{"entity_type":"fund","name":"International Fixed Income Fund","identifiers":{"lei":"Q50Z4ID12W7DFFPENU57","cik":"875186","fund_id":"S000008439","fundkey":"international-fixed-income-fund"},"dates":{"reporting_period_start":"2025-11-30","reporting_period_end":"2026-08-31","filing_date":"2026-01-28"},"summary":{"total_positions":400,"total_value_usd":182721052.64,"asset_categories":["ABS-CBDO","DFE","ABS-MBS","STIV","DBT"],"by_asset_category":{"ABS-CBDO":{"positions":139,"total_value_usd":26890116.1},"ABS-MBS":{"positions":72,"total_value_usd":39188486.15},"DBT":{"positions":185,"total_value_usd":114946175.05},"STIV":{"positions":3,"total_value_usd":1692720.92},"DFE":{"positions":1,"total_value_usd":3554.42}}},"holdings":[{"issuer_name":"FNMA 30YR TBA 6.5% JAN 26","title":"FNMA 30YR TBA 6.5% JAN 26      TO BE ANNOUNCED 6.50000000","isin":"US01F0626147","value_usd":12438364.68,"pct_val":6.627125084202,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA 30YR TBA 5% JAN 26","title":"FNMA 30YR TBA 5% JAN 26        TO BE ANNOUNCED 5.00000000","isin":"US01F0506190","value_usd":9673333.73,"pct_val":5.153924511718,"balance":9700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FRANCE (GO 2.75% 02/25/30/EUR/","title":"FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000","isin":"FR001400PM68","value_usd":7005912.87,"pct_val":3.732730315679,"balance":6000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OB 3.45% 10/31/34/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000","isin":"ES0000012N35","value_usd":6188632.18,"pct_val":3.297285504333,"balance":5180000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KI 4.375% 03/07/30/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000","isin":"GB00BSQNRD01","value_usd":5661824.25,"pct_val":3.016603747746,"balance":4200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5073 6% 07/01/53","title":"FANNIE MAE POOL UMBS P#MA5073 6.00000000","isin":"US31418ET751","value_usd":5512881.17,"pct_val":2.937247301221,"balance":5367345.12,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA9961 3.5% 10/20/54","title":"GINNIE MAE II POOL P#MA9961 3.50000000","isin":"US36180AB691","value_usd":5165987.19,"pct_val":2.752423182009,"balance":5626662.66,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 4.5% 11/15/54","title":"UNITED STATES TREASURY BOND 4.50000000","isin":"US912810UE63","value_usd":3788941.42,"pct_val":2.018737138928,"balance":3900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LETRA TESOUR ZCP 04/01/26/BRL/","title":"LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000","isin":"BRSTNCLTN8B5","value_usd":3582979.51,"pct_val":1.909001223053,"balance":20000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"BR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5217 6.5% 12/01/53","title":"FANNIE MAE POOL UMBS P#MA5217 6.50000000","isin":"US31418EYP95","value_usd":3365117.77,"pct_val":1.792925111829,"balance":3246667.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA  3.519% 04/20/28/MYR/","title":"MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000","isin":"MYBMI2300024","value_usd":3065171.27,"pct_val":1.633114475527,"balance":12523000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OB 3.15% 04/30/35/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000","isin":"ES0000012O67","value_usd":2977159.56,"pct_val":1.586222088461,"balance":2560000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD8369 6.5% 10/01/53","title":"FREDDIE MAC POOL UMBS P#SD8369 6.50000000","isin":"US3132DWJN48","value_usd":2596208.73,"pct_val":1.383252577091,"balance":2500660.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OBL 2.4% 05/31/28/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.40000000","isin":"ES0000012O59","value_usd":2564244.42,"pct_val":1.366222084253,"balance":2200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC  8.875% 02/28/35/ZAR/","title":"REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000","isin":"ZAG000125972","value_usd":2302640.9,"pct_val":1.226840477899,"balance":38400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVE 1.65% 05/15/35/CNY/","title":"CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.65000000","isin":"CND100098JS4","value_usd":2074695.71,"pct_val":1.105391933389,"balance":14900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA8098 3% 06/20/52","title":"GINNIE MAE II POOL P#MA8098 3.00000000","isin":"US36179W7K87","value_usd":2049880.78,"pct_val":1.092170609743,"balance":2268853.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5109 6.5% 08/01/53","title":"FANNIE MAE POOL UMBS P#MA5109 6.50000000","isin":"US31418EVB37","value_usd":1946242.33,"pct_val":1.036952340352,"balance":1877738.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 4.625% 02/15/55","title":"UNITED STATES TREASURY BOND 4.62500000","isin":"US912810UG12","value_usd":1884488.29,"pct_val":1.004049964673,"balance":1900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA 30 YR TBA 6.5% JAN 55","title":"GNMA 30 YR TBA 6.5% JAN 55     TO BE ANNOUNCED 6.50000000","isin":"US21H0626109","value_usd":1852802.78,"pct_val":0.987168015676,"balance":1800000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVE 2.19% 09/25/54/CNY/","title":"CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.19000000","isin":"CND10008DYH1","value_usd":1780832.48,"pct_val":0.948822445923,"balance":12700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVE 2.63% 01/08/34/CNY/","title":"CHINA DEVELOPMENT BANK /CNY/ REGD SER 2405 2.63000000","isin":"CND10007C5L3","value_usd":1740055.9,"pct_val":0.927096800863,"balance":11720000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN GOVE 3% 06/01/34/CAD/","title":"CANADIAN GOVERNMENT /CAD/ REGD 3.00000000","isin":"CA135087R481","value_usd":1493788.63,"pct_val":0.795886304594,"balance":2100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TIPS 1.125% 01/15/33","title":"UNITED STATES TREASURY INFLATION INDEXED BONDS 1.12500000","isin":"US91282CGK18","value_usd":1481299.57,"pct_val":0.789232169189,"balance":1526546,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 1.4% 09/20/45/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000","isin":"JP1300481F92","value_usd":1413160.23,"pct_val":0.752927723954,"balance":280000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UK TSY    3.25% 01/22/44 /GBP/","title":"UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000","isin":"GB00B84Z9V04","value_usd":1402233.03,"pct_val":0.747105743084,"balance":1350000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TIPS 0.5% 01/15/28","title":"UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000","isin":"US9128283R96","value_usd":1296554.99,"pct_val":0.690800785982,"balance":1316760,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ORACLE CORP NEW DISC 01/16/26","title":"ORACLE CORP NEW DISCOUNT______  COMMERCIAL PAPER 0.00000000","isin":"US6840C3AG86","value_usd":1193529.33,"pct_val":0.635909009348,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD8463 6% 09/01/54","title":"FREDDIE MAC POOL UMBS P#SD8463 6.00000000","isin":"US3132DWML45","value_usd":1192937.29,"pct_val":0.635593572131,"balance":1164421.89,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 YEA 1% 12/20/35/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000","isin":"JP1201551FC0","value_usd":1184346.52,"pct_val":0.631016434475,"balance":200000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EUROPEAN U 3.75% 10/12/45/EUR/","title":"EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.75000000","isin":"EU000A4EA8Y7","value_usd":1155798.2,"pct_val":0.615805971327,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 1.7% 09/20/44/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000","isin":"JP1300441E92","value_usd":1142122.88,"pct_val":0.608519799991,"balance":210000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA DEVE 2.82% 05/22/33/CNY/","title":"CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000","isin":"CND10006GPV7","value_usd":1139932.88,"pct_val":0.607352974262,"balance":7600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"G2SF 30YR TBA 3.00% JAN 26","title":"G2SF 30YR TBA 3.00% JAN 26     TO BE ANNOUNCED 3.00000000","isin":"US21H0306173","value_usd":1082727.48,"pct_val":0.57687410095,"balance":1200000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT  0.1% 03/10/28/JPY/","title":"JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000","isin":"JP1120231J51","value_usd":1080371.04,"pct_val":0.575618596465,"balance":166215840,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"UST","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HAYEM 14A A V/R 01/22/39 /EUR/","title":"HAYFIN EMERALD CLO XIV DAC SER 14A CL A V/R REGD 144A P/P /EUR/ 3.22500000","isin":"XS2962031659","value_usd":1043624.45,"pct_val":0.556040118537,"balance":900000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 2.2% 06/20/54/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000","isin":"JP1300831Q70","value_usd":1028674,"pct_val":0.548074561588,"balance":202000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 YEA 2% 12/20/44/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000","isin":"JP1201911R15","value_usd":1024764.74,"pct_val":0.545991719054,"balance":180000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TIPS 0.125% 07/15/31","title":"UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000","isin":"US91282CCM10","value_usd":1019181.08,"pct_val":0.543016760995,"balance":1090665,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EAGLE FUNDING LU 5.5% 08/17/30","title":"EAGLE FUNDING LUXCO SARL REGD 144A P/P 5.50000000","isin":"US26951TAA88","value_usd":1016440,"pct_val":0.54155632142,"balance":1000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"LU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE OF ISRAE 5.375% 02/19/30","title":"STATE OF ISRAEL REGD SER 5Y 5.37500000","isin":"US46514Y8A80","value_usd":932154.26,"pct_val":0.4966491205,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STANDARD CHARTERE V/R 02/08/28","title":"STANDARD CHARTERED PLC REGD V/R 144A P/P 6.75000000","isin":"US853254CW88","value_usd":926086.98,"pct_val":0.49341649109,"balance":900000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5389 6% 06/01/54","title":"FANNIE MAE POOL UMBS P#MA5389 6.00000000","isin":"US31418E7B00","value_usd":921455.81,"pct_val":0.490949016976,"balance":899238.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 4.125% 08/15/44","title":"UNITED STATES TREASURY BOND 4.12500000","isin":"US912810UD80","value_usd":914405.27,"pct_val":0.487192509453,"balance":975000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA7937 3% 03/20/52","title":"GINNIE MAE II POOL P#MA7937 3.00000000","isin":"US36179WZA97","value_usd":910022.27,"pct_val":0.484857259604,"balance":1007608.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#DB5507 5% 06/01/54","title":"FANNIE MAE POOL UMBS P#DB5507 5.00000000","isin":"US3140AFDM56","value_usd":852482.99,"pct_val":0.454200495983,"balance":852807.25,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CREDIT AGRICOLE S V/R 01/09/36","title":"CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000","isin":"US22535WAN74","value_usd":848731.2,"pct_val":0.452201553015,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN IMPER 4.876% 01/14/30","title":"CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000","isin":"US13607PVU55","value_usd":833059.57,"pct_val":0.443851753426,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD8348 5% 08/01/53","title":"FREDDIE MAC POOL UMBS P#SD8348 5.00000000","isin":"US3132DWHZ95","value_usd":830944.94,"pct_val":0.442725084618,"balance":829029.26,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC V/R 09/13/27","title":"BARCLAYS PLC REGD V/R 6.49600000","isin":"US06738ECJ29","value_usd":813788.27,"pct_val":0.43358405997,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QI1549 5% 03/01/54","title":"FREDDIE MAC POOL UMBS P#QI1549 5.00000000","isin":"US3133W7WJ01","value_usd":806045.79,"pct_val":0.429458888797,"balance":802237.34,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OBX 2024-HYB1 A1 V/R 03/25/53","title":"OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.63071000","isin":"US67448MAA80","value_usd":794005.77,"pct_val":0.423044000617,"balance":794666.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 Y 1.2% 09/20/35/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000","isin":"JP1201541F90","value_usd":793880.46,"pct_val":0.422977235808,"balance":131000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 1.875% 02/15/41","title":"UNITED STATES TREASURY BOND 1.87500000","isin":"US912810SW99","value_usd":784179.68,"pct_val":0.417808688002,"balance":1100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA4980 6% 04/01/53","title":"FANNIE MAE POOL UMBS P#MA4980 6.00000000","isin":"US31418ERA00","value_usd":773189.32,"pct_val":0.411953055665,"balance":750810.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC O 6.95% 08/12/31/PEN/","title":"REPUBLIC OF PERU /PEN/ REGD REG S 6.95000000","isin":"US715638BE14","value_usd":765256.5,"pct_val":0.407726471885,"balance":2321000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KIN 1.25% 07/31/51/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000","isin":"GB00BLH38158","value_usd":763997.44,"pct_val":0.407055648322,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA 6.625% 09/27/29/EUR/","title":"ROMANIA /EUR/ REGD REG S EMTN 6.62500000","isin":"XS2538441598","value_usd":763274.96,"pct_val":0.406670713047,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SVHE 2006-3 A4 V/R 11/25/36","title":"SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000","isin":"US83612HAD08","value_usd":761843.32,"pct_val":0.405907939354,"balance":791948.61,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHR 5513 MF V/R 11/25/54","title":"FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000","isin":"US3137HKEX87","value_usd":759671.18,"pct_val":0.404750629382,"balance":757725.42,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2021-INV4  V/R 08/25/44","title":"JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000","isin":"US46654DAD57","value_usd":757148.12,"pct_val":0.403406350239,"balance":862272.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TIPS 0.125% 01/15/32","title":"UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000","isin":"US91282CDX65","value_usd":756590.19,"pct_val":0.403109086733,"balance":820197,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNR 2024-90 FA V/R 12/25/54","title":"FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.57180000","isin":"US3136BTXB47","value_usd":755733.9,"pct_val":0.402652857873,"balance":750025.01,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KING 3.5% 01/22/45/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000","isin":"GB00BN65R313","value_usd":746722.08,"pct_val":0.397851385982,"balance":700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SINGAPORE  3.25% 06/01/54/SGD/","title":"SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000","isin":"SGXPK17B11U8","value_usd":728737.13,"pct_val":0.388269056122,"balance":769000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"SG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GCAT 2023-NQM4 A V/R 05/25/67","title":"GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000","isin":"US36171FAA12","value_usd":719612.84,"pct_val":0.383407660538,"balance":747510.76,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 Y 1.8% 09/20/44/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 190 1.80000000","isin":"JP1201901QA8","value_usd":718503.62,"pct_val":0.382816671298,"balance":130000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TORONTO-DOMINI 4.814% 07/16/27","title":"TORONTO-DOMINION BANK REGD 144A P/P 4.81400000","isin":"US891160TE35","value_usd":712391.22,"pct_val":0.379560002081,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OBL 2.5% 05/31/27/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000","isin":"ES0000012M77","value_usd":700044.4,"pct_val":0.37298165174,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JTWN 2021-16A AR V/R 07/25/34","title":"JAMESTOWN CLO XVI LTD SER 2021-16A CL AR V/R REGD 144A P/P 4.97798000","isin":"US47048RAL96","value_usd":700027.3,"pct_val":0.372972540909,"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":"CHINA GOVE 3.19% 04/15/53/CNY/","title":"CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000","isin":"CND100069PK9","value_usd":690455.48,"pct_val":0.367872702622,"balance":4090000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KI 0.625% 10/22/50/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000","isin":"GB00BMBL1F74","value_usd":687571.74,"pct_val":0.366336254207,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 3.375% 11/15/48","title":"UNITED STATES TREASURY BOND 3.37500000","isin":"US912810SE91","value_usd":649531.25,"pct_val":0.346068390064,"balance":800000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.7% 12/20/51/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000","isin":"JP1300731N17","value_usd":637850.27,"pct_val":0.339844797369,"balance":180000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA C V/R 01/24/36","title":"BANK OF AMERICA CORP REGD V/R 5.51100000","isin":"US06051GMM86","value_usd":633486.59,"pct_val":0.33751984116,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2022-LTV2  V/R 09/25/52","title":"J.P. MORGAN MORTGAGE TRUST 2022-LTV2 SER 2022-LTV2 CL A3 V/R REGD 144A P/P 3.50000000","isin":"US46655LAE48","value_usd":632754.41,"pct_val":0.337129737753,"balance":691818.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA C V/R 07/23/31","title":"BANK OF AMERICA CORP REGD V/R MTN 1.89800000","isin":"US06051GJF72","value_usd":631214.68,"pct_val":0.336309374018,"balance":700000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2021-INV8  V/R 09/25/43","title":"J.P. MORGAN MORTGAGE TRUST 2021-INV8 SER 2021-INV8 CL A2 V/R REGD 144A P/P 3.00000000","isin":"US46654RAG74","value_usd":628719.41,"pct_val":0.334979901307,"balance":713477.95,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GRO V/R 04/25/30","title":"GOLDMAN SACHS GROUP INC REGD V/R 5.72700000","isin":"US38141GA872","value_usd":628522.46,"pct_val":0.334874966911,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LINCOLN FIN GLBL 5.3% 01/13/30","title":"LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000","isin":"US53359KAA97","value_usd":621278.51,"pct_val":0.331015411094,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW S WALE 1.75% 03/20/34/AUD/","title":"NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.75000000","isin":"AU3SG0002553","value_usd":615658.77,"pct_val":0.328021229714,"balance":1200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.5% 09/20/46/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000","isin":"JP1300521G93","value_usd":613633.75,"pct_val":0.326942304857,"balance":152000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE &  V/R 10/22/30","title":"JPMORGAN CHASE & CO REGD V/R 4.60300000","isin":"US46647PEQ54","value_usd":609972.44,"pct_val":0.324991569373,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA TBA 30 UR 2.5% DEC 25","title":"GNMA TBA 30 UR 2.5% DEC 25     TO BE ANNOUNCED 2.50000000","isin":"US21H0226C02","value_usd":607604.05,"pct_val":0.323729697963,"balance":700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO & COM V/R 07/25/28","title":"WELLS FARGO & COMPANY REGD V/R MTN 4.80800000","isin":"US95000U3A91","value_usd":606583.75,"pct_val":0.323186085045,"balance":600000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QF8822 6.5% 03/01/53","title":"FREDDIE MAC POOL UMBS P#QF8822 6.50000000","isin":"US3133BWYT44","value_usd":603636.11,"pct_val":0.321615590893,"balance":580882.29,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CGMS 2016-3A ARR V/R 07/20/34","title":"CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000","isin":"US14311UBA51","value_usd":600299.4,"pct_val":0.31983780136,"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":"DRSLF 2016-43A A V/R 04/20/34","title":"DRYDEN 43 SENIOR LOAN FUND SER 2016-43A CL AR3 V/R REGD 144A P/P 4.95444000","isin":"US26245CBQ50","value_usd":600027.6,"pct_val":0.319692987098,"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":"GSMBS 2022-PJ4 A V/R 04/25/43","title":"GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000","isin":"US36264RAE53","value_usd":599230.65,"pct_val":0.31926837442,"balance":712160.68,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WELLS FARGO  V/R 07/22/32/EUR/","title":"WELLS FARGO & COMPANY /EUR/ REGD V/R REG S EMTN 3.90000000","isin":"XS2865533462","value_usd":599133.9,"pct_val":0.319216826297,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QF0820 4.5% 09/01/52","title":"FREDDIE MAC POOL UMBS P#QF0820 4.50000000","isin":"US3133BM4D48","value_usd":595032.9,"pct_val":0.317031825241,"balance":605360.83,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"VMED O2 U 5.625% 04/15/32/EUR/","title":"VMED O2 UK FINANCING I /EUR/ REGD 144A P/P 5.62500000","isin":"XS2797211872","value_usd":589025.86,"pct_val":0.31383129153,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI INT 3.375% 03/05/32/EUR/","title":"SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.37500000","isin":"XS3015245957","value_usd":584852.48,"pct_val":0.311607726616,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRVD 2A ARR V/R 10/15/38 /EUR/","title":"PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 3.16900000","isin":"XS2905436734","value_usd":581315.72,"pct_val":0.309723351016,"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":"GROSV 2024- V/R 01/15/39 /EUR/","title":"GROSVENOR PLACE CLO 2024-2 DAC SER 2024-2A CL A V/R REGD 144A P/P /EUR/ 3.24900000","isin":"XS2925040128","value_usd":580106.79,"pct_val":0.309079236574,"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":"PSTET 2025- V/R 07/15/35 /EUR/","title":"PALMER SQUARE EUROPEAN LOAN FUNDING  SER 2025-3A CL A V/R REGD 144A P/P /EUR/ 3.04700000","isin":"XS3181981799","value_usd":579118.76,"pct_val":0.308552817019,"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":"UMBS P#SD8364 6.5% 09/01/53","title":"FREDDIE MAC POOL UMBS P#SD8364 6.50000000","isin":"US3132DWJH79","value_usd":575166.7,"pct_val":0.306447170768,"balance":554921.54,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD4998 5% 09/01/53","title":"FREDDIE MAC POOL UMBS P#SD4998 5.00000000","isin":"US3132DSRT14","value_usd":572787.43,"pct_val":0.305179502525,"balance":571613.7,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (40 Y 2.2% 03/20/64/JPY/","title":"JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000","isin":"JP1400171Q50","value_usd":556056.69,"pct_val":0.296265412161,"balance":120000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ITALY GOV'T I 6% 08/04/28/GBP/","title":"ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000","isin":"XS0089572316","value_usd":550368.71,"pct_val":0.293234872705,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NEW S WALES T 2% 03/08/33/AUD/","title":"NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000","isin":"AU3SG0002082","value_usd":543776.39,"pct_val":0.289722503486,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY C 2.25% 09/15/33/AUD/","title":"TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000","isin":"AU3SG0002504","value_usd":542813.91,"pct_val":0.289209696898,"balance":1000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GRO V/R 04/25/35","title":"GOLDMAN SACHS GROUP INC REGD V/R 5.85100000","isin":"US38141GA955","value_usd":537147.59,"pct_val":0.286190697827,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHASE 2025-RPL1  V/R 08/25/47","title":"CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1 SER 2025-RPL1 CL A1A V/R REGD 144A P/P 3.37500000","isin":"US16160VAB99","value_usd":529915.16,"pct_val":0.282337279834,"balance":580140.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANTANDER UK GROU V/R 01/10/29","title":"SANTANDER UK GROUP HLDGS REGD V/R 6.53400000","isin":"US80281LAT26","value_usd":523147.4,"pct_val":0.278731436685,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF S 8% 01/31/30/ZAR/","title":"REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000","isin":"ZAG000106998","value_usd":522944.25,"pct_val":0.278623198947,"balance":8800000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI F V/R 07/08/36","title":"SUMITOMO MITSUI FINL GRP REGD V/R 5.24600000","isin":"US86562MEA45","value_usd":516761.61,"pct_val":0.275329106059,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANK OF AMERICA C V/R 04/25/29","title":"BANK OF AMERICA CORP REGD V/R 5.20200000","isin":"US06051GLG28","value_usd":512856.58,"pct_val":0.273248517257,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL FUN V/R 07/16/26","title":"ATHENE GLOBAL FUNDING REGD V/R 144A P/P 4.83464100","isin":"US04685A4J75","value_usd":501108.85,"pct_val":0.266989360353,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVE 4.375% 10/02/31","title":"ABU DHABI DEVELOPMENT HO REGD 144A P/P 4.37500000","isin":"US00402D2C80","value_usd":500706.63,"pct_val":0.266775058688,"balance":500000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BCC 2020-2A ARR V/R 07/19/34","title":"BAIN CAPITAL CREDIT CLO 2020-2 LTD SER 2020-2A CL ARR V/R REGD 144A P/P 5.12444000","isin":"US05683EAW21","value_usd":500689,"pct_val":0.266765665475,"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":"ICG 2021-3A AR V/R 10/20/34","title":"ICG US CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 5.03444000","isin":"US449249AS08","value_usd":499999.5,"pct_val":0.266398301849,"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":"AWPT 2018-3A A1R V/R 01/25/35","title":"ELEVATION CLO 2021-15 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.15798000","isin":"US28623VAN91","value_usd":499262,"pct_val":0.266005363961,"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":"UMBS P#CB7220 5.5% 09/01/53","title":"FANNIE MAE POOL UMBS P#CB7220 5.50000000","isin":"US3140QTAW95","value_usd":497233.69,"pct_val":0.264924686201,"balance":489380.45,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SPAUL 11A A V/R 01/17/32 /EUR/","title":"ST PAULS CLO SER 11A CL AR V/R REGD 144A P/P /EUR/ 2.86600000","isin":"XS2388197175","value_usd":494362.94,"pct_val":0.263395158821,"balance":425944.89,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BARCLAYS PLC V/R 08/08/30/EUR/","title":"BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 4.91800000","isin":"XS2662538425","value_usd":494092.74,"pct_val":0.263251197035,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 Y 0.4% 06/20/40/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000","isin":"JP1201731L76","value_usd":487375.97,"pct_val":0.259672521213,"balance":100000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2022-INV1  V/R 12/25/43","title":"JP MORGAN MORTGAGE TRUST 2022-INV1 SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000","isin":"US465973AC95","value_usd":483172.69,"pct_val":0.257433025665,"balance":548713.87,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"COLFR 1A AR V/R 08/15/33 /EUR/","title":"CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.90400000","isin":"XS3020835339","value_usd":482755.38,"pct_val":0.257210684092,"balance":417172.19,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR 2024-H07 JF V/R 04/20/74","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000","isin":"US38383KVX70","value_usd":474025.24,"pct_val":0.252559290499,"balance":472766.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BULGARIA 3.375% 07/18/35/EUR/","title":"BULGARIA /EUR/ REGD REG S SER 10Y 3.37500000","isin":"XS3124345631","value_usd":461036.59,"pct_val":0.245638974972,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OB 1.45% 10/31/27/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000","isin":"ES0000012A89","value_usd":458679.14,"pct_val":0.244382932362,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MB0022 3.5% 11/20/54","title":"GINNIE MAE II POOL P#MB0022 3.50000000","isin":"US3618N5AY58","value_usd":454014.37,"pct_val":0.241897556264,"balance":494662.3,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.7% 06/20/51/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000","isin":"JP1300711M79","value_usd":450156.48,"pct_val":0.239842083519,"balance":125000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 Y 2.4% 03/20/45/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000","isin":"JP1201921R47","value_usd":447718.71,"pct_val":0.238543246643,"balance":74000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPMF 2024-G V/R 10/20/29 /GBP/","title":"TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 4.90201000","isin":"XS2799791848","value_usd":445512.84,"pct_val":0.237367965424,"balance":336061.77,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS DE TE 7.3% 08/12/33/PEN/","title":"BONOS DE TESORERIA /PEN/ REGD 7.30000000","isin":"PEP01000C5I0","value_usd":437639.82,"pct_val":0.233173242912,"balance":1300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BU8670 4.5% 05/01/52","title":"FANNIE MAE POOL UMBS P#BU8670 4.50000000","isin":"US3140MAT464","value_usd":437584.33,"pct_val":0.233143677999,"balance":444627.43,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GRO V/R 10/24/29","title":"GOLDMAN SACHS GROUP INC REGD V/R 6.48400000","isin":"US38141GA468","value_usd":425353.62,"pct_val":0.226627190734,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMORGAN CHASE &  V/R 01/24/36","title":"JPMORGAN CHASE & CO REGD V/R 5.50200000","isin":"US46647PEW23","value_usd":422714.56,"pct_val":0.225221107123,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA8043 3% 05/20/52","title":"GINNIE MAE II POOL P#MA8043 3.00000000","isin":"US36179W5C89","value_usd":421654.1,"pct_val":0.224656097071,"balance":466870.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS GRO V/R 07/23/35","title":"GOLDMAN SACHS GROUP INC REGD V/R 5.33000000","isin":"US38141GB375","value_usd":415260.26,"pct_val":0.221249477428,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WI TREASURY SE 4.375% 05/15/34","title":"UNITED STATES TREASURY NOTE 4.37500000","isin":"US91282CKQ32","value_usd":413632.81,"pct_val":0.220382376728,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF 5.4% 08/12/34/PEN/","title":"REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000","isin":"USP78024AG45","value_usd":410740.99,"pct_val":0.218841623313,"balance":1400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CAN V/R 08/02/30","title":"ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.96900000","isin":"US78016HZZ62","value_usd":410717.92,"pct_val":0.218829331683,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI INTERNAT 5.125% 01/13/28","title":"SAUDI INTERNATIONAL BOND REGD 144A P/P 5.12500000","isin":"US80413TBJ79","value_usd":408939.97,"pct_val":0.217882045014,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BPCE SA V/R 10/19/27","title":"BPCE SA REGD V/R 144A P/P 6.61200000","isin":"US05571AAQ85","value_usd":408094.07,"pct_val":0.217431351917,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROYAL BANK OF CAN V/R 08/06/31","title":"ROYAL BANK OF CANADA REGD V/R MTN 4.69600000","isin":"US78017DAM02","value_usd":406711.76,"pct_val":0.216694861107,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI INTERNATI 4.75% 01/18/28","title":"SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.75000000","isin":"US80413TBC27","value_usd":405711.05,"pct_val":0.216161685684,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KOREA NATIONAL  4.25% 09/30/29","title":"KOREA NATIONAL OIL CORP REGD 144A P/P 4.25000000","isin":"US50065LAL45","value_usd":403121.48,"pct_val":0.214781970204,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"KR","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT INTL BO 4.016% 10/09/28","title":"KUWAIT INTL BOND REGD 144A P/P 4.01600000","isin":"US501499AD91","value_usd":400312.9,"pct_val":0.213285566822,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYO 2021-1290 A V/R 11/15/28","title":"NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 5.16848000","isin":"US62955HAA59","value_usd":398837.12,"pct_val":0.212499275464,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DEUTSCHE BANK NY V/R 01/07/28","title":"DEUTSCHE BANK NY REGD V/R 144A 2.55200000","isin":"US25160PAH01","value_usd":392502.9,"pct_val":0.209124421186,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NHEL 2006-1 A2D V/R 05/25/36","title":"NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 4.60876000","isin":"US669884AE80","value_usd":392089.6,"pct_val":0.20890421613,"balance":400000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CARVL 2018-1A AR V/R 07/16/31","title":"CARVAL CLO I LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.12363000","isin":"US146865AJ95","value_usd":391933.72,"pct_val":0.208821163712,"balance":391416.27,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.7% 12/20/48/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000","isin":"JP1300611K15","value_usd":386606.71,"pct_val":0.205982948038,"balance":98000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OBL 1.9% 10/31/52/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000","isin":"ES0000012K46","value_usd":386101.4,"pct_val":0.205713720317,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNR 2025-6 GF V/R 02/25/55","title":"FANNIE MAE REMICS SER 2025-6 CL GF V/R 5.47180000","isin":"US3136BUVB38","value_usd":384399.4,"pct_val":0.20480689959,"balance":382282.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA7706 3% 11/20/51","title":"GINNIE MAE II POOL P#MA7706 3.00000000","isin":"US36179WR347","value_usd":371240.36,"pct_val":0.197795800759,"balance":410822.08,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FOXCONN FAR EA 1.875% 08/25/28","title":"FOXCONN FAR EAST LTD REGD EMTN 1.87500000","isin":"XS2379464568","value_usd":371215.45,"pct_val":0.197782528783,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MB0201 3.5% 02/20/55","title":"GINNIE MAE II POOL P#MB0201 3.50000000","isin":"US3618N5GK90","value_usd":363849.39,"pct_val":0.193857913107,"balance":396342.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPMT 2019-4 A1 V/R 07/25/29","title":"TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000","isin":"US89178BAA26","value_usd":361787.56,"pct_val":0.192759375988,"balance":374739.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KIN 1.75% 01/22/49/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000","isin":"GB00BFWFPP71","value_usd":359213.57,"pct_val":0.191387961486,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RFTE 2018-1 V/R 08/29/36 /EUR/","title":"ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL A1RR V/R REGD 144A P/P /EUR/ 3.32600000","isin":"XS3147501103","value_usd":348108.95,"pct_val":0.185471451748,"balance":300000,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BNPAM 2019- V/R 07/22/32 /EUR/","title":"BNPP AM EURO CLO 2019 DAC SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 2.83500000","isin":"XS2404665460","value_usd":346356.87,"pct_val":0.184537948541,"balance":299461.51,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MOR 3.25% 06/06/32/EUR/","title":"PHILIP MORRIS INTL INC /EUR/ REGD 3.25000000","isin":"XS3087812833","value_usd":345843.17,"pct_val":0.184264250652,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN GOVT  0.1% 03/10/29/JPY/","title":"JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000","isin":"JP1120241K56","value_usd":343541.94,"pct_val":0.183038161898,"balance":52776770,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"UST","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRPM 2023-NQM3 A V/R 11/25/68","title":"PRPM 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.22100000","isin":"US69380TAA97","value_usd":335115.41,"pct_val":0.178548530843,"balance":332271.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD8384 6% 12/01/53","title":"FREDDIE MAC POOL UMBS P#SD8384 6.00000000","isin":"US3132DWJ531","value_usd":333680.25,"pct_val":0.177783881705,"balance":325262.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QF1922 4.5% 10/01/52","title":"FREDDIE MAC POOL UMBS P#QF1922 4.50000000","isin":"US3133BPD399","value_usd":328380.17,"pct_val":0.174960014258,"balance":333490.97,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA 30YR TBA 4.0% JAN 26","title":"FNMA 30YR TBA 4.0% JAN 26      TO BE ANNOUNCED 4.00000000","isin":"US01F0406102","value_usd":327549.73,"pct_val":0.174517558204,"balance":344000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NGATE 07-1X A3 V/R 12/1/50","title":"NGATE 07-1X A3 V/R 12/1/50 4.26661000","isin":"XS0287753775","value_usd":323315.59,"pct_val":0.172261620536,"balance":248693.34,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 1.8% 03/20/54/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000","isin":"JP1300821Q49","value_usd":321525.24,"pct_val":0.171307727183,"balance":69400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BV4128 2% 03/01/52","title":"FANNIE MAE POOL UMBS P#BV4128 2.00000000","isin":"US3140MHSS99","value_usd":320311.25,"pct_val":0.170660916787,"balance":390772.02,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND TR 2% 08/22/33/AUD/","title":"QUEENSLAND TREASURY CORP /AUD/ REGD 2.00000000","isin":"AU3CB0284172","value_usd":320270.95,"pct_val":0.170639445062,"balance":600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EXPORT DEV 7.13% 03/11/29/INR/","title":"EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000","isin":"XS2779828206","value_usd":316631.06,"pct_val":0.168700122093,"balance":27900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LLOYDS BANKING GR V/R 06/05/30","title":"LLOYDS BANKING GROUP PLC REGD V/R 5.72100000","isin":"US53944YBA01","value_usd":314846.47,"pct_val":0.167749297652,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE OF ISRAEL 5.5% 03/12/34","title":"STATE OF ISRAEL REGD SER 10Y 5.50000000","isin":"US46514BRL35","value_usd":312219.87,"pct_val":0.166349852693,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (5 YE 0.4% 06/20/29/JPY/","title":"JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000","isin":"JP1051711Q82","value_usd":311622.18,"pct_val":0.166031405172,"balance":50000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA 2023-NQM4 A V/R 12/25/27","title":"MFA 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 6.10500000","isin":"US55286LAA08","value_usd":309945.12,"pct_val":0.165137872407,"balance":307732.34,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE OF ISRAE 5.375% 03/12/29","title":"STATE OF ISRAEL REGD SER 5Y 5.37500000","isin":"US46514BRN90","value_usd":309339.29,"pct_val":0.164815087917,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CHINA GOVE 1.92% 01/15/55/CNY/","title":"CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.92000000","isin":"CND10008RFM0","value_usd":306143.73,"pct_val":0.1631125027,"balance":2300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CN","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ATHENE GLOBAL  5.516% 03/25/27","title":"ATHENE GLOBAL FUNDING REGD 144A P/P 5.51600000","isin":"US04685A3T66","value_usd":304421.46,"pct_val":0.162194882176,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRKCM 2023-AFC4 S/UP 11/25/58","title":"PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000","isin":"US69380GAA76","value_usd":304061.54,"pct_val":0.16200311783,"balance":299566.04,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT INTL BO 4.652% 10/09/35","title":"KUWAIT INTL BOND REGD 144A P/P 4.65200000","isin":"US501499AF40","value_usd":301047.82,"pct_val":0.160397416444,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG V/R 04/01/31","title":"UBS GROUP AG REGD V/R 144A P/P 4.19400000","isin":"US225401AP33","value_usd":297987.11,"pct_val":0.15876667892,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"LGATE 2007- V/R 01/01/61 /GBP/","title":"LUDGATE FUNDING PLC SER 2007-1 CL A2A V/R REGD /GBP/ 4.25988000","isin":"XS0304503534","value_usd":296951.52,"pct_val":0.158214919534,"balance":228828.06,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NATIONWIDE BLDG S V/R 02/16/28","title":"NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P MTN 2.97200000","isin":"US63861VAF40","value_usd":295782.43,"pct_val":0.157592031729,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS DE TE 7.6% 08/12/39/PEN/","title":"BONOS DE TESORERIA /PEN/ REGD 7.60000000","isin":"PEP01000C5J8","value_usd":295244.8,"pct_val":0.157305584005,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#RA6433 2.5% 12/01/51","title":"FREDDIE MAC POOL UMBS P#RA6433 2.50000000","isin":"US3133KNEE94","value_usd":293911.48,"pct_val":0.156595194927,"balance":345011.24,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"STATE OF ISRAEL 5.75% 03/12/54","title":"STATE OF ISRAEL REGD SER 30Y 5.75000000","isin":"US46514BRM18","value_usd":293222.8,"pct_val":0.156228268195,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"IL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ONYP 2020-1NYP A V/R 01/15/23","title":"ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 5.02348000","isin":"US68249DAA72","value_usd":288628.26,"pct_val":0.153780310439,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OMW 2020-1MW A 2.13% 09/10/27","title":"MANHATTAN WEST 2020-1MW MORTGAGE TRUST SER 2020-1MW CL A REGD 144A P/P 2.13000000","isin":"US563136AA85","value_usd":287693.43,"pct_val":0.153282235692,"balance":300000,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BT8263 4.5% 06/01/52","title":"FANNIE MAE POOL UMBS P#BT8263 4.50000000","isin":"US3140LXFD27","value_usd":282177.73,"pct_val":0.150343486527,"balance":286779.93,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GALL 2017-1A A1R V/R 07/15/31","title":"GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.25615000","isin":"US36361UAL44","value_usd":281242.22,"pct_val":0.149845049477,"balance":280943.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMACS 2006- V/R 06/12/44 /GBP/","title":"RMAC SECURITIES NO 1 PLC SER 2006-NS3X CL A2A V/R REGD REG S /GBP/ 4.25369000","isin":"XS0268014353","value_usd":278015.69,"pct_val":0.148125963533,"balance":214143.7,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARSI 2005-W1 A1 V/R 05/25/35","title":"ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 4.54876000","isin":"US040104MX65","value_usd":272482.03,"pct_val":0.14517764533,"balance":295397.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BY0545 5% 05/01/53","title":"FANNIE MAE POOL UMBS P#BY0545 5.00000000","isin":"US3140NGTB63","value_usd":268785.06,"pct_val":0.143207910301,"balance":268447.14,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WOODS 2018-12BA  V/R 06/15/31","title":"NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 5.22781000","isin":"US66858CAN74","value_usd":267620.57,"pct_val":0.142587473363,"balance":267759.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DBALT 2007-3 2A1 V/R 11/25/15","title":"DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES  SER 2007-3 CL 2A1 V/R REGD 5.56876000","isin":"US25151KAC36","value_usd":262712.39,"pct_val":0.139972409114,"balance":333947.92,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ELAT 2007-2 A1 V/R 05/25/37","title":"ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 5.11876000","isin":"US288547AA09","value_usd":260857.43,"pct_val":0.138984091737,"balance":262018.91,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 2.25% 08/15/49","title":"UNITED STATES TREASURY BOND 2.25000000","isin":"US912810SJ88","value_usd":258250,"pct_val":0.1375948605,"balance":400000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ACE 2005-HE5 M4 V/R 08/25/35","title":"ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 4.96876000","isin":"US004421RH88","value_usd":255672.76,"pct_val":0.136221714408,"balance":254463.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY C 4.25% 12/20/32/AUD/","title":"TREASURY CORP VICTORIA /AUD/ REGD 4.25000000","isin":"AU3SG0001175","value_usd":254202.75,"pct_val":0.135438497289,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2021-10 A3 V/R 10/25/44","title":"JP MORGAN MORTGAGE TRUST 2021-10 SER 2021-10 CL A3 V/R REGD 144A P/P 2.50000000","isin":"US46654AAC36","value_usd":251601.5,"pct_val":0.134052558738,"balance":298575.09,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG 4.282% 01/09/28","title":"UBS GROUP AG REGD 144A P/P 4.28200000","isin":"US225401AC20","value_usd":250409.03,"pct_val":0.133417214136,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CANADIAN NAT RE DISC 12/08/25","title":"CANADIAN NAT RE DISC 12/08/25 0.00000000","isin":"US13638WZ888","value_usd":249796.8,"pct_val":0.133091019745,"balance":250000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ENBRIDGE U S INC DISC 12/22/25","title":"ENBRIDGE U S INC DISC 12/22/25 0.00000000","isin":"US29251UZN17","value_usd":249394.79,"pct_val":0.132876829969,"balance":250000,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UBS GROUP AG V/R 01/12/29","title":"UBS GROUP AG REGD V/R 144A P/P 3.86900000","isin":"US225401AF50","value_usd":248528.84,"pct_val":0.132415454288,"balance":250000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CH","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 2.375% 11/15/49","title":"UNITED STATES TREASURY BOND 2.37500000","isin":"US912810SK51","value_usd":231533.2,"pct_val":0.123360225963,"balance":350000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 3% 02/15/48","title":"UNITED STATES TREASURY BOND 3.00000000","isin":"US912810SA79","value_usd":229242.19,"pct_val":0.122139582396,"balance":300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BULGARIA 4.125% 07/18/45/EUR/","title":"BULGARIA /EUR/ REGD REG S SER 20Y 4.12500000","isin":"XS3124393367","value_usd":227623.84,"pct_val":0.12127733015,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"BG","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS DE T 6.85% 08/12/35/PEN/","title":"BONOS DE TESORERIA /PEN/ REGD 6.85000000","isin":"PEP01000C5K6","value_usd":222458.36,"pct_val":0.118525177197,"balance":700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.7% 12/20/50/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 69 0.70000000","isin":"JP1300691M16","value_usd":220121.97,"pct_val":0.117280355295,"balance":60000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#CA4346 3% 10/01/49","title":"FANNIE MAE POOL UMBS P#CA4346 3.00000000","isin":"US3140QBZL57","value_usd":218770.44,"pct_val":0.116560263982,"balance":245560.99,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.7% 03/20/51/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000","isin":"JP1300701M48","value_usd":217861.71,"pct_val":0.11607609524,"balance":60000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA  4.193% 10/07/32/MYR/","title":"MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0122 4.19300000","isin":"MYBGO2200018","value_usd":217714.28,"pct_val":0.115997544958,"balance":860000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UNITED KI 1.125% 10/22/73/GBP/","title":"UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000","isin":"GB00BLBDX619","value_usd":213109.4,"pct_val":0.11354407808,"balance":500000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"NUSS","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWL 2007-13 1A V/R 06/25/36","title":"CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 SER 2007-13 CL 1A V/R REGD 4.90876000","isin":"US126698AA73","value_usd":213062.75,"pct_val":0.113519223094,"balance":217620.17,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MARICOPA CNTY  7.375% 10/01/29","title":"MARICOPA CNTY AZ INDL DEV AUTH REGD B/E 7.37500000","isin":"US56681NJD03","value_usd":210459.42,"pct_val":0.112132176324,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"MUN","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA  2.632% 04/15/31/MYR/","title":"MALAYSIA GOVERNMENT /MYR/ REGD SER 0220 2.63200000","isin":"MYBMO2000028","value_usd":210278.09,"pct_val":0.112035564219,"balance":900000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA 1.75% 07/13/30/EUR/","title":"ROMANIA /EUR/ REGD 144A P/P MTN 1.75000000","isin":"XS2364199674","value_usd":209064.56,"pct_val":0.11138899891,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS I 5.25% 02/13/34","title":"PHILIP MORRIS INTL INC REGD 5.25000000","isin":"US718172DJ54","value_usd":207747.65,"pct_val":0.110687353033,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SUMITOMO MITSUI  5.2% 03/07/29","title":"SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 5.20000000","isin":"US86563VBQ14","value_usd":206675.58,"pct_val":0.110116157207,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PACIFICORP 5.3% 02/15/31","title":"PACIFICORP REGD 5.30000000","isin":"US695114DC94","value_usd":206650.42,"pct_val":0.110102752031,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KBC GROUP NV V/R 01/19/29","title":"KBC GROUP NV REGD V/R 144A P/P 5.79600000","isin":"US48241FAB04","value_usd":206621.72,"pct_val":0.110087460753,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"BE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF PO 4.625% 03/18/29","title":"REPUBLIC OF POLAND REGD SER 5Y 4.62500000","isin":"US731011AX08","value_usd":204794.43,"pct_val":0.109113885874,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PHILIP MORRIS  4.875% 02/13/29","title":"PHILIP MORRIS INTL INC REGD 4.87500000","isin":"US718172DG16","value_usd":204723.19,"pct_val":0.109075929406,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF CHI 4.85% 01/22/29","title":"REPUBLIC OF CHILE REGD 4.85000000","isin":"US168863EB04","value_usd":204410,"pct_val":0.108909062671,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"CL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAUDI INTERNAT 4.875% 07/18/33","title":"SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 4.87500000","isin":"US80413TBD00","value_usd":204313.85,"pct_val":0.108857834226,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"SA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SANDS CHINA LTD 5.4% 08/08/28","title":"SANDS CHINA LTD REGD SER WI 5.40000000","isin":"US80007RAE53","value_usd":203274.8,"pct_val":0.108304231361,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"MO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ABU DHABI DEVELO 4.5% 05/06/30","title":"ABU DHABI DEVELOPMENT HO REGD 144A P/P MTN 4.50000000","isin":"US00402AAA97","value_usd":202500.6,"pct_val":0.107891739818,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"AE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2007-4 1A47 6% 05/25/37","title":"CHL MORTGAGE PASS-THROUGH TRUST 2007-4 SER 2007-4 CL 1A47 REGD 6.00000000","isin":"US12544RBY36","value_usd":202268.76,"pct_val":0.10776821613,"balance":490276.83,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS NTS 4% 02/29/28","title":"UNITED STATES TREASURY NOTE 4.00000000","isin":"US91282CGP05","value_usd":202179.69,"pct_val":0.107720759889,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"KUWAIT INTL BO 4.136% 10/09/30","title":"KUWAIT INTL BOND REGD 144A P/P 4.13600000","isin":"US501499AE74","value_usd":200283.72,"pct_val":0.106710592502,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"KW","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HSBC HOLDINGS PLC V/R 03/13/28","title":"HSBC HOLDINGS PLC REGD V/R 4.04100000","isin":"US404280BK42","value_usd":199667.38,"pct_val":0.106382208315,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SMB 2022-B A1B V/R 02/16/55","title":"SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000","isin":"US83206NAB38","value_usd":198619.43,"pct_val":0.105823863556,"balance":196633.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY CORP 2% 09/17/35/AUD/","title":"TREASURY CORP VICTORIA /AUD/ REGD 2.00000000","isin":"AU3SG0002579","value_usd":197962.34,"pct_val":0.105473767886,"balance":400000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND 5.25% 07/21/36/AUD/","title":"QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000","isin":"AU3SG0002868","value_usd":196252.14,"pct_val":0.104562578223,"balance":300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NOMURA HOLDING 2.329% 01/22/27","title":"NOMURA HOLDINGS INC REGD 2.32900000","isin":"US65535HAZ29","value_usd":196002.3,"pct_val":0.104429464186,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRYD 2017-2 V/R 04/15/33 /EUR/","title":"DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.68600000","isin":"XS2305383288","value_usd":190801.22,"pct_val":0.101658343656,"balance":164582.18,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ALBA 2007-1 V/R 03/17/39 /GBP/","title":"ALBA 2007-1 PLC SER 2007-1 CL A3 V/R REGD REG S /GBP/ 4.27269000","isin":"XS0301721832","value_usd":189657.12,"pct_val":0.101048770452,"balance":145404,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 3.2% 09/20/55/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 88 3.20000000","isin":"JP1300881RA0","value_usd":188261.96,"pct_val":0.100305433199,"balance":30000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWL 2007-9 2A4 V/R 02/25/36","title":"CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.31876000","isin":"US12670FAE07","value_usd":185029.85,"pct_val":0.098583374246,"balance":188977.13,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QATAR ENERGY 2.25% 07/12/31","title":"QATAR ENERGY REGD 144A P/P 2.25000000","isin":"US74730DAC74","value_usd":180698.2,"pct_val":0.09627548353,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"QA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#DB6905 6% 07/01/54","title":"FANNIE MAE POOL UMBS P#DB6905 6.00000000","isin":"US3140AGU779","value_usd":179879.48,"pct_val":0.095839271858,"balance":175480.44,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"PRET 2021-RN3 A1 V/R 09/25/51","title":"PRET 2021-RN3 LLC SER 2021-RN3 CL A1 V/R REGD 144A P/P 5.84290000","isin":"US74143JAA97","value_usd":179540.01,"pct_val":0.095658403214,"balance":179312.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#FM4086 3.5% 06/01/50","title":"FANNIE MAE POOL UMBS P#FM4086 3.50000000","isin":"US3140X7RG61","value_usd":177382.5,"pct_val":0.094508888064,"balance":187398.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QF0819 4.5% 10/01/52","title":"FREDDIE MAC POOL UMBS P#QF0819 4.50000000","isin":"US3133BM4C64","value_usd":175617.55,"pct_val":0.093568527758,"balance":178350.87,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA8487 3.5% 12/20/52","title":"GINNIE MAE II POOL P#MA8487 3.50000000","isin":"US36179XNC64","value_usd":173496.92,"pct_val":0.092438662166,"balance":187692.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ARCLO 2022-FL1 A V/R 12/15/26","title":"ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 5.59202000","isin":"US03880XAA46","value_usd":170150.24,"pct_val":0.090655560646,"balance":170117.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRNCL 2016- V/R 01/31/30 /EUR/","title":"CAIRN CLO VII DAC SER 2016-7A CL A1R V/R REGD 144A P/P /EUR/ 2.73600000","isin":"XS2066880928","value_usd":164365.14,"pct_val":0.087573275931,"balance":141798.39,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA 2.875% 04/13/42/EUR/","title":"ROMANIA /EUR/ REGD 144A P/P MTN 2.87500000","isin":"XS2364200357","value_usd":155353.98,"pct_val":0.082772155687,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RLOC 2007-1 V/R 12/15/43 /GBP/","title":"RESLOC UK 2007-1 PLC SER 2007-1X CL A3B V/R REGD REG S /GBP/ 4.26310000","isin":"XS0300470365","value_usd":147274.82,"pct_val":0.078467602374,"balance":113134.32,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GA GLOBAL FUNDI 2.25% 01/06/27","title":"GA GLOBAL FUNDING TRUST REGD 144A P/P 2.25000000","isin":"US36143L2G95","value_usd":146879.72,"pct_val":0.078257094225,"balance":150000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RMACS 06-NS1X A2A V/R 6/12/44","title":"RMACS 06-NS1X A2A V/R 6/12/44 4.25369000","isin":"XS0248588047","value_usd":146642.36,"pct_val":0.078130629497,"balance":112244.46,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BU4106 6.5% 07/01/53","title":"FANNIE MAE POOL UMBS P#BU4106 6.50000000","isin":"US3140M5R490","value_usd":143559.36,"pct_val":0.076488015925,"balance":135870.6,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CRNCL 2018- V/R 10/15/31 /EUR/","title":"CAIRN CLO X DAC SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 2.78900000","isin":"XS2350603374","value_usd":143513.69,"pct_val":0.07646368308,"balance":123654.89,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"IE","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (30 Y 0.5% 03/20/49/JPY/","title":"JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000","isin":"JP1300621K47","value_usd":143342.9,"pct_val":0.076372686657,"balance":38700000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 3% 08/15/48","title":"UNITED STATES TREASURY BOND 3.00000000","isin":"US912810SD19","value_usd":133034.18,"pct_val":0.07088023016,"balance":175000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREAS BDS 1.375% 11/15/40","title":"UNITED STATES TREASURY BOND 1.37500000","isin":"US912810ST60","value_usd":132507.81,"pct_val":0.070599781731,"balance":200000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF S 9% 01/31/40/ZAR/","title":"REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2040 9.00000000","isin":"ZAG000125980","value_usd":131819.67,"pct_val":0.070233142709,"balance":2300000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BFAT 2007-SR1A V/R 03/25/37","title":"BFAT 2007-SR1A V/R 03/25/37 4.51876000","isin":"US07325QAA31","value_usd":120375.36,"pct_val":0.064135647112,"balance":119255.62,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GENERALITA 4.22% 04/26/35/EUR/","title":"GENERALITAT DE CATALUNYA /EUR/ REGD 4.22000000","isin":"ES0000095879","value_usd":119949.13,"pct_val":0.063908552989,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ESAIL 2007- V/R 06/13/45 /GBP/","title":"EUROSAIL-UK 2007-4BL PLC SER 2007-4X CL A3 V/R REGD REG S /GBP/ 5.05310000","isin":"XS1150797600","value_usd":119515.69,"pct_val":0.063677617398,"balance":90400,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BLUEM 2016-3A A1 V/R 11/15/30","title":"BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.05181000","isin":"US09628VAW46","value_usd":119268.42,"pct_val":0.06354587265,"balance":119207.15,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#FM7441 3% 05/01/51","title":"FANNIE MAE POOL UMBS P#FM7441 3.00000000","isin":"US3140XBHT03","value_usd":119099.05,"pct_val":0.063455632799,"balance":133906.82,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BONOS Y OBLIG 4% 10/31/54/EUR/","title":"BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000","isin":"ES0000012M93","value_usd":115811.34,"pct_val":0.061703950325,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ES","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FAIRFAX FI 2.75% 03/29/28/EUR/","title":"FAIRFAX FINL HLDGS LTD /EUR/ REGD REG S 2.75000000","isin":"XS1794675931","value_usd":115631.52,"pct_val":0.061608142744,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"CA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZT 2020-RPL1 A V/R 11/25/59","title":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000","isin":"US64828XAA19","value_usd":115498.33,"pct_val":0.061537179494,"balance":119532.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BANCA MON 0.875% 10/08/26/EUR/","title":"BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 0.87500000","isin":"IT0005386922","value_usd":114746.54,"pct_val":0.061136627934,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BDS 2021-FL10 A V/R 12/16/36","title":"BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.42330000","isin":"US07335YAA47","value_usd":113216.56,"pct_val":0.060321458971,"balance":113230.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QF6516 6.5% 01/01/53","title":"FREDDIE MAC POOL UMBS P#QF6516 6.50000000","isin":"US3133BUGZ40","value_usd":111180.83,"pct_val":0.059236827857,"balance":106828.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JAPAN (20 Y 0.4% 03/20/36/JPY/","title":"JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 156 0.40000000","isin":"JP1201561G37","value_usd":110718.08,"pct_val":0.058990275982,"balance":20000000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"JP","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF S 1% 09/23/28/EUR/","title":"REPUBLIC OF SERBIA /EUR/ REGD 144A P/P MTN 1.00000000","isin":"XS2388558889","value_usd":108753.67,"pct_val":0.057943643959,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RS","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NRZT 2019-RPL3 A V/R 07/25/59","title":"NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000","isin":"US64830NAA90","value_usd":106881.06,"pct_val":0.056945922713,"balance":110221.66,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TIPS 0.625% 07/15/32","title":"UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000","isin":"US91282CEZ05","value_usd":105993.39,"pct_val":0.056472974679,"balance":111789,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF PO 5.375% 02/12/35","title":"REPUBLIC OF POLAND REGD SER 10Y 5.37500000","isin":"US857524AH50","value_usd":104642.51,"pct_val":0.055753229683,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF PO 4.875% 02/12/30","title":"REPUBLIC OF POLAND REGD SER 5Y 4.87500000","isin":"US857524AF94","value_usd":103341.51,"pct_val":0.055060060609,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC OF PO 5.125% 09/18/34","title":"REPUBLIC OF POLAND REGD SER 10Y 5.12500000","isin":"US731011AY80","value_usd":103049.97,"pct_val":0.054904728932,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"USGA","inv_country":"PL","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"QUEENSLAND 1.75% 07/20/34/AUD/","title":"QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000","isin":"AU0000079402","value_usd":101025.3,"pct_val":0.053825990553,"balance":200000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GOLDMAN SACHS BAN V/R 03/18/27","title":"GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000","isin":"US38151LAF76","value_usd":100322.96,"pct_val":0.053451785812,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"DRSLF 2018-55A A V/R 04/15/31","title":"DRYDEN 55 CLO LTD SER 2018-55A CL A1 V/R REGD 144A P/P 5.18615000","isin":"US26245MAC55","value_usd":99844.73,"pct_val":0.053196986238,"balance":99792.57,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"KY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC O 1.65% 03/03/33/EUR/","title":"REPUBLIC OF SERBIA /EUR/ REGD 144A P/P 1.65000000","isin":"XS2308626485","value_usd":97683.12,"pct_val":0.05204528662,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RS","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5446 6.5% 08/01/54","title":"FANNIE MAE POOL UMBS P#MA5446 6.50000000","isin":"US31418FBQ90","value_usd":96002.85,"pct_val":0.051150043575,"balance":92623.31,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA 2% 04/14/33/EUR/","title":"ROMANIA /EUR/ REGD P/P 2.00000000","isin":"XS2331735253","value_usd":94767.29,"pct_val":0.050491740745,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#MA5071 5% 07/01/53","title":"FANNIE MAE POOL UMBS P#MA5071 5.00000000","isin":"US31418ET595","value_usd":89561.17,"pct_val":0.047717934917,"balance":89308.76,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TPMT 2020-1 A1 V/R 01/25/60","title":"TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000","isin":"US89178WAU27","value_usd":85290.71,"pct_val":0.045442646057,"balance":88218.83,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#FS5955 6.5% 10/01/53","title":"FANNIE MAE POOL UMBS P#FS5955 6.50000000","isin":"US3140XMTM86","value_usd":81253.55,"pct_val":0.04329165877,"balance":77638.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#MA7882 3% 02/20/52","title":"GINNIE MAE II POOL P#MA7882 3.00000000","isin":"US36179WXK97","value_usd":78872.26,"pct_val":0.042022914277,"balance":87329.96,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REPUBLIC O 6.25% 03/31/36/ZAR/","title":"REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R209 6.25000000","isin":"ZAG000030404","value_usd":77923.58,"pct_val":0.041517460289,"balance":1600000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"ZA","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2004-AR1 A V/R 03/25/34","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR1 SER 2004-AR1 CL A V/R REGD 6.18287200","isin":"US92922FLD86","value_usd":75022.99,"pct_val":0.039972034243,"balance":73540.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMI 2007-AR4 A3 V/R 09/25/47","title":"STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000","isin":"US86364MAC47","value_usd":75004.94,"pct_val":0.039962417255,"balance":82553.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#SD8307 5% 03/01/53","title":"FREDDIE MAC POOL UMBS P#SD8307 5.00000000","isin":"US3132DWGQ06","value_usd":74139.66,"pct_val":0.039501398548,"balance":73907.92,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#RJ1757 5% 06/01/54","title":"FREDDIE MAC POOL UMBS P#RJ1757 5.00000000","isin":"US3142GR5T30","value_usd":70801.21,"pct_val":0.037722681948,"balance":70149.64,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#CA6106 4% 06/01/50","title":"FANNIE MAE POOL UMBS P#CA6106 4.00000000","isin":"US3140QDYC24","value_usd":70100.87,"pct_val":0.037349542801,"balance":72731.01,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QH5912 6.5% 11/01/53","title":"FREDDIE MAC POOL UMBS P#QH5912 6.50000000","isin":"US3133CJR945","value_usd":68970.37,"pct_val":0.036747215639,"balance":66476.65,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UWM 2021-INV5 A1 V/R 01/25/52","title":"UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000","isin":"US90355DAV55","value_usd":68231.69,"pct_val":0.03635364905,"balance":77760.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QD8207 2% 03/01/52","title":"FREDDIE MAC POOL UMBS P#QD8207 2.00000000","isin":"US3133B6DL13","value_usd":64849.92,"pct_val":0.034551851678,"balance":79363.36,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QI1359 5% 03/01/54","title":"FREDDIE MAC POOL UMBS P#QI1359 5.00000000","isin":"US3133W7QL21","value_usd":64443.11,"pct_val":0.034335104474,"balance":64238.35,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CIFC 2017-4A A1R V/R 10/24/30","title":"CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 5.07702000","isin":"US12551JAL08","value_usd":62295.9,"pct_val":0.033191077135,"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":"GSMBS 2021-INV1  V/R 12/25/43","title":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000","isin":"US36263KAB70","value_usd":61892.08,"pct_val":0.032975922995,"balance":73447.23,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIAN  2.5% 05/21/30/AUD/","title":"AUSTRALIAN GOVERNMENT /AUD/ REGD SER 155 2.50000000","isin":"AU0000013740","value_usd":61497.39,"pct_val":0.032765633294,"balance":100000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSMBS 2021-GR3 A V/R 04/25/52","title":"GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000","isin":"US36263TAB89","value_usd":60873.8,"pct_val":0.032433386327,"balance":72345.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2021-INV1 A V/R 07/25/56","title":"CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000","isin":"US12661XAC65","value_usd":57452.42,"pct_val":0.03061048486,"balance":68077.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALK 1.5% 10/01/53/DKK/","title":"JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000","isin":"DK0009403644","value_usd":57366.14,"pct_val":0.030564515123,"balance":446941.04,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#DB3354 5% 06/01/54","title":"FANNIE MAE POOL UMBS P#DB3354 5.00000000","isin":"US3140ACWQ29","value_usd":53650.5,"pct_val":0.028584832771,"balance":53633.72,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI 2006-QS6 1A1 6% 06/25/36","title":"RALI SERIES 2006-QS6 TRUST SER 2006-QS6 CL 1A1 REGD 6.00000000","isin":"US74922EAA73","value_usd":51863.01,"pct_val":0.027632463218,"balance":62539.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HVMLT 2007-1 2A1 V/R 03/19/37","title":"HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 4.33330000","isin":"US41164MAC10","value_usd":48366.89,"pct_val":0.025769740493,"balance":51302.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MFRA 2020-NQM2 A V/R 04/25/65","title":"MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000","isin":"US552751AA74","value_usd":47978.46,"pct_val":0.025562786101,"balance":48906.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR 2016-H15 FA V/R 07/20/66","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 5.02039000","isin":"US38376RWY88","value_usd":47839.57,"pct_val":0.025488785907,"balance":47700.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHR 4579 FD V/R 01/15/38","title":"FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000","isin":"US3137BPPH69","value_usd":44983.81,"pct_val":0.023967245156,"balance":45579.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#FM3243 3.5% 02/01/50","title":"FANNIE MAE POOL UMBS P#FM3243 3.50000000","isin":"US3140X6S931","value_usd":44466.52,"pct_val":0.023691634525,"balance":47500.63,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2007-19 2A 6.5% 11/25/47","title":"CHL MORTGAGE PASS-THROUGH TRUST 2007-19 SER 2007-19 CL 2A1 REGD 6.50000000","isin":"US12544PAF99","value_usd":44362.08,"pct_val":0.023635989193,"balance":91937.12,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"OOMLT 2007-CP1 1 V/R 03/25/37","title":"OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 4.20876000","isin":"US68402YAA47","value_usd":41762.5,"pct_val":0.022250940412,"balance":45081.3,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMI 2007-AR6  V/R 11/25/37","title":"SAMI 2007-AR6  V/R 11/25/37 5.57810000","isin":"US86364RAA77","value_usd":39223.65,"pct_val":0.020898248402,"balance":45157.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MALAYSIA  3.582% 07/15/32/MYR/","title":"MALAYSIA GOVERNMENT /MYR/ REGD SER 0122 3.58200000","isin":"MYBMO2200016","value_usd":39022.45,"pct_val":0.020791049619,"balance":160000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"MY","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNR 2009-104 FA V/R 12/25/39","title":"FANNIE MAE REMICS SER 2009-104 CL FA V/R 4.98628000","isin":"US31398GBB41","value_usd":37594.88,"pct_val":0.02003044441,"balance":37334.81,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ROMANIA 6.5% 10/07/45/EUR/","title":"ROMANIA /EUR/ REGD REG S 6.50000000","isin":"XS3200176298","value_usd":34663.72,"pct_val":0.018468730756,"balance":30000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"RO","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMMS 2002-AR3 1 V/R 12/25/32","title":"WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUG SER 2002-AR3 CL 1A7 V/R REGD 5.99145000","isin":"US939336KZ50","value_usd":34109.45,"pct_val":0.018173417287,"balance":34336.85,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HVMLT 2006-SB1 A V/R 12/19/36","title":"HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 4.92810000","isin":"US41162BAA17","value_usd":34086.8,"pct_val":0.018161349432,"balance":36369.28,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SASC 2006-RF1 1A V/R 01/25/36","title":"STRUCTURED ASSET SECURITIES CORP SER 2006-RF1 CL 1A V/R REGD 144A P/P 4.34876000","isin":"US86359DXP76","value_usd":33456.35,"pct_val":0.017825447477,"balance":39788.2,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2005-2 1A1 V/R 03/25/35","title":"CHL MORTGAGE PASS-THROUGH TRUST 2005-2 SER 2005-2 CL 1A1 V/R REGD 4.70876000","isin":"US12669GPN50","value_usd":32069.54,"pct_val":0.01708655908,"balance":34427.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWL 2007-12 1A1 V/R 06/25/37","title":"CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000","isin":"US126697AA90","value_usd":30682.8,"pct_val":0.016347707979,"balance":30957.49,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2005-9 1A3 V/R 05/25/35","title":"CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 4.52876000","isin":"US12669GZQ71","value_usd":29236.2,"pct_val":0.015576963642,"balance":32666.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#AC1317 4.5% 09/01/34","title":"FANNIE MAE POOL UMBS P#AC1317 4.50000000","isin":"US31417KPB79","value_usd":28495.36,"pct_val":0.015182246211,"balance":28673.46,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2003-AR9 2A V/R 09/25/33","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 2A V/R REGD 5.69975300","isin":"US92922FBX50","value_usd":27321.12,"pct_val":0.014556614501,"balance":27913.39,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2006-AR13 2 V/R 10/25/46","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR13 SER 2006-AR13 CL 2A V/R REGD 5.57810000","isin":"US93363RAB24","value_usd":27140.65,"pct_val":0.014460460602,"balance":28177.57,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR 2005-AR7 2A1 V/R 11/25/35","title":"GSR MORTGAGE LOAN TRUST 2005-AR7 SER 2005-AR7 CL 2A1 V/R REGD 4.97246000","isin":"US362341WZ88","value_usd":26912.06,"pct_val":0.014338668505,"balance":27783.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#BJ8703 3.5% 05/01/49","title":"FANNIE MAE POOL UMBS P#BJ8703 3.50000000","isin":"US3140HAU579","value_usd":25607.59,"pct_val":0.013643650624,"balance":27054.21,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"EHMU 2007-1 V/R 06/15/44 /GBP/","title":"EUROHOME UK MORTGAGES 2007 -1 PLC SER 2007-1 CL A V/R REGD REG S /GBP/ 4.25310000","isin":"XS0290416527","value_usd":23906.39,"pct_val":0.012737256135,"balance":18100.19,"units":"PA","currency":null,"asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KRED 1.5% 10/01/53/DKK/","title":"NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000","isin":"DK0002050368","value_usd":22976.82,"pct_val":0.012241983901,"balance":178226.65,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#RB5012 3.5% 10/01/39","title":"FREDDIE MAC POOL UMBS P#RB5012 3.50000000","isin":"US3133KYR921","value_usd":22700.74,"pct_val":0.012094889268,"balance":23498.62,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#QI5805 5% 05/01/54","title":"FREDDIE MAC POOL UMBS P#QI5805 5.00000000","isin":"US3133WCNW09","value_usd":21864,"pct_val":0.011649076592,"balance":21802.37,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNW 2004-W12 1A1 6% 7/25/44","title":"FNW 2004-W12 1A1 6% 7/25/44 6.00000000","isin":"US31394A6Y70","value_usd":18570.71,"pct_val":0.00989442111,"balance":17761.5,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSSP 2007-R6 V/R 1/26/36","title":"BSSP 2007-R6 V/R 1/26/36 5.66300000","isin":"US07402FAA30","value_usd":17778.34,"pct_val":0.009472248643,"balance":25070.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"AUSTRALIAN 1.75% 06/21/51/AUD/","title":"AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000","isin":"AU0000097495","value_usd":17121.38,"pct_val":0.009122222236,"balance":50000,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"USGA","inv_country":"AU","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSAB 2006-4 A6A S/UP 12/25/36","title":"CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 6.18370000","isin":"US12628LAJ98","value_usd":17058.74,"pct_val":0.009088847824,"balance":120849.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARM 2004-19 2A1 V/R 01/25/35","title":"STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER 2004-19 CL 2A1 V/R REGD 5.47810000","isin":"US863579JG47","value_usd":16365.42,"pct_val":0.008719448913,"balance":17539.22,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMI 2005-AR2 2A V/R 05/25/45","title":"STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR2 SER 2005-AR2 CL 2A1 V/R REGD 4.52876000","isin":"US86359LJA89","value_usd":16146.14,"pct_val":0.008602617157,"balance":16745.64,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMI 2005-AR8 A1 V/R 02/25/36","title":"STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000","isin":"US86359LRW18","value_usd":15766.44,"pct_val":0.008400314084,"balance":18329.16,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2006-AR10 2 V/R 09/25/36","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006- SER 2006-AR10 CL 2A1 V/R REGD 4.15284800","isin":"US93363EAF25","value_usd":15608.25,"pct_val":0.008316030905,"balance":18201.11,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHR 2614 SJ V/R 05/15/33","title":"FREDDIE MAC REMICS SER 2614 CL SJ V/R 7.95712500","isin":"US31393QNV04","value_usd":14750.51,"pct_val":0.007859029489,"balance":12804.05,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MEFA 2008-1 A1 V/R 04/25/38","title":"MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 5.52474000","isin":"US57563NAA63","value_usd":14497.77,"pct_val":0.007724370341,"balance":14483.11,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#FM1796 3.5% 10/01/34","title":"FANNIE MAE POOL UMBS P#FM1796 3.50000000","isin":"US3140X47J93","value_usd":13841.3,"pct_val":0.007374605005,"balance":14005.52,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RALI 2007-QO2 A1 V/R 02/25/47","title":"RALI SERIES 2007-QO2 TRUST SER 2007-QO2 CL A1 V/R REGD 4.21876000","isin":"US75116AAA88","value_usd":12218.83,"pct_val":0.006510157635,"balance":40184.27,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FSPC T-62 1A1 V/R 10/25/44","title":"FSPC T-62 1A1 V/R 10/25/44 5.27810000","isin":"US31395HHV50","value_usd":11959.49,"pct_val":0.006371982025,"balance":12974.69,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SAMI 2006-AR5 1A V/R 05/25/36","title":"STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR5 SER 2006-AR5 CL 1A1 V/R REGD 4.48876000","isin":"US86360JAA97","value_usd":11216.23,"pct_val":0.005975975226,"balance":15709.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWALT 2007-7T2 A9 6% 04/25/37","title":"ALTERNATIVE LOAN TRUST 2007-7T2 SER 2007-7T2 CL A9 REGD 6.00000000","isin":"US02147BAJ44","value_usd":10380.66,"pct_val":0.005530785922,"balance":25376.31,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HVMLT 2005-3 2A1 V/R 06/19/35","title":"HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 4.55330000","isin":"US41161PMG53","value_usd":10074.45,"pct_val":0.005367638111,"balance":10217.21,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWALT 2007-11T V/R 05/25/37","title":"CWALT 2007-11T V/R 05/25/37 4.41876000","isin":"US02150GAN88","value_usd":9966.11,"pct_val":0.00530991487,"balance":32787.91,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAST 2006-R1 A2 V/R 01/25/46","title":"RESIDENTIAL ASSET SECURITIZATION TRUST 2006-R1 SER 2006-R1 CL A2 V/R REGD 4.46876000","isin":"US76113MAB19","value_usd":9806.97,"pct_val":0.005225125533,"balance":36572.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2005-AR13 A V/R 10/25/45","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 4.64876000","isin":"US92922F4M79","value_usd":9225.07,"pct_val":0.004915090879,"balance":9447.4,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WMALT 2006-AR5 3 V/R 07/25/46","title":"WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2006-AR5 CL 3A V/R REGD 5.01810000","isin":"US93935AAC62","value_usd":8645.73,"pct_val":0.004606420186,"balance":13787.25,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#841068 V/R 11/01/34","title":"FANNIE MAE POOL UMBS P#841068 V/R 6.34600000","isin":"US31407UMR58","value_usd":8337.33,"pct_val":0.00444210555,"balance":8022.41,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2005-11 3A1 V/R 04/25/35","title":"CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 3.64908900","isin":"US12669GUM13","value_usd":7835.34,"pct_val":0.004174646715,"balance":10893.8,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"HVMLT 2005-2 2A1 V/R 05/19/35","title":"HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 4.51330000","isin":"US41161PLR28","value_usd":7745.81,"pct_val":0.004126945387,"balance":7925.07,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWALT 2007-16C 6.25% 08/25/37","title":"ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000","isin":"US02152AAY55","value_usd":7373.92,"pct_val":0.00392880346,"balance":16428.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CSMC 2007-5R A5 6.5% 07/26/36","title":"CSMC TRUST 2007-5R SER 2007-5R CL A5 REGD 6.50000000","isin":"US12640QAE35","value_usd":7208.13,"pct_val":0.003840471023,"balance":34400.21,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GMACM 2005-AR6 3 V/R 11/19/35","title":"GMACM MORTGAGE LOAN TRUST 2005-AR6 SER 2005-AR6 CL 3A1 V/R REGD 3.72406600","isin":"US36185MBL54","value_usd":5592.34,"pct_val":0.002979582738,"balance":6356.98,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FSPC T-35 A V/R 9/25/31","title":"FSPC T-35 A V/R 9/25/31 4.46628000","isin":"US313398VT33","value_usd":4894.75,"pct_val":0.002607908783,"balance":4906.9,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"RAST 2005-A15  5.75% 02/25/36","title":"RESIDENTIAL ASSET SECURITIZATION TRUST 2005-A15 SER 2005-A15 CL 5A1 REGD 5.75000000","isin":"US45660L4G12","value_usd":4720.57,"pct_val":0.002515106178,"balance":13318.82,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSARM 2004-2 22A V/R 05/25/34","title":"BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 0.00000000","isin":"US07384MN322","value_usd":4239.45,"pct_val":0.00225876682,"balance":4331.48,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BAFC 2006 A 1A1 V/R 2/20/36","title":"BANC OF AMERICA FUNDING CORPORATION SEREIS 2006 A CLASS 1A1 5.80046000","isin":"US058927AA22","value_usd":4003.93,"pct_val":0.002133282438,"balance":4186.73,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2005-HYB9 3 V/R 02/20/36","title":"CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 3A2A V/R REGD 6.22417000","isin":"US126670JY52","value_usd":3856.15,"pct_val":0.002054545677,"balance":4300.19,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKRE 1% 10/01/50/DKK/","title":"JYSKE REALKREDIT A/S /DKK/ REGD SER CCE. 1.00000000","isin":"DK0009397739","value_usd":3713.45,"pct_val":0.001978515526,"balance":31657.75,"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":"TRY/USD FWD 20251215 000011553 USD","isin":null,"value_usd":3554.42,"pct_val":0.001893784797,"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":"FNR 2006-48 TF V/R 06/25/36","title":"FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000","isin":"US31395NLE57","value_usd":3224.25,"pct_val":0.001717871167,"balance":3245.86,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNR 2003-34 A1 6% 04/25/43","title":"FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000","isin":"US31393CEY57","value_usd":3050.11,"pct_val":0.001625089873,"balance":3004.88,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNGT 2004-T3 1A1 6% 2/25/44","title":"FNGT 2004-T3 1A1 6% 2/25/44 6.00000000","isin":"US31393YU521","value_usd":3048.09,"pct_val":0.001624013623,"balance":3021.99,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 02-AR9 1A V/R 8/25/42","title":"WAMU 02-AR9 1A V/R 8/25/42 5.47810000","isin":"US9393357P40","value_usd":2344.34,"pct_val":0.001249057638,"balance":2387.6,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHR 4579 SD V/R 01/15/38","title":"FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500","isin":"US3137BPS836","value_usd":2333.22,"pct_val":0.001243132934,"balance":45579.18,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FHR 2391 FJ V/R 04/15/28","title":"FREDDIE MAC REMICS SER 2391 CL FJ V/R 4.75650000","isin":"US31339LU240","value_usd":2265.09,"pct_val":0.001206833465,"balance":2264.7,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNR 2017-121 PE 3% 07/20/46","title":"GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000","isin":"US38380TV370","value_usd":2196.32,"pct_val":0.001170193006,"balance":2225.53,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWALT 2005-21C 5.25% 06/25/35","title":"ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000","isin":"US12667GKC68","value_usd":2080.17,"pct_val":0.001108308619,"balance":2757.56,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"UMBS P#889649 6.5% 08/01/37","title":"FANNIE MAE POOL UMBS P#889649 6.50000000","isin":"US31410KL695","value_usd":1482.31,"pct_val":0.000789770523,"balance":1449.4,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSARM 2004-2 23A V/R 05/25/34","title":"BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 0.00000000","isin":"US07384MN579","value_usd":1301.09,"pct_val":0.000693217026,"balance":1428.14,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GSR 2003-1 A2 V/R 03/25/33","title":"GSR MORTGAGE LOAN TRUST 2003-1 SER 2003-1 CL A2 V/R REGD 5.88000000","isin":"US36229RJJ95","value_usd":1276.98,"pct_val":0.000680371287,"balance":1265.41,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSARM 2003-5 1A2 V/R 08/25/33","title":"BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 5.03283000","isin":"US07384MWG31","value_usd":1274,"pct_val":0.000678783551,"balance":1295.9,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARM 2004-1 4A1 V/R 02/25/34","title":"STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER 2004-1 CL 4A1 V/R REGD 6.33503500","isin":"US86359BGF22","value_usd":1200.09,"pct_val":0.000639404515,"balance":1237.38,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"MLMI 2003-A2 1A1 V/R 02/25/33","title":"MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 6.19940000","isin":"US589929M704","value_usd":1199.75,"pct_val":0.000639223364,"balance":1271.52,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"BSARM 2003-7 6A V/R 10/25/33","title":"BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 6A V/R REGD 5.74377000","isin":"US07384MYW62","value_usd":1184.32,"pct_val":0.000631002304,"balance":1218.36,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"WAMU 2003-AR5 A7 V/R 06/25/33","title":"WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR5 SER 2003-AR5 CL A7 V/R REGD 5.73569400","isin":"US929227R651","value_usd":831.95,"pct_val":0.000443260577,"balance":830.77,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ESC LEHMAN BR 0.0% 12/30/16","title":"ESC LEHMAN BRTH HLD 0.00000000","isin":"US525ESC0B69","value_usd":780,"pct_val":0.000415581766,"balance":1300000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"GNMA II P#4239 6% 09/20/38","title":"GINNIE MAE II POOL P#4239 6.00000000","isin":"US36202EV891","value_usd":556.5,"pct_val":0.000296501606,"balance":545.38,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGSE","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2003-A2 3A V/R 11/25/33","title":"JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 5.87136000","isin":"US466247AZ62","value_usd":541.67,"pct_val":0.000288600224,"balance":557.84,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"SARM 2004-4 3A2 V/R 04/25/34","title":"STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES  SER 2004-4 CL 3A2 V/R REGD 6.09072000","isin":"US86359BNU16","value_usd":434.6,"pct_val":0.000231553635,"balance":438.32,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"CWHL 2005-3 2A1 V/R 4/25/35","title":"CWHL 2005-3 2A1 V/R 4/25/35 4.64876000","isin":"US12669GTV31","value_usd":416.18,"pct_val":0.000221739512,"balance":423.59,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JPMMT 2005-A1 6T V/R 02/25/35","title":"JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 5.56043000","isin":"US466247LZ44","value_usd":308.81,"pct_val":0.000164533083,"balance":316.46,"units":"PA","currency":"USD","asset_cat":"ABS-CBDO","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT 1% 10/01/50/DKK/","title":"NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000","isin":"DK0002044718","value_usd":1.82,"pct_val":9.6969e-7,"balance":14.99,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KRED 1.5% 10/01/53/DKK/","title":"NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000","isin":"DK0002050012","value_usd":1.06,"pct_val":5.64764e-7,"balance":10,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"JYSKE REALKRE 1% 10/01/50/DKK/","title":"JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000","isin":"DK0009397069","value_usd":1.03,"pct_val":5.48781e-7,"balance":8.42,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REAL 1% 10/01/50/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000","isin":"DK0009522815","value_usd":0.53,"pct_val":2.82382e-7,"balance":4.29,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KREDIT 1% 10/01/50/DKK/","title":"NORDEA KREDIT REALKREDIT /DKK/ REGD REG S SER CC2 1.00000000","isin":"DK0002044551","value_usd":0.39,"pct_val":2.0779e-7,"balance":3.05,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REAL 1% 10/01/50/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01EE 1.00000000","isin":"DK0009524431","value_usd":0.33,"pct_val":1.75823e-7,"balance":2.58,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REAL 1% 10/01/53/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E 1.00000000","isin":"DK0009527376","value_usd":0.3,"pct_val":1.59839e-7,"balance":2.65,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT  1.5% 10/01/53/DKK/","title":"REALKREDIT DANMARK /DKK/ REGD REG S SER 27S 1.50000000","isin":"DK0004619384","value_usd":0.24,"pct_val":1.27871e-7,"balance":1.97,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NORDEA KRED 1.5% 10/01/50/DKK/","title":"NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000","isin":"DK0002044122","value_usd":0.16,"pct_val":8.5247e-8,"balance":1.24,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT RE 1.5% 10/01/50/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E 1.50000000","isin":"DK0009521254","value_usd":0.15,"pct_val":7.9919e-8,"balance":1.21,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"NYKREDIT REAL 1% 10/01/53/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E* 1.00000000","isin":"DK0009527293","value_usd":0.14,"pct_val":7.4591e-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 RE 1.5% 10/01/52/DKK/","title":"NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01EE 1.50000000","isin":"DK0009528424","value_usd":0.13,"pct_val":6.9263e-8,"balance":1.08,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"REALKREDIT DA 1% 10/01/50/DKK/","title":"REALKREDIT DANMARK /DKK/ REGD REG S SER CCS 1.00000000","isin":"DK0004612454","value_usd":0.13,"pct_val":6.9263e-8,"balance":1.07,"units":"PA","currency":null,"asset_cat":"DBT","issuer_cat":"CORP","inv_country":"DK","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"FNMA 30YR TBA 3.5% JAN 26","title":"FNMA 30YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000","isin":"US01F0326177","value_usd":-277430.29,"pct_val":-0.14781406408,"balance":-300000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNMA 30YR TBA 6% JAN 26","title":"FNMA 30YR TBA 6% JAN 26        TO BE ANNOUNCED 6.00000000","isin":"US01F0606180","value_usd":-373676.42,"pct_val":-0.19909372655,"balance":-365000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNMA 30YR TBA 2.5% JAN 26","title":"FNMA 30YR TBA 2.5% JAN 26     TO BE ANNOUNCED 2.50000000","isin":"US01F0226187","value_usd":-595818.89,"pct_val":-0.31745059846,"balance":-700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNCL 30YR TBA 5.5% DEC 25","title":"FNCL 30YR TBA 5.5% DEC 25      TO BE ANNOUNCED 5.50000000","isin":"US01F0526C13","value_usd":-708933.6,"pct_val":-0.37771779204,"balance":-700000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNMA 30YR TBA 4.5% JAN 26","title":"FNMA 30YR TBA 4.5% JAN 26      TO BE ANNOUNCED 4.50000000","isin":"US01F0426167","value_usd":-1920255.03,"pct_val":-1.02310638132,"balance":-1963000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNMA TBA 15YR 2% DEC 25","title":"FNMA TBA 15YR 2% DEC 25       TO BE ANNOUNCED 2.00000000","isin":"US01F0204C04","value_usd":-1941952.24,"pct_val":-1.03466659268,"balance":-2100000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"FNMA TBA 30YR 3% JAN 26","title":"FNMA TBA 30YR 3% JAN 26        TO BE ANNOUNCED 3.00000000","isin":"US01F0306112","value_usd":-2220916.63,"pct_val":-1.18329802086,"balance":-2500000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"},{"issuer_name":"UMBS TBA 30YR 2% DEC 25","title":"UMBS TBA 30YR 2% DEC 25        TO BE ANNOUNCED 2.00000000","isin":"US01F0206C85","value_usd":-14691488.66,"pct_val":-7.82758308891,"balance":-18050000,"units":"PA","currency":"USD","asset_cat":"ABS-MBS","issuer_cat":"USGA","inv_country":"US","fair_val_level":"2","payoff_profile":"Short"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=875186&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/international-fixed-income-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/international-fixed-income-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: International Fixed Income Fund | LEI: Q50Z4ID12W7DFFPENU57 | 400 positions totaling $182,721,053 across ABS-CBDO, DFE, ABS-MBS, STIV, DBT | Filing: Tue Jan 27 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-01-28"}