23,"pct_val":0.133945,"balance":105158.63,"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 920077 FN 12/36 FIXED 5.5","isin":"US31412BFS60","value_usd":109795.93,"pct_val":0.133689,"balance":105273.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BOEING CO/THE","title":"BOEING CO/THE SR UNSECURED 05/34 6.528","isin":"US097023DS12","value_usd":108718.32,"pct_val":0.121878,"balance":100000,"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 903812 FN 12/36 FIXED 5.5","isin":"US31411CDR97","value_usd":107688.2,"pct_val":0.131123,"balance":102943.44,"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":104191.61,"pct_val":0.116803,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2005-79","title":"FANNIE MAE FNR 2005 79 NF","isin":"US31394FHD06","value_usd":103285.98,"pct_val":0.125763,"balance":103921.46,"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 AL3223 FN 09/41 FIXED VAR","isin":"US3138EKSM86","value_usd":103179.03,"pct_val":0.125632,"balance":98831.62,"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 QZ5154 FR 10/55 FIXED 6","isin":"US31427CWQ22","value_usd":101958.82,"pct_val":0.124147,"balance":98886.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VICI PROPERTIES LP","title":"VICI PROPERTIES LP SR UNSECURED 02/28 4.75","isin":"US925650AB99","value_usd":101012.7,"pct_val":0.122995,"balance":100000,"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 701603 GN 02/39 FIXED 5","isin":"US36296UNU06","value_usd":99484.69,"pct_val":0.121134,"balance":96657.24,"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 08/39 7","isin":"PEP01000C5J8","value_usd":97607.33,"pct_val":0.118848,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL0520 FN 07/41 FIXED VAR","isin":"US3138EGSJ46","value_usd":96816.61,"pct_val":0.117886,"balance":92873.21,"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 889982 FN 11/38 FIXED VAR","isin":"US31410KXK59","value_usd":95325.44,"pct_val":0.11607,"balance":91309.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.00000 06/21/23-7Y CME","isin":"EZWF2F56KP17","value_usd":95008.32,"pct_val":0.115684,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CZECH REPUBLIC GOVT","title":"CZECH REPUBLIC BONDS REGS 12/36 4.2","isin":"CZ0001001796","value_usd":93890.03,"pct_val":0.105255,"balance":2000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 782979 GN 09/39 FIXED 5","isin":"US36241LJY39","value_usd":91385.14,"pct_val":0.111272,"balance":87531.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 969064 FN 03/38 FIXED 5.5","isin":"US31414LB985","value_usd":89591.86,"pct_val":0.109089,"balance":85867.34,"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":"MEXICAN UDIBONOS BONDS 12/26 3","isin":"MX0SGO0000M6","value_usd":88742.78,"pct_val":0.0994843,"balance":1700169.4,"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":"FNMA POOL 888820 FN 07/37 FIXED VAR","isin":"US31410GPD96","value_usd":87430.79,"pct_val":0.106457,"balance":83577.27,"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":85700,"pct_val":0.10435,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"EC","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2004-22","title":"COUNTRYWIDE HOME LOANS CWHL 2004 22 A3","isin":"US12669F6Z19","value_usd":83727.17,"pct_val":0.101948,"balance":87075.49,"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 AB3105 FN 05/41 FIXED 4.5","isin":"US31416YNX21","value_usd":82417.11,"pct_val":0.0824113,"balance":82467.02,"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 FM2971 FN 08/45 FIXED VAR","isin":"US3140X6JR36","value_usd":82092.95,"pct_val":0.0999577,"balance":84078.82,"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":"RFR USD SOFR/3.70000 02/20/24-25Y LCH","isin":"EZRM7DK4X894","value_usd":81922.83,"pct_val":0.0997505,"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":"MEXICO GOVT","title":"MEXICAN UDIBONOS BONDS 11/31 2.75","isin":"MX0SGO0000K0","value_usd":80301.05,"pct_val":0.0900207,"balance":1700169.4,"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":"FNMA POOL AH0066 FN 02/41 FIXED 4.5","isin":"US3138A1CC37","value_usd":78890.36,"pct_val":0.0960582,"balance":79152.43,"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":"317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD","isin":"EZF05MSB2ZY1","value_usd":78860.32,"pct_val":0.0960216,"balance":1100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"PETROLEOS MEXICANOS (PEMEX)","title":"PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35","isin":"US71654QCL41","value_usd":78562.02,"pct_val":0.0956584,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR ADJUSTABLE RT MTGE TRUST 2005-6","title":"MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2","isin":"US576433C539","value_usd":76100.37,"pct_val":0.092661,"balance":85991.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 697914 GN 03/39 FIXED 5","isin":"US36296QK320","value_usd":73123.46,"pct_val":0.0890363,"balance":71045.5,"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":"317U9Y3A4 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZYLQMSPLVK8","value_usd":71121.12,"pct_val":0.0865982,"balance":1200000,"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 972305 FN 02/38 FIXED 6","isin":"US31414PU648","value_usd":69354.35,"pct_val":0.084447,"balance":65539.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2006-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1","isin":"US16163CAN20","value_usd":69069.58,"pct_val":0.0841002,"balance":81209.5,"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":66874.06,"pct_val":0.0749685,"balance":66786.06,"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 MTGE SEC 2005-F","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2","isin":"US05949CCA27","value_usd":66527.22,"pct_val":0.0810046,"balance":69707.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 889692 FN 05/38 FIXED VAR","isin":"US31410KNH31","value_usd":65094.09,"pct_val":0.0792596,"balance":62314.93,"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 AL3480 FN 07/40 FIXED VAR","isin":"US3138EK2N45","value_usd":64158.65,"pct_val":0.0781206,"balance":61486.9,"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 POOL 697698 GN 12/38 FIXED 5","isin":"US36296QDB23","value_usd":61171.27,"pct_val":0.0744831,"balance":59483.93,"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 POOL 760393 GN 10/41 FIXED 5","isin":"US36176ARN18","value_usd":60416.8,"pct_val":0.0735645,"balance":60027.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FIRST FRANKLIN MTG LOAN 2006-FF5","title":"FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3","isin":"US32027EAE14","value_usd":60173.44,"pct_val":0.0732681,"balance":60836.9,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART SECURITIZATION TRUST 2022-3","title":"UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A","isin":"US91683TAB52","value_usd":60153.12,"pct_val":0.0674341,"balance":60148.9,"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 POOL 705997 GN 01/39 FIXED 5","isin":"US36297AKJ15","value_usd":60078.38,"pct_val":0.0731524,"balance":58371.21,"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 AB0293 FN 11/38 FIXED 6","isin":"US31416VKF03","value_usd":58809.88,"pct_val":0.0716078,"balance":55578.53,"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 A73952 FG 02/38 FIXED 5","isin":"US3128L7L967","value_usd":58279.96,"pct_val":0.0709626,"balance":56630.65,"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 POOL 774296 GN 03/42 FIXED 5","isin":"US36176R7H96","value_usd":57745.66,"pct_val":0.070312,"balance":57443.24,"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":55756.52,"pct_val":0.06789,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317U9Y4A3 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZL2NM11C7Y5","value_usd":54725.16,"pct_val":0.0666342,"balance":1200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CHASE MORTGAGE FINANCE CORP 2006-S4","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S4 A5","isin":"US16162YAE59","value_usd":51012.26,"pct_val":0.0621133,"balance":128798.55,"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 695208 FN 03/33 FIXED 5.5","isin":"US31400RKV23","value_usd":50542.56,"pct_val":0.0615414,"balance":49816.15,"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 3376","title":"FREDDIE MAC FHR 3376 FD","isin":"US31397KZG92","value_usd":49483.78,"pct_val":0.0602522,"balance":49373.71,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-20Y CME","isin":"EZM4928YBNS8","value_usd":49353.8,"pct_val":0.060094,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FANNIE MAE-2005-75","title":"FANNIE MAE FNR 2005 75 AF","isin":"US31394FAF27","value_usd":49080.92,"pct_val":0.0597617,"balance":49471.1,"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":48502.38,"pct_val":0.0590573,"balance":50094.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 06/20/24-15Y CME","isin":"EZ5HXCSLBRW2","value_usd":47908.99,"pct_val":0.0583348,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AJ7522 FN 01/27 FIXED 3","isin":"US3138E0LC13","value_usd":47736.46,"pct_val":0.0581247,"balance":48054.32,"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":"317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD","isin":"EZYTQ6PZV898","value_usd":47497.23,"pct_val":0.0578334,"balance":900000,"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 2005-81","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1","isin":"US12668BBN29","value_usd":47206.81,"pct_val":0.0574798,"balance":56251.37,"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 AW1350 FN 02/44 FIXED 4.5","isin":"US3138XQQC81","value_usd":47045.56,"pct_val":0.0572834,"balance":46990.19,"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 AX2488 FN 10/44 FIXED 4","isin":"US3138Y3XS57","value_usd":45951.16,"pct_val":0.0559509,"balance":46715.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASSACHUSETTS EDUC FINANCING AUTH 2008-1","title":"MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1","isin":"US57563NAA63","value_usd":45662.5,"pct_val":0.0555994,"balance":45539.08,"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 AL3681 FN 10/40 FIXED VAR","isin":"US3138ELCT86","value_usd":45534.79,"pct_val":0.0554439,"balance":43029.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2006-11","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A","isin":"US41162GAA04","value_usd":45359.1,"pct_val":0.05523,"balance":49926.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/35 4.25","isin":"US91282CNT44","value_usd":45330.47,"pct_val":0.0551951,"balance":45000,"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 931353 FN 06/39 FIXED 5.5","isin":"US31412PWN76","value_usd":45287.98,"pct_val":0.0551434,"balance":43828.13,"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":"MEXICAN UDIBONOS BONDS 08/34 4","isin":"MX0SGO0000P9","value_usd":44724.85,"pct_val":0.0447217,"balance":855066.8,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.80902 12/02/24-7Y* LCH","isin":"EZQXPTG0Q2X2","value_usd":44702.27,"pct_val":0.0544302,"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 995894 FN 04/39 FIXED VAR","isin":"US31416CKF22","value_usd":44180.89,"pct_val":0.0537954,"balance":41750.78,"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 922039 FN 02/37 FIXED 5.5","isin":"US31412DLU09","value_usd":41412.53,"pct_val":0.0504246,"balance":39587.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/3.75000 09/17/25-5Y LCH","isin":"EZPF9TRMXPP9","value_usd":39462.66,"pct_val":0.0480504,"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 AA0836 FN 01/39 FIXED 4.5","isin":"US31416H4W21","value_usd":39319.81,"pct_val":0.0478764,"balance":38961.62,"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 A57043 FG 02/37 FIXED 5","isin":"US3128KKZG71","value_usd":39263.19,"pct_val":0.0478075,"balance":38697.08,"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 A75692 FG 04/38 FIXED 5","isin":"US3128L9KD44","value_usd":37980.76,"pct_val":0.046246,"balance":36906.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000","isin":"EZ2ND5BTGGB7","value_usd":37910.2,"pct_val":0.0461601,"balance":470000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"LU","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4","title":"LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A","isin":"US52608GAA94","value_usd":37565.52,"pct_val":0.0457404,"balance":37741.44,"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 AA0920 FN 08/37 FIXED 5.5","isin":"US31416JAW18","value_usd":37426.86,"pct_val":0.0455715,"balance":35777.86,"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 2006-AR13","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A","isin":"US93363RAB24","value_usd":37100.61,"pct_val":0.0451743,"balance":38655.69,"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 AI1673 FN 06/41 FIXED 4.5","isin":"US3138AE2F95","value_usd":36707.77,"pct_val":0.044696,"balance":36671.33,"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 POOL 688141 GN 12/38 FIXED 5","isin":"US36296DP285","value_usd":36576.43,"pct_val":0.044536,"balance":36325.98,"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 888795 FN 11/36 FIXED VAR","isin":"US31410GNL31","value_usd":35353.77,"pct_val":0.0430473,"balance":33797.12,"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 962068 FN 03/38 FIXED 6","isin":"US31414CJM10","value_usd":34398.7,"pct_val":0.0418844,"balance":32737.43,"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 744878 FN 11/33 FIXED 5.5","isin":"US31403CQ795","value_usd":34176.81,"pct_val":0.0416142,"balance":33683.26,"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 A48943 FG 05/36 FIXED 5.5","isin":"US3128K95C43","value_usd":33023.11,"pct_val":0.0402095,"balance":31533.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","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":32752.57,"pct_val":0.0327503,"balance":32702.49,"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 970952 FN 12/38 FIXED 6","isin":"US31414NEZ33","value_usd":31202.97,"pct_val":0.0379932,"balance":29622.48,"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 G02869 FG 11/35 FIXED 5","isin":"US3128M4QW63","value_usd":30552.67,"pct_val":0.0372014,"balance":29704.33,"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 966202 FN 12/37 FIXED 6","isin":"US31414G3K31","value_usd":30189.09,"pct_val":0.0367587,"balance":28528.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GLS AUTO SELECT RECEIVABLES TRUST 2023-1A","title":"GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A","isin":"US36267FAC23","value_usd":29999.25,"pct_val":0.0336304,"balance":29958.54,"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 POOL 487821 GN 03/39 FIXED 5","isin":"US36210B4E28","value_usd":29696.45,"pct_val":0.0361589,"balance":28977.11,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-30Y CME","isin":"EZ9XTCS56VG3","value_usd":28895.69,"pct_val":0.0351839,"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 POOL 637882 GN 04/35 FIXED 5","isin":"US36291TUF38","value_usd":28496.77,"pct_val":0.0346981,"balance":27760.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED STATES GOVT","title":"US TREASURY N/B 08/45 4.875","isin":"US912810UN62","value_usd":28280,"pct_val":0.0344342,"balance":28000,"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 AC8113 FN 01/36 FIXED 5.5","isin":"US31417VAP85","value_usd":27351.54,"pct_val":0.0333037,"balance":26367.26,"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 G05255 FG 12/38 FIXED 5","isin":"US3128M7E441","value_usd":27323.01,"pct_val":0.0332689,"balance":26525.87,"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 AB0196 FN 02/39 FIXED 5.5","isin":"US31416VGE83","value_usd":27171.06,"pct_val":0.0330839,"balance":25974.24,"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 POOL 714055 GN 05/39 FIXED 5","isin":"US36297KH871","value_usd":27020.57,"pct_val":0.0329007,"balance":26252.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"THEOREM FUNDING TRUST 2022-2A","title":"THEOREM FUNDING TRUST THRM 2022 2A A 144A","isin":"US88339FAA12","value_usd":26813.14,"pct_val":0.0300586,"balance":26794.87,"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 POOL 720199 GN 07/39 FIXED 5","isin":"US3620A6DC87","value_usd":26748.15,"pct_val":0.032569,"balance":25990.4,"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 POOL 697946 GN 03/39 FIXED 5","isin":"US36296QL310","value_usd":26044.81,"pct_val":0.0317126,"balance":25524.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL1319 FN 10/41 FIXED VAR","isin":"US3138EHPD85","value_usd":25804.54,"pct_val":0.03142,"balance":25616.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-65","title":"FANNIE MAE FNR 2007 65 KF","isin":"US31396WLX29","value_usd":25515.84,"pct_val":0.0310685,"balance":25747.74,"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 POOL 704480 GN 04/39 FIXED 5","isin":"US36296XUD47","value_usd":25069.81,"pct_val":0.0305254,"balance":24362,"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 899563 FN 06/37 FIXED 6","isin":"US31410WML99","value_usd":24979.92,"pct_val":0.0304159,"balance":23676.03,"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 A72047 FG 01/38 FIXED 5","isin":"US3128L5HY06","value_usd":24498.22,"pct_val":0.0298294,"balance":23783.48,"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 AI4142 FN 06/41 FIXED 4.5","isin":"US3138AHS809","value_usd":24038.89,"pct_val":0.0292701,"balance":23912.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2","title":"LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A","isin":"US52607QAA85","value_usd":23166.36,"pct_val":0.0231647,"balance":23283.42,"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 A83575 FG 12/38 FIXED 5","isin":"US3129296L18","value_usd":22872.84,"pct_val":0.0278503,"balance":22205.34,"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 G03050 FG 07/37 FIXED 5","isin":"US3128M4WK51","value_usd":22493.62,"pct_val":0.0273886,"balance":21837.86,"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 AL3185 FN 02/39 FIXED VAR","isin":"US3138EKRF45","value_usd":21902.81,"pct_val":0.0266692,"balance":20819.01,"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":"317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD","isin":"EZ5Z5JQ96961","value_usd":21657.88,"pct_val":0.026371,"balance":400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"SMALL BUSINESS ADMIN PART CERTS 2009-20E","title":"SMALL BUSINESS ADMINISTRATION SBAP 2009 20E 1","isin":"US83162CSN47","value_usd":21366.9,"pct_val":0.0260167,"balance":21393.44,"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 POOL 698484 GN 08/39 FIXED 5","isin":"US36296Q6V63","value_usd":21113.46,"pct_val":0.0257081,"balance":20415.72,"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 G05250 FG 03/38 FIXED 5","isin":"US3128M7EX06","value_usd":21042.45,"pct_val":0.0256216,"balance":20428.91,"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":"317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD","isin":"EZZQVWDYT3J3","value_usd":20771.68,"pct_val":0.0252919,"balance":400000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-OAT FUTURE   MAR26 XEUR 20260306","isin":"DE000F2MGDH0","value_usd":19832.13,"pct_val":0.0241479,"balance":-36,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995721 FN 03/39 FIXED VAR","isin":"US31416CD290","value_usd":19443.92,"pct_val":0.0236752,"balance":18427.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 762752 GN 03/41 FIXED 5","isin":"US36176DEZ24","value_usd":19432.69,"pct_val":0.0236616,"balance":19019.6,"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 836362 FN 10/35 FIXED 5.5","isin":"US31407PFB94","value_usd":19363.57,"pct_val":0.0235774,"balance":18510.97,"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 AH4246 FN 04/41 FIXED 4.5","isin":"US3138A5WG35","value_usd":19189.46,"pct_val":0.0233654,"balance":19175.71,"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 AI0726 FN 04/41 FIXED 4.5","isin":"US3138ADYY53","value_usd":19013.97,"pct_val":0.0231517,"balance":18872.13,"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 POOL 602480 GN 12/35 FIXED 5","isin":"US36200JJZ49","value_usd":18786.33,"pct_val":0.0228745,"balance":18290.51,"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 2006-A6","title":"JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1","isin":"US46628BBC37","value_usd":18650.91,"pct_val":0.0227096,"balance":33819.28,"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 752191 FN 11/33 FIXED 5.5","isin":"US31403LUQ21","value_usd":18303.83,"pct_val":0.022287,"balance":18015.2,"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":"317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD","isin":"EZX66NSLB8L7","value_usd":18236.31,"pct_val":0.0222048,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 689108 FN 02/33 FIXED 5.5","isin":"US31400JR505","value_usd":18196.88,"pct_val":0.0221568,"balance":17914.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 745418 FN 04/36 FIXED VAR","isin":"US31403DDX49","value_usd":18134.34,"pct_val":0.0220807,"balance":17335.8,"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 V85233 FG 03/49 FIXED 4","isin":"US3132LAY638","value_usd":18123.75,"pct_val":0.0220678,"balance":18742.37,"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 G03355 FG 08/37 FIXED 5","isin":"US3128M5BY59","value_usd":18037.1,"pct_val":0.0219623,"balance":17511.19,"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 819297 FN 09/35 FIXED 6","isin":"US31406TGE55","value_usd":18007.04,"pct_val":0.0219257,"balance":17067.45,"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 POOL 704699 GN 09/39 FIXED 5","isin":"US36296X3G79","value_usd":17959.13,"pct_val":0.0218673,"balance":17453.43,"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 POOL 741275 GN 05/40 FIXED 5","isin":"US3620AVQ470","value_usd":17810,"pct_val":0.0216857,"balance":17405.45,"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":"317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD","isin":"EZTD50RBFKL6","value_usd":17780.88,"pct_val":0.0216503,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL A77292 FG 04/38 FIXED 5","isin":"US3128LBC556","value_usd":17534.29,"pct_val":0.02135,"balance":17022.52,"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 745516 FN 05/36 FIXED VAR","isin":"US31403DGZ69","value_usd":16980.34,"pct_val":0.0206755,"balance":16232.55,"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 966578 FN 02/38 FIXED 6","isin":"US31414HJX61","value_usd":16578.54,"pct_val":0.0201863,"balance":15803.9,"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 G05342 FG 01/39 FIXED 5","isin":"US3128M7HT66","value_usd":16402.24,"pct_val":0.0199716,"balance":15923.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 888893 FN 08/37 FIXED VAR","isin":"US31410GRN50","value_usd":16355.52,"pct_val":0.0199147,"balance":15635.43,"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 928382 FN 06/37 FIXED 5.5","isin":"US31412LM721","value_usd":15568.49,"pct_val":0.0189564,"balance":14895.15,"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 G04668 FG 03/38 FIXED 5","isin":"US3128M6QV39","value_usd":15550.06,"pct_val":0.018934,"balance":15096.38,"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 190367 FN 01/36 FIXED VAR","isin":"US31368HMQ38","value_usd":15200.28,"pct_val":0.0185081,"balance":14530.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 969776 FN 02/38 FIXED 5.5","isin":"US31414L2H03","value_usd":15000.27,"pct_val":0.0182646,"balance":14343.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AC6211 FN 11/39 FIXED 5.5","isin":"US31417S3V02","value_usd":14923.22,"pct_val":0.0181708,"balance":14387.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G08072 FG 08/35 FIXED 5","isin":"US3128MJCJ76","value_usd":14806.35,"pct_val":0.0180284,"balance":14401.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 673497 GN 04/38 FIXED 5","isin":"US36295LGE56","value_usd":14660.45,"pct_val":0.016435,"balance":14599.68,"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 889176 FN 03/38 FIXED VAR","isin":"US31410G2H50","value_usd":14150.9,"pct_val":0.0172304,"balance":13562.58,"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 888301 FN 09/36 FIXED VAR","isin":"US31410F3J26","value_usd":14015.05,"pct_val":0.0170649,"balance":13637.95,"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 POOL 697575 GN 11/38 FIXED 5","isin":"US36296P6L00","value_usd":13842.91,"pct_val":0.0168553,"balance":13449.59,"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 AD3661 FN 05/40 FIXED 4.5","isin":"US31418RB751","value_usd":13796.33,"pct_val":0.0167986,"balance":13674.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AH4268 FN 04/41 FIXED 4.5","isin":"US3138A5W654","value_usd":13695.51,"pct_val":0.0166759,"balance":13776.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD","isin":"EZBDT9GBBZ51","value_usd":13680.57,"pct_val":0.0166577,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CHASE MORGAGE FINANCE CORP 2005-A1","title":"CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1","isin":"US16162WPB99","value_usd":13257.3,"pct_val":0.0161423,"balance":13978.02,"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":"317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD","isin":"EZHZDV7R1G67","value_usd":13174.95,"pct_val":0.016042,"balance":300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 774290 GN 02/42 FIXED 5","isin":"US36176R7B27","value_usd":13021.77,"pct_val":0.0158555,"balance":12794.71,"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 G04468 FG 07/38 FIXED 5","isin":"US3128M6JM13","value_usd":12736.32,"pct_val":0.0155079,"balance":12364.76,"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 G05956 FG 07/38 FIXED 5.5","isin":"US3128M75R30","value_usd":12561.49,"pct_val":0.0152951,"balance":12004.62,"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 880623 FN 04/36 FIXED 5.5","isin":"US31409WLC37","value_usd":12330.3,"pct_val":0.0150136,"balance":11787.12,"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 965040 FN 09/38 FIXED 4.5","isin":"US31414FS510","value_usd":12231.61,"pct_val":0.0148934,"balance":12131.87,"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 A27987 FG 07/34 FIXED 5","isin":"US31297F2U64","value_usd":12157.95,"pct_val":0.0148037,"balance":12149.37,"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 AL1572 FN 09/36 FIXED VAR","isin":"US3138EHXA54","value_usd":12142.68,"pct_val":0.0147851,"balance":11967.43,"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 G04731 FG 04/38 FIXED 5.5","isin":"US3128M6SU38","value_usd":12121.06,"pct_val":0.0147588,"balance":11590.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIE MAE 2007-63","title":"FANNIE MAE FNR 2007 63 FC","isin":"US31396WTU08","value_usd":11982.66,"pct_val":0.0145903,"balance":12102.59,"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 POOL 698340 GN 05/39 FIXED 5","isin":"US36296QZD41","value_usd":11814.43,"pct_val":0.0143854,"balance":11478.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 669739 GN 07/37 FIXED 6","isin":"US36295GBG64","value_usd":11711.12,"pct_val":0.0142596,"balance":11232.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UPSTART PASS-THROUGH TRUST SERIES 2022-ST2","title":"UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A","isin":"US91680UAA79","value_usd":11507.01,"pct_val":0.0115062,"balance":11520.15,"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 831286 FN 02/36 FIXED 6","isin":"US31407HRF54","value_usd":11486.03,"pct_val":0.0139856,"balance":10894.72,"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 AD2336 FN 02/40 FIXED 4.5","isin":"US31418PS221","value_usd":11436.19,"pct_val":0.0139249,"balance":11337.18,"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 A47333 FG 10/35 FIXED 5","isin":"US3128K8EE28","value_usd":11349.91,"pct_val":0.0138198,"balance":11037.71,"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 256553 FN 01/37 FIXED 6","isin":"US31371M5N36","value_usd":11334.49,"pct_val":0.0138011,"balance":10711.31,"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 992302 FN 01/39 FIXED 5.5","isin":"US31415XKP59","value_usd":11315.63,"pct_val":0.0137781,"balance":10935.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA ASSET ACCEPTANCE CORP 2005-AP2","title":"NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5","isin":"US65535VLL08","value_usd":11267.43,"pct_val":0.0137194,"balance":23502.6,"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 823384 FN 05/35 FIXED 5.5","isin":"US31406XXM90","value_usd":11156.91,"pct_val":0.0135848,"balance":10973.18,"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 988588 FN 08/38 FIXED 5.5","isin":"US31415TF549","value_usd":10938.05,"pct_val":0.0133183,"balance":10492.49,"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 C91308 FG 06/30 FIXED 5","isin":"US3128P7NZ22","value_usd":10585.73,"pct_val":0.0128894,"balance":10423.19,"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 256600 FN 02/27 FIXED 5.5","isin":"US31371M7M35","value_usd":10321.15,"pct_val":0.0125672,"balance":10178.08,"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 AL0525 FN 04/37 FIXED VAR","isin":"US3138EGSP06","value_usd":10051.52,"pct_val":0.0122389,"balance":9648.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL G04847 FG 10/38 FIXED 5.5","isin":"US3128M6WG97","value_usd":10050.22,"pct_val":0.0122373,"balance":9627.13,"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":"317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608","isin":"EZ1Q6JQR89S5","value_usd":9909.48,"pct_val":0.0120659,"balance":1200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"JP MORGAN MORTGAGE TRUST 2005-S3","title":"JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2","isin":"US466247ZP16","value_usd":9799.7,"pct_val":0.0119323,"balance":22406.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FANNIEMAE WHOLE LOAN 2003-W6","title":"FANNIEMAE WHOLE LOAN FNW 2003 W6 F","isin":"US31393BX754","value_usd":9722.27,"pct_val":0.011838,"balance":9759.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 761893 FN 01/34 FIXED 5.5","isin":"US31403YNJ81","value_usd":9680.13,"pct_val":0.0117867,"balance":9540.97,"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 190363 FN 11/35 FIXED VAR","isin":"US31368HML41","value_usd":9484.53,"pct_val":0.0115485,"balance":9066.93,"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 848067 FN 10/35 FIXED 5.5","isin":"US31408DFG43","value_usd":9372.58,"pct_val":0.0114122,"balance":9035.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-10Y LCH","isin":"EZ14KKW1SWH7","value_usd":9235.51,"pct_val":0.0112453,"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 A48592 FG 03/36 FIXED 6","isin":"US3128K9RM89","value_usd":9186.61,"pct_val":0.0111858,"balance":8777.21,"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 745281 FN 01/36 FIXED VAR","isin":"US31403C6S57","value_usd":9180.06,"pct_val":0.0111778,"balance":8682.85,"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 POOL 688442 GN 05/38 FIXED 5","isin":"US36296DZF85","value_usd":9040.54,"pct_val":0.0110079,"balance":8808.79,"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 G03072 FG 11/36 FIXED 5","isin":"US3128M4W903","value_usd":8920.63,"pct_val":0.0108619,"balance":8676.45,"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 POOL 542828 GN 06/35 FIXED 5","isin":"US36212TA538","value_usd":8915.46,"pct_val":0.0108556,"balance":8753.75,"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 POOL 724275 GN 09/39 FIXED 5","isin":"US3620AAT817","value_usd":8864.16,"pct_val":0.0107931,"balance":8652.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJ RATE MTG LN 2004-19","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1","isin":"US863579JG47","value_usd":8688.95,"pct_val":0.0105798,"balance":9338.23,"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 G05196 FG 10/38 FIXED 5.5","isin":"US3128M7C957","value_usd":8641.02,"pct_val":0.0105214,"balance":8267.59,"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 847031 FN 12/35 FIXED 5.5","isin":"US31408CA897","value_usd":8567.23,"pct_val":0.0104316,"balance":8444.94,"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":"317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080","isin":"EZW0HLS9T459","value_usd":8561.88,"pct_val":0.0104251,"balance":1200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"BEAR STEARNS ARM TR 2004-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1","isin":"US07384M2E17","value_usd":8507.51,"pct_val":0.0103589,"balance":9134.32,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.01100 10/20/25-3Y* CME","isin":"EZ3N44WNYPS9","value_usd":8338,"pct_val":0.0101525,"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":"31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520","isin":"EZX9WWMK7VM7","value_usd":8180.43,"pct_val":0.0099606,"balance":5500000,"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 735896 FN 09/35 FIXED VAR","isin":"US31402RRR20","value_usd":8035.03,"pct_val":0.0097836,"balance":7599.84,"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 735227 FN 02/35 FIXED VAR","isin":"US31402QYY15","value_usd":8012.9,"pct_val":0.0097566,"balance":7678.5,"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":"VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE","isin":"EZ7728G77FY7","value_usd":7937.26,"pct_val":0.0096645,"balance":1,"units":"NC","currency":null,"asset_cat":"DCR","issuer_cat":null,"inv_country":"NL","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 753095 FN 12/33 FIXED 5.5","isin":"US31403MUU16","value_usd":7933.55,"pct_val":0.00966,"balance":7821.74,"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 G04461 FG 07/38 FIXED 5","isin":"US3128M6JE96","value_usd":7861.49,"pct_val":0.0095723,"balance":7632.16,"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 981705 FN 06/38 FIXED 4.5","isin":"US31415BDJ52","value_usd":7801.52,"pct_val":0.0094993,"balance":7804.88,"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 MA0280 FN 11/29 FIXED 5.5","isin":"US31417YJ240","value_usd":7337.13,"pct_val":0.0089338,"balance":7234.07,"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 919658 FN 09/37 FIXED 6","isin":"US31412AWT77","value_usd":7305.86,"pct_val":0.0088957,"balance":7045.96,"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 POOL 669740 GN 08/37 FIXED 6","isin":"US36295GBH48","value_usd":7150.9,"pct_val":0.0087071,"balance":6858.6,"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":7143.69,"pct_val":0.0080084,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 881635 FN 02/36 FIXED 5.5","isin":"US31409XPU71","value_usd":6989.66,"pct_val":0.0085107,"balance":6701.76,"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 A56730 FG 01/37 FIXED 5","isin":"US3128KKPP80","value_usd":6661.94,"pct_val":0.0081117,"balance":6663.46,"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":"317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610","isin":"EZWN2HNYG0V1","value_usd":6482.32,"pct_val":0.007893,"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":"GNMA PASS THRU POOLS","title":"GNMA POOL 692479 GN 04/39 FIXED 5","isin":"US36296JJY29","value_usd":6243.5,"pct_val":0.0076022,"balance":6092.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AD9398 FN 06/40 FIXED 4.5","isin":"US31418XNQ78","value_usd":6080.16,"pct_val":0.0074033,"balance":6030.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MERRILL LYNCH MORTGAGE INVS 2005-A10","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A","isin":"US59020UZ656","value_usd":5842.78,"pct_val":0.0071143,"balance":5898.95,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 995243 FN 08/38 FIXED VAR","isin":"US31416BS829","value_usd":5737.5,"pct_val":0.0069861,"balance":5685.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100","isin":"EZN1PVRTVH93","value_usd":5654.88,"pct_val":0.0068855,"balance":12600000,"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 888817 FN 08/37 FIXED VAR","isin":"US31410GPA57","value_usd":5630.87,"pct_val":0.0068562,"balance":5391.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 674114 GN 06/38 FIXED 5","isin":"US36295L3X75","value_usd":5547.49,"pct_val":0.0067547,"balance":5425.18,"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 AH8643 FN 04/41 FIXED 4.5","isin":"US3138AAS937","value_usd":5387.38,"pct_val":0.0065598,"balance":5348.62,"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 889301 FN 11/35 FIXED VAR","isin":"US31410KAA25","value_usd":5313.05,"pct_val":0.0064693,"balance":5079.19,"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 A83067 FG 11/38 FIXED 5","isin":"US312929MQ29","value_usd":5256.96,"pct_val":0.006401,"balance":5103.53,"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 G01820 FG 06/35 FIXED 5.5","isin":"US3128LXAV26","value_usd":5090.11,"pct_val":0.0061978,"balance":4866.39,"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 555800 FN 10/33 FIXED VAR","isin":"US31385XNR43","value_usd":5019.49,"pct_val":0.0061118,"balance":4883.86,"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 889983 FN 10/38 FIXED VAR","isin":"US31410KXL33","value_usd":4988.79,"pct_val":0.0060744,"balance":4714.39,"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 950299 FN 08/37 FIXED 5.5","isin":"US31413NGG43","value_usd":4970.36,"pct_val":0.006052,"balance":4831.1,"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 829125 FN 10/35 FIXED 5.5","isin":"US31407FD649","value_usd":4959.88,"pct_val":0.0060392,"balance":4755.63,"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":"317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123","isin":"EZ590WP8LWN0","value_usd":4907.7,"pct_val":0.0059757,"balance":12600000,"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 310122 FN 06/28 FIXED VAR","isin":"US31374CPF76","value_usd":4894.62,"pct_val":0.0059598,"balance":4868.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 896141 FN 06/36 FIXED 5.5","isin":"US31410SS651","value_usd":4813.23,"pct_val":0.0058607,"balance":4640.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLCC MORTGAGE INVESTORS INC 2005-3","title":"MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A","isin":"US59020UL789","value_usd":4746.3,"pct_val":0.0057792,"balance":4917.01,"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 AK8453 FN 04/42 FIXED 4.5","isin":"US3138EDMB43","value_usd":4713.74,"pct_val":0.0057395,"balance":4690.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LONG BEACH MTGE LOAN TRUST 2004-4","title":"LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1","isin":"US542514HN71","value_usd":4665.49,"pct_val":0.0056808,"balance":4765.31,"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 G02410 FG 01/36 FIXED 5","isin":"US3128M4AK99","value_usd":4650.24,"pct_val":0.0056622,"balance":4528.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2000-TBC3","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1","isin":"US585525EN47","value_usd":4576.32,"pct_val":0.0055722,"balance":4665.96,"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 INVESTORS 2003-A3","title":"MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A","isin":"US589929R265","value_usd":4523.48,"pct_val":0.0055079,"balance":4636.19,"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 819567 FN 04/35 FIXED 5.5","isin":"US31406TQU87","value_usd":4483.26,"pct_val":0.0054589,"balance":4285.9,"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 AE2919 FN 08/40 FIXED 5.5","isin":"US31419DG543","value_usd":4431.46,"pct_val":0.0053958,"balance":4311.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR GBP SONIO/4.32000 10/20/23-10Y LCH","isin":"EZ49Z4HPK8R0","value_usd":4342.84,"pct_val":0.0052879,"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 946254 FN 09/37 FIXED 6","isin":"US31413HWP99","value_usd":4287.06,"pct_val":0.00522,"balance":4051.12,"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":"317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042","isin":"EZ757WXMN3Q1","value_usd":4267.51,"pct_val":0.0051962,"balance":1300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2007-4F","title":"GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1","isin":"US362669AK93","value_usd":4225.33,"pct_val":0.0051448,"balance":6766.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 677312 GN 09/38 FIXED 5","isin":"US36295QN557","value_usd":4216.05,"pct_val":0.0051335,"balance":4103.08,"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 2.39000 10/01/24-10Y LCH","isin":"EZHK1QM5FKM1","value_usd":4168.19,"pct_val":0.0050753,"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/3.75000 12/17/25-10Y CME","isin":"EZV20GX3PLY1","value_usd":4139.4,"pct_val":0.0050402,"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 AI3810 FN 06/41 FIXED 4.5","isin":"US3138AHGU48","value_usd":4121.96,"pct_val":0.005019,"balance":4095.58,"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 920078 FN 12/36 FIXED 5.5","isin":"US31412BFT44","value_usd":3983.04,"pct_val":0.0048498,"balance":3807.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 780365 FN 06/34 FLOATING VAR","isin":"US31404V6A14","value_usd":3980.29,"pct_val":0.0048465,"balance":3868.39,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.23200 09/10/24-10Y LCH","isin":"EZ7VRSSQ00Z9","value_usd":3847.48,"pct_val":0.0046848,"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 POOL 701354 GN 02/39 FIXED 5","isin":"US36296UE309","value_usd":3791.6,"pct_val":0.0046167,"balance":3727.35,"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-AR8","title":"STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A","isin":"US86359LRW18","value_usd":3733.62,"pct_val":0.0045461,"balance":4356.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HARBORVIEW MORTGAGE LOAN TR 2005-2","title":"HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A","isin":"US41161PLR28","value_usd":3712.22,"pct_val":0.0045201,"balance":3804.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AH9109 FN 04/41 FIXED 4.5","isin":"US3138ABDP10","value_usd":3711.97,"pct_val":0.0045198,"balance":3685.64,"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/3.24800 09/18/24-10Y LCH","isin":"EZ8Z99V6R391","value_usd":3710.89,"pct_val":0.0045184,"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 735961 FN 09/35 FLOATING VAR","isin":"US31402RTS84","value_usd":3628.96,"pct_val":0.0044187,"balance":3568.58,"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 AO3526 FN 04/39 FIXED 4.5","isin":"US3138LT4L90","value_usd":3615.56,"pct_val":0.0044024,"balance":3638.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC PASS THRU POOLS","title":"FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR","isin":"US3128JRGY60","value_usd":3524.93,"pct_val":0.004292,"balance":3390.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.27750 09/16/24-10Y LCH","isin":"EZH06W9H2QV9","value_usd":3488.71,"pct_val":0.0042479,"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":"317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033","isin":"EZGYZ8178103","value_usd":3414.96,"pct_val":0.0041581,"balance":1200000,"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 AB0204 FN 12/38 FIXED 5.5","isin":"US31416VGN82","value_usd":3302.65,"pct_val":0.0040214,"balance":3157.09,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 932548 FN 02/40 FIXED 5.5","isin":"US31412RBR75","value_usd":3299.56,"pct_val":0.0040176,"balance":3165.05,"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 A53791 FG 11/36 FIXED 5","isin":"US3128KGF865","value_usd":3286.82,"pct_val":0.0040021,"balance":3241.85,"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 890489 FN 11/41 FIXED VAR","isin":"US31410LKA97","value_usd":3192.14,"pct_val":0.0038868,"balance":3172.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 878481 FN 02/36 FIXED 6","isin":"US31409T6S25","value_usd":3182.99,"pct_val":0.0038757,"balance":3072.67,"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 995482 FN 01/39 FIXED VAR","isin":"US31416B2P25","value_usd":3116.22,"pct_val":0.0037944,"balance":2985.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.40000 02/12/25-10Y LCH","isin":"EZNHC24BF987","value_usd":3055.87,"pct_val":0.0037209,"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 769481 FN 02/34 FIXED 5.5","isin":"US31404H2N87","value_usd":3044.37,"pct_val":0.0037069,"balance":2994.73,"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 AI8831 FN 08/41 FIXED 4.5","isin":"US3138ANY565","value_usd":2942.63,"pct_val":0.003583,"balance":2924.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STRUCTURED ADJUSTABLE RATE MTG LN 2004-1","title":"STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2","isin":"US86359BGG05","value_usd":2905.14,"pct_val":0.0035373,"balance":3002.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 623958 GN 12/35 FIXED 5","isin":"US36291CE761","value_usd":2860.26,"pct_val":0.0034827,"balance":2797.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 256927 FN 10/27 FIXED 5.5","isin":"US31371NLG87","value_usd":2852.49,"pct_val":0.0034732,"balance":2812.7,"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 AC7291 FN 12/39 FIXED 4.5","isin":"US31417UC524","value_usd":2775.62,"pct_val":0.0033796,"balance":2751.59,"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 G30377 FG 12/27 FIXED 6","isin":"US3128CUM299","value_usd":2673.11,"pct_val":0.0032548,"balance":2602.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 735972 FN 10/35 FIXED VAR","isin":"US31402RT583","value_usd":2634.52,"pct_val":0.0032078,"balance":2518.53,"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 POOL 711409 GN 05/39 FIXED 5","isin":"US36297GKW95","value_usd":2611.68,"pct_val":0.00318,"balance":2537.45,"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 754744 FN 11/33 FIXED 5.5","isin":"US31403QP532","value_usd":2596.81,"pct_val":0.0031619,"balance":2560.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 754031 FN 12/33 FLOATING VAR","isin":"US31403NVY02","value_usd":2579.99,"pct_val":0.0031414,"balance":2514.9,"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 AE0508 FN 10/40 FIXED VAR","isin":"US31419AR660","value_usd":2574.82,"pct_val":0.0031351,"balance":2555.65,"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":"RFR USD SOFR/4.09000 01/22/25-10Y LCH","isin":"EZFR659WJHH9","value_usd":2521.77,"pct_val":0.0030705,"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 G05408 FG 12/36 FIXED 5","isin":"US3128M7KV75","value_usd":2472.87,"pct_val":0.003011,"balance":2402.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AL0822 FN 10/41 FIXED VAR","isin":"US3138EG4G65","value_usd":2410.26,"pct_val":0.0029348,"balance":2394.87,"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":2342.48,"pct_val":0.0028522,"balance":100000,"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 AD1870 FN 08/40 FIXED 4.5","isin":"US31418PCG81","value_usd":2303.35,"pct_val":0.0028046,"balance":2284.54,"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 AE2314 FN 08/40 FIXED 4.5","isin":"US31419CSC81","value_usd":2279.9,"pct_val":0.002776,"balance":2261.3,"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 2006-HE4","title":"ACE SECURITIES CORP. ACE 2006 HE4 A2A","isin":"US00442BAB71","value_usd":2245.83,"pct_val":0.0027346,"balance":5728.52,"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 AD9988 FN 09/40 FIXED 4.5","isin":"US31418YC201","value_usd":2221.3,"pct_val":0.0027047,"balance":2259.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS EUR 2.58000 08/29/24-10Y LCH","isin":"EZK1YHHFDQG6","value_usd":2212.31,"pct_val":0.0026937,"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 254514 FN 11/32 FIXED 5.5","isin":"US31371KVF55","value_usd":2192.85,"pct_val":0.00267,"balance":2113.17,"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/4.01500 12/30/24-10Y LCH","isin":"EZVY5NK4YWD2","value_usd":2187.77,"pct_val":0.0026639,"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 889532 FN 04/38 FIXED VAR","isin":"US31410KHH05","value_usd":2029.05,"pct_val":0.0024706,"balance":1939.6,"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 AH6339 FN 04/41 FIXED 4.5","isin":"US3138A8BH85","value_usd":2020.89,"pct_val":0.0024607,"balance":2008.75,"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 904605 FN 11/36 FIXED 6","isin":"US31411DAE94","value_usd":2000.04,"pct_val":0.0024353,"balance":1913.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR7","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1","isin":"US362341XG98","value_usd":1999.36,"pct_val":0.0024345,"balance":2291.03,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR MORTGAGE LOAN TRUST 2005-AR6","title":"GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1","isin":"US362341RX95","value_usd":1970.42,"pct_val":0.0023992,"balance":2054.4,"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 835058 FN 06/35 FLOATING VAR","isin":"US31407MWT88","value_usd":1952.95,"pct_val":0.0023779,"balance":1903.39,"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":1948.48,"pct_val":0.0023725,"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 2.52000 04/09/25-10Y LCH","isin":"EZTHL4ZCB733","value_usd":1946.98,"pct_val":0.0023707,"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 256928 FN 10/27 FIXED 6","isin":"US31371NLH60","value_usd":1917,"pct_val":0.0023342,"balance":1868.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-11","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 11 2A1","isin":"US07387AFG58","value_usd":1912.77,"pct_val":0.002329,"balance":1860.22,"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/4.01300 01/15/25-10Y LCH","isin":"EZZWCBP8MVY9","value_usd":1844.92,"pct_val":0.0022464,"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 745257 FN 01/36 FIXED VAR","isin":"US31403C5S66","value_usd":1826.66,"pct_val":0.0022242,"balance":1726.33,"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 A76483 FG 04/38 FIXED 5.5","isin":"US3128LAFY17","value_usd":1806.67,"pct_val":0.0021998,"balance":1730.35,"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 AH4226 FN 03/41 FIXED 4.5","isin":"US3138A5VU38","value_usd":1801.86,"pct_val":0.002194,"balance":1813.62,"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 829708 FN 06/35 FLOATING VAR","isin":"US31407FYD67","value_usd":1753.79,"pct_val":0.0021354,"balance":1698.87,"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 G05409 FG 03/39 FIXED 5.5","isin":"US3128M7KW58","value_usd":1726.93,"pct_val":0.0021027,"balance":1652.3,"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 POOL 698099 GN 04/39 FIXED 5","isin":"US36296QRU57","value_usd":1612.75,"pct_val":0.0019637,"balance":1566.91,"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 844703 FN 12/35 FIXED 5.5","isin":"US31407YNU90","value_usd":1609.63,"pct_val":0.0019599,"balance":1538.78,"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 A39333 FG 10/35 FIXED 5","isin":"US31297VLN63","value_usd":1599.42,"pct_val":0.0019475,"balance":1555.12,"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 POOL 690955 GN 06/38 FIXED 5","isin":"US36296GTL58","value_usd":1562.03,"pct_val":0.001902,"balance":1529.36,"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":"SOLD TWD BOUGHT USD 20260122","isin":null,"value_usd":1540.03,"pct_val":0.0018752,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"TW","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 933121 FN 01/38 FIXED 5.5","isin":"US31412SD287","value_usd":1517.56,"pct_val":0.0018478,"balance":1469.76,"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 A69435 FG 12/37 FIXED 6","isin":"US3128L1PU87","value_usd":1496.62,"pct_val":0.0018223,"balance":1432.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 990517 FN 09/38 FIXED 6","isin":"US31415VK610","value_usd":1477.21,"pct_val":0.0017987,"balance":1408.52,"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 G30340 FG 08/27 FIXED 6","isin":"US3128CULV68","value_usd":1444.23,"pct_val":0.0017585,"balance":1406.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A","isin":"US17307GW795","value_usd":1417.95,"pct_val":0.0017265,"balance":1384.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 840699 FN 09/35 FIXED 5.5","isin":"US31407T7L82","value_usd":1390.96,"pct_val":0.0016937,"balance":1340.99,"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 SECURITIES CORP 2006-BC5","title":"STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4","isin":"US86359SAD62","value_usd":1371.5,"pct_val":0.00167,"balance":1371.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB","title":"COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4","isin":"US12667GTQ63","value_usd":1362.19,"pct_val":0.0016586,"balance":1905.74,"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":1336.8,"pct_val":0.0016277,"balance":2400000,"units":"NC","currency":"USD","asset_cat":"DFE","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 C02054 FG 01/35 FIXED 5.5","isin":"US31292JH788","value_usd":1333.46,"pct_val":0.0016236,"balance":1283.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 932035 FN 03/38 FIXED 6","isin":"US31412QPU75","value_usd":1324.83,"pct_val":0.0016131,"balance":1251.98,"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 257204 FN 05/28 FIXED 5.5","isin":"US31371NU520","value_usd":1313.35,"pct_val":0.0015992,"balance":1294.92,"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":"317UABUA2 PIMCO SWAPTION 3.907 PUT USD 2025110","isin":"EZPK3WT0PBY1","value_usd":1297.75,"pct_val":0.0012977,"balance":2900000,"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 865115 FN 02/36 FIXED 5.5","isin":"US31409ADU07","value_usd":1283.19,"pct_val":0.0015624,"balance":1226.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJ RATE MTGE TR 2004-9","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1","isin":"US07384M3D25","value_usd":1262.8,"pct_val":0.0015376,"balance":1340.16,"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 993265 FN 05/39 FIXED 4.5","isin":"US31415YMN66","value_usd":1246.99,"pct_val":0.0015184,"balance":1238.27,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 899170 FN 02/37 FIXED 5.5","isin":"US31410V6F24","value_usd":1243.33,"pct_val":0.0015139,"balance":1188.56,"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 A36784 FG 09/35 FIXED 5","isin":"US31297SRD98","value_usd":1241.37,"pct_val":0.0015115,"balance":1208.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.59400 01/09/24-10Y LCH","isin":"EZS0MLST8BG8","value_usd":1239.89,"pct_val":0.0015097,"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 256715 FN 05/27 FIXED 6","isin":"US31371NDU63","value_usd":1203.9,"pct_val":0.0014659,"balance":1173.22,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"OIS MXN TIIE1/7.76000 04/09/25-4Y* CME","isin":"EZ8RRKWFNPF8","value_usd":1190.11,"pct_val":0.0014491,"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 721620 FN 07/33 FIXED 5.5","isin":"US31401XVM63","value_usd":1161.22,"pct_val":0.0014139,"balance":1144.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.93300 01/06/25-10Y LCH","isin":"EZK6LHB5L486","value_usd":1146.2,"pct_val":0.0013956,"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 257575 FN 01/29 FIXED 5","isin":"US31371PCL22","value_usd":1137.37,"pct_val":0.0013849,"balance":1129.26,"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 A47673 FG 11/35 FIXED 5","isin":"US3128K8Q254","value_usd":1071.43,"pct_val":0.0013046,"balance":1041.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.86000 11/14/24-10Y LCH","isin":"EZCMSCQLNL34","value_usd":1036.99,"pct_val":0.0012627,"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 HOME LOANS 2004-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1","isin":"US12669GHG91","value_usd":994.49,"pct_val":0.0012109,"balance":996.79,"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 AA1265 FN 08/33 FIXED 4.5","isin":"US31416JMP39","value_usd":914.25,"pct_val":0.0011132,"balance":919.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WASHINGTON MUTUAL 2002-AR17","title":"WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A","isin":"US929227XB72","value_usd":892.83,"pct_val":0.0010871,"balance":920.33,"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 256151 FN 03/36 FIXED 5.5","isin":"US31371MQC46","value_usd":863.27,"pct_val":0.0010511,"balance":825.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 929838 FN 08/38 FIXED 6","isin":"US31412NBF24","value_usd":860.54,"pct_val":0.0010478,"balance":815.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COUNTRYWIDE HOME LOANS 2005-HYB9","title":"COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A","isin":"US126670JY52","value_usd":845.97,"pct_val":0.0010301,"balance":948.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 675179 GN 03/38 FIXED 5","isin":"US36295NCQ88","value_usd":829.57,"pct_val":0.0010101,"balance":806,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.64750 01/08/24-10Y LCH","isin":"EZG7FCZ335H8","value_usd":816.19,"pct_val":0.0009938,"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 835751 FN 08/35 FIXED 4.5","isin":"US31407NQC01","value_usd":808.19,"pct_val":0.0009841,"balance":800.85,"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 779439 FN 06/34 FIXED 5.5","isin":"US31404U4Y36","value_usd":802.72,"pct_val":0.0009774,"balance":765.06,"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 843325 FN 10/35 FIXED 5.5","isin":"US31407W4J91","value_usd":789.11,"pct_val":0.0009608,"balance":777.98,"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 847340 FH 11/34 FLOATING VAR","isin":"US3128JREM41","value_usd":786.69,"pct_val":0.0009579,"balance":764.17,"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 988580 FN 08/38 FIXED 6","isin":"US31415TFV70","value_usd":765.23,"pct_val":0.0009318,"balance":723.12,"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 826082 FN 07/35 FLOATING VAR","isin":"US31407BXK06","value_usd":740.24,"pct_val":0.0009013,"balance":725.04,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 758900 FN 12/33 FLOATING VAR","isin":"US31403VDD82","value_usd":707.72,"pct_val":0.0008617,"balance":688.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.88000 01/13/25-10Y LCH","isin":"EZB2C5X6RDC5","value_usd":687.2,"pct_val":0.0008367,"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 POOL 686678 GN 05/38 FIXED 5","isin":"US36296B2K70","value_usd":681.04,"pct_val":0.0008292,"balance":668.11,"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 844532 FN 11/35 FLOATING VAR","isin":"US31407YHH53","value_usd":663.62,"pct_val":0.000808,"balance":652.56,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANC OF AMERICA FUNDING CORP 2005-D","title":"BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1","isin":"US06051GDM87","value_usd":653.18,"pct_val":0.0007953,"balance":694.2,"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 256601 FN 02/27 FIXED 6","isin":"US31371NAA37","value_usd":638.2,"pct_val":0.0007771,"balance":621.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL AI5961 FN 06/26 FIXED 4","isin":"US3138AKTT66","value_usd":612.7,"pct_val":0.000746,"balance":614.37,"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 658746 FN 08/36 FIXED 6","isin":"US31390WZK16","value_usd":607.04,"pct_val":0.0007391,"balance":580.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.64500 08/07/24-10Y LCH","isin":"EZ2H268MSWS8","value_usd":597.2,"pct_val":0.0007272,"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 256448 FN 10/26 FIXED 6","isin":"US31371MZM27","value_usd":595.17,"pct_val":0.0007247,"balance":580.05,"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 357639 FN 11/34 FIXED 5.5","isin":"US31376KHQ22","value_usd":591.32,"pct_val":0.00072,"balance":566.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 741620 FN 10/33 FIXED 5.5","isin":"US31402X4D54","value_usd":590.96,"pct_val":0.0007196,"balance":582.63,"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 824601 FN 12/34 FIXED 5.5","isin":"US31407ADE82","value_usd":588.46,"pct_val":0.0007165,"balance":571.88,"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 872787 FN 06/36 FIXED 5.5","isin":"US31409JUL24","value_usd":568.65,"pct_val":0.0006924,"balance":543.59,"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 256197 FN 04/36 FIXED 6","isin":"US31371MRS88","value_usd":564.52,"pct_val":0.0006874,"balance":533.5,"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 G04264 FG 04/38 FIXED 5.5","isin":"US3128M6B985","value_usd":550.79,"pct_val":0.0006707,"balance":527.45,"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":"317UAAEA2 PIMCO SWAPTION 4.0075 PUT USD 202511","isin":"EZ7P4V2TTY91","value_usd":534.6,"pct_val":0.0005346,"balance":2700000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 838630 FN 10/35 FIXED 4.5","isin":"US31407RVX96","value_usd":530.12,"pct_val":0.0006455,"balance":525.81,"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":"RFR USD SOFR/3.79250 11/19/24-10Y LCH","isin":"EZVRNR667250","value_usd":511.94,"pct_val":0.0006233,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"CITIGROUP MTGE LOAN TRUST INC 2005-11","title":"CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A","isin":"US17307GW530","value_usd":479.18,"pct_val":0.0005835,"balance":471.89,"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":"31750RZV2 PIMCO FXVAN PUT USD KRW 1423.0000000","isin":"EZT1Y2PFVFP6","value_usd":462.28,"pct_val":0.0005629,"balance":70000,"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 848205 FN 12/35 FIXED 5.5","isin":"US31408DKS26","value_usd":461.97,"pct_val":0.0005625,"balance":443.12,"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":"31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000","isin":"EZ6W5TLP2QM6","value_usd":447.2,"pct_val":0.0005445,"balance":800000,"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 973231 FN 10/36 FIXED 6","isin":"US31414QVY06","value_usd":446.25,"pct_val":0.0005434,"balance":433.81,"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":441.27,"pct_val":0.0005373,"balance":452.4,"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":"317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608","isin":"EZZQY5ZKGM11","value_usd":424.74,"pct_val":0.0005172,"balance":200000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 831819 FN 10/36 FIXED 6","isin":"US31407JDY55","value_usd":419.89,"pct_val":0.0005113,"balance":396.81,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 902340 FN 11/36 FIXED 5.5","isin":"US31411APZ20","value_usd":387.56,"pct_val":0.0004719,"balance":370.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA PASS THRU POOLS","title":"GNMA POOL 538719 GN 05/35 FIXED 5","isin":"US36212NPC55","value_usd":356.87,"pct_val":0.0004345,"balance":347.65,"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 828355 FN 07/35 FIXED 5.5","isin":"US31407EH890","value_usd":356.11,"pct_val":0.0004336,"balance":340.44,"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 682705 FN 01/33 FIXED 5.5","isin":"US31400BNW27","value_usd":356.04,"pct_val":0.0004335,"balance":351.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.84000 01/08/25-10Y LCH","isin":"EZKP2JSHK8F5","value_usd":344.14,"pct_val":0.000419,"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 944526 FN 07/37 FIXED 6","isin":"US31413FYX40","value_usd":339.58,"pct_val":0.0004135,"balance":326.29,"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 773068 FN 03/34 FIXED 5.5","isin":"US31404MZ926","value_usd":325.83,"pct_val":0.0003967,"balance":320.12,"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 865188 FN 02/36 FIXED 6","isin":"US31409AF534","value_usd":316.77,"pct_val":0.0003857,"balance":299.37,"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 879839 FN 01/36 FIXED 6","isin":"US31409VPY38","value_usd":313.14,"pct_val":0.0003813,"balance":301.33,"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 888794 FN 09/35 FIXED VAR","isin":"US31410GNK57","value_usd":301.08,"pct_val":0.0003666,"balance":301.11,"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 POOL 672595 GN 02/38 FIXED 5","isin":"US36295KGC18","value_usd":291.75,"pct_val":0.0003552,"balance":286.61,"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 914370 FN 03/37 FIXED 6","isin":"US31411S2B18","value_usd":280.51,"pct_val":0.0003416,"balance":270.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 917129 FN 06/37 FIXED 6","isin":"US31411W4N48","value_usd":264.3,"pct_val":0.0003218,"balance":249.76,"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 AD0198 FN 09/38 FIXED VAR","isin":"US31418MGG15","value_usd":247.62,"pct_val":0.0003015,"balance":236.72,"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 964677 FN 08/38 FIXED 6","isin":"US31414FFS56","value_usd":238.02,"pct_val":0.0002898,"balance":230.05,"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 AD0220 FN 10/38 FIXED VAR","isin":"US31418MG637","value_usd":205.87,"pct_val":0.0002507,"balance":194.68,"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 CZK 4.52250 12/01/30-5Y CME","isin":"EZDD454DJT62","value_usd":184.62,"pct_val":0.0002248,"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":"FNMA PASS THRU POOLS","title":"FNMA POOL 995279 FN 12/38 FIXED VAR","isin":"US31416BUC08","value_usd":182.83,"pct_val":0.0002226,"balance":172.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 725690 FN 08/34 FIXED VAR","isin":"US31402DF707","value_usd":169.28,"pct_val":0.0002061,"balance":162.19,"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 895096 FN 08/36 FIXED 6","isin":"US31410RNM78","value_usd":156.82,"pct_val":0.0001909,"balance":148.63,"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 813586 FN 03/35 FLOATING VAR","isin":"US31406L2T47","value_usd":146.27,"pct_val":0.0001781,"balance":142.33,"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 995113 FN 09/36 FIXED VAR","isin":"US31416BN614","value_usd":134.81,"pct_val":0.0001641,"balance":130.79,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 256597 FN 02/37 FIXED 5.5","isin":"US31371M7J06","value_usd":130.64,"pct_val":0.0001591,"balance":124.88,"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 725946 FN 11/34 FIXED VAR","isin":"US31402DP797","value_usd":121.1,"pct_val":0.0001475,"balance":117.52,"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 255994 FN 11/25 FIXED 5.5","isin":"US31371MKF31","value_usd":119.24,"pct_val":0.0001192,"balance":119.62,"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 905334 FN 12/36 FIXED 6","isin":"US31411DY782","value_usd":113.92,"pct_val":0.0001387,"balance":110.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MELLON RESIDENTIAL FUND CORP 2000-TBC2","title":"MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1","isin":"US585525ED64","value_usd":93.46,"pct_val":0.0001138,"balance":94.94,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA PASS THRU POOLS","title":"FNMA POOL 884863 FN 04/36 FIXED 5.5","isin":"US31410CB842","value_usd":57.24,"pct_val":0.0000697,"balance":56.32,"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 905588 FN 12/36 FIXED 5.5","isin":"US31411ECZ88","value_usd":54.91,"pct_val":0.0000669,"balance":52.49,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"317UADHA3 PIMCO SWAPTION 3.103 CALL USD 202510","isin":"EZQ41BM9YSH0","value_usd":49.98,"pct_val":0.00005,"balance":1400000,"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 AE0318 FN 09/25 FIXED VAR","isin":"US31419AK897","value_usd":35.75,"pct_val":0.0000401,"balance":35.85,"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 CZK 4.48500 12/02/30-5Y CME","isin":"EZPFY84SZLX9","value_usd":24.45,"pct_val":0.0000298,"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":"BANK OF AMERICA MTGE SEC 2003-D","title":"BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4","isin":"US05948XBV29","value_usd":19.93,"pct_val":0.0000243,"balance":20.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"IRS PLN 4.68500 12/02/30-5Y CME","isin":"EZLKC8SBBNW3","value_usd":6.33,"pct_val":0.0000077,"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 888227 FN 11/25 FIXED VAR","isin":"US31410FYY59","value_usd":5.99,"pct_val":0.000006,"balance":6.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8","title":"BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1","isin":"US07384MZQ85","value_usd":4.9,"pct_val":0.000006,"balance":4.97,"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":"RFR USD SOFR/3.75000 01/02/24-10Y LCH","isin":"EZ29NPCQVYW2","value_usd":4.35,"pct_val":0.0000053,"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":"317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260","isin":"EZZKH5BSJ0Q9","value_usd":0.1,"pct_val":1e-7,"balance":1000000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010","isin":"EZYJY66WQZQ5","value_usd":-0.02,"pct_val":0,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317U9ZYA7 PIMCO SWAPTION 4.0945 PUT USD 202510","isin":"EZ7Z3KC03R33","value_usd":-3.68,"pct_val":-0.0000037,"balance":-2300000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601","isin":"EZB21TG6PR25","value_usd":-7.59,"pct_val":-0.0000092,"balance":-1100000,"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":"317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601","isin":"EZQJFKTLLRB9","value_usd":-9.05,"pct_val":-0.000011,"balance":-100000,"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":"31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716","isin":"EZ967XY50V92","value_usd":-13.56,"pct_val":-0.0000152,"balance":-200000,"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":-18.96,"pct_val":-0.0000231,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBA3A3 PIMCO SWAPTION 3.925 PUT USD 2026010","isin":"EZSLBKWV4FQ9","value_usd":-19.85,"pct_val":-0.0000242,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC2A0 PIMCO SWAPTION 3.639 CALL USD 202601","isin":"EZ32XN5503M5","value_usd":-31.35,"pct_val":-0.0000382,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBC0A2 PIMCO SWAPTION 3.919 PUT USD 2026011","isin":"EZRPXWTDZ7D5","value_usd":-49.01,"pct_val":-0.0000597,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260","isin":"EZ1BF9L2ZC14","value_usd":-69.12,"pct_val":-0.0000842,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601","isin":"EZ0QM968BG76","value_usd":-80.11,"pct_val":-0.0000975,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RWM5 PIMCO FXVAN PUT USD BRL 5.16000000","isin":"EZZ8HK7DDDJ6","value_usd":-93.8,"pct_val":-0.0001142,"balance":-280000,"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":-96.47,"pct_val":-0.0001175,"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":"317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601","isin":"EZFRWGDVTKH6","value_usd":-136.56,"pct_val":-0.0001663,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.32 05/08/25-01/02/29 CME","isin":"EZYLW2ZWVNG8","value_usd":-151.08,"pct_val":-0.000184,"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 CZK 3.76000 11/01/24-10Y CME","isin":"EZZDBNZ60DY7","value_usd":-206.17,"pct_val":-0.000251,"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":"317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012","isin":"EZ9CCHMQQYQ6","value_usd":-295.76,"pct_val":-0.0003601,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218","isin":"EZYFD7CC08G5","value_usd":-298.57,"pct_val":-0.0003635,"balance":-200000,"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 14.0087 05/12/25-01/04/27 CME","isin":"EZHTRBH6Z688","value_usd":-334.23,"pct_val":-0.000407,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"BR","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.28000 03/04/25-5Y LCH","isin":"EZQH3P2675Q7","value_usd":-340.56,"pct_val":-0.0004147,"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/3.75000 05/07/25-10Y LCH","isin":"EZ61ZS50J0P1","value_usd":-369.73,"pct_val":-0.0004502,"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/4.00000 06/20/24-2Y CME","isin":"EZ33002G9XM4","value_usd":-387.44,"pct_val":-0.0004718,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"317UB7IA4 PIMCO SWAPTION 4.18 PUT USD 20260205","isin":"EZ47NJVG0FD6","value_usd":-461.85,"pct_val":-0.0005624,"balance":-1500000,"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":"31750RK89 PIMCO FXVAN CALL USD BRL 5.80000000","isin":"EZ3XJRMD37B7","value_usd":-512.12,"pct_val":-0.0005121,"balance":-280000,"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 2.35000 04/29/25-5Y LCH","isin":"EZ74X71XY4J2","value_usd":-605.36,"pct_val":-0.0007371,"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/3.87400 03/05/25-10Y LCH","isin":"EZMZ9H14KX59","value_usd":-666.35,"pct_val":-0.0008114,"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 2.89000 12/22/23-10Y LCH","isin":"EZ9WG6DNS963","value_usd":-762.58,"pct_val":-0.0009285,"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":-764.7,"pct_val":-0.0007646,"balance":-100000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"KY","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/4.00000 02/26/25-10Y LCH","isin":"EZ02007F7Y72","value_usd":-875.35,"pct_val":-0.0010658,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.89900 03/11/25-10Y LCH","isin":"EZXJC61P0SN9","value_usd":-883.26,"pct_val":-0.0010755,"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":-916.9,"pct_val":-0.0011164,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.90500 03/12/25-10Y LCH","isin":"EZ2V6Q3C4Q52","value_usd":-936.48,"pct_val":-0.0011403,"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/3.93000 03/24/25-10Y LCH","isin":"EZKR9TWV5646","value_usd":-1153.58,"pct_val":-0.0014046,"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":"31750RKA4 PIMCO FXVAN PUT USD BRL 5.25000000","isin":"EZG4C8FWWF20","value_usd":-1217.44,"pct_val":-0.0012174,"balance":-280000,"units":"NC","currency":"USD","asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.85400 12/29/23-10Y LCH","isin":"EZ691JFCS359","value_usd":-1314.17,"pct_val":-0.0016002,"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":-1422.72,"pct_val":-0.0017323,"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/3.97500 03/21/25-10Y LCH","isin":"EZSTF4LLCQZ1","value_usd":-1542.68,"pct_val":-0.0018784,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"ZCS BRL 13.245 09/02/25-01/02/29 CME","isin":"EZK6P8PC7130","value_usd":-1619.37,"pct_val":-0.0019718,"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 2.99000 12/08/23-10Y LCH","isin":"EZVMLNBFB1H7","value_usd":-1665.62,"pct_val":-0.0020281,"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/4.11000 08/25/27-30Y LCH","isin":"EZBZVCHLVCP7","value_usd":-1889.03,"pct_val":-0.0023001,"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":-2182.04,"pct_val":-0.0026569,"balance":-280000,"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":-2360.18,"pct_val":-0.00236,"balance":-5600000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 03/13/25-10Y LCH","isin":"EZYS5KMNTTM6","value_usd":-2480.82,"pct_val":-0.0030207,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.46000 04/01/25-10Y LCH","isin":"EZ53SKB9GFZ1","value_usd":-2555.33,"pct_val":-0.0031114,"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/3.84200 03/04/25-5Y LCH","isin":"EZSYJ06JDLK1","value_usd":-2600.36,"pct_val":-0.0031662,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.12800 12/04/23-10Y LCH","isin":"EZ6Z02R5YJR8","value_usd":-2852.72,"pct_val":-0.0034735,"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 12.975 12/16/25-01/02/29 CME","isin":"EZKCCT4BDJY9","value_usd":-3504.28,"pct_val":-0.0042669,"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":"ZCS BRL 13.9271 05/08/25-01/04/27 CME","isin":"EZ6MPDHN98L0","value_usd":-3779.51,"pct_val":-0.004602,"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 3.30500 11/27/23-10Y LCH","isin":"EZRHKQRJ6LC5","value_usd":-3942.57,"pct_val":-0.0048005,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 3.25000 11/06/23-10Y LCH","isin":"EZMRVVG7GGF9","value_usd":-3985.41,"pct_val":-0.0048527,"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 3.28000 11/22/23-10Y LCH","isin":"EZW942T998K1","value_usd":-4172.99,"pct_val":-0.0050811,"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":-4604.5,"pct_val":-0.0056065,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 09/17/25-7Y CME","isin":"EZ0PNQMB0G91","value_usd":-4683.31,"pct_val":-0.0057025,"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":-4809.16,"pct_val":-0.0058557,"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/4.50000 09/17/25-30Y LCH","isin":"EZZCXJYKYFY2","value_usd":-4920.06,"pct_val":-0.0059907,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/18/24-10Y CME","isin":"EZ7K2W20N534","value_usd":-5491.55,"pct_val":-0.0066866,"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 2.5145 10/29/25-5Y LCH","isin":"EZXH4BXCXS84","value_usd":-5709.25,"pct_val":-0.0069517,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"INF SWAP US IT 2.52 03/27/25-5Y LCH","isin":"EZWDN00FCNN2","value_usd":-5944.73,"pct_val":-0.0072384,"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 2.5025 03/25/25-5Y LCH","isin":"EZCD1478Q5K2","value_usd":-7046.38,"pct_val":-0.0085798,"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":-8265.09,"pct_val":-0.0100637,"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":-9394.9,"pct_val":-0.0114394,"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":"31750S7M1 PIMCO CDSOPT CALL USD 0.525 20260520","isin":"EZ4Q0TW4HZ76","value_usd":-11554.32,"pct_val":-0.0140687,"balance":-6200000,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-7Y CME","isin":"EZSQ10V59MH1","value_usd":-11795.78,"pct_val":-0.0143627,"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":-12846.67,"pct_val":-0.0156423,"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/3.15000 08/25/27-1Y LCH","isin":"EZBCSXD2RXW3","value_usd":-13787.41,"pct_val":-0.0167878,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"31750RUQ8 PIMCO CDSOPT CALL USD 0.55 20260121","isin":"EZBBKN86JMQ9","value_usd":-14503.76,"pct_val":-0.01766,"balance":-6510000,"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/4.04638 09/02/25-27Y* LCH","isin":"EZRQXB0T6JR0","value_usd":-14643.63,"pct_val":-0.0178303,"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 09/20/23-10Y LCH","isin":"EZGXS4F4YYN6","value_usd":-15741.2,"pct_val":-0.0191667,"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":"317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428","isin":"EZY1CQY22WC2","value_usd":-15748.72,"pct_val":-0.0191759,"balance":-1300000,"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":-16861.69,"pct_val":-0.0205311,"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 TIIE1/9.00000 12/24/24-4Y* CME","isin":"EZM51TDSF7W6","value_usd":-22924.08,"pct_val":-0.0279127,"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 09/17/25-5Y CME","isin":"EZH8V115JC41","value_usd":-49342.83,"pct_val":-0.0600806,"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 06/20/24-9Y CME","isin":"EZLDWYJS7SL4","value_usd":-53899.87,"pct_val":-0.0656293,"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 JPY MUTK/2.50000 12/17/25-30Y LCH","isin":"EZ78RVG912X1","value_usd":-57182.31,"pct_val":-0.0696261,"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 06/20/24-4Y CME","isin":"EZNJSFN8FV73","value_usd":-63833.01,"pct_val":-0.0777241,"balance":1,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"EURO-BUND FUTURE  MAR26 XEUR 20260306","isin":"DE000F2MGDC1","value_usd":-68598.4,"pct_val":-0.0835265,"balance":33,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"IRS EUR 2.25000 09/17/25-10Y LCH","isin":"EZNLCZXFPVL3","value_usd":-88406.08,"pct_val":-0.0991068,"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":-95237.91,"pct_val":-0.106766,"balance":1,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"RFR USD SOFR/3.75000 12/17/25-5Y CME","isin":"EZN69Y39SP81","value_usd":-100009.27,"pct_val":-0.121773,"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/3.50000 09/17/25-30Y LCH","isin":"EZ9MZMRJSYT0","value_usd":-178821.35,"pct_val":-0.217736,"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 IG44 5Y ICE","isin":"EZPF6RHH0ZV8","value_usd":-190729.26,"pct_val":-0.232235,"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/3.25000 06/18/25-10Y CME","isin":"EZXZ4DC8KGZ4","value_usd":-211002.59,"pct_val":-0.25692,"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 IG45 5Y ICE","isin":"EZ6FP2PYPXJ5","value_usd":-469083.47,"pct_val":-0.571164,"balance":1,"units":"NC","currency":"USD","asset_cat":"DCR","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206A20","value_usd":-1685027.2,"pct_val":-1.68491,"balance":-2090000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE","isin":"US01F0206122","value_usd":-1778897.49,"pct_val":-2.16601,"balance":-2200000,"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":-2494250.22,"pct_val":-2.49408,"balance":-2960000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS PASS THRU POOLS","title":"FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE","isin":"US01F0226187","value_usd":-2519729.7,"pct_val":-3.06806,"balance":-2980000,"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":-3051632.84,"pct_val":-3.71572,"balance":-3400000,"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":-3960731.81,"pct_val":-4.44014,"balance":-4400000,"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":-5620816.39,"pct_val":-6.844,"balance":-6100000,"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":-5846285.63,"pct_val":-5.84587,"balance":-6400000,"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-short-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/pimco-stocksplus-short-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: PIMCO StocksPLUS Short Fund | LEI: P42MUQ6KRRELZQZE1595 | 704 positions totaling $282,385,730 across STIV, DBT, ABS-O, DCR, ABS-MBS, ABS-CBDO, DIR, EC, DFE | 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"}