{"entity_type":"fund","name":"Inflation Managed Portfolio","identifiers":{"lei":"NPCVOUD2WVG556QLMB59","cik":"813900","fund_id":"S000026012","fundkey":"inflation-managed-portfolio"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-02-18"},"summary":{"total_positions":255,"total_value_usd":649930070.22,"asset_categories":["DFE","ABS-MBS","ABS-CBDO","ABS-O","DBT","STIV"],"by_asset_category":{"ABS-CBDO":{"positions":52,"total_value_usd":23897783.69},"DBT":{"positions":100,"total_value_usd":396152253.54},"ABS-MBS":{"positions":94,"total_value_usd":227857983.57},"ABS-O":{"positions":7,"total_value_usd":1777716.72},"STIV":{"positions":1,"total_value_usd":239546.24},"DFE":{"positions":1,"total_value_usd":4786.46}}},"holdings":[{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CJH51","value_usd":23735377.83,"pct_val":6.338374763992,"balance":23044315,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CLE92","value_usd":20302173.53,"pct_val":5.42156039303,"balance":20213895,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CML27","value_usd":18474251.73,"pct_val":4.933426035505,"balance":18147505,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CNS60","value_usd":15767527.71,"pct_val":4.210613390838,"balance":15804906,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CHP95","value_usd":14206905.92,"pct_val":3.793859722929,"balance":14569816,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0326478","value_usd":13726242.75,"pct_val":3.875199505553,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BUONI POLIENNALI DEL TES","title":"Italy Buoni Poliennali Del Tesoro","isin":"IT0005410912","value_usd":13101760.15,"pct_val":3.698895275268,"balance":12086040,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CFR79","value_usd":13061216.39,"pct_val":3.487910954962,"balance":12960961.92,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810FD55","value_usd":12989397.39,"pct_val":3.468732168745,"balance":12375670.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US9128283R96","value_usd":12411522.01,"pct_val":3.314414392489,"balance":12631222.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CEZ05","value_usd":11770567.33,"pct_val":3.143251708765,"balance":12542096,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606180","value_usd":11501097.66,"pct_val":3.071291625879,"balance":11200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606B66","value_usd":11440469.49,"pct_val":3.106117742665,"balance":11200000,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810FH69","value_usd":11437268,"pct_val":3.054246339765,"balance":10614395.97,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CGK18","value_usd":11427840.38,"pct_val":3.051728756555,"balance":11905852,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426241","value_usd":11412636.89,"pct_val":3.047668765683,"balance":11700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606834","value_usd":11371388.22,"pct_val":3.252212023554,"balance":11200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0606677","value_usd":11354190.06,"pct_val":3.205520440506,"balance":11200000,"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","title":"Ginnie Mae II Pool","isin":"US3618N5PE30","value_usd":10112353.73,"pct_val":2.892128713827,"balance":11098890,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426A65","value_usd":9700922.2,"pct_val":2.633826049881,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526230","value_usd":9624670.59,"pct_val":2.570204258652,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526B30","value_usd":9572694.38,"pct_val":2.599011857408,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426811","value_usd":9561871,"pct_val":2.734690895451,"balance":10000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CEJ62","value_usd":9506403.76,"pct_val":2.538621888401,"balance":9679824,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526800","value_usd":9491518.02,"pct_val":2.71456997415,"balance":9500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0526560","value_usd":9479949.78,"pct_val":2.676384016312,"balance":9500000,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828Z377","value_usd":9406449.39,"pct_val":2.511929738779,"balance":9914620.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CNB36","value_usd":8836586.4,"pct_val":2.359751617975,"balance":8790060,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828S505","value_usd":8528860.17,"pct_val":2.277575375219,"balance":8578641.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828Y388","value_usd":8518223.68,"pct_val":2.274734971318,"balance":8619663.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626303","value_usd":8323299.6,"pct_val":2.222681792371,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626A48","value_usd":8268319.52,"pct_val":2.244870631012,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626899","value_usd":8248875.44,"pct_val":2.359174743465,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0626634","value_usd":8235831.04,"pct_val":2.325143810678,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CLV18","value_usd":8042406.66,"pct_val":2.147671201217,"balance":7962108,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US9128282L36","value_usd":7954957.5,"pct_val":2.124318484743,"balance":8047044.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810RF75","value_usd":7617883.56,"pct_val":2.03430513125,"balance":9088350.6,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT CPI LINKED","title":"Japanese Government CPI Linked Bond","isin":"JP1120241K56","value_usd":7208683.49,"pct_val":1.925030974517,"balance":1110887419,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CDC29","value_usd":7196235.68,"pct_val":1.921706869658,"balance":7263209,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CDX65","value_usd":7188476.44,"pct_val":1.91963481623,"balance":7864058,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36180AB691","value_usd":6994726.65,"pct_val":1.867895223616,"balance":7673734.69,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CCA71","value_usd":6895967.18,"pct_val":1.972243576856,"balance":6972924,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US9128285W63","value_usd":6725504.79,"pct_val":1.796001316741,"balance":6829368,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828ZZ63","value_usd":6708645.54,"pct_val":1.791499166175,"balance":7106512,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CBF77","value_usd":6409918.87,"pct_val":1.711726196053,"balance":6874340,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810QV35","value_usd":6116452.36,"pct_val":1.63335791667,"balance":7847564,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179W7L60","value_usd":5598498.27,"pct_val":1.495041722317,"balance":6084820.55,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810RL44","value_usd":5517115.11,"pct_val":1.473308890792,"balance":7557899,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810PZ57","value_usd":5473079.29,"pct_val":1.461549417983,"balance":5301009.12,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CPH87","value_usd":5449293.15,"pct_val":1.45519748752,"balance":5532285,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810RW09","value_usd":5159798.58,"pct_val":1.377889888292,"balance":7147754.61,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE (GOVT OF)","title":"French Republic Government Bond OAT","isin":"FR0013519253","value_usd":5029923.95,"pct_val":1.343207732264,"balance":4296740,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810RR14","value_usd":4902663.24,"pct_val":1.309223606185,"balance":6495094.1,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426571","value_usd":4780579.25,"pct_val":1.34965545075,"balance":5000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426654","value_usd":4778821.45,"pct_val":1.349159187802,"balance":5000000,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US9128287D64","value_usd":4538124.45,"pct_val":1.211875947193,"balance":4708869.96,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810SB52","value_usd":4149102.34,"pct_val":1.107990180457,"balance":5673506,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CJY84","value_usd":4000915.15,"pct_val":1.068417777094,"balance":4022186,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384LJ671","value_usd":3781258.82,"pct_val":1.009760015301,"balance":3782999,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38384LTU34","value_usd":3695481.02,"pct_val":0.986853624397,"balance":3658730.9,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810UH94","value_usd":3615561.44,"pct_val":0.965511632176,"balance":3807263,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810RA88","value_usd":3300490.99,"pct_val":0.881374164322,"balance":4429513.4,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CKL45","value_usd":3223035,"pct_val":0.860690057423,"balance":3155730,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810SG40","value_usd":2979881.85,"pct_val":0.795757626147,"balance":4137600,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810PV44","value_usd":2817181.79,"pct_val":0.75230965739,"balance":2795825.9,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CGW55","value_usd":2811269.29,"pct_val":0.750730763594,"balance":2822144,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810TY47","value_usd":2670033.86,"pct_val":0.713014781497,"balance":2968420,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810QF84","value_usd":2640206.25,"pct_val":0.705049516657,"balance":2664469.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810QP66","value_usd":2635349.45,"pct_val":0.703752540524,"balance":2689207.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828N712","value_usd":2632824.88,"pct_val":0.752986756321,"balance":2647232.34,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382YB360","value_usd":2344294.86,"pct_val":0.626028348333,"balance":2330128.15,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810TP30","value_usd":2308402.44,"pct_val":0.616443516325,"balance":2957283,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MV Credit Euro CLO","title":"MV Credit Euro CLO III DAC","isin":"XS3233494361","value_usd":2232881.1,"pct_val":0.596276044839,"balance":1900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN GOVERNMENT RRB","title":"Canadian Government Real Return Bond","isin":"CA135087VS05","value_usd":2123630.08,"pct_val":0.567101286675,"balance":2822985,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BEIGNET INVESTOR LLC","title":"Beignet Investor LLC","isin":"US076912AA21","value_usd":2009076.42,"pct_val":0.536510493772,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810SM18","value_usd":2000060.96,"pct_val":0.534102975149,"balance":3469853.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Babson Euro CLO B.V.","title":"Barings Euro CLO 2021-2 DAC","isin":"XS2369918813","value_usd":1999564.52,"pct_val":0.53397040415,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Contego CLO DAC","title":"Contego CLO III BV","isin":"XS3144694455","value_usd":1999559.72,"pct_val":0.533969122342,"balance":1700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Invesco CLO 2022-2, Ltd.","title":"Invesco CLO 2022-2 Ltd","isin":"US46145XAL01","value_usd":1800181.78,"pct_val":0.480726569708,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT CPI LINKED","title":"Japanese Government CPI Linked Bond","isin":"JP1120231J51","value_usd":1718663.97,"pct_val":0.458957780796,"balance":264578490,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BUONI POLIENNALI DEL TES","title":"Italy Buoni Poliennali Del Tesoro","isin":"IT0005387052","value_usd":1711604.23,"pct_val":0.45707252419,"balance":1496004,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Navesink CLO, Limited","title":"Navesink CLO 2 Ltd","isin":"US63942YAA29","value_usd":1700000,"pct_val":0.453973691759,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0426B49","value_usd":1648293.5,"pct_val":0.447516047304,"balance":1700000,"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","title":"Fannie Mae REMICS","isin":"US3136BWNH55","value_usd":1600771.16,"pct_val":0.427475290098,"balance":1589467.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406516","value_usd":1581719.44,"pct_val":0.446551798875,"balance":1700000,"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","title":"Freddie Mac REMICS","isin":"US3137FKAX42","value_usd":1581460.95,"pct_val":0.422318626967,"balance":1624756.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS, TBA","title":"Uniform Mortgage-Backed Security, TBA","isin":"US01F0406771","value_usd":1580934.02,"pct_val":0.452146433559,"balance":1700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE (GOVT OF)","title":"French Republic Government Bond OAT","isin":"FR0014001N38","value_usd":1368428.75,"pct_val":0.365429795027,"balance":1229540,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810SV17","value_usd":1359436.36,"pct_val":0.363028437094,"balance":2513565.3,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HLZ217","value_usd":1278028.59,"pct_val":0.341289033633,"balance":1273274.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US3618N5GK90","value_usd":1275558.51,"pct_val":0.36480917217,"balance":1399998.85,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137HJ7M30","value_usd":1242310.58,"pct_val":0.331750776655,"balance":1241493.68,"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","title":"Freddie Mac REMICS","isin":"US3137HKEX87","value_usd":1221806.74,"pct_val":0.326275362573,"balance":1216601.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Madison Park Euro Funding","title":"Madison Park Euro Funding IX DAC","isin":"XS2346593242","value_usd":1175381.09,"pct_val":0.313877701559,"balance":1000000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HarborView Mortgage Loan Trust","title":"HarborView Mortgage Loan Trust 2005-9","isin":"US41161PSK02","value_usd":1157968.86,"pct_val":0.309227881362,"balance":1225423.13,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828V491","value_usd":1118284.61,"pct_val":0.298630466376,"balance":1132168.8,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Harvest CLO","title":"Harvest CLO XXII DAC","isin":"XS2395965416","value_usd":1109662.24,"pct_val":0.296327919822,"balance":943329.63,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Trinitas CLO Ltd","title":"Trinitas Clo VII Ltd","isin":"US89641CAU53","value_usd":999982.94,"pct_val":0.267038792334,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CVC Cordatus Opportunity Loan Fund DAC","title":"CVC Cordatus Opportunity Loan Fund-R DAC","isin":"XS3020835339","value_usd":979485.9,"pct_val":0.261565194146,"balance":834344.39,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae","isin":"US21H0326700","value_usd":909267.88,"pct_val":0.260050213285,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OCP Euro CLO","title":"OCP Euro CLO 2020-4 DAC","isin":"XS3127992785","value_usd":823317.35,"pct_val":0.219861421687,"balance":700000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Credit-Based Asset Servicing and Securitization","title":"Credit-Based Asset Servicing and Securitization LLC","isin":"US12489WLH50","value_usd":819884.65,"pct_val":0.218944741986,"balance":835796.63,"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 CPI LINKED","title":"Japanese Government CPI Linked Bond","isin":"JP1120291Q59","value_usd":789902.08,"pct_val":0.210938096109,"balance":126174000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Tikehau","title":"Tikehau CLO IV DAC","isin":"XS1850277838","value_usd":742955.63,"pct_val":0.212484983021,"balance":629852.76,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810FS25","value_usd":735023.72,"pct_val":0.210216460253,"balance":733713.94,"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 TES","title":"Italy Buoni Poliennali Del Tesoro","isin":"IT0005588881","value_usd":734422.04,"pct_val":0.196122520475,"balance":625266,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Symphony CLO Ltd","title":"Symphony CLO XXIX Ltd","isin":"US87168GAN97","value_usd":700018.31,"pct_val":0.186935233229,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT CPI LINKED","title":"Japanese Government CPI Linked Bond","isin":"JP1120301R56","value_usd":699440.09,"pct_val":0.186780823424,"balance":112282500,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137BY3C20","value_usd":697229.32,"pct_val":0.186190452001,"balance":711288.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Adagio CLO","title":"Adagio CLO VIII DAC","isin":"XS2054620070","value_usd":640636.49,"pct_val":0.183221754037,"balance":544469.35,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Asset Backed Funding Certificates","title":"ABFC 2004-OPT5 Trust","isin":"US04542BJY92","value_usd":623443.94,"pct_val":0.166486557086,"balance":620922.44,"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 Trust","title":"Merrill Lynch Mortgage Investors Trust Series 2005-NC1","isin":"US59020URP20","value_usd":611028.5,"pct_val":0.16317109642,"balance":622129.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Shackleton CLO LTD","title":"Shackleton 2019-XIV Clo Ltd","isin":"US81880XAW20","value_usd":600521.91,"pct_val":0.16036538145,"balance":600000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dunedin Park CLO","title":"Dunedin Park CLO DAC","isin":"XS2401572685","value_usd":588116.03,"pct_val":0.157052473718,"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":"Home Equity Asset Trust","title":"Home Equity Asset Trust 2005-2","isin":"US437084JV98","value_usd":553933.09,"pct_val":0.147924146973,"balance":555099.47,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Thornburg Mortgage Securities Trust","title":"Thornburg Mortgage Securities Trust 2004-2","isin":"US885220FE80","value_usd":541203.12,"pct_val":0.144524693163,"balance":559183.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38380LJY02","value_usd":525030.54,"pct_val":0.140205913253,"balance":521424.06,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Canyon Capital CLO Ltd","title":"Canyon CLO 2020-1 Ltd","isin":"US13876LAW72","value_usd":499598.28,"pct_val":0.133414397393,"balance":500000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MF1 Multifamily Housing Mortgage Loan Trust","title":"MF1 2022-FL9 LLC","isin":"US55285AAA51","value_usd":497254.93,"pct_val":0.132788621363,"balance":496401.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS Ltd","title":"BDS 2022-FL11 LLC","isin":"US054980AA58","value_usd":494380.57,"pct_val":0.132021042645,"balance":493780.63,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179W5D62","value_usd":490216.63,"pct_val":0.130909090166,"balance":531908.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38382Y5C34","value_usd":486174.02,"pct_val":0.129829538056,"balance":476960.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Banc of America Merrill Lynch Large Loan Inc","title":"BAMLL Commercial Mortgage Securities Trust 2021-JACX","isin":"US05493LAA44","value_usd":482614.1,"pct_val":0.128878885101,"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":"Ace Securities Corp.","title":"ACE Securities Corp Home Equity Loan Trust Series 2004-OP1","isin":"US004421EW92","value_usd":454009.16,"pct_val":0.121240126151,"balance":479100.31,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810TE82","value_usd":433679.3,"pct_val":0.11581117227,"balance":818699,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddiemac Strip","title":"Freddie Mac Strips","isin":"US3132HTBH86","value_usd":422541.85,"pct_val":0.112836990333,"balance":427625.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA CORP","title":"Bank of America Corp","isin":"US060505FL38","value_usd":417331.62,"pct_val":0.11144563307,"balance":410000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust Inc","title":"Citigroup Mortgage Loan Trust 2013-A","isin":"US17320XAC83","value_usd":396480.08,"pct_val":0.105877368015,"balance":404202.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SLM Student Loan Trust","title":"SLM Student Loan Trust 2004-3","isin":"US78442GLL85","value_usd":389428.56,"pct_val":0.103994306505,"balance":391679.98,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36179XQT62","value_usd":374285.41,"pct_val":0.099950429029,"balance":406674.89,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CCM10","value_usd":371542.71,"pct_val":0.099218009238,"balance":400867.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Ares European CLO","title":"Ares European CLO X DAC","isin":"XS2347648961","value_usd":369380.25,"pct_val":0.098640538679,"balance":314105.71,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sound Point CLO LTD","title":"Sound Point CLO IX Ltd","isin":"US83609GBN43","value_usd":360263.06,"pct_val":0.096205853736,"balance":359789.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Segovia European CLO 6 - 2019 DAC","title":"Segovia European CLO 6-2019 DAC","isin":"XS2357554679","value_usd":334170.9,"pct_val":0.090728283701,"balance":284371.44,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Rad CLO Ltd","title":"Rad CLO 5 Ltd","isin":"US74923EAA64","value_usd":305626.85,"pct_val":0.087409144517,"balance":305163.95,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Greensky Home Improvement Issuer Trust","title":"GreenSky Home Improvement Issuer Trust 2025-2","isin":"US39571VAB45","value_usd":301527.3,"pct_val":0.080520859733,"balance":300344.6,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPG Real Estate Finance","title":"TRTX 2022-FL5 Issuer Ltd","isin":"US87277JAA97","value_usd":295615.58,"pct_val":0.078942174231,"balance":296128.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Capital Inc","title":"Morgan Stanley ABS Capital I Inc Trust 2005-HE2","isin":"US61744CNC63","value_usd":294213.25,"pct_val":0.078567691333,"balance":298970.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARES CLO Ltd","title":"ARES L CLO Ltd","isin":"US04018LAJ44","value_usd":270685.75,"pct_val":0.077416005304,"balance":270546.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Oak Hill European Credit Partners PLC","title":"OAK Hill European Credit Partners VII DAC","isin":"XS2330054953","value_usd":250910.28,"pct_val":0.06812280503,"balance":213694.59,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Euro CLO","title":"Dryden 52 Euro CLO 2017 DAC","isin":"XS2353412633","value_usd":249938.09,"pct_val":0.066744304369,"balance":212436.97,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Carlyle Global Market Strategies Euro","title":"Carlyle Global Market Strategies Euro CLO 2014-2 Ltd","isin":"XS2339017928","value_usd":245612.07,"pct_val":0.065589069505,"balance":208865.79,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Government National Mortgage Association","isin":"US38375UZZ64","value_usd":242072,"pct_val":0.064643717359,"balance":239157.01,"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 Treasury","title":"U.S. Treasury Bills","isin":"US912797KS58","value_usd":239546.24,"pct_val":0.067628810572,"balance":240000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Pool","isin":"US3132DWKQ59","value_usd":218963.21,"pct_val":0.058472668707,"balance":210646.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"Jyske Realkredit A/S","isin":"DK0009403727","value_usd":215814.34,"pct_val":0.05763178392,"balance":1774648.97,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Senior Loan Fund","title":"Dryden 64 CLO Ltd","isin":"US26251LAC81","value_usd":203130.39,"pct_val":0.054244619445,"balance":203030.03,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"New Residential Mortgage Loan Trust","title":"New Residential Mortgage Loan Trust 2019-RPL2","isin":"US64830HAA23","value_usd":192625.47,"pct_val":0.051439350436,"balance":196611.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LoanCore 2022-CRE7 Issuer Ltd.","title":"LoanCore 2022-CRE7 Issuer Ltd","isin":"US53946PAA84","value_usd":173684.12,"pct_val":0.046381188915,"balance":173453.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"Nykredit Realkredit A/S","isin":"DK0009528424","value_usd":169362.32,"pct_val":0.045227080973,"balance":1378625.81,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Gallatin Loan Management, LLC","title":"Gallatin CLO VIII 2017-1 Ltd","isin":"US36361UAL44","value_usd":168658.98,"pct_val":0.045039258705,"balance":168565.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac REMICS","isin":"US3137F4BX98","value_usd":160896.84,"pct_val":0.042966430851,"balance":164052.3,"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 Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810PS15","value_usd":146472.42,"pct_val":0.03911448544,"balance":145300.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"522 Funding CLO LTD","title":"522 Funding CLO 2018-3A Ltd","isin":"US33835NAA90","value_usd":144415.14,"pct_val":0.038565102501,"balance":144345.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust Inc","title":"Citigroup Mortgage Loan Trust 2006-AMC1","isin":"US17309PAS56","value_usd":144144.29,"pct_val":0.03849277381,"balance":146968.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396V4Q81","value_usd":142786.43,"pct_val":0.038130166329,"balance":145399.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"CH1214797172","value_usd":130959.48,"pct_val":0.035555845391,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Renaissance Home Equity Loan Trust","title":"Renaissance Home Equity Loan Trust 2002-3","isin":"US75970NAA54","value_usd":129218.54,"pct_val":0.034506951557,"balance":135140.93,"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 Mortgage Investments Inc","title":"Structured Asset Mortgage Investments II Trust 2005-AR5","isin":"US86359LPD54","value_usd":126868.1,"pct_val":0.03387928219,"balance":130307.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002050871","value_usd":117916.48,"pct_val":0.031488811614,"balance":999839.75,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Eurosail Plc","title":"Eurosail-UK 2007-3bl PLC","isin":"XS0308666493","value_usd":117409.23,"pct_val":0.031353353876,"balance":87074.51,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG","title":"UBS Group AG","isin":"CH0517825276","value_usd":115343.36,"pct_val":0.030801677034,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM Ltd Partnership","title":"LCM XV LP","isin":"US50184NAR35","value_usd":107723.72,"pct_val":0.030412612838,"balance":107834.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMPS Mortgage Loan Trust","title":"GSMPS Mortgage Loan Trust 2003-3","isin":"US36290PAS65","value_usd":105113.5,"pct_val":0.028069860969,"balance":99469.88,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31394VL730","value_usd":103561.47,"pct_val":0.027655401682,"balance":101047.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Voya CLO Ltd","title":"Voya CLO 2017-1 Ltd","isin":"US92916MAF86","value_usd":102390.37,"pct_val":0.027799256421,"balance":102312.89,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Small Business Administration Participation Certs","title":"United States Small Business Administration","isin":"US83162CRL99","value_usd":101446.45,"pct_val":0.02709059966,"balance":100792.39,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VMWARE LLC","title":"VMware LLC","isin":"US928563AC98","value_usd":100102.65,"pct_val":0.026731746809,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dryden Senior Loan Fund","title":"Dryden XXVI Senior Loan Fund","isin":"US26250UAQ85","value_usd":99794.09,"pct_val":0.026649347913,"balance":99672.19,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Angel Oak Mortgage Trust","title":"Angel Oak Mortgage Trust 2020-4","isin":"US03464LAA44","value_usd":91327.58,"pct_val":0.024388422736,"balance":94278.8,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saxon Asset Securities Trust","title":"Saxon Asset Securities Trust 2007-3","isin":"US80557BAA26","value_usd":80122.1,"pct_val":0.02139607384,"balance":82394.76,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHEVY CHASE MORTGAGE FUNDING CORP.","title":"Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A","isin":"US16678RBL06","value_usd":80078.02,"pct_val":0.021384302569,"balance":79687.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TSTAT 2022-1 Ltd","title":"TSTAT 2022-1 Ltd","isin":"US872899AY55","value_usd":79736.64,"pct_val":0.021648708775,"balance":79646.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"BM","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Vibrant CLO Ltd","title":"Vibrant CLO XI Ltd","isin":"US92558NAJ19","value_usd":78607.79,"pct_val":0.020991687427,"balance":78566.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Voya CLO Ltd","title":"Voya CLO 2014-4 Ltd","isin":"US92914RAY80","value_usd":67149.17,"pct_val":0.017931739178,"balance":67114.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OZLM Ltd","title":"OZLM XXIV Ltd","isin":"US67113DAW48","value_usd":65412.45,"pct_val":0.017467959655,"balance":65365.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Home Equity Asset Trust","title":"Home Equity Asset Trust","isin":"US437084CE47","value_usd":63635.55,"pct_val":0.016993450329,"balance":63856.58,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC Funding Ltd","title":"CIFC Funding 2017-IV Ltd","isin":"US12551JAL08","value_usd":62328.92,"pct_val":0.016644523479,"balance":62252.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Morgan Stanley Capital Inc","title":"Morgan Stanley ABS Capital I Inc Trust 2004-NC7","isin":"US61744CFR25","value_usd":61940.03,"pct_val":0.016540672992,"balance":57420.3,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002050012","value_usd":52937.78,"pct_val":0.014136682011,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Bear Stearns Adjustable Rate Mortgage Trust","title":"Bear Stearns ARM Trust 2004-10","isin":"US07384M4J85","value_usd":51873.32,"pct_val":0.013852425049,"balance":57746.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Palmer Square Loan Funding Ltd","title":"Palmer Square Loan Funding 2021-4 Ltd","isin":"US69702HAA68","value_usd":50175.86,"pct_val":0.014350273865,"balance":50123.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31406UN797","value_usd":44044.58,"pct_val":0.011761812108,"balance":42878.51,"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 Mortgage Investments Inc","title":"Structured Asset Mortgage Investments II Trust 2004-AR5","isin":"US86359LDX47","value_usd":42050.17,"pct_val":0.011229218184,"balance":43357.74,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Octagon Investment Partners Ltd","title":"Octagon Investment Partners 18-R Ltd","isin":"US67576FAA75","value_usd":40267.34,"pct_val":0.010753125292,"balance":40263.47,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004619624","value_usd":39069.99,"pct_val":0.010433380939,"balance":329939.2,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Eurosail Plc","title":"Eurosail-UK 2007-3bl PLC","isin":"US29880YAJ82","value_usd":36818.88,"pct_val":0.009832236988,"balance":27306.08,"units":"PA","currency":null,"asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Palmer Square Loan Funding Ltd","title":"Palmer Square Loan Funding 2021-3 Ltd","isin":"US69702BAA98","value_usd":36418.02,"pct_val":0.010281553056,"balance":36398.53,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR Mortgage Loan Trust","title":"GSR Mortgage Loan Trust 2005-AR1","isin":"US36242DUL53","value_usd":35610.38,"pct_val":0.009509515102,"balance":37298.42,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31406KBE91","value_usd":33468.79,"pct_val":0.008937617738,"balance":32460.48,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Saranac CLO LTD","title":"Saranac Clo VI Ltd","isin":"US80317LAJ26","value_usd":31415.5,"pct_val":0.008389300302,"balance":31397.93,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"JE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Venture CDO Ltd","title":"Venture XXVIII CLO Ltd","isin":"US92331AAU88","value_usd":30720.14,"pct_val":0.008340599307,"balance":30703.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mellon Residential Funding Corporation","title":"Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1","isin":"US585525FC72","value_usd":29764.19,"pct_val":0.00794832895,"balance":30574.13,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002050442","value_usd":28908.62,"pct_val":0.007719854673,"balance":234698.24,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Catamaran CLO Ltd","title":"Catamaran CLO 2014-1 Ltd","isin":"US14889DAJ72","value_usd":28478.41,"pct_val":0.00773196368,"balance":28442.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002051093","value_usd":26305.97,"pct_val":0.007024834303,"balance":199619.33,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31408DB455","value_usd":25302.16,"pct_val":0.00675677352,"balance":25003.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Non Gold Pool","isin":"US31336CLR24","value_usd":24252.04,"pct_val":0.006476345959,"balance":23608.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Sequoia Mortgage Trust","title":"Sequoia Mortgage Trust 5","isin":"US81743WAA99","value_usd":23563.8,"pct_val":0.006292556045,"balance":23749.78,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Structured Asset Securities Corporation","title":"Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS","isin":"US86359B7K13","value_usd":23367.63,"pct_val":0.00668313189,"balance":23451.48,"units":"PA","currency":"USD","asset_cat":"ABS-O","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Mellon Residential Funding Corporation","title":"MRFC Mortgage Pass-Through Trust Series 2000-TBC3","isin":"US585525EN47","value_usd":22449.93,"pct_val":0.005995104471,"balance":22889.68,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHLMC Structured Pass Through Securities","title":"Freddie Mac Structured Pass-Through Certificates","isin":"US3133TSQG11","value_usd":20548.33,"pct_val":0.00548729484,"balance":20590.61,"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","title":"Fannie Mae Pool","isin":"US31406DAF33","value_usd":19808.6,"pct_val":0.005289754865,"balance":19566.18,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31407XUZ22","value_usd":17289.99,"pct_val":0.004617176818,"balance":16970.71,"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","title":"Fannie Mae Pool","isin":"US31405YPX30","value_usd":15631.94,"pct_val":0.004174405594,"balance":15442.55,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KKR Financial CLO Ltd","title":"KKR CLO 9 Ltd","isin":"US48250LAW90","value_usd":14852.93,"pct_val":0.004032609801,"balance":14845.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Romark CLO Ltd","title":"Romark CLO Ltd","isin":"US77587UAL61","value_usd":14092.45,"pct_val":0.00376329503,"balance":14075.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LCM Ltd Partnership","title":"LCM XVIII LP","isin":"US50188GAT04","value_usd":13114.62,"pct_val":0.003560654036,"balance":13107.49,"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","title":"JP Morgan Mortgage Trust 2007-A1","isin":"US46630GAA31","value_usd":11123.87,"pct_val":0.002970555488,"balance":11131.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31394ANT96","value_usd":10528.18,"pct_val":0.002811480436,"balance":10710.73,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"Nykredit Realkredit A/S","isin":"DK0009532020","value_usd":10526.42,"pct_val":0.00281101044,"balance":99561.52,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31405U6G90","value_usd":9508.62,"pct_val":0.00253921372,"balance":9325.03,"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 Mortgage Loan Trust","title":"Structured Adjustable Rate Mortgage Loan Trust","isin":"US86359BGF22","value_usd":8925.18,"pct_val":0.002383409949,"balance":9208.98,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Crestline Denali CLO XV, Ltd.","title":"Crestline Denali CLO XV Ltd","isin":"US22616CAJ27","value_usd":6710.76,"pct_val":0.001919274404,"balance":6702.65,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31408DC859","value_usd":6094.14,"pct_val":0.001627399549,"balance":5936.3,"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","title":"Fannie Mae Pool","isin":"US31391Q7B45","value_usd":5403.29,"pct_val":0.001442912652,"balance":5401.37,"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","title":"Fannie Mae Pool","isin":"US31408B5A26","value_usd":5251.82,"pct_val":0.001402463596,"balance":5153.15,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Black Diamond CLO","title":"Black Diamond CLO 2017-2 DAC","isin":"XS1713075973","value_usd":5063.55,"pct_val":0.001374767225,"balance":4310.63,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MP Clo VII, LTD","title":"ACAS CLO 2015-1 Ltd","isin":"US55320RAQ02","value_usd":4819.95,"pct_val":0.001360770619,"balance":4819.95,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Societe Generale SA","title":"PURCHASED USD / SOLD JPY","isin":null,"value_usd":4786.46,"pct_val":0.001278192303,"balance":1,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":null,"inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"Fannie Mae","title":"Fannie Mae Pool","isin":"US31405PRS10","value_usd":4779.95,"pct_val":0.001276453851,"balance":4756.84,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Carlyle Global Market Strategies","title":"Carlyle Global Market Strategies CLO 2013-1 Ltd","isin":"US14310BAU52","value_usd":2920.76,"pct_val":0.000824590378,"balance":2919.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AVOLON HOLDINGS FNDG LTD","title":"Avolon Holdings Funding Ltd","isin":"US05401AAR23","value_usd":2910.89,"pct_val":0.000777333811,"balance":3000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"Jyske Realkredit A/S","isin":"DK0009399784","value_usd":1772.74,"pct_val":0.000473398424,"balance":13684.05,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Citigroup Mortgage Loan Trust Inc","title":"Citigroup Mortgage Loan Trust 2005-11","isin":"US17307GW530","value_usd":1677.1,"pct_val":0.000447858399,"balance":1651.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Fannie Mae","title":"Fannie Mae REMICS","isin":"US31396WTU08","value_usd":1428.94,"pct_val":0.000381588921,"balance":1443.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0009292559","value_usd":1127.59,"pct_val":0.000301115408,"balance":7720.69,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CBA36","value_usd":438.53,"pct_val":0.000117106519,"balance":438.33,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CAN65","value_usd":375.66,"pct_val":0.000100317504,"balance":375.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Freddie Mac","title":"Freddie Mac Non Gold Pool","isin":"US3128NC6C35","value_usd":370.31,"pct_val":0.000098888822,"balance":360.2,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT A/S","title":"Nykredit Realkredit A/S","isin":"DK0009798803","value_usd":245.12,"pct_val":0.000065457665,"balance":1677.46,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36225CA221","value_usd":197,"pct_val":0.000052607539,"balance":196.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202K2K04","value_usd":175.75,"pct_val":0.000046932868,"balance":176.07,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKREDIT A/S","title":"Jyske Realkredit A/S","isin":"DK0009382707","value_usd":90.4,"pct_val":0.000024140718,"balance":623.17,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002044551","value_usd":78.72,"pct_val":0.000021372688,"balance":620.77,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002030683","value_usd":45.57,"pct_val":0.000012169165,"balance":311.91,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT AS","title":"Nykredit Realkredit A/S","isin":"DK0009522815","value_usd":15.94,"pct_val":0.000004327752,"balance":128.99,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Government National Mortgage Association","title":"Ginnie Mae II Pool","isin":"US36202KTG03","value_usd":13.97,"pct_val":0.000003995413,"balance":14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004612454","value_usd":0.28,"pct_val":7.602e-8,"balance":2.26,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004619384","value_usd":0.27,"pct_val":7.2101e-8,"balance":2.22,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT AS","title":"Nykredit Realkredit A/S","isin":"DK0009527376","value_usd":0.24,"pct_val":6.516e-8,"balance":2.05,"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","isin":"DK0009403131","value_usd":0.23,"pct_val":6.2445e-8,"balance":1.95,"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","isin":"DK0009527616","value_usd":0.22,"pct_val":5.8749e-8,"balance":1.75,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004616281","value_usd":0.22,"pct_val":5.8749e-8,"balance":1.8,"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","isin":"DK0009403644","value_usd":0.21,"pct_val":5.6079e-8,"balance":1.64,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002044718","value_usd":0.21,"pct_val":5.7015e-8,"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":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002050368","value_usd":0.2,"pct_val":5.3408e-8,"balance":1.57,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004616018","value_usd":0.2,"pct_val":5.43e-8,"balance":1.67,"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","isin":"DK0009397069","value_usd":0.2,"pct_val":5.43e-8,"balance":1.63,"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","isin":"DK0009527103","value_usd":0.19,"pct_val":5.0738e-8,"balance":1.44,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DANMARK","title":"Realkredit Danmark A/S","isin":"DK0004619467","value_usd":0.18,"pct_val":4.8067e-8,"balance":1.43,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT REALKREDIT","title":"Nordea Kredit Realkreditaktieselskab","isin":"DK0002047141","value_usd":0.18,"pct_val":4.8067e-8,"balance":1.37,"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","isin":"DK0009397739","value_usd":0.16,"pct_val":4.344e-8,"balance":1.3,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT AS","title":"Nykredit Realkredit A/S","isin":"DK0009524431","value_usd":0.14,"pct_val":3.801e-8,"balance":1.12,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REALKREDIT AS","title":"Nykredit Realkredit A/S","isin":"DK0009527293","value_usd":0.13,"pct_val":3.5295e-8,"balance":1.03,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=813900&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/inflation-managed-portfolio.json","page":"https://dealcharts.org/capitalmarkets/funds/inflation-managed-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: Inflation Managed Portfolio | LEI: NPCVOUD2WVG556QLMB59 | 255 positions totaling $649,930,070 across DFE, ABS-MBS, ABS-CBDO, ABS-O, DBT, STIV | Filing: Tue Feb 17 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-18"}