{"entity_type":"fund","name":"EQ/PIMCO Global Real Return Portfolio","identifiers":{"lei":"SF3WK3CXIQI375LD6K32","cik":"1027263","fund_id":"S000036610","fundkey":"eq-pimco-global-real-return-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-02-27"},"summary":{"total_positions":296,"total_value_usd":239979064.94,"asset_categories":["ABS-CBDO","DBT","STIV","ABS-O","ABS-MBS","DIR","DFE"],"by_asset_category":{"DBT":{"positions":167,"total_value_usd":163397017.17},"ABS-MBS":{"positions":64,"total_value_usd":71384439.85},"ABS-O":{"positions":20,"total_value_usd":1559475.64},"DIR":{"positions":38,"total_value_usd":199458.09},"STIV":{"positions":3,"total_value_usd":2065147.51},"ABS-CBDO":{"positions":3,"total_value_usd":1365863.7},"DFE":{"positions":1,"total_value_usd":7662.98}}},"holdings":[{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Bonds","isin":"GB00BSQNRD01","value_usd":11103134.24,"pct_val":10.29966948599,"balance":8100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CCM10","value_usd":5217535.58,"pct_val":4.839974987587,"balance":4630000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0506190","value_usd":4791000,"pct_val":4.444305134098,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0506B75","value_usd":4759125.12,"pct_val":4.47784532159,"balance":4800000,"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 of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CNB36","value_usd":4732212.37,"pct_val":4.389771599172,"balance":4600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0506760","value_usd":4705874.88,"pct_val":4.46861403626,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0506505","value_usd":4695749.76,"pct_val":4.446501952137,"balance":4800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0626717","value_usd":4438742.08,"pct_val":4.21494954027,"balance":4300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005246134","value_usd":4423079.5,"pct_val":4.103008751904,"balance":3729936.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0626220","value_usd":4157500,"pct_val":3.856647588188,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0626B21","value_usd":4136406.4,"pct_val":3.891931306575,"balance":4000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005410912","value_usd":4039482.4,"pct_val":3.825068901717,"balance":3727454,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CEZ05","value_usd":3684533.36,"pct_val":3.41790660167,"balance":3500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CLV18","value_usd":3242385.34,"pct_val":3.007754083341,"balance":3100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828V491","value_usd":3035588.15,"pct_val":2.815921519526,"balance":2280000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bonos and Obligaciones del Estado","title":"Bonos and Obligaciones del Estado","isin":"ES0000012N35","value_usd":2997765.09,"pct_val":2.780835479087,"balance":2500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US9128283R96","value_usd":2958754.27,"pct_val":2.74464762945,"balance":2281000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CLE92","value_usd":2922038.38,"pct_val":2.710588640005,"balance":2800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B128DH60","value_usd":2856734.05,"pct_val":2.650009978119,"balance":2099020,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA","isin":"US21H0326478","value_usd":2741484.3,"pct_val":2.595967825104,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CHP95","value_usd":2720629.81,"pct_val":2.523754755283,"balance":2600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA","isin":"US21H0306173","value_usd":2699531.4,"pct_val":2.504183105965,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA","isin":"US21H0306A72","value_usd":2680312.5,"pct_val":2.521897299587,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA","isin":"US21H0306744","value_usd":2653593.6,"pct_val":2.519804693041,"balance":3000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"European Union","title":"European Union","isin":"EU000A4D8KD2","value_usd":2502772.46,"pct_val":2.321662386444,"balance":2100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0426241","value_usd":2342437.44,"pct_val":2.172929814422,"balance":2400000,"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 of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828Y388","value_usd":2334027.87,"pct_val":2.165128792688,"balance":1820000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CNS60","value_usd":2329476.34,"pct_val":2.160906628599,"balance":2300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0426A65","value_usd":2328750,"pct_val":2.191113288623,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0426571","value_usd":2292937.44,"pct_val":2.171229585089,"balance":2400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0011008705","value_usd":2146683.65,"pct_val":1.991341508449,"balance":1789794.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CML27","value_usd":2103094.07,"pct_val":1.950906235189,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kreditanstalt fuer Wiederaufbau","title":"Kreditanstalt fuer Wiederaufbau","isin":"DE000A352ED1","value_usd":2064055.75,"pct_val":1.914692875556,"balance":1800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0626485","value_usd":2061718.8,"pct_val":1.952283902998,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0606263","value_usd":2052500,"pct_val":1.903973343297,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0606B66","value_usd":2042734.4,"pct_val":1.922002142337,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0606750","value_usd":2032656.2,"pct_val":1.930173720685,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0426811","value_usd":1912968.8,"pct_val":1.816520721138,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"UMBS","isin":"US3132DWKW28","value_usd":1875656.34,"pct_val":1.776097535774,"balance":1846345.42,"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 of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CCA71","value_usd":1846690.15,"pct_val":1.713056671829,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Japan Government Bond","title":"Japan Government Bond CPI Linked","isin":"JP1120241K56","value_usd":1780023.39,"pct_val":1.651214170526,"balance":274361580,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Japan Government Bond","title":"Japan Government Bond CPI Linked","isin":"JP1120231J51","value_usd":1757375.5,"pct_val":1.630205167436,"balance":270584580,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810RL44","value_usd":1747805.59,"pct_val":1.62132777229,"balance":1730000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810RR14","value_usd":1744352.84,"pct_val":1.618124876328,"balance":1680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005387052","value_usd":1710070.6,"pct_val":1.586323428772,"balance":1495734,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0013327491","value_usd":1685696.21,"pct_val":1.563712861747,"balance":1697424.9,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828Z377","value_usd":1681802.53,"pct_val":1.560100943147,"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 of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810RF75","value_usd":1676364.48,"pct_val":1.555056410996,"balance":1430000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Bonds","isin":"GB00BFX0ZL78","value_usd":1665853.72,"pct_val":1.577431123151,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0014001N38","value_usd":1640590.07,"pct_val":1.5218707725,"balance":1475184,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Network Rail Infrastructure Finance plc","title":"Network Rail Infrastructure Finance plc, Series RPI","isin":"XS0307538016","value_usd":1621830.31,"pct_val":1.50446853963,"balance":1190610,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Spain","title":"Kingdom of Spain","isin":"ES00000127C8","value_usd":1593350.45,"pct_val":1.478049589929,"balance":1350405,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0013519253","value_usd":1580722.14,"pct_val":1.466335112165,"balance":1350162,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CGK18","value_usd":1575506.25,"pct_val":1.461496663677,"balance":1500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Spain","title":"Kingdom of Spain","isin":"ES0000012C12","value_usd":1566228.44,"pct_val":1.452890231071,"balance":1391241.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US9128287D64","value_usd":1556250.55,"pct_val":1.443634378899,"balance":1268000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BZ1NTB69","value_usd":1551686.01,"pct_val":1.439400146264,"balance":1167052,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828S505","value_usd":1526150.82,"pct_val":1.415712779113,"balance":1130000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"European Financial Stability Facility","title":"European Financial Stability Facility","isin":"EU000A2SCAC2","value_usd":1480856.39,"pct_val":1.373696025242,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005588881","value_usd":1466128.79,"pct_val":1.360034170036,"balance":1250304,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bundesrepublik Deutschland","title":"Bundesrepublik Deutschland","isin":"DE000BU2Z023","value_usd":1459085.87,"pct_val":1.38163839661,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810QV35","value_usd":1449788.97,"pct_val":1.344876761162,"balance":1290000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CFR79","value_usd":1439908.02,"pct_val":1.335710834046,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLB","title":"FHLB","isin":"US313385FJ06","value_usd":1393763.84,"pct_val":1.319783623942,"balance":1400000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Spain","title":"Kingdom of Spain","isin":"ES00000128S2","value_usd":1358844.57,"pct_val":1.260513441639,"balance":1155262.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US9128282L36","value_usd":1302682.16,"pct_val":1.208415155872,"balance":990000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB0031790826","value_usd":1286213.89,"pct_val":1.193138592125,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810PV44","value_usd":1248390.42,"pct_val":1.158052171355,"balance":797000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BT7HZZ68","value_usd":1207411.21,"pct_val":1.120038371857,"balance":937917,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Bonds","isin":"GB00BPJJKP77","value_usd":1180805.69,"pct_val":1.12127181767,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828N712","value_usd":1175418.7,"pct_val":1.11302812357,"balance":880000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BYZW3J87","value_usd":1160410.54,"pct_val":1.076438847961,"balance":1018299.75,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B3MYD345","value_usd":1141387.28,"pct_val":1.058792182946,"balance":1054493,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Harbour NO 2 plc","title":"Harbour NO 2 plc, Series 2, Class A2","isin":"XS2902730725","value_usd":1135917.55,"pct_val":1.05371826328,"balance":842040.74,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BMF9LJ15","value_usd":1121397.79,"pct_val":1.040249207986,"balance":875456,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B24FFM16","value_usd":1110608.1,"pct_val":1.03024030073,"balance":1078335.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0013238268","value_usd":1100571.29,"pct_val":1.020929792232,"balance":958596,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810FH69","value_usd":1067766.99,"pct_val":0.990499335353,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B3LZBF68","value_usd":1060783.19,"pct_val":0.984020909514,"balance":940665,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B1L6W962","value_usd":1009660.22,"pct_val":0.936597390824,"balance":805664,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Sweden","title":"Kingdom of Sweden","isin":"SE0008014062","value_usd":999650.89,"pct_val":0.92731237377,"balance":6950000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CJH51","value_usd":985741.84,"pct_val":0.914409835192,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BNNGP551","value_usd":978560.64,"pct_val":0.907748293963,"balance":763078.25,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CDX65","value_usd":966867.63,"pct_val":0.896901434356,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Republic of Italy","title":"Republic of Italy","isin":"IT0005554982","value_usd":965120.76,"pct_val":0.908078979006,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B7RN0G65","value_usd":956301.47,"pct_val":0.887099881625,"balance":1008198,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Japan Government Bond","title":"Japan Government Bond CPI Linked","isin":"JP1120211G41","value_usd":954504.58,"pct_val":0.885433021376,"balance":148697900,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0406284","value_usd":948828.1,"pct_val":0.880167312921,"balance":1000000,"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 of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CDC29","value_usd":944387.27,"pct_val":0.876047838162,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0406B84","value_usd":942539.1,"pct_val":0.886831968677,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0406441","value_usd":931015.6,"pct_val":0.881597805346,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0406854","value_usd":930234.4,"pct_val":0.883333833315,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"European Union","title":"European Union","isin":"EU000A4EG039","value_usd":930001.38,"pct_val":0.862702965529,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810QP66","value_usd":889246.35,"pct_val":0.824897123519,"balance":610000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0013410552","value_usd":852791.64,"pct_val":0.791080414103,"balance":743736,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0000188799","value_usd":839815.45,"pct_val":0.77904323025,"balance":636926,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BGDYHF49","value_usd":814277.36,"pct_val":0.755353172955,"balance":799997,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810RW09","value_usd":801497.22,"pct_val":0.743497852183,"balance":822000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B421JZ66","value_usd":766806.9,"pct_val":0.711317854838,"balance":820807.65,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810TY47","value_usd":764938,"pct_val":0.709584195505,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005482994","value_usd":763284.22,"pct_val":0.708050089276,"balance":718329,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0014003N51","value_usd":744172.25,"pct_val":0.690321133652,"balance":690972,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Romania Government Bond","title":"Romania Government Bond","isin":"XS3021378032","value_usd":735686.95,"pct_val":0.682449862027,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Treasury Corp. of Victoria","title":"Treasury Corp. of Victoria","isin":"AU3SG0002504","value_usd":709185.18,"pct_val":0.657865860258,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BPSNBG80","value_usd":708635.71,"pct_val":0.657356151984,"balance":645594,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B4PTCY75","value_usd":705404.65,"pct_val":0.654358903696,"balance":896473.89,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CPH87","value_usd":694635.32,"pct_val":0.644368883114,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810SB52","value_usd":681938.6,"pct_val":0.632590945756,"balance":705000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Polaris plc","title":"Polaris plc, Series 2025-3A, Class A","isin":"XS3216526205","value_usd":674518.9,"pct_val":0.625708163288,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Atlas Funding plc","title":"Atlas Funding plc, Series 2025-1, Class A","isin":"XS3037718163","value_usd":670245.02,"pct_val":0.621743557397,"balance":496977.9,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canada Government Bond","title":"Canada Government Bond","isin":"CA135087XQ21","value_usd":668649.95,"pct_val":0.62026391269,"balance":802470,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Japan Government Bond","title":"Japan Government Bond CPI Linked","isin":"JP1120301R56","value_usd":636010.46,"pct_val":0.589986339536,"balance":102199000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CJY84","value_usd":632781.04,"pct_val":0.586990612571,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Commonwealth of Australia","title":"Commonwealth of Australia","isin":"AU000XCLWAF4","value_usd":625104,"pct_val":0.579869112198,"balance":973397.25,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BZ13DV40","value_usd":617708.52,"pct_val":0.57300879708,"balance":711547.2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Saudi Arabia","title":"Kingdom of Saudi Arabia","isin":"US80413TBJ79","value_usd":612750,"pct_val":0.568409094326,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B73ZYW09","value_usd":606748.42,"pct_val":0.562841811336,"balance":718604.71,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Invesco Euro CLO XI DAC","title":"Invesco Euro CLO XI DAC, Series 11A, Class A1R","isin":"XS3208454168","value_usd":587594.71,"pct_val":0.545074136176,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Curzon Mortgages plc","title":"Curzon Mortgages plc, Series 1, Class A2","isin":"XS2603650370","value_usd":587397.36,"pct_val":0.544891067168,"balance":435389.48,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Invesco Euro CLO V DAC","title":"Invesco Euro CLO V DAC, Series 5A, Class AR","isin":"XS3036677501","value_usd":586438.9,"pct_val":0.544001964956,"balance":500000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"INVESCO GOVT AND AGCY LEX","title":"INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD","isin":null,"value_usd":572400,"pct_val":0.543540731443,"balance":572400,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Kingdom of Sweden","title":"Kingdom of Sweden","isin":"SE0005703550","value_usd":567093.93,"pct_val":0.53699289691,"balance":4300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B0CNHZ09","value_usd":557539.17,"pct_val":0.517193528635,"balance":510301.86,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Federal Republic of Germany","title":"Federal Republic of Germany","isin":"DE0001030583","value_usd":547709.49,"pct_val":0.508075161427,"balance":494044,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Silverstone Master Issuer plc","title":"Silverstone Master Issuer plc, Series 2024-1, Class 1A","isin":"XS2950718424","value_usd":538666.16,"pct_val":0.499686240962,"balance":400000,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Commonwealth of Australia","title":"Commonwealth of Australia","isin":"AU0000XCLWP8","value_usd":538306.72,"pct_val":0.511166366753,"balance":815500.44,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CKL45","value_usd":537835.64,"pct_val":0.498915820528,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0004545890","value_usd":529308.05,"pct_val":0.491005319168,"balance":419785.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Queensland Treasury Corp.","title":"Queensland Treasury Corp.","isin":"AU3SG0002868","value_usd":525090.89,"pct_val":0.487093328803,"balance":800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US912828ZZ63","value_usd":515878.28,"pct_val":0.478547378078,"balance":430000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BYMWG366","value_usd":514364.94,"pct_val":0.477143549079,"balance":567277.44,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Marzio Finance Srl","title":"Marzio Finance Srl, Series 2024-15, Class A","isin":"IT0005598161","value_usd":509216.29,"pct_val":0.472367474851,"balance":432194.53,"units":"PA","currency":null,"asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BDX8CX86","value_usd":479274.86,"pct_val":0.444592719879,"balance":725955.2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810FS25","value_usd":478410.79,"pct_val":0.453017009078,"balance":296000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810QF84","value_usd":478260.23,"pct_val":0.44365151234,"balance":320000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Federal Republic of Germany","title":"Federal Republic of Germany","isin":"DE0001030575","value_usd":473548.6,"pct_val":0.439280833693,"balance":523072,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Japan Government Bond","title":"Japan Government Bond CPI Linked","isin":"JP1120291Q59","value_usd":460986.01,"pct_val":0.427627320181,"balance":73691100,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00B3D4VD98","value_usd":454654.1,"pct_val":0.421753611118,"balance":337688.1,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR001400QCA1","value_usd":412376.3,"pct_val":0.3825351925,"balance":420302,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BD9MZZ71","value_usd":395340.39,"pct_val":0.366732065329,"balance":586545,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA or FHLMC","title":"UMBS, 30 Year, Single Family","isin":"US01F0426738","value_usd":382687.52,"pct_val":0.363393177035,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"UMBS","isin":"US3133CFBG38","value_usd":349051.45,"pct_val":0.330523991512,"balance":340870.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canada Government Bond","title":"Canada Government Bond","isin":"CA135087B949","value_usd":347047.45,"pct_val":0.321933784974,"balance":536278,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BMF9LH90","value_usd":344095.83,"pct_val":0.326747203222,"balance":331539,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US91282CEJ62","value_usd":339693.01,"pct_val":0.315111540045,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"State of North Rhine-Westphalia Germany","title":"State of North Rhine-Westphalia Germany","isin":"DE000NRW0NF8","value_usd":333507.97,"pct_val":0.309374072914,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nordea Kredit Realkreditaktieselskab","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002059906","value_usd":310209.64,"pct_val":0.287761698121,"balance":1994117.4,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR001400IKW5","value_usd":308956.24,"pct_val":0.286598998882,"balance":317065.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810RA88","value_usd":290604.48,"pct_val":0.269575241589,"balance":275000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Denmark","title":"Kingdom of Denmark","isin":"DK0009923724","value_usd":289362.41,"pct_val":0.268423052468,"balance":1919248,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810TP30","value_usd":256860.6,"pct_val":0.238273196269,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"UMBS","isin":"US3132DWMC46","value_usd":255870.51,"pct_val":0.237354752923,"balance":246538.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dutch Property Finance BV","title":"Dutch Property Finance BV, Series 2022-2, Class A","isin":"XS2491644295","value_usd":255039.86,"pct_val":0.236584211896,"balance":216417.7,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BP9DLZ64","value_usd":250561.42,"pct_val":0.232429848739,"balance":337484.92,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810SV17","value_usd":243751.21,"pct_val":0.226112451272,"balance":360000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BYVP4K94","value_usd":238717.74,"pct_val":0.221443222183,"balance":315259.25,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BNNGP882","value_usd":228719.36,"pct_val":0.212168362745,"balance":277005,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canada Government Bond","title":"Canada Government Bond","isin":"CA135087YK42","value_usd":223930.1,"pct_val":0.207725671698,"balance":297244,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Commonwealth of Australia","title":"Commonwealth of Australia","isin":"AU000XCLWAO6","value_usd":220242.36,"pct_val":0.204304790501,"balance":400281.9,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Zealand Government Bond","title":"New Zealand Government Bond","isin":"NZIIBDT005C5","value_usd":218023.18,"pct_val":0.202246198753,"balance":399608.85,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Cassa Depositi e Prestiti SpA","title":"Cassa Depositi e Prestiti SpA","isin":"XS3193823211","value_usd":199877.8,"pct_val":0.185413887024,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Brants Bridge plc","title":"Brants Bridge plc, Series 2023-1, Class A","isin":"XS2642404250","value_usd":198697.4,"pct_val":0.184318905228,"balance":147268.81,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Adagio CLO VIII DAC","title":"Adagio CLO VIII DAC, Series VIII-A, Class A","isin":"XS2054619734","value_usd":191830.09,"pct_val":0.182158398727,"balance":163340.81,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Pool","title":"UMBS","isin":"US3132DSBZ48","value_usd":176586.95,"pct_val":0.16721381207,"balance":189490.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Zealand Government Bond","title":"New Zealand Government Bond","isin":"NZIIBDT006C3","value_usd":176334.28,"pct_val":0.163574065105,"balance":302658,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"French Republic","title":"French Republic","isin":"FR0010447367","value_usd":170227.2,"pct_val":0.157908916494,"balance":147498.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canada Government Bond","title":"Canada Government Bond","isin":"CA135087G997","value_usd":168171.96,"pct_val":0.156002401427,"balance":317957.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit-Based Asset Servicing & Securitization LLC","title":"Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3","isin":"US1248RHAC14","value_usd":161409.27,"pct_val":0.149729085233,"balance":240015.03,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Buxl","isin":"DE000F1B2NK9","value_usd":157798.02,"pct_val":0.149422188113,"balance":-25,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Federal Republic of Germany","title":"Federal Republic of Germany","isin":"DE0001030559","value_usd":151157.41,"pct_val":0.140219088566,"balance":130137,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"DE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810SM18","value_usd":146115.4,"pct_val":0.135541937464,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alba plc","title":"Alba plc, Series 2007-1, Class A3","isin":"XS0301721832","value_usd":134425.08,"pct_val":0.124697573198,"balance":101472,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canada Government Bond","title":"Canada Government Bond","isin":"CA135087ZH04","value_usd":128345.17,"pct_val":0.119057628463,"balance":185885.7,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIT Mortgage Loan Trust","title":"CIT Mortgage Loan Trust, Series 2007-1, Class 1M1","isin":"US12559QAF90","value_usd":127792.56,"pct_val":0.118545007411,"balance":127581.32,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Queensland Treasury Corp.","title":"Queensland Treasury Corp.","isin":"AU3CB0296580","value_usd":124948.01,"pct_val":0.115906299799,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Buoni Poliennali del Tesoro","title":"Buoni Poliennali del Tesoro","isin":"IT0005647273","value_usd":120677.22,"pct_val":0.111944560303,"balance":102315,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Republic of Italy","title":"Republic of Italy","isin":"IT0005534984","value_usd":119378.58,"pct_val":0.112322917022,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Auto Abs Spanish Loans FT","title":"Auto Abs Spanish Loans FT, Series 2022-1, Class A","isin":"ES0305646004","value_usd":105873.5,"pct_val":0.098212093428,"balance":90082.65,"units":"PA","currency":null,"asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"UMBS","isin":"US31418EYP95","value_usd":104745.3,"pct_val":0.097165534243,"balance":100780.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLB","title":"FHLB","isin":"US313385VP81","value_usd":98983.67,"pct_val":0.091820837564,"balance":100000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810UH94","value_usd":98178.07,"pct_val":0.091073533825,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWABS Asset-Backed Certificates Trust","title":"CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1","isin":"US12669WAA45","value_usd":95972.11,"pct_val":0.089027205427,"balance":100703.54,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust, Inc.","title":"Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3","isin":"US17307GP856","value_usd":93100.41,"pct_val":0.086363312492,"balance":100000,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lehman XS Trust","title":"Lehman XS Trust, Series 2007-20N, Class A1","isin":"US52525AAA25","value_usd":92596.46,"pct_val":0.085895830218,"balance":83746.6996,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United Kingdom of Great Britain and Northern Ireland","title":"U.K. Treasury Inflation Linked Bonds","isin":"GB00BM8Z2W66","value_usd":90505.58,"pct_val":0.083956254197,"balance":132119.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Notes","isin":"US9128285W63","value_usd":88942.87,"pct_val":0.082506627798,"balance":70000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA","isin":"US36179XLE49","value_usd":86069.65,"pct_val":0.081501120439,"balance":94010.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA","title":"UMBS","isin":"US31418EZM55","value_usd":83747.35,"pct_val":0.079302086843,"balance":82413.28,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canterbury Finance NO 4 plc","title":"Canterbury Finance NO 4 plc, Series 4, Class A2","isin":"XS2347611704","value_usd":80133.28,"pct_val":0.074334533023,"balance":59435.3,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Zealand Government Bond","title":"New Zealand Government Bond","isin":"NZIIBDT004C8","value_usd":77326,"pct_val":0.071730398413,"balance":134614.1,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"NZ","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Kingdom of Sweden","title":"Kingdom of Sweden","isin":"SE0009548704","value_usd":69623.93,"pct_val":0.064585679306,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"SE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009535478","value_usd":64580.47,"pct_val":0.059907183131,"balance":436064.11,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bonos de la Tesoreria","title":"Bonos de la Tesoreria","isin":"PEP01000C5E9","value_usd":64165.42,"pct_val":0.059522167718,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States of America","title":"U.S. Treasury Inflation Linked Bonds","isin":"US912810TE82","value_usd":61990.4,"pct_val":0.057504540385,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Soundview Home Loan Trust","title":"Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1","isin":"US83612TAA07","value_usd":61867.57,"pct_val":0.057390598828,"balance":88701.75,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Chase Commercial Mortgage Securities Trust","title":"JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-FL12, Class A","isin":"US46651QAA58","value_usd":54424.53,"pct_val":0.05048616533,"balance":55129.91,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alternative Loan Trust","title":"Alternative Loan Trust, Series 2006-HY11, Class A1","isin":"US021466AA50","value_usd":50794.08,"pct_val":0.047118428412,"balance":52683.51,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Securitized Asset-Backed Receivables LLC Trust","title":"Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C","isin":"US81376YAD31","value_usd":49768.51,"pct_val":0.046167072533,"balance":150190.11,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA","title":"GNMA, Series 2016-H17, Class FC","isin":"US38376RXT84","value_usd":47858.86,"pct_val":0.044395612024,"balance":47657.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWABS Asset-Backed Certificates Trust","title":"CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A","isin":"US23245CAA80","value_usd":47666.03,"pct_val":0.044216735932,"balance":50782.58,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alternative Loan Trust","title":"Alternative Loan Trust, Series 2007-1T1, Class 1A1","isin":"US23246KAA97","value_usd":46998.17,"pct_val":0.043597204805,"balance":141822.7066,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009541955","value_usd":43987.18,"pct_val":0.040804101421,"balance":282623.63,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-OAT","isin":"DE000F1B2NL7","value_usd":39356,"pct_val":0.037267005222,"balance":-18,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"New Century Home Equity Loan Trust","title":"New Century Home Equity Loan Trust, Series 2004-4, Class M1","isin":"US64352VJJ17","value_usd":39051.87,"pct_val":0.036225929103,"balance":39783.18,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Soundview Home Loan Trust","title":"Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3","isin":"US83613DAD84","value_usd":37826.1,"pct_val":0.035088860453,"balance":40479.09,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Bobl","isin":"DE000F2MGDD9","value_usd":37276.44,"pct_val":0.034578975928,"balance":-42,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Residential Asset Securitization Trust","title":"Residential Asset Securitization Trust, Series 2006-A10, Class A5","isin":"US76113LAE74","value_usd":33712.52,"pct_val":0.031272954648,"balance":118219.2821,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MASTR Asset-Backed Securities Trust","title":"MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5","isin":"US57645MAE21","value_usd":33010.79,"pct_val":0.030622004482,"balance":104838.3,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Buxl","isin":"DE000F2MGDF4","value_usd":32415.77,"pct_val":0.030070042378,"balance":-16,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Citigroup Mortgage Loan Trust","title":"Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A","isin":"US17311WAA53","value_usd":32396.08,"pct_val":0.030051777221,"balance":37430.3852,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DSLA Mortgage Loan Trust","title":"DSLA Mortgage Loan Trust, Series 2005-AR6, Class 2A1A","isin":"US23332UFV17","value_usd":32112.65,"pct_val":0.029788857287,"balance":34380.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"3 Month Euro EURIBOR","isin":"GB00J8WDXS35","value_usd":31796.9,"pct_val":0.030193763598,"balance":40,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bobl","isin":"DE000F1B2NH5","value_usd":29565.27,"pct_val":0.027995961771,"balance":-39,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Alternative Loan Trust Resecuritization","title":"Alternative Loan Trust Resecuritization, Series 2008-2R, Class 1A1","isin":"US021482AA27","value_usd":28203.58,"pct_val":0.026162662365,"balance":34366.3772,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Schatz","isin":"DE000F1NGF79","value_usd":25224.03,"pct_val":0.023952284619,"balance":-137,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bobl","isin":"DE000F1NGF61","value_usd":24493.54,"pct_val":0.023258624471,"balance":-41,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Long Beach Mortgage Loan Trust","title":"Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2","isin":"US54251TAC36","value_usd":23982.74,"pct_val":0.022247258299,"balance":61049.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan Trust","title":"New Residential Mortgage Loan Trust, Series 2018-3A, Class A1","isin":"US64830KAA51","value_usd":23770.44,"pct_val":0.022050321129,"balance":24254.47,"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":"3 Month SONIA","isin":"GB00JH6MV856","value_usd":23152.76,"pct_val":0.021477338788,"balance":32,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust, Series 2020-4, Class A1","isin":"US03464LAA44","value_usd":22801.35,"pct_val":0.021151358144,"balance":23569.69,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWABS, Inc. Asset-backed Certificates","title":"CWABS, Inc. Asset-backed Certificates, Series 2007-12, Class 1A1","isin":"US126697AA90","value_usd":22754.9,"pct_val":0.021108269441,"balance":22983.2,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Buxl","isin":"DE000F1NGF87","value_usd":21685.29,"pct_val":0.020591960845,"balance":-15,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Alternative Loan Trust","title":"Alternative Loan Trust, Series 2007-4CB, Class 1A35","isin":"US02148FBX24","value_usd":19503.34,"pct_val":0.018092004611,"balance":23386.5007,"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":"3 Month Euro EURIBOR","isin":"GB00J8R2ZN46","value_usd":19133.3,"pct_val":0.018168637101,"balance":40,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"JP Morgan Alternative Loan Trust","title":"JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1","isin":"US46627MCS44","value_usd":18536,"pct_val":0.017194664989,"balance":19436.77,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHL Mortgage Pass-Through Trust","title":"CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1","isin":"US170255AA19","value_usd":18468.62,"pct_val":0.017132160861,"balance":42889.9254,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI Trust","title":"RALI Trust, Series 2007-QH8, Class A","isin":"US74924EAA55","value_usd":18086.09,"pct_val":0.016777312177,"balance":22779.8149,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Securitized Asset-Backed Receivables LLC Trust","title":"Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C","isin":"US81377AAD46","value_usd":15790.47,"pct_val":0.014647811916,"balance":42990.64,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Washington Mutual Mortgage Pass-Through Certificates WMALT Trust","title":"Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB1","isin":"US93934NAQ88","value_usd":14890.91,"pct_val":0.013813347477,"balance":20760.8137,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Alternative Loan Trust","title":"Alternative Loan Trust, Series 2005-29CB, Class A4","isin":"US12667GUG62","value_usd":14672.88,"pct_val":0.013611094952,"balance":27656.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-OAT","isin":"DE000F2MGDH0","value_usd":13473.66,"pct_val":0.012498655043,"balance":-25,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S, Series CCS","isin":"DK0004627130","value_usd":13250.94,"pct_val":0.012292051904,"balance":84537.05,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Long Gilt","isin":"GB00MP6FM953","value_usd":12895.85,"pct_val":0.012245666914,"balance":5,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Home Equity Mortgage Loan Asset-Backed Trust","title":"Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 1A","isin":"US43710BAA44","value_usd":12552.26,"pct_val":0.011643931029,"balance":16363.81,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-OAT","isin":"DE000F1NGGA8","value_usd":11187.17,"pct_val":0.010623135158,"balance":-14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CSMC Trust","title":"CSMC Trust, Series 2015-3R, Class 5A2","isin":"US12649WAW10","value_usd":10429.13,"pct_val":0.009812734441,"balance":10484.17,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Option One Mortgage Loan Trust","title":"Option One Mortgage Loan Trust, Series 2004-3, Class M2","isin":"US68389FFU30","value_usd":10260.68,"pct_val":0.009518178418,"balance":9642.79,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-BTP","isin":"DE000F1NGF38","value_usd":10047.81,"pct_val":0.009541219421,"balance":25,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CWABS Asset-Backed Certificates Trust","title":"CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A","isin":"US12669LAA89","value_usd":9988.27,"pct_val":0.009265481035,"balance":10780.31,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sequoia Mortgage Trust","title":"Sequoia Mortgage Trust, Series 6, Class A","isin":"US81743XAA72","value_usd":9162.75,"pct_val":0.008499698782,"balance":9243.19,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSAA Trust","title":"GSAA Trust, Series 2006-7, Class AF4A","isin":"US362334ND27","value_usd":8994.85,"pct_val":0.008343948661,"balance":16919.08,"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":"Forward Foreign Currency Contract","isin":null,"value_usd":7662.98,"pct_val":0.007108457807,"balance":1,"units":"NC","currency":"N/A","asset_cat":"DFE","issuer_cat":null,"inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-BTP","isin":"DE000F1ZLHN3","value_usd":7579.57,"pct_val":0.007131592721,"balance":14,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"GSR Mortgage Loan Trust","title":"GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1","isin":"US362341FR55","value_usd":6593.12,"pct_val":0.00611601692,"balance":6856.3,"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":"Euro-Schatz","isin":"DE000F2MGDE7","value_usd":5927.09,"pct_val":0.005498183368,"balance":-35,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Schatz","isin":"DE000F1ZLHR4","value_usd":4465.82,"pct_val":0.004201875489,"balance":-35,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bund","isin":"DE000F1ZLHP8","value_usd":4281.34,"pct_val":0.004028298858,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"Mexican Udibonos","title":"Mexican Udibonos","isin":"MX0SGO0000P9","value_usd":4027.61,"pct_val":0.003789565128,"balance":76973.99,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"MX","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Lehman Mortgage Trust","title":"Lehman Mortgage Trust, Series 2005-3, Class 4A1","isin":"US52520MEK53","value_usd":3901.5,"pct_val":0.003619172715,"balance":4047.596,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust, Inc.","title":"Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1","isin":"US17307GGX07","value_usd":3897.6,"pct_val":0.003615554934,"balance":3924.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Long Gilt","isin":"GB00N0Y66697","value_usd":2568.31,"pct_val":0.002382457382,"balance":3,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"CSMC Trust","title":"CSMC Trust, Series 2007-4R, Class 1A1","isin":"US12639QAA40","value_usd":2249.61,"pct_val":0.002086819718,"balance":2476.2293,"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","title":"GSR Mortgage Loan Trust, Series 2004-12, Class 3A6","isin":"US36242DLF86","value_usd":2149.29,"pct_val":0.001993759253,"balance":2292.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JP Morgan Mortgage Trust","title":"JP Morgan Mortgage Trust, Series 2005-A2, Class 5A2","isin":"US466247NV12","value_usd":730.75,"pct_val":0.000693907039,"balance":726.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jyske Realkredit A/S","title":"Jyske Realkredit A/S, Series CCE","isin":"DK0009399784","value_usd":620.64,"pct_val":0.000575728144,"balance":4924.85,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nordea Kredit Realkreditaktieselskab","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002050442","value_usd":614.05,"pct_val":0.000569615021,"balance":4993.81,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nordea Kredit Realkreditaktieselskab","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002044551","value_usd":47.06,"pct_val":0.00004365456,"balance":377.93,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01e","isin":"DK0009539389","value_usd":0.35,"pct_val":3.24672e-7,"balance":2.14,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S, Series 23S","isin":"DK0004622925","value_usd":0.3,"pct_val":2.7829e-7,"balance":2.03,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jyske Realkredit A/S","title":"Jyske Realkredit A/S, Series CCE","isin":"DK0009397739","value_usd":0.29,"pct_val":2.69014e-7,"balance":2.43,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S","isin":"DK0004616281","value_usd":0.28,"pct_val":2.59738e-7,"balance":2.33,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009527103","value_usd":0.27,"pct_val":2.50461e-7,"balance":2.17,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series CCE","isin":"DK0009522815","value_usd":0.27,"pct_val":2.50461e-7,"balance":2.23,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jyske Realkredit A/S","title":"Jyske Realkredit A/S, Series CCE","isin":"DK0009397069","value_usd":0.26,"pct_val":2.41185e-7,"balance":2.13,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01e","isin":"DK0009541872","value_usd":0.25,"pct_val":2.31909e-7,"balance":1.58,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S, Series 23S","isin":"DK0004619467","value_usd":0.24,"pct_val":2.22632e-7,"balance":1.92,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009527376","value_usd":0.23,"pct_val":2.13356e-7,"balance":1.98,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nordea Kredit Realkreditaktieselskab","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002048701","value_usd":0.23,"pct_val":2.13356e-7,"balance":2.11,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01EE","isin":"DK0009527616","value_usd":0.23,"pct_val":2.13356e-7,"balance":1.81,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nordea Kredit Realkreditaktieselskab","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002047141","value_usd":0.23,"pct_val":2.13356e-7,"balance":1.76,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S","isin":"DK0004616018","value_usd":0.22,"pct_val":2.04079e-7,"balance":1.88,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S, Series CCS","isin":"DK0004612454","value_usd":0.22,"pct_val":2.04079e-7,"balance":1.82,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01EE","isin":"DK0009524431","value_usd":0.22,"pct_val":2.04079e-7,"balance":1.72,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009527293","value_usd":0.21,"pct_val":1.94803e-7,"balance":1.77,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01E","isin":"DK0009528697","value_usd":0.21,"pct_val":1.94803e-7,"balance":1.62,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Nykredit Realkredit A/S","title":"Nykredit Realkredit A/S, Series 01EE","isin":"DK0009528424","value_usd":0.2,"pct_val":1.85527e-7,"balance":1.65,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Realkredit Danmark A/S","title":"Realkredit Danmark A/S, Series 27S","isin":"DK0004619384","value_usd":0.18,"pct_val":1.66974e-7,"balance":1.5,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Jyske Realkredit A/S","title":"Jyske Realkredit A/S, Series CCE","isin":"DK0009403131","value_usd":0.18,"pct_val":1.66974e-7,"balance":1.56,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"N/A","title":"Euro-Schatz","isin":"DE000F1B2NJ1","value_usd":-1175.07,"pct_val":-0.00111269793,"balance":-87,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bobl","isin":"DE000F1ZLHQ6","value_usd":-1868.64,"pct_val":-0.00175819728,"balance":-35,"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":"3 Month SONIA","isin":"GB00J14RQY19","value_usd":-2363.32,"pct_val":-0.00223787627,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3 Month SONIA","isin":"GB00HBD02G77","value_usd":-2543.01,"pct_val":-0.00240802843,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3 Month SONIA","isin":"GB00J8R4BK94","value_usd":-2690.91,"pct_val":-0.00254807798,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3 Month SONIA","isin":"GB00HB9ZR387","value_usd":-2824.58,"pct_val":-0.00267465285,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-BTP","isin":"DE000F2MGDA5","value_usd":-2884.94,"pct_val":-0.00267617483,"balance":10,"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":"3 Month SONIA","isin":"GB00J8WFXC31","value_usd":-3596.82,"pct_val":-0.00340590277,"balance":10,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3 Month Euro EURIBOR","isin":"GB00HB9WVH19","value_usd":-4307.41,"pct_val":-0.00409023896,"balance":-40,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"U.S. Treasury 2 Year Note","isin":"CME422967208","value_usd":-6999.56,"pct_val":-0.0065858632,"balance":-19,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":null,"inv_country":"US","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-OAT","isin":"DE000F1ZLHU8","value_usd":-7925.91,"pct_val":-0.00745746289,"balance":-24,"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":"3 Month SONIA","isin":"GB00J7WF3L55","value_usd":-13596.16,"pct_val":-0.01261229048,"balance":-32,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Buxl","isin":"DE000F1ZLHS2","value_usd":-24190.7,"pct_val":-0.02276095082,"balance":-10,"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":"Long Gilt","isin":"GB00MDWGKH25","value_usd":-31446.02,"pct_val":-0.02977688259,"balance":27,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"3 Month Euro EURIBOR","isin":"GB00HBCK1X80","value_usd":-41268.98,"pct_val":-0.03918828018,"balance":-40,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-BTP","isin":"DE000F1B2NF9","value_usd":-50348.34,"pct_val":-0.04767587787,"balance":23,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bund","isin":"DE000F1NGF53","value_usd":-56052.83,"pct_val":-0.05322675789,"balance":47,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"},{"issuer_name":"N/A","title":"Euro-Bund","isin":"DE000F1B2NG7","value_usd":-58782.65,"pct_val":-0.05566249935,"balance":40,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":null,"inv_country":"DE","fair_val_level":"1","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1027263&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/eq-pimco-global-real-return-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/eq-pimco-global-real-return-portfolio/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: EQ/PIMCO Global Real Return Portfolio | LEI: SF3WK3CXIQI375LD6K32 | 296 positions totaling $239,979,065 across ABS-CBDO, DBT, STIV, ABS-O, ABS-MBS, DIR, DFE | Filing: Thu Feb 26 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-27"}