iShares International Treasury Bond ETF Fund Holdings as of,"27-Mar-2024" Inception Date,"21-Jan-2009" Shares Outstanding,"13,200,000.00" Stock,"-" Bond,"-" Cash,"-" Other,"-"   Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Price,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","5,418,785.12","1.03","5,418,785.12","29,327,516.00","-","DK0009922320","B3FNDZ0","18.24","Denmark","-","USD","11.79","2.49","6.89","15-Nov-2039","4.50","11.61","-","2.49","11.61","2.49","DKK","15-Nov-2007","14-Nov-2008" "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","3,523,003.78","0.67","3,523,003.78","25,895,000.00","-","DK0009923567","BDG6ZK7","13.58","Denmark","-","USD","3.56","2.36","6.89","15-Nov-2027","0.50","3.52","-","2.36","3.52","2.36","DKK","15-Nov-2016","27-Jan-2017" "SWEDEN (KINGDOM OF) RegS","Treasuries","Fixed Income","2,836,088.52","0.54","2,836,088.52","31,270,000.00","-","SE0007125927","BZ2J6S9","9.03","Sweden","-","USD","2.56","2.65","10.61","12-Nov-2026","1.00","2.53","-","2.65","2.53","2.65","SEK","12-Nov-2014","22-May-2015" "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","2,806,325.20","0.54","2,806,325.20","22,903,000.00","-","DK0009924102","BN4NBB3","12.25","Denmark","-","USD","7.56","2.24","6.89","15-Nov-2031","0.00","7.47","-","2.24","7.47","2.24","DKK","15-Nov-2020","22-Jan-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","2,751,538.77","0.52","2,751,538.77","4,016,000.00","135087L51","CA135087L518","BMXWMX3","68.50","Canada","-","USD","1.89","4.01","1.36","01-Mar-2026","0.25","1.89","-","4.01","1.89","4.01","CAD","09-Oct-2020","09-Oct-2020" "ISRAEL (STATE OF)","Treasuries","Fixed Income","2,701,326.44","0.52","2,701,326.44","11,920,000.00","-","IL0011609851","BK51X64","22.67","Israel","-","USD","5.73","4.19","3.68","31-Mar-2030","1.00","5.61","-","4.19","5.61","4.19","ILS","05-Nov-2019","05-Nov-2019" "SWEDEN (KINGDOM OF)","Treasuries","Fixed Income","2,464,142.49","0.47","2,464,142.49","28,410,000.00","-","SE0011281922","BZ15FS1","8.65","Sweden","-","USD","5.45","2.33","10.61","12-Nov-2029","0.75","5.38","-","2.33","5.38","2.33","SEK","12-Nov-2017","01-Jun-2018" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","2,391,242.52","0.46","2,391,242.52","4,257,000.00","-","NZGOVDT433C9","BYZTRB9","55.23","New Zealand","-","USD","7.47","4.58","1.67","14-Apr-2033","3.50","7.47","-","4.58","7.47","4.58","NZD","14-Oct-2015","22-Oct-2015" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","2,316,985.08","0.44","2,316,985.08","2,203,290.00","-","IE00BV8C9418","BV8C941","104.22","Ireland","-","USD","2.07","2.80","0.92","15-May-2026","1.00","2.05","-","2.80","2.05","2.80","EUR","14-Jan-2016","14-Jan-2016" "IRELAND (REPUBLIC OF)","Treasuries","Fixed Income","2,307,345.16","0.44","2,307,345.16","2,091,656.00","-","IE00B4TV0D44","B4TV0D4","110.09","Ireland","-","USD","0.94","3.52","0.92","13-Mar-2025","5.40","0.93","-","3.52","0.93","3.52","EUR","13-Oct-2009","13-Oct-2009" "ISRAEL (STATE OF)","Treasuries","Fixed Income","2,230,676.49","0.43","2,230,676.49","8,478,000.00","-","IL0011626681","BKTHM61","26.19","Israel","-","USD","1.06","4.02","3.68","30-Apr-2025","0.50","1.05","-","4.02","1.05","4.02","ILS","04-Feb-2020","04-Feb-2020" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","2,180,695.01","0.42","2,180,695.01","3,074,000.00","-","SGXF29144064","BNC0N76","70.79","Singapore","-","USD","1.57","3.45","1.35","01-Nov-2025","0.50","1.56","-","3.45","1.56","3.45","SGD","02-Nov-2020","02-Nov-2020" "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","2,157,421.07","0.41","2,157,421.07","15,033,000.00","-","DK0009923138","BMTRT97","14.26","Denmark","-","USD","1.60","2.83","6.89","15-Nov-2025","1.75","1.57","-","2.83","1.57","2.83","DKK","15-Nov-2013","23-May-2014" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","2,148,602.31","0.41","2,148,602.31","1,963,000.00","-","AT0000A324S8","BQ2JXZ2","109.15","Austria","-","USD","7.88","2.79","0.92","20-Feb-2033","2.90","7.74","-","2.79","7.74","2.79","EUR","11-Jan-2023","11-Jan-2023" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","2,145,527.61","0.41","2,145,527.61","2,036,000.00","-","FI4000167317","BYNQQC6","104.88","Finland","-","USD","1.44","3.04","0.92","15-Sep-2025","0.88","1.42","-","3.04","1.42","3.04","EUR","01-Sep-2015","01-Sep-2015" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","2,134,240.17","0.41","2,134,240.17","1,769,100.00","63982A9P4","NL0000102317","5428566","119.47","Netherlands","-","USD","3.48","2.59","0.92","15-Jan-2028","5.50","3.43","-","2.59","3.43","2.59","EUR","15-Jan-1998","15-Jan-1998" "ISRAEL (STATE OF)","Treasuries","Fixed Income","2,112,573.70","0.40","2,112,573.70","8,294,000.00","-","IL0011508798","BD1ZZV0","25.17","Israel","-","USD","4.19","4.09","3.68","28-Sep-2028","2.25","4.11","-","4.09","4.11","4.09","ILS","03-Jul-2018","03-Jul-2018" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","2,094,240.80","0.40","2,094,240.80","2,074,000.00","-","FR0013286192","BFCMG88","100.30","France","-","USD","4.04","2.63","0.92","25-May-2028","0.75","3.98","-","2.63","3.98","2.63","EUR","25-May-2017","09-Oct-2017" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","2,091,373.43","0.40","2,091,373.43","2,034,000.00","-","NL0015000QL2","BMX7ZJ5","102.82","Netherlands","-","USD","1.78","2.87","0.92","15-Jan-2026","0.00","1.75","-","2.87","1.75","2.87","EUR","13-Jan-2022","13-Jan-2022" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","2,084,727.21","0.40","2,084,727.21","23,454,000.00","-","NO0010821598","BG0WMQ7","8.72","Norway","-","USD","3.81","3.59","10.79","26-Apr-2028","2.00","3.75","-","3.59","3.75","3.59","NOK","26-Apr-2018","26-Apr-2018" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","2,067,900.51","0.39","2,067,900.51","1,838,000.00","-","BE0000357666","BQVX247","110.03","Belgium","-","USD","7.95","2.79","0.92","22-Jun-2033","3.00","7.82","-","2.79","7.82","2.79","EUR","17-Jan-2023","17-Jan-2023" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","2,035,914.19","0.39","2,035,914.19","2,002,000.00","-","IE00BH3SQ895","BH3SQ89","100.66","Ireland","-","USD","4.91","2.57","0.92","15-May-2029","1.10","4.84","-","2.57","4.84","2.57","EUR","16-Jan-2019","16-Jan-2019" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,995,252.96","0.38","1,995,252.96","1,952,940.00","-","IE00BDHDPR44","BDHDPR4","101.32","Ireland","-","USD","3.99","2.54","0.92","15-May-2028","0.90","3.94","-","2.54","3.94","2.54","EUR","10-Jan-2018","10-Jan-2018" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","1,971,240.95","0.38","1,971,240.95","2,194,000.00","-","IE00BMD03L28","BMD03L2","89.68","Ireland","-","USD","8.33","2.61","0.92","18-Oct-2032","0.35","8.21","-","2.61","8.21","2.61","EUR","20-Jan-2022","20-Jan-2022" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,966,561.99","0.37","1,966,561.99","1,563,794.00","07799M9C7","BE0000291972","5423594","119.82","Belgium","-","USD","3.50","2.64","0.92","28-Mar-2028","5.50","3.45","-","2.64","3.45","2.64","EUR","28-Mar-1997","26-Feb-1998" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,964,144.82","0.37","1,964,144.82","1,790,726.00","-","FR0011317783","B7PZQR7","108.43","France","-","USD","3.38","2.69","0.92","25-Oct-2027","2.75","3.33","-","2.69","3.33","2.69","EUR","25-Oct-2011","11-Sep-2012" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,958,134.49","0.37","1,958,134.49","7,351,000.00","-","IL0011355570","BY4JXZ6","26.37","Israel","-","USD","1.38","3.98","3.68","31-Aug-2025","1.75","1.36","-","3.98","1.36","3.98","ILS","06-May-2015","06-May-2015" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,925,340.15","0.37","1,925,340.15","8,288,000.00","-","IL0011401937","BD0XP82","23.24","Israel","-","USD","14.63","4.81","3.68","31-Mar-2047","3.75","14.46","-","4.81","14.46","4.81","ILS","07-Mar-2017","07-Mar-2017" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,915,207.45","0.37","1,915,207.45","1,496,000.00","-","FR0000571218","B2PHZ59","122.54","France","-","USD","4.36","2.67","0.92","25-Apr-2029","5.50","4.29","-","2.67","4.29","2.67","EUR","25-Apr-1997","12-Mar-1998" "DENMARK KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,908,945.43","0.36","1,908,945.43","13,181,000.00","-","DK0009924532","BMWWVP9","14.36","Denmark","-","USD","8.61","2.37","6.89","15-Nov-2033","2.25","8.50","-","2.37","8.50","2.37","DKK","15-Nov-2022","10-Feb-2023" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,900,249.84","0.36","1,900,249.84","7,409,000.00","-","IL0011393449","BYXVJC2","25.65","Israel","-","USD","2.89","4.03","3.68","31-Mar-2027","2.00","2.84","-","4.03","2.84","4.03","ILS","08-Nov-2016","08-Nov-2016" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,882,415.36","0.36","1,882,415.36","1,871,000.00","-","FI4000278551","BF44L76","100.32","Finland","-","USD","3.40","2.73","0.92","15-Sep-2027","0.50","3.35","-","2.73","3.35","2.73","EUR","06-Sep-2017","06-Sep-2017" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,854,283.73","0.35","1,854,283.73","8,427,000.00","-","IL0011806606","BMF4W71","21.68","Israel","-","USD","7.41","4.32","3.68","30-Apr-2032","1.30","7.26","-","4.32","7.26","4.32","ILS","05-Oct-2021","05-Oct-2021" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,833,051.30","0.35","1,833,051.30","1,744,540.00","-","FR0012938116","BZ2K0F7","104.71","France","-","USD","1.63","3.02","0.92","25-Nov-2025","1.00","1.61","-","3.02","1.61","3.02","EUR","25-Nov-2014","07-Sep-2015" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,819,202.66","0.35","1,819,202.66","2,395,000.00","-","SG3261987691","B9L2YV6","75.78","Singapore","-","USD","8.03","3.11","1.35","01-Sep-2033","3.38","8.03","-","3.11","8.03","3.11","SGD","02-Sep-2013","02-Sep-2013" "SWEDEN (KINGDOM OF) RegS","Treasuries","Fixed Income","1,816,462.00","0.35","1,816,462.00","19,005,000.00","-","SE0005676608","BJMYYC2","9.35","Sweden","-","USD","1.08","3.20","10.61","12-May-2025","2.50","1.07","-","3.20","1.07","3.20","SEK","12-May-2013","03-Feb-2014" "AUSTRIA (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,798,880.32","0.34","1,798,880.32","1,443,000.00","-","AT0000383864","BYY6WR2","119.93","Austria","-","USD","2.95","2.76","0.92","15-Jul-2027","6.25","2.90","-","2.76","2.90","2.76","EUR","15-Jul-1997","11-Jul-1997" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,791,502.27","0.34","1,791,502.27","9,274,000.00","-","IL0011661803","BMHKKJ5","18.98","Israel","-","USD","11.29","4.61","3.68","31-May-2037","1.50","11.06","-","4.61","11.06","4.61","ILS","12-May-2020","12-May-2020" "NEW ZEALAND (GOVERNMENT OF) RegS","Treasuries","Fixed Income","1,783,446.86","0.34","1,783,446.86","2,911,000.00","-","NZGOVDT427C1","BNZB138","60.06","New Zealand","-","USD","2.77","4.47","1.67","15-Apr-2027","4.50","2.77","-","4.47","2.77","4.47","NZD","15-Apr-2014","09-Jul-2014" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,768,744.08","0.34","1,768,744.08","1,768,000.00","-","BE0000347568","BHXH5N4","99.30","Belgium","-","USD","5.04","2.60","0.92","22-Jun-2029","0.90","4.97","-","2.60","4.97","2.60","EUR","15-Jan-2019","15-Jan-2019" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,746,956.32","0.33","1,746,956.32","3,168,000.00","-","NZGOVDT526C0","-","55.03","New Zealand","-","USD","2.07","4.62","1.67","15-May-2026","0.50","2.07","-","4.62","2.07","4.62","NZD","15-Nov-2020","10-Feb-2021" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,720,832.89","0.33","1,720,832.89","2,365,000.00","-","SG31A8000003","BD1RKM2","72.26","Singapore","-","USD","2.09","3.36","1.35","01-Jun-2026","2.13","2.09","-","3.36","2.09","3.36","SGD","01-Jun-2016","01-Jun-2016" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,699,091.72","0.32","1,699,091.72","1,623,000.00","-","FR0013415627","BGRX2V8","104.69","France","-","USD","0.98","3.38","0.92","25-Mar-2025","0.00","0.96","-","3.38","0.96","3.38","EUR","25-Mar-2019","24-Apr-2019" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,685,528.79","0.32","1,685,528.79","18,952,000.00","-","NO0010757925","BYQ7187","8.88","Norway","-","USD","1.85","3.83","10.79","19-Feb-2026","1.50","1.81","-","3.83","1.81","3.83","NOK","19-Feb-2016","19-Feb-2016" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,672,099.11","0.32","1,672,099.11","2,639,000.00","-","AU000XCLWAU3","BYXQH78","62.74","Australia","-","USD","4.27","3.65","1.53","21-Nov-2028","2.75","4.27","-","3.65","4.27","3.65","AUD","21-Nov-2016","02-Mar-2017" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,669,954.64","0.32","1,669,954.64","1,658,000.00","-","FR001400AIN5","BNNJPW1","100.65","France","-","USD","3.82","2.65","0.92","25-Feb-2028","0.75","3.77","-","2.65","3.77","2.65","EUR","25-Feb-2022","23-May-2022" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,663,574.01","0.32","1,663,574.01","1,613,000.00","-","AT0000A1K9C8","BYN4DC9","102.78","Austria","-","USD","2.51","2.80","0.92","20-Oct-2026","0.75","2.47","-","2.80","2.47","2.80","EUR","23-Feb-2016","23-Feb-2016" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,652,333.63","0.32","1,652,333.63","1,674,000.00","-","FI4000348727","BGB6MW4","98.42","Finland","-","USD","4.37","2.67","0.92","15-Sep-2028","0.50","4.30","-","2.67","4.30","2.67","EUR","04-Sep-2018","04-Sep-2018" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,630,369.96","0.31","1,630,369.96","1,558,000.00","-","DE0001141810","BKF90G7","104.65","Germany","-","USD","1.02","3.27","0.92","11-Apr-2025","0.00","1.01","-","3.27","1.01","3.27","EUR","31-Jan-2020","31-Jan-2020" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,616,273.27","0.31","1,616,273.27","1,752,000.00","-","IE00BV8C9186","BV8C918","92.03","Ireland","-","USD","16.65","2.97","0.92","18-Feb-2045","2.00","16.38","-","2.97","16.38","2.97","EUR","10-Feb-2015","10-Feb-2015" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,600,887.12","0.31","1,600,887.12","2,227,000.00","-","SGXF46767848","BPG5C63","71.59","Singapore","-","USD","7.39","3.10","1.35","01-Aug-2032","2.63","7.39","-","3.10","7.39","3.10","SGD","01-Aug-2022","01-Aug-2022" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,599,498.71","0.30","1,599,498.71","6,281,000.00","-","IL0011746976","BMWPRZ0","25.46","Israel","-","USD","1.88","4.02","3.68","27-Feb-2026","0.50","1.84","-","4.02","1.84","4.02","ILS","07-Apr-2021","07-Apr-2021" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,597,905.15","0.30","1,597,905.15","2,255,000.00","-","SGXF12888537","BP4D322","70.49","Singapore","-","USD","2.51","3.26","1.35","01-Nov-2026","1.25","2.51","-","3.26","2.51","3.26","SGD","01-Nov-2021","01-Nov-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,596,902.14","0.30","1,596,902.14","1,428,000.00","-","FI4000550249","-","110.11","Finland","-","USD","8.18","2.79","0.92","15-Sep-2033","3.00","8.05","-","2.79","8.05","2.79","EUR","04-May-2023","04-May-2023" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,573,211.40","0.30","1,573,211.40","1,955,000.00","-","IE00BH3SQB22","BH3SQB2","79.07","Ireland","-","USD","20.28","3.00","0.92","15-May-2050","1.50","19.93","-","3.00","19.93","3.00","EUR","16-May-2019","16-May-2019" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,566,301.21","0.30","1,566,301.21","2,089,000.00","-","SG7J60932174","B1SVY32","74.80","Singapore","-","USD","2.76","3.19","1.35","01-Mar-2027","3.50","2.76","-","3.19","2.76","3.19","SGD","01-Mar-2007","01-Mar-2007" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","1,562,452.50","0.30","1,562,452.50","1,749,000.00","-","IE00BMQ5JL65","BMQ5JL6","89.33","Ireland","-","USD","7.48","2.57","0.92","18-Oct-2031","0.00","7.37","-","2.57","7.37","2.57","EUR","12-Jan-2021","12-Jan-2021" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,550,271.12","0.30","1,550,271.12","2,191,000.00","-","SG31A7000004","BDCFY67","70.61","Singapore","-","USD","16.20","3.05","1.35","01-Mar-2046","2.75","16.17","-","3.05","16.17","3.05","SGD","01-Mar-2016","01-Mar-2016" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,536,773.79","0.29","1,536,773.79","1,359,830.00","-","FR0010916924","B3X0WD4","109.53","France","-","USD","1.96","2.89","0.92","25-Apr-2026","3.50","1.92","-","2.89","1.92","2.89","EUR","25-Apr-2010","06-Jul-2010" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,521,049.97","0.29","1,521,049.97","1,378,000.00","-","NL0010721999","BJZ2W85","109.80","Netherlands","-","USD","16.97","2.66","0.92","15-Jan-2047","2.75","16.75","-","2.66","16.75","2.66","EUR","21-Feb-2014","21-Feb-2014" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,504,798.00","0.29","1,504,798.00","2,396,000.00","-","AU0000274706","BRJTML1","62.20","Australia","-","USD","8.71","4.04","1.53","21-Dec-2034","3.50","8.73","-","4.04","8.73","4.04","AUD","21-Dec-2022","26-Apr-2023" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,503,831.24","0.29","1,503,831.24","1,203,000.00","-","NL0009446418","B4NCHT8","124.21","Netherlands","-","USD","13.38","2.69","0.92","15-Jan-2042","3.75","13.20","-","2.69","13.20","2.69","EUR","21-May-2010","21-May-2010" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,499,379.52","0.29","1,499,379.52","18,216,000.00","-","NO0010875230","BLKQFG5","8.15","Norway","-","USD","5.99","3.50","10.79","19-Aug-2030","1.38","5.89","-","3.50","5.89","3.50","NOK","19-Feb-2020","19-Feb-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","1,496,461.64","0.29","1,496,461.64","2,305,000.00","135087M27","CA135087M276","BMDV7H9","64.57","Canada","-","USD","6.66","3.44","1.36","01-Jun-2031","1.50","6.65","-","3.44","6.65","3.44","CAD","26-Apr-2021","26-Apr-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,489,700.31","0.28","1,489,700.31","1,632,000.00","-","FI4000441878","BN15SM2","91.28","Finland","-","USD","6.40","2.66","0.92","15-Sep-2030","0.00","6.30","-","2.66","6.30","2.66","EUR","02-Sep-2020","02-Sep-2020" "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","1,474,929.40","0.28","1,474,929.40","18,313,000.00","-","DK0009924029","BM962D9","8.04","Denmark","-","USD","26.83","2.43","6.89","15-Nov-2052","0.25","26.52","-","2.43","26.52","2.43","DKK","15-Nov-2019","03-Apr-2020" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","1,458,262.35","0.28","1,458,262.35","1,566,930.00","-","IE00BKFVC899","BMTCVJ6","92.97","Ireland","-","USD","6.44","2.56","0.92","18-Oct-2030","0.20","6.35","-","2.56","6.35","2.56","EUR","16-Jun-2020","16-Jun-2020" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,458,004.46","0.28","1,458,004.46","2,746,000.00","-","AU0000101792","BMGX738","52.87","Australia","-","USD","7.18","3.89","1.53","21-Nov-2031","1.00","7.18","-","3.89","7.18","3.89","AUD","21-May-2020","02-Sep-2020" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","1,451,188.95","0.28","1,451,188.95","1,246,910.00","-","BE0000324336","B4PMNY3","111.53","Belgium","-","USD","1.86","2.90","0.92","28-Mar-2026","4.50","1.83","-","2.90","1.83","2.90","EUR","14-Jun-2011","14-Jun-2011" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,448,680.88","0.28","1,448,680.88","1,482,000.00","-","FR0013407236","BJJTMZ9","97.30","France","-","USD","5.02","2.61","0.92","25-May-2029","0.50","4.95","-","2.61","4.95","2.61","EUR","25-May-2018","11-Mar-2019" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,440,121.55","0.27","1,440,121.55","1,406,000.00","-","FR0013508470","BMD7R55","102.43","France","-","USD","1.89","2.91","0.92","25-Feb-2026","0.00","1.86","-","2.91","1.86","2.91","EUR","25-Feb-2020","20-Apr-2020" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,427,579.22","0.27","1,427,579.22","1,051,516.00","-","DE0001135226","7540509","132.01","Germany","-","USD","8.25","2.32","0.92","04-Jul-2034","4.75","8.15","-","2.32","8.15","2.32","EUR","31-Jan-2003","31-Jan-2003" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,419,654.79","0.27","1,419,654.79","1,532,000.00","-","AT0000A2CQD2","BL6VL11","92.67","Austria","-","USD","5.84","2.66","0.92","20-Feb-2030","0.00","5.75","-","2.66","5.75","2.66","EUR","05-Feb-2020","05-Feb-2020" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,400,487.97","0.27","1,400,487.97","4,771,000.00","-","IL0010994569","B23PY36","28.67","Israel","-","USD","2.38","4.00","3.68","30-Oct-2026","6.25","2.33","-","4.00","2.33","4.00","ILS","07-Nov-2006","08-Nov-2006" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,386,955.62","0.26","1,386,955.62","1,400,000.00","-","FI4000523238","-","98.21","Finland","-","USD","7.84","2.74","0.92","15-Sep-2032","1.50","7.71","-","2.74","7.71","2.74","EUR","01-Jun-2022","01-Jun-2022" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,386,431.96","0.26","1,386,431.96","1,566,000.00","-","FR0014002WK3","BNKF953","88.53","France","-","USD","7.58","2.65","0.92","25-Nov-2031","0.00","7.47","-","2.65","7.47","2.65","EUR","25-Nov-2020","12-Apr-2021" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,378,245.37","0.26","1,378,245.37","1,430,000.00","-","IE00BV8C9B83","BV8C9B8","94.79","Ireland","-","USD","11.44","2.84","0.92","15-May-2037","1.70","11.26","-","2.84","11.26","2.84","EUR","11-Jan-2017","11-Jan-2017" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,372,055.17","0.26","1,372,055.17","2,408,000.00","-","NZGOVDT429C7","BFLVPR8","56.20","New Zealand","-","USD","4.56","4.41","1.67","20-Apr-2029","3.00","4.56","-","4.41","4.56","4.41","NZD","20-Oct-2017","16-Mar-2018" "DENMARK (KINGDOM OF)","Treasuries","Fixed Income","1,367,353.78","0.26","1,367,353.78","10,353,000.00","-","DK0009923807","BJK1TG4","13.18","Denmark","-","USD","5.49","2.24","6.89","15-Nov-2029","0.50","5.44","-","2.24","5.44","2.24","DKK","15-Nov-2018","25-Jan-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","1,367,053.49","0.26","1,367,053.49","1,393,000.00","-","ES0000012K53","BPJHY48","97.57","Spain","-","USD","5.16","2.81","0.92","30-Jul-2029","0.80","5.07","-","2.81","5.07","2.81","EUR","08-Mar-2022","08-Mar-2022" "AUSTRALIA (COMMONWEALTH OF)","Treasuries","Fixed Income","1,364,159.56","0.26","1,364,159.56","2,555,000.00","-","AU0000075681","BKDRWH8","53.11","Australia","-","USD","7.53","3.94","1.53","21-May-2032","1.25","7.53","-","3.94","7.53","3.94","AUD","21-Nov-2019","24-Jan-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","1,362,476.23","0.26","1,362,476.23","1,901,000.00","135087N83","CA135087N837","BMWWJJ9","71.53","Canada","-","USD","3.23","3.63","1.36","01-Sep-2027","2.75","3.23","-","3.63","3.23","3.63","CAD","13-May-2022","13-May-2022" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,361,215.54","0.26","1,361,215.54","1,855,000.00","-","SG7U32949426","B61HV19","73.23","Singapore","-","USD","5.82","3.09","1.35","01-Sep-2030","2.88","5.81","-","3.09","5.81","3.09","SGD","01-Sep-2010","01-Sep-2010" "UK CONV GILT","Treasuries","Fixed Income","1,342,936.95","0.26","1,342,936.95","1,063,000.00","-","GB00BPCJD880","BPCJD88","124.44","United Kingdom","-","USD","1.49","4.45","0.79","22-Oct-2025","3.50","1.49","-","4.45","1.49","4.45","GBP","18-Jan-2023","18-Jan-2023" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,341,711.05","0.26","1,341,711.05","1,473,000.00","-","FR0013516549","BMBK9T4","91.09","France","-","USD","6.59","2.62","0.92","25-Nov-2030","0.00","6.49","-","2.62","6.49","2.62","EUR","25-Nov-2019","08-Jun-2020" "AUSTRALIA (COMMONWEALTH OF)","Treasuries","Fixed Income","1,340,494.11","0.26","1,340,494.11","2,400,000.00","-","AU0000047003","BK1WMW0","55.59","Australia","-","USD","6.69","3.86","1.53","21-Jun-2031","1.50","6.69","-","3.86","6.69","3.86","AUD","21-Dec-2018","31-May-2019" "SWEDEN (KINGDOM OF)","Treasuries","Fixed Income","1,326,650.34","0.25","1,326,650.34","16,410,000.00","-","SE0013935319","BN92QC1","8.07","Sweden","-","USD","7.00","2.33","10.61","12-May-2031","0.13","6.92","-","2.33","6.92","2.33","SEK","12-May-2019","27-Mar-2020" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,314,554.09","0.25","1,314,554.09","1,305,000.00","-","AT0000A1ZGE4","BYZKJM7","100.65","Austria","-","USD","3.81","2.66","0.92","20-Feb-2028","0.75","3.76","-","2.66","3.76","2.66","EUR","25-Jan-2018","25-Jan-2018" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,314,178.50","0.25","1,314,178.50","2,406,000.00","-","AU0000087454","BMDSVJ0","54.45","Australia","-","USD","6.37","3.81","1.53","21-Dec-2030","1.00","6.36","-","3.81","6.36","3.81","AUD","21-Dec-2019","21-May-2020" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,308,466.99","0.25","1,308,466.99","1,192,000.00","-","FR0011883966","BM691B2","107.50","France","-","USD","5.61","2.61","0.92","25-May-2030","2.50","5.52","-","2.61","5.52","2.61","EUR","25-May-2013","06-May-2014" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,295,996.10","0.25","1,295,996.10","1,194,000.00","-","NL0010071189","B7S3TD5","108.01","Netherlands","-","USD","7.89","2.52","0.92","15-Jan-2033","2.50","7.78","-","2.52","7.78","2.52","EUR","09-Mar-2012","09-Mar-2012" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,292,083.41","0.25","1,292,083.41","2,576,000.00","-","NZGOVDT532C8","BMFWZX2","49.72","New Zealand","-","USD","7.25","4.54","1.67","15-May-2032","2.00","7.24","-","4.54","7.24","4.54","NZD","15-May-2021","16-Jun-2021" "SWEDEN (KINGDOM OF) RegS","Treasuries","Fixed Income","1,284,784.53","0.24","1,284,784.53","14,320,000.00","-","SE0017830730","BN7T5J4","8.91","Sweden","-","USD","8.76","2.39","10.61","11-Nov-2033","1.75","8.65","-","2.39","8.65","2.39","SEK","11-Nov-2021","06-May-2022" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,265,602.55","0.24","1,265,602.55","1,169,000.00","-","FI4000546528","-","105.44","Finland","-","USD","11.36","2.97","0.92","15-Apr-2038","2.75","11.17","-","2.97","11.17","2.97","EUR","02-Feb-2023","02-Feb-2023" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,265,574.54","0.24","1,265,574.54","1,164,000.00","-","NL0015001DQ7","BMBR5H5","108.19","Netherlands","-","USD","5.39","2.50","0.92","15-Jan-2030","2.50","5.32","-","2.50","5.32","2.50","EUR","06-Apr-2023","06-Apr-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,264,346.47","0.24","1,264,346.47","977,000.00","50213A9K3","IT0001444378","5933305","126.79","Italy","-","USD","5.81","3.29","0.92","01-May-2031","6.00","5.78","-","3.29","5.78","3.29","EUR","01-Nov-1999","17-Mar-2000" "ISRAEL (STATE OF)","Treasuries","Fixed Income","1,262,214.33","0.24","1,262,214.33","4,203,000.00","-","IL0011254005","B85M0X9","29.80","Israel","-","USD","11.63","4.70","3.68","31-Jan-2042","5.50","11.47","-","4.70","11.47","4.70","ILS","10-Jan-2012","10-Jan-2012" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,261,742.88","0.24","1,261,742.88","2,046,000.00","-","AU0000095457","BMCFJN2","61.61","Australia","-","USD","1.62","3.76","1.53","21-Nov-2025","0.25","1.62","-","3.76","1.62","3.76","AUD","21-May-2020","24-Jul-2020" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,261,157.71","0.24","1,261,157.71","1,140,000.00","-","FI4000037635","B7MSTC5","108.46","Finland","-","USD","3.97","2.69","0.92","04-Jul-2028","2.75","3.91","-","2.69","3.91","2.69","EUR","07-Feb-2012","07-Feb-2012" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,256,609.89","0.24","1,256,609.89","1,236,000.00","-","FR0012993103","BYMFLX0","100.31","France","-","USD","6.67","2.63","0.92","25-May-2031","1.50","6.57","-","2.63","6.57","2.63","EUR","25-May-2015","05-Oct-2015" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,255,783.73","0.24","1,255,783.73","1,912,000.00","-","AU3TB0000168","BB0RD97","64.76","Australia","-","USD","1.03","3.95","1.53","21-Apr-2025","3.25","1.02","-","3.95","1.02","3.95","AUD","21-Apr-2013","29-May-2013" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,255,043.36","0.24","1,255,043.36","930,690.00","-","BE0000304130","B013L37","129.46","Belgium","-","USD","8.49","2.89","0.92","28-Mar-2035","5.00","8.35","-","2.89","8.35","2.89","EUR","19-May-2004","19-May-2004" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,254,745.48","0.24","1,254,745.48","1,817,000.00","-","AU000XCLWAG2","BGM0N77","67.79","Australia","-","USD","7.29","3.98","1.53","21-Apr-2033","4.50","7.30","-","3.98","7.30","3.98","AUD","21-Oct-2013","26-Nov-2013" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","1,243,658.41","0.24","1,243,658.41","1,749,000.00","-","BE0000350596","BHNC948","70.78","Belgium","-","USD","15.34","3.15","0.92","22-Jun-2040","0.40","15.05","-","3.15","15.05","3.15","EUR","25-Feb-2020","25-Feb-2020" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,242,859.85","0.24","1,242,859.85","1,210,540.00","-","NL0012171458","BDFLC57","102.10","Netherlands","-","USD","3.21","2.55","0.92","15-Jul-2027","0.75","3.17","-","2.55","3.17","2.55","EUR","09-Feb-2017","09-Feb-2017" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,241,180.94","0.24","1,241,180.94","2,029,000.00","-","NZGOVDT530C2","-","60.19","New Zealand","-","USD","5.23","4.44","1.67","15-May-2030","4.50","5.23","-","4.44","5.23","4.44","NZD","15-Nov-2022","14-Mar-2023" "SWEDEN (KINGDOM OF) RegS","Treasuries","Fixed Income","1,232,527.34","0.24","1,232,527.34","11,725,000.00","-","SE0002829192","B8GNP81","10.51","Sweden","-","USD","11.97","2.56","10.61","30-Mar-2039","3.50","11.82","-","2.56","11.82","2.56","SEK","30-Mar-2009","30-Mar-2009" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","1,229,179.18","0.23","1,229,179.18","1,349,000.00","-","FR0013154044","BD0SJG3","89.98","France","-","USD","10.99","2.91","0.92","25-May-2036","1.25","10.81","-","2.91","10.81","2.91","EUR","25-May-2015","19-Apr-2016" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,223,583.45","0.23","1,223,583.45","13,567,000.00","-","NO0012837642","BNC3773","8.85","Norway","-","USD","8.01","3.58","10.79","15-Aug-2033","3.00","7.85","-","3.58","7.85","3.58","NOK","15-Feb-2023","15-Feb-2023" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,213,337.70","0.23","1,213,337.70","14,272,000.00","-","NO0012440397","BNZH4S2","8.33","Norway","-","USD","7.26","3.58","10.79","18-May-2032","2.13","7.12","-","3.58","7.12","3.58","NOK","16-Feb-2022","16-Feb-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,208,209.65","0.23","1,208,209.65","990,000.00","05599J9W6","IT0001278511","5574373","119.75","Italy","-","USD","4.82","3.18","0.92","01-Nov-2029","5.25","4.79","-","3.18","4.79","3.18","EUR","01-Nov-1998","18-Nov-1998" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,197,553.57","0.23","1,197,553.57","1,335,000.00","-","FI4000507231","BLPJR18","89.63","Finland","-","USD","7.35","2.69","0.92","15-Sep-2031","0.13","7.24","-","2.69","7.24","2.69","EUR","26-May-2021","26-May-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","1,195,307.54","0.23","1,195,307.54","883,034.00","-","GB00B24FF097","B24FF09","133.54","United Kingdom","-","USD","5.67","3.77","0.79","07-Dec-2030","4.75","5.66","-","3.77","5.66","3.77","GBP","03-Oct-2007","03-Oct-2007" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,194,833.73","0.23","1,194,833.73","2,017,000.00","-","NZGOVDT425C5","BYXJW94","58.50","New Zealand","-","USD","1.00","5.22","1.67","15-Apr-2025","2.75","1.01","-","5.22","1.01","5.22","NZD","15-Apr-2016","15-Apr-2016" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,178,978.27","0.22","1,178,978.27","1,107,000.00","-","AT0000A10683","B95ZBJ8","104.31","Austria","-","USD","8.83","2.81","0.92","23-May-2034","2.40","8.68","-","2.81","8.68","2.81","EUR","17-Apr-2013","17-Apr-2013" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,175,072.96","0.22","1,175,072.96","1,058,000.00","-","FI4000557525","-","109.28","Finland","-","USD","4.65","2.66","0.92","15-Apr-2029","2.88","4.58","-","2.66","4.58","2.66","EUR","30-Aug-2023","30-Aug-2023" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,174,444.02","0.22","1,174,444.02","2,373,000.00","-","NZGOVDT531C0","BJX69K0","49.16","New Zealand","-","USD","6.56","4.49","1.67","15-May-2031","1.50","6.56","-","4.49","6.56","4.49","NZD","15-May-2019","25-Sep-2019" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,168,691.89","0.22","1,168,691.89","1,068,440.00","-","IE00BJ38CR43","BJ38CR4","107.13","Ireland","-","USD","5.60","2.58","0.92","15-May-2030","2.40","5.52","-","2.58","5.52","2.58","EUR","11-Nov-2014","11-Nov-2014" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,159,660.03","0.22","1,159,660.03","1,049,000.00","-","DE000BU22023","BR1YMT2","108.25","Germany","-","USD","1.42","3.06","0.92","18-Sep-2025","3.10","1.40","-","3.06","1.40","3.06","EUR","20-Jul-2023","20-Jul-2023" "UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasuries","Fixed Income","1,157,521.93","0.22","1,157,521.93","1,319,000.00","-","GB00BMGR2916","BMGR291","87.64","United Kingdom","-","USD","10.63","4.01","0.79","31-Jul-2035","0.63","10.64","-","4.01","10.64","4.01","GBP","09-Sep-2020","09-Sep-2020" "BUNDESREPUBLIK DEUTSCHLAND RegS","Treasuries","Fixed Income","1,155,827.76","0.22","1,155,827.76","903,104.00","-","DE0001135275","B05Q875","127.00","Germany","-","USD","10.27","2.40","0.92","04-Jan-2037","4.00","10.15","-","2.40","10.15","2.40","EUR","04-Jan-2005","28-Jan-2005" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,147,854.16","0.22","1,147,854.16","868,000.00","-","FR0010070060","B2PHRY2","127.51","France","-","USD","8.65","2.85","0.92","25-Apr-2035","4.75","8.50","-","2.85","8.50","2.85","EUR","25-Apr-2003","06-Apr-2004" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,145,503.58","0.22","1,145,503.58","1,235,000.00","-","NL0014555419","BLJP596","92.75","Netherlands","-","USD","6.23","2.48","0.92","15-Jul-2030","0.00","6.15","-","2.48","6.15","2.48","EUR","12-Mar-2020","12-Mar-2020" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","1,144,482.53","0.22","1,144,482.53","12,634,000.00","-","NO0010732555","BWC54R1","9.05","Norway","-","USD","0.94","4.27","10.79","13-Mar-2025","1.75","0.92","-","4.27","0.92","4.27","NOK","13-Mar-2015","13-Mar-2015" "UK CONV GILT 0.375 10/22/26 RegS","Treasuries","Fixed Income","1,140,150.48","0.22","1,140,150.48","989,000.00","-","GB00BNNGP668","BNNGP66","115.08","United Kingdom","-","USD","2.50","4.05","0.79","22-Oct-2026","0.38","2.51","-","4.05","2.51","4.05","GBP","03-Mar-2021","03-Mar-2021" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,138,953.82","0.22","1,138,953.82","1,547,000.00","-","SG31B7000002","BFNBK48","72.84","Singapore","-","USD","3.81","3.09","1.35","01-May-2028","2.63","3.81","-","3.09","3.81","3.09","SGD","02-May-2018","02-May-2018" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","1,135,182.87","0.22","1,135,182.87","1,343,000.00","-","IE00BKFVC345","BJVL8J9","84.15","Ireland","-","USD","10.70","2.74","0.92","15-May-2035","0.40","10.54","-","2.74","10.54","2.74","EUR","15-Jan-2020","15-Jan-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","1,132,978.40","0.22","1,132,978.40","1,703,000.00","135087N59","CA135087N597","BN4P863","66.06","Canada","-","USD","7.37","3.45","1.36","01-Jun-2032","2.00","7.37","-","3.45","7.37","3.45","CAD","16-Mar-2022","16-Mar-2022" "SWEDEN (KINGDOM OF) RegS","Treasuries","Fixed Income","1,130,000.48","0.22","1,130,000.48","11,855,000.00","-","SE0004517290","B6XS8S6","9.36","Sweden","-","USD","7.34","2.35","10.61","01-Jun-2032","2.25","7.25","-","2.35","7.25","2.35","SEK","01-Jun-2011","20-Mar-2012" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,129,319.05","0.22","1,129,319.05","1,129,000.00","-","IE00BFZRQ242","BFZRQ24","99.99","Ireland","-","USD","6.62","2.55","0.92","18-Mar-2031","1.35","6.52","-","2.55","6.52","2.55","EUR","17-Oct-2018","17-Oct-2018" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,120,619.20","0.21","1,120,619.20","1,642,000.00","-","SGXF13029610","BK9R432","67.83","Singapore","-","USD","12.50","3.08","1.35","01-Jul-2039","2.38","12.49","-","3.08","12.49","3.08","SGD","01-Jul-2019","01-Jul-2019" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,115,487.09","0.21","1,115,487.09","1,745,000.00","-","AU000XCLWAQ1","BYYRP09","63.30","Australia","-","USD","3.41","3.63","1.53","21-Nov-2027","2.75","3.40","-","3.63","3.40","3.63","AUD","21-Nov-2015","28-Jan-2016" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","1,109,231.22","0.21","1,109,231.22","909,000.00","-","IT0003535157","7683619","121.21","Italy","-","USD","8.20","3.63","0.92","01-Aug-2034","5.00","8.14","-","3.63","8.14","3.63","EUR","01-Aug-2003","24-Sep-2003" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,102,194.09","0.21","1,102,194.09","1,178,000.00","-","FR0013451507","BK5M1F2","93.57","France","-","USD","5.60","2.60","0.92","25-Nov-2029","0.00","5.52","-","2.60","5.52","2.60","EUR","25-Nov-2018","07-Oct-2019" "JAPAN (GOVERNMENT OF) 2YR #452","Treasuries","Fixed Income","1,100,140.83","0.21","1,100,140.83","166,750,000.00","-","JP1024521P98","BPH1215","0.66","Japan","-","USD","1.43","0.10","151.38","01-Sep-2025","0.01","1.43","-","0.10","1.43","0.10","JPY","01-Sep-2023","01-Sep-2023" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,098,425.80","0.21","1,098,425.80","1,086,000.00","-","NL0012818504","BFM0LR6","100.58","Netherlands","-","USD","4.18","2.50","0.92","15-Jul-2028","0.75","4.12","-","2.50","4.12","2.50","EUR","15-Mar-2018","15-Mar-2018" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,094,606.15","0.21","1,094,606.15","878,381.00","-","NL0000102234","B07NKK1","123.77","Netherlands","-","USD","10.26","2.66","0.92","15-Jan-2037","4.00","10.12","-","2.66","10.12","2.66","EUR","25-Apr-2005","25-Apr-2005" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","1,093,069.75","0.21","1,093,069.75","1,087,000.00","-","IE00BKFVC568","BKFVC56","100.37","Ireland","-","USD","3.09","2.64","0.92","15-May-2027","0.20","3.04","-","2.64","3.04","2.64","EUR","16-Apr-2020","16-Apr-2020" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,092,897.29","0.21","1,092,897.29","1,034,000.00","-","AT0000A1FAP5","BYNQMB7","105.13","Austria","-","USD","1.53","3.08","0.92","20-Oct-2025","1.20","1.51","-","3.08","1.51","3.08","EUR","23-Jun-2015","23-Jun-2015" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,091,832.68","0.21","1,091,832.68","1,041,000.00","-","FI4000046545","B7QJ0B0","102.81","Finland","-","USD","14.16","2.98","0.92","04-Jul-2042","2.63","13.93","-","2.98","13.93","2.98","EUR","03-Jul-2012","03-Jul-2012" "SWEDEN (KINGDOM OF)","Treasuries","Fixed Income","1,089,467.58","0.21","1,089,467.58","12,280,000.00","-","SE0009496367","BDG6ZM9","8.81","Sweden","-","USD","4.00","2.43","10.61","12-May-2028","0.75","3.95","-","2.43","3.95","2.43","SEK","12-May-2016","27-Jan-2017" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","1,084,486.43","0.21","1,084,486.43","1,047,000.00","-","FI4000197959","BZ57Z05","103.07","Finland","-","USD","2.01","2.92","0.92","15-Apr-2026","0.50","1.98","-","2.92","1.98","2.92","EUR","08-Mar-2016","08-Mar-2016" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,081,749.03","0.21","1,081,749.03","1,044,000.00","-","FR0013250560","BYWW6D6","102.71","France","-","USD","3.06","2.70","0.92","25-May-2027","1.00","3.02","-","2.70","3.02","2.70","EUR","25-May-2016","10-Apr-2017" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,078,206.95","0.21","1,078,206.95","797,035.00","-","FR0000187635","B2NTF02","132.66","France","-","USD","6.98","2.75","0.92","25-Oct-2032","5.75","6.86","-","2.75","6.86","2.75","EUR","25-Oct-2000","12-Jun-2001" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","1,072,842.65","0.20","1,072,842.65","1,161,000.00","-","NL0015000RP1","BPLGNN5","92.03","Netherlands","-","USD","8.02","2.52","0.92","15-Jul-2032","0.50","7.90","-","2.52","7.90","2.52","EUR","17-Feb-2022","17-Feb-2022" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","1,066,066.55","0.20","1,066,066.55","2,100,000.00","-","NZGOVDT528C6","-","50.71","New Zealand","-","USD","4.02","4.39","1.67","15-May-2028","0.25","4.02","-","4.39","4.02","4.39","NZD","15-May-2020","04-Nov-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","1,065,874.85","0.20","1,065,874.85","1,418,000.00","135087Q80","CA135087Q806","BQ80887","73.83","Canada","-","USD","1.51","4.28","1.36","01-Nov-2025","4.50","1.50","-","4.28","1.50","4.28","CAD","04-Aug-2023","04-Aug-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,062,399.94","0.20","1,062,399.94","733,723.00","-","DE0001135366","B3BXJ67","141.05","Germany","-","USD","11.84","2.46","0.92","04-Jul-2040","4.75","11.72","-","2.46","11.72","2.46","EUR","04-Jul-2008","25-Jul-2008" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,052,813.08","0.20","1,052,813.08","1,742,000.00","-","AU0000106411","BMCM762","60.43","Australia","-","USD","2.43","3.63","1.53","21-Sep-2026","0.50","2.43","-","3.63","2.43","3.63","AUD","21-Sep-2020","29-Sep-2020" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,047,019.63","0.20","1,047,019.63","948,655.00","-","DE0001135481","B7X7Y93","108.40","Germany","-","USD","15.65","2.49","0.92","04-Jul-2044","2.50","15.48","-","2.49","15.48","2.49","EUR","27-Apr-2012","27-Apr-2012" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","1,046,904.37","0.20","1,046,904.37","1,415,000.00","-","SG3263998209","BNMPKS1","73.48","Singapore","-","USD","4.82","3.07","1.35","01-Jul-2029","2.88","4.81","-","3.07","4.81","3.07","SGD","01-Jul-2014","01-Jul-2014" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,044,556.54","0.20","1,044,556.54","1,014,000.00","-","FR001400BKZ3","BMWT5Y7","102.29","France","-","USD","7.88","2.72","0.92","25-Nov-2032","2.00","7.75","-","2.72","7.75","2.72","EUR","25-Nov-2021","11-Jul-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","1,042,384.45","0.20","1,042,384.45","1,620,000.00","135087N26","CA135087N266","BP4D377","63.99","Canada","-","USD","7.09","3.45","1.36","01-Dec-2031","1.50","7.09","-","3.45","7.09","3.45","CAD","25-Oct-2021","25-Oct-2021" "JAPAN (GOVERNMENT OF) 2YR #451","Treasuries","Fixed Income","1,042,316.13","0.20","1,042,316.13","157,950,000.00","-","JP1024511P82","BLPP6F3","0.66","Japan","-","USD","1.35","0.09","151.38","01-Aug-2025","0.01","1.35","-","0.09","1.35","0.09","JPY","01-Aug-2023","01-Aug-2023" "SINGAPORE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,040,224.93","0.20","1,040,224.93","1,401,000.00","-","SGXF47639806","BPK6B10","73.91","Singapore","-","USD","25.39","3.01","1.35","01-Aug-2072","3.00","25.28","-","3.01","25.28","3.01","SGD","15-Aug-2022","15-Aug-2022" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","1,029,408.23","0.20","1,029,408.23","1,592,000.00","-","AU0000249302","BQB9VK4","63.81","Australia","-","USD","8.22","4.01","1.53","21-May-2034","3.75","8.24","-","4.01","8.24","4.01","AUD","21-Nov-2022","15-Nov-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","1,020,203.82","0.19","1,020,203.82","996,000.00","-","GB00BM8Z2T38","BM8Z2T3","102.24","United Kingdom","-","USD","7.38","3.83","0.79","31-Jan-2032","1.00","7.37","-","3.83","7.37","3.83","GBP","02-Dec-2021","02-Dec-2021" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,019,976.52","0.19","1,019,976.52","947,000.00","-","AT0000A308C5","-","106.19","Austria","-","USD","2.21","2.84","0.92","15-Jul-2026","2.00","2.18","-","2.84","2.18","2.84","EUR","28-Sep-2022","28-Sep-2022" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","1,018,483.12","0.19","1,018,483.12","1,136,000.00","-","BE0000354630","BL6HWK5","89.37","Belgium","-","USD","8.01","2.74","0.92","22-Jun-2032","0.35","7.88","-","2.74","7.88","2.74","EUR","25-Jan-2022","25-Jan-2022" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","1,008,023.17","0.19","1,008,023.17","962,000.00","-","DE0001141869","BMWPTM1","104.15","Germany","-","USD","3.43","2.41","0.92","15-Oct-2027","1.30","3.39","-","2.41","3.39","2.41","EUR","30-Jun-2022","30-Jun-2022" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","1,007,649.40","0.19","1,007,649.40","891,000.00","-","FR001400H7V7","BPK28C8","110.37","France","-","USD","7.88","2.75","0.92","25-May-2033","3.00","7.75","-","2.75","7.75","2.75","EUR","25-May-2022","12-Apr-2023" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","1,002,895.88","0.19","1,002,895.88","1,114,000.00","-","AT0000A2NW83","BMFN5N5","90.03","Austria","-","USD","6.83","2.70","0.92","20-Feb-2031","0.00","6.72","-","2.70","6.72","2.70","EUR","03-Feb-2021","03-Feb-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","993,820.72","0.19","993,820.72","1,061,000.00","-","FI4000306758","BFWDX91","92.51","Finland","-","USD","9.29","2.80","0.92","15-Apr-2034","1.13","9.14","-","2.80","9.14","2.80","EUR","13-Feb-2018","13-Feb-2018" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","991,157.50","0.19","991,157.50","1,354,000.00","135087Q72","CA135087Q723","BLBLL49","72.44","Canada","-","USD","8.15","3.44","1.36","01-Dec-2033","3.25","8.14","-","3.44","8.14","3.44","CAD","26-Jun-2023","26-Jun-2023" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","989,750.28","0.19","989,750.28","744,000.00","-","FR0010773192","B613PS2","128.55","France","-","USD","12.12","3.07","0.92","25-Apr-2041","4.50","11.92","-","3.07","11.92","3.07","EUR","25-Apr-2009","30-Jun-2009" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","989,444.79","0.19","989,444.79","1,014,000.00","-","AT0000A269M8","BJ4LHN3","97.53","Austria","-","USD","4.79","2.68","0.92","20-Feb-2029","0.50","4.72","-","2.68","4.72","2.68","EUR","05-Feb-2019","05-Feb-2019" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","989,103.70","0.19","989,103.70","975,000.00","-","FR0013200813","BD6VMZ6","101.36","France","-","USD","2.62","2.75","0.92","25-Nov-2026","0.25","2.59","-","2.75","2.59","2.75","EUR","25-Nov-2015","05-Sep-2016" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","982,644.26","0.19","982,644.26","1,431,000.00","-","AU3TB0000135","B75M0X2","67.33","Australia","-","USD","2.79","3.64","1.53","21-Apr-2027","4.75","2.79","-","3.64","2.79","3.64","AUD","21-Oct-2011","27-Oct-2011" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","981,901.59","0.19","981,901.59","929,000.00","-","BE0000334434","BV8WXZ0","105.03","Belgium","-","USD","1.21","3.25","0.92","22-Jun-2025","0.80","1.19","-","3.25","1.19","3.25","EUR","14-Jan-2015","14-Jan-2015" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","978,802.58","0.19","978,802.58","898,000.00","-","FR001400HI98","BMFG5N4","108.75","France","-","USD","4.61","2.64","0.92","25-Feb-2029","2.75","4.54","-","2.64","4.54","2.64","EUR","25-Feb-2023","24-Apr-2023" "UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasuries","Fixed Income","971,621.81","0.19","971,621.81","764,000.00","-","GB00BL6C7720","BL6C772","126.35","United Kingdom","-","USD","2.64","4.11","0.79","29-Jan-2027","4.13","2.64","-","4.11","2.64","4.11","GBP","13-Oct-2022","13-Oct-2022" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","963,663.41","0.18","963,663.41","867,000.00","-","IT0004644735","B4143G5","110.81","Italy","-","USD","1.84","3.23","0.92","01-Mar-2026","4.50","1.84","-","3.23","1.84","3.23","EUR","01-Sep-2010","29-Sep-2010" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","959,809.60","0.18","959,809.60","784,000.00","-","AT0000A04967","B2PDRZ1","122.28","Austria","-","USD","10.33","2.93","0.92","15-Mar-2037","4.15","10.16","-","2.93","10.16","2.93","EUR","15-Mar-2006","17-Jan-2007" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","945,047.41","0.18","945,047.41","1,557,000.00","-","AU0000217101","BM8NJV8","60.01","Australia","-","USD","8.12","4.01","1.53","21-Nov-2033","3.00","8.13","-","4.01","8.13","4.01","AUD","21-Nov-2021","20-Apr-2022" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","941,223.92","0.18","941,223.92","837,000.00","-","FI4000006176","B546440","109.29","Finland","-","USD","1.21","3.17","0.92","04-Jul-2025","4.00","1.19","-","3.17","1.19","3.17","EUR","19-Oct-2009","19-Oct-2009" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","939,812.99","0.18","939,812.99","1,443,000.00","135087K37","CA135087K379","BK6YKK5","64.83","Canada","-","USD","5.83","3.40","1.36","01-Jun-2030","1.25","5.82","-","3.40","5.82","3.40","CAD","26-Jul-2019","26-Jul-2019" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","938,058.90","0.18","938,058.90","914,000.00","-","BE0000341504","BDRW151","101.97","Belgium","-","USD","3.15","2.68","0.92","22-Jun-2027","0.80","3.11","-","2.68","3.11","2.68","EUR","24-Jan-2017","24-Jan-2017" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","937,764.19","0.18","937,764.19","770,000.00","08013Z9L6","DE0001135069","5401589","120.41","Germany","-","USD","3.44","2.46","0.92","04-Jan-2028","5.63","3.40","-","2.46","3.40","2.46","EUR","04-Jan-1998","23-Jan-1998" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","937,794.90","0.18","937,794.90","908,000.00","-","NL0011819040","BZ571P2","102.90","Netherlands","-","USD","2.25","2.73","0.92","15-Jul-2026","0.50","2.22","-","2.73","2.22","2.73","EUR","24-Mar-2016","24-Mar-2016" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","934,683.45","0.18","934,683.45","1,056,000.00","-","BE0000352618","BMT7KF0","88.51","Belgium","-","USD","7.49","2.69","0.92","22-Oct-2031","0.00","7.37","-","2.69","7.37","2.69","EUR","19-Jan-2021","19-Jan-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","934,467.23","0.18","934,467.23","1,798,000.00","135087M68","CA135087M680","BM8B9F6","51.56","Canada","-","USD","21.29","3.35","1.36","01-Dec-2053","1.75","21.21","-","3.35","21.21","3.35","CAD","03-Aug-2021","03-Aug-2021" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","928,761.31","0.18","928,761.31","708,482.00","1200069J2","DE0001135176","4644910","129.74","Germany","-","USD","5.82","2.29","0.92","04-Jan-2031","5.50","5.74","-","2.29","5.74","2.29","EUR","27-Oct-2000","27-Oct-2000" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","927,699.82","0.18","927,699.82","1,489,000.00","-","AU000XCLWAR9","BYM4BS2","61.79","Australia","-","USD","3.88","3.63","1.53","21-May-2028","2.25","3.88","-","3.63","3.88","3.63","AUD","21-Nov-2015","19-May-2016" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","926,392.31","0.18","926,392.31","801,000.00","31299G9Z4","FR0000571150","4403315","112.92","France","-","USD","1.51","3.11","0.92","25-Oct-2025","6.00","1.48","-","3.11","1.48","3.11","EUR","25-Oct-1993","25-Feb-1994" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","925,687.32","0.18","925,687.32","1,517,000.00","135087L44","CA135087L443","BN71QS6","60.90","Canada","-","USD","6.45","3.41","1.36","01-Dec-2030","0.50","6.44","-","3.41","6.44","3.41","CAD","05-Oct-2020","05-Oct-2020" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","924,634.80","0.18","924,634.80","11,629,000.00","-","NO0010930522","-","7.89","Norway","-","USD","6.98","3.55","10.79","17-Sep-2031","1.25","6.86","-","3.55","6.86","3.55","NOK","17-Feb-2021","17-Feb-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","923,650.78","0.18","923,650.78","889,000.00","-","ES0000012A89","BYXL3R5","103.26","Spain","-","USD","3.47","2.80","0.92","31-Oct-2027","1.45","3.41","-","2.80","3.41","2.80","EUR","04-Jul-2017","04-Jul-2017" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","919,433.10","0.18","919,433.10","684,000.00","S70405824","ES0000012411","7040582","130.32","Spain","-","USD","6.73","2.95","0.92","30-Jul-2032","5.75","6.60","-","2.95","6.60","2.95","EUR","30-Jul-2002","23-Jan-2001" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","909,280.70","0.17","909,280.70","1,337,000.00","-","SG31A9000002","BD1RC15","67.76","Singapore","-","USD","10.56","3.10","1.35","01-Aug-2036","2.25","10.56","-","3.10","10.56","3.10","SGD","01-Aug-2016","01-Aug-2016" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","909,058.77","0.17","909,058.77","922,000.00","-","BE0000351602","BM63891","98.60","Belgium","-","USD","3.53","2.64","0.92","22-Oct-2027","0.00","3.48","-","2.64","3.48","2.64","EUR","07-Apr-2020","07-Apr-2020" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","908,772.46","0.17","908,772.46","975,000.00","-","FR0013234333","BDFFVN0","91.78","France","-","USD","12.96","3.01","0.92","25-Jun-2039","1.75","12.74","-","3.01","12.74","3.01","EUR","25-Jun-2016","31-Jan-2017" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","905,550.68","0.17","905,550.68","944,000.00","-","AT0000A2VB47","BMF91Q8","95.93","Austria","-","USD","4.51","2.67","0.92","20-Oct-2028","0.00","4.45","-","2.67","4.45","2.67","EUR","26-Jan-2022","26-Jan-2022" "JAPAN (GOVERNMENT OF) 2YR #457","Treasuries","Fixed Income","904,714.95","0.17","904,714.95","137,150,000.00","-","JP1024571Q21","BQXJP22","0.66","Japan","-","USD","1.85","0.19","151.38","01-Feb-2026","0.10","1.85","-","0.19","1.85","0.19","JPY","01-Feb-2024","01-Feb-2024" "JAPAN (GOVERNMENT OF) 5YR #144","Treasuries","Fixed Income","903,283.35","0.17","903,283.35","136,650,000.00","-","JP1051441L76","BMZ6CM2","0.66","Japan","-","USD","1.23","0.07","151.38","20-Jun-2025","0.10","1.23","-","0.07","1.23","0.07","JPY","20-Jun-2020","10-Jul-2020" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","899,202.47","0.17","899,202.47","705,000.00","-","IT0003256820","7335318","126.61","Italy","-","USD","7.10","3.53","0.92","01-Feb-2033","5.75","7.04","-","3.53","7.04","3.53","EUR","01-Feb-2002","18-Mar-2002" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","896,410.39","0.17","896,410.39","802,000.00","-","IT0003934657","B0MDVB4","111.12","Italy","-","USD","10.04","3.77","0.92","01-Feb-2037","4.00","9.97","-","3.77","9.97","3.77","EUR","01-Aug-2005","19-Oct-2005" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","895,614.66","0.17","895,614.66","1,145,000.00","-","NL0013552060","BFY1K14","78.11","Netherlands","-","USD","14.90","2.68","0.92","15-Jan-2040","0.50","14.69","-","2.68","14.69","2.68","EUR","23-May-2019","23-May-2019" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","892,195.11","0.17","892,195.11","969,000.00","-","DE0001102564","BMD0WF9","92.07","Germany","-","USD","7.30","2.21","0.92","15-Aug-2031","0.00","7.23","-","2.21","7.23","2.21","EUR","18-Jun-2021","18-Jun-2021" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","889,373.82","0.17","889,373.82","2,154,000.00","-","NZGOVDT551C8","-","40.69","New Zealand","-","USD","16.51","4.91","1.67","15-May-2051","2.75","16.68","-","4.91","16.68","4.91","NZD","15-May-2021","24-Sep-2021" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","887,358.01","0.17","887,358.01","1,610,000.00","-","AU0000143901","BM9KZS7","54.72","Australia","-","USD","7.79","3.97","1.53","21-Nov-2032","1.75","7.79","-","3.97","7.79","3.97","AUD","21-Nov-2020","20-Apr-2021" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","885,034.08","0.17","885,034.08","869,000.00","-","DE0001102424","BF425L2","101.51","Germany","-","USD","3.32","2.42","0.92","15-Aug-2027","0.50","3.27","-","2.42","3.27","2.42","EUR","14-Jul-2017","14-Jul-2017" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","872,714.17","0.17","872,714.17","1,783,000.00","-","NZGOVDT437C0","BD8BSM3","48.21","New Zealand","-","USD","10.34","4.79","1.67","15-Apr-2037","2.75","10.36","-","4.79","10.36","4.79","NZD","15-Apr-2016","30-Aug-2016" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","871,655.30","0.17","871,655.30","1,475,000.00","-","NZGOVDT534C4","-","58.16","New Zealand","-","USD","7.98","4.63","1.67","15-May-2034","4.25","7.99","-","4.63","7.99","4.63","NZD","15-Nov-2022","22-Nov-2022" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","868,591.67","0.17","868,591.67","9,865,000.00","-","NO0010786288","BD8BY58","8.79","Norway","-","USD","2.79","3.67","10.79","17-Feb-2027","1.75","2.74","-","3.67","2.74","3.67","NOK","17-Feb-2017","17-Feb-2017" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","866,822.31","0.17","866,822.31","711,000.00","-","IT0004532559","B415B86","121.53","Italy","-","USD","11.52","4.01","0.92","01-Sep-2040","5.00","11.45","-","4.01","11.45","4.01","EUR","01-Sep-2009","16-Sep-2009" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","864,017.16","0.16","864,017.16","692,103.00","-","ES0000011868","5420142","123.85","Spain","-","USD","4.31","2.77","0.92","31-Jan-2029","6.00","4.24","-","2.77","4.24","2.77","EUR","31-Jan-1999","15-Jan-1998" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","863,667.09","0.16","863,667.09","705,484.00","05599H9Z3","IT0001086567","5193035","119.25","Italy","-","USD","2.34","3.15","0.92","01-Nov-2026","7.25","2.33","-","3.15","2.33","3.15","EUR","01-Nov-1996","03-Feb-1997" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","861,735.69","0.16","861,735.69","847,000.00","-","DE0001102408","BD0PB91","101.74","Germany","-","USD","2.36","2.62","0.92","15-Aug-2026","0.00","2.32","-","2.62","2.32","2.62","EUR","15-Jul-2016","15-Jul-2016" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","860,794.58","0.16","860,794.58","987,000.00","-","FR0014007L00","BPRB710","87.21","France","-","USD","8.07","2.68","0.92","25-May-2032","0.00","7.95","-","2.68","7.95","2.68","EUR","25-May-2021","10-Jan-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","856,891.42","0.16","856,891.42","805,000.00","-","IT0005090318","BW38YX5","105.93","Italy","-","USD","1.15","3.36","0.92","01-Jun-2025","1.50","1.15","-","3.36","1.15","3.36","EUR","02-Mar-2015","02-Mar-2015" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","855,236.93","0.16","855,236.93","819,000.00","-","IT0005323032","BF1GMY9","104.10","Italy","-","USD","3.67","3.08","0.92","01-Feb-2028","2.00","3.65","-","3.08","3.65","3.08","EUR","01-Feb-2018","01-Feb-2018" "ISRAEL (STATE OF)","Treasuries","Fixed Income","853,381.05","0.16","853,381.05","3,179,000.00","-","IL0011948028","BMWJJP6","26.77","Israel","-","USD","4.48","4.11","3.68","28-Feb-2029","3.75","4.39","-","4.11","4.39","4.11","ILS","18-Apr-2023","18-Apr-2023" "ITALY (REPUBLIC OF) MTN","Treasuries","Fixed Income","853,329.55","0.16","853,329.55","774,000.00","-","IT0005024234","BMNDJV3","109.98","Italy","-","USD","5.34","3.22","0.92","01-Mar-2030","3.50","5.31","-","3.22","5.31","3.22","EUR","01-Mar-2014","21-May-2014" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","851,515.43","0.16","851,515.43","900,000.00","-","FR0013313582","BFYVHB3","93.48","France","-","USD","9.34","2.81","0.92","25-May-2034","1.25","9.18","-","2.81","9.18","2.81","EUR","25-May-2017","05-Feb-2018" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","851,001.85","0.16","851,001.85","1,476,000.00","-","DE0001102481","BKSV3W7","57.66","Germany","-","USD","26.08","2.41","0.92","15-Aug-2050","0.00","25.76","-","2.41","25.76","2.41","EUR","15-Aug-2019","23-Aug-2019" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","847,474.77","0.16","847,474.77","1,446,000.00","-","SGXF89085702","BP2DFX9","58.63","Singapore","-","USD","20.48","3.00","1.35","01-Oct-2051","1.88","20.42","-","3.00","20.42","3.00","SGD","01-Oct-2021","01-Oct-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","844,164.54","0.16","844,164.54","647,275.00","-","GB00B1VWPJ53","B1VWPJ5","128.69","United Kingdom","-","USD","12.37","4.35","0.79","07-Dec-2042","4.50","12.46","-","4.35","12.46","4.35","GBP","06-Jun-2007","06-Jun-2007" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","842,460.05","0.16","842,460.05","781,000.00","-","ES00000127Z9","BDGN605","105.96","Spain","-","USD","2.01","2.99","0.92","30-Apr-2026","1.95","1.98","-","2.99","1.98","2.99","EUR","19-Jan-2016","19-Jan-2016" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","841,377.53","0.16","841,377.53","821,000.00","-","ES0000012G91","BMTMK00","102.48","Spain","-","USD","1.83","2.99","0.92","31-Jan-2026","0.00","1.79","-","2.99","1.79","2.99","EUR","20-Oct-2020","20-Oct-2020" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","841,076.40","0.16","841,076.40","747,000.00","-","FR0011461037","B9MBCD0","109.64","France","-","USD","15.05","3.16","0.92","25-May-2045","3.25","14.79","-","3.16","14.79","3.16","EUR","25-May-2012","04-Apr-2013" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","837,379.19","0.16","837,379.19","804,000.00","-","ES0000012K38","BPLDZ63","104.15","Spain","-","USD","1.16","3.30","0.92","31-May-2025","0.00","1.14","-","3.30","1.14","3.30","EUR","08-Feb-2022","08-Feb-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","837,249.35","0.16","837,249.35","1,199,000.00","135087H23","CA135087H235","BDFBJQ7","69.36","Canada","-","USD","3.93","3.49","1.36","01-Jun-2028","2.00","3.93","-","3.49","3.93","3.49","CAD","01-Aug-2017","01-Aug-2017" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","830,538.72","0.16","830,538.72","740,000.00","-","ES0000012L52","BPRDDP2","109.14","Spain","-","USD","7.75","3.04","0.92","30-Apr-2033","3.15","7.60","-","3.04","7.60","3.04","EUR","01-Feb-2023","01-Feb-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","830,339.31","0.16","830,339.31","865,000.00","-","DE0001102473","BK0P9M9","95.99","Germany","-","USD","5.32","2.25","0.92","15-Aug-2029","0.00","5.27","-","2.25","5.27","2.25","EUR","12-Jul-2019","12-Jul-2019" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","823,009.98","0.16","823,009.98","751,000.00","-","NL0015001AM2","BMW2052","107.70","Netherlands","-","USD","8.18","2.56","0.92","15-Jul-2033","2.50","8.06","-","2.56","8.06","2.56","EUR","09-Feb-2023","09-Feb-2023" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","817,670.58","0.16","817,670.58","1,167,000.00","-","FI4000517677","-","69.55","Finland","-","USD","17.59","2.99","0.92","15-Apr-2043","0.50","17.30","-","2.99","17.30","2.99","EUR","02-Feb-2022","02-Feb-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","817,594.84","0.16","817,594.84","1,103,000.00","135087Q31","CA135087Q319","BMZPGC7","73.01","Canada","-","USD","1.04","4.49","1.36","01-May-2025","3.75","1.05","-","4.49","1.05","4.49","CAD","10-Feb-2023","10-Feb-2023" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","817,575.65","0.16","817,575.65","1,380,000.00","-","SGXF27246101","BK8TDH6","59.15","Singapore","-","USD","19.60","3.00","1.35","01-Mar-2050","1.88","19.55","-","3.00","19.55","3.00","SGD","02-Mar-2020","02-Mar-2020" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","816,412.00","0.16","816,412.00","765,000.00","-","IT0005408502","BMW55P6","106.25","Italy","-","USD","1.23","3.35","0.92","01-Jul-2025","1.85","1.23","-","3.35","1.23","3.35","EUR","28-Apr-2020","28-Apr-2020" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","814,989.46","0.16","814,989.46","800,000.00","-","ES0000012G26","BMGJVX4","101.30","Spain","-","USD","3.25","2.83","0.92","30-Jul-2027","0.80","3.20","-","2.83","3.20","2.83","EUR","31-Mar-2020","31-Mar-2020" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","814,728.10","0.16","814,728.10","755,000.00","-","IT0005365165","BJ7Q2D0","107.42","Italy","-","USD","4.90","3.17","0.92","01-Aug-2029","3.00","4.88","-","3.17","4.88","3.17","EUR","01-Feb-2019","01-Mar-2019" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","813,880.05","0.16","813,880.05","725,000.00","-","BE0000333428","BKRHFF3","109.78","Belgium","-","USD","8.69","2.83","0.92","22-Jun-2034","3.00","8.54","-","2.83","8.54","2.83","EUR","18-Mar-2014","18-Mar-2014" "JAPAN (GOVERNMENT OF) 5YR #157","Treasuries","Fixed Income","812,973.36","0.16","812,973.36","123,500,000.00","-","JP1051571P41","BNLZRN6","0.66","Japan","-","USD","3.96","0.29","151.38","20-Mar-2028","0.20","3.97","-","0.29","3.97","0.29","JPY","20-Mar-2023","12-Apr-2023" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","805,518.60","0.15","805,518.60","1,075,000.00","-","NL0015000B11","BN4N0H2","74.93","Netherlands","-","USD","13.64","2.70","0.92","15-Jan-2038","0.00","13.44","-","2.70","13.44","2.70","EUR","15-Apr-2021","15-Apr-2021" "BELGIUM KINGDOM OF (GOVERNMENT) RegS","Treasuries","Fixed Income","800,445.99","0.15","800,445.99","654,130.00","-","BE0000326356","B7MSP61","118.05","Belgium","-","USD","6.74","2.72","0.92","28-Mar-2032","4.00","6.62","-","2.72","6.62","2.72","EUR","21-Mar-2012","21-Mar-2012" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","798,161.79","0.15","798,161.79","771,040.00","-","DE0001030716","BK81W86","103.52","Germany","-","USD","1.52","2.92","0.92","10-Oct-2025","0.00","1.49","-","2.92","1.49","2.92","EUR","10-Jul-2020","06-Nov-2020" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","797,826.88","0.15","797,826.88","653,069.00","08013Z9R3","DE0001135085","5551655","118.42","Germany","-","USD","3.82","2.40","0.92","04-Jul-2028","4.75","3.77","-","2.40","3.77","2.40","EUR","04-Jul-1998","09-Oct-1998" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","796,426.06","0.15","796,426.06","909,000.00","-","AT0000A2Y8G4","-","85.93","Austria","-","USD","19.00","3.03","0.92","23-May-2049","1.85","18.68","-","3.03","18.68","3.03","EUR","31-May-2022","31-May-2022" "JAPAN (GOVERNMENT OF) 20YR #81","Treasuries","Fixed Income","793,895.74","0.15","793,895.74","116,850,000.00","-","JP1200811592","B0LFY56","0.68","Japan","-","USD","1.47","0.11","151.38","20-Sep-2025","2.00","1.47","-","0.11","1.47","0.11","JPY","20-Sep-2005","30-Sep-2005" "JAPAN (GOVERNMENT OF) 20YR #177","Treasuries","Fixed Income","792,936.71","0.15","792,936.71","139,700,000.00","-","JP1201771M76","BNKTGJ8","0.57","Japan","-","USD","16.46","1.43","151.38","20-Jun-2041","0.40","16.48","-","1.43","16.48","1.43","JPY","20-Jun-2021","14-Jul-2021" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","789,912.16","0.15","789,912.16","783,000.00","-","DE0001102440","BFWJL06","100.82","Germany","-","USD","3.81","2.36","0.92","15-Feb-2028","0.50","3.77","-","2.36","3.77","2.36","EUR","12-Jan-2018","12-Jan-2018" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","789,197.94","0.15","789,197.94","755,300.00","-","NL0011220108","BWH59B5","104.30","Netherlands","-","USD","1.28","3.13","0.92","15-Jul-2025","0.25","1.26","-","3.13","1.26","3.13","EUR","26-Mar-2015","26-Mar-2015" "BELGIUM (KINGDOM OF) RegS","Treasuries","Fixed Income","788,667.61","0.15","788,667.61","815,000.00","-","BE0000346552","BDT7F52","95.51","Belgium","-","USD","8.39","2.73","0.92","22-Apr-2033","1.25","8.26","-","2.73","8.26","2.73","EUR","05-Mar-2018","05-Mar-2018" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","785,781.77","0.15","785,781.77","746,000.00","-","IT0005170839","BDCNSR0","104.78","Italy","-","USD","2.11","3.14","0.92","01-Jun-2026","1.60","2.11","-","3.14","2.11","3.14","EUR","01-Mar-2016","01-Mar-2016" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","784,630.17","0.15","784,630.17","717,000.00","-","IT0005514473","BNBVKW4","108.68","Italy","-","USD","1.73","3.27","0.92","15-Jan-2026","3.50","1.72","-","3.27","1.72","3.27","EUR","17-Oct-2022","17-Oct-2022" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","781,575.39","0.15","781,575.39","788,000.00","-","DE0001102457","BDR0QK5","99.02","Germany","-","USD","4.31","2.31","0.92","15-Aug-2028","0.25","4.26","-","2.31","4.26","2.31","EUR","13-Jul-2018","13-Jul-2018" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","781,068.11","0.15","781,068.11","742,000.00","-","IT0005493298","BMF1MC7","105.12","Italy","-","USD","1.35","3.35","0.92","15-Aug-2025","1.20","1.36","-","3.35","1.36","3.35","EUR","19-Apr-2022","19-Apr-2022" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","775,094.55","0.15","775,094.55","811,000.00","-","IT0005094088","BWFGFB2","95.45","Italy","-","USD","7.34","3.38","0.92","01-Mar-2032","1.65","7.29","-","3.38","7.29","3.38","EUR","01-Mar-2015","24-Mar-2015" "UK CONV GILT RegS","Treasuries","Fixed Income","772,430.44","0.15","772,430.44","675,000.00","-","GB00BPCJD997","BPCJD99","112.40","United Kingdom","-","USD","16.51","4.42","0.79","22-Oct-2053","3.75","16.70","-","4.42","16.70","4.42","GBP","25-Jan-2023","25-Jan-2023" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","765,157.89","0.15","765,157.89","1,038,000.00","-","SGXF33080817","BMZLD13","73.56","Singapore","-","USD","3.23","3.13","1.35","01-Sep-2027","2.88","3.23","-","3.13","3.23","3.13","SGD","01-Sep-2022","01-Sep-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","764,965.32","0.15","764,965.32","1,090,000.00","135087Q23","CA135087Q236","BMWJ4B7","69.53","Canada","-","USD","7.93","3.46","1.36","01-Jun-2033","2.75","7.93","-","3.46","7.93","3.46","CAD","06-Feb-2023","06-Feb-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","761,129.12","0.15","761,129.12","738,000.00","-","IT0005419848","BMTVHR3","103.05","Italy","-","USD","1.82","3.20","0.92","01-Feb-2026","0.50","1.81","-","3.20","1.81","3.20","EUR","01-Aug-2020","01-Sep-2020" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","761,039.56","0.15","761,039.56","743,000.00","-","DE0001141836","BMY5YC4","102.43","Germany","-","USD","2.01","2.73","0.92","10-Apr-2026","0.00","1.98","-","2.73","1.98","2.73","EUR","15-Jan-2021","15-Jan-2021" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","758,610.80","0.14","758,610.80","620,000.00","-","IT0004286966","B28Q713","121.54","Italy","-","USD","10.96","3.96","0.92","01-Aug-2039","5.00","10.89","-","3.96","10.89","3.96","EUR","01-Aug-2007","23-Oct-2007" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","757,733.71","0.14","757,733.71","681,000.00","-","IT0005521981","BPBS739","109.48","Italy","-","USD","3.69","3.11","0.92","01-Apr-2028","3.40","3.67","-","3.11","3.67","3.11","EUR","30-Nov-2022","30-Nov-2022" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","754,809.60","0.14","754,809.60","685,000.00","-","BE0000358672","BN4G220","107.47","Belgium","-","USD","18.83","3.34","0.92","22-Jun-2054","3.30","18.44","-","3.34","18.44","3.34","EUR","22-Feb-2023","22-Feb-2023" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","754,779.72","0.14","754,779.72","681,000.00","-","IE000GVLBXU6","-","109.41","Ireland","-","USD","14.72","2.92","0.92","18-Oct-2043","3.00","14.49","-","2.92","14.49","2.92","EUR","12-Jan-2023","12-Jan-2023" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","753,633.89","0.14","753,633.89","578,000.00","-","ES00000120N0","B1YXPP1","126.90","Spain","-","USD","11.54","3.49","0.92","30-Jul-2040","4.90","11.30","-","3.49","11.30","3.49","EUR","20-Jun-2007","20-Jun-2007" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","752,946.28","0.14","752,946.28","924,000.00","-","FI4000242870","BDGJ131","80.08","Finland","-","USD","18.69","2.94","0.92","15-Apr-2047","1.38","18.39","-","2.94","18.39","2.94","EUR","15-Feb-2017","15-Feb-2017" "UK CONV GILT RegS","Treasuries","Fixed Income","751,508.55","0.14","751,508.55","621,000.00","-","GB00BMV7TC88","BMV7TC8","120.38","United Kingdom","-","USD","7.54","3.88","0.79","31-Jan-2033","3.25","7.54","-","3.88","7.54","3.88","GBP","11-Jan-2023","11-Jan-2023" "JAPAN (GOVERNMENT OF) 30YR #35","Treasuries","Fixed Income","750,924.31","0.14","750,924.31","103,000,000.00","-","JP1300351B93","B59NZS7","0.73","Japan","-","USD","14.81","1.28","151.38","20-Sep-2041","2.00","14.89","-","1.28","14.89","1.28","JPY","20-Sep-2011","20-Sep-2011" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","749,652.09","0.14","749,652.09","664,000.00","-","AT0000A0VRQ6","B8N48D3","110.28","Austria","-","USD","14.76","3.02","0.92","20-Jun-2044","3.15","14.53","-","3.02","14.53","3.02","EUR","03-Jul-2012","03-Jul-2012" "JAPAN (GOVERNMENT OF) 2YR #454","Treasuries","Fixed Income","748,569.64","0.14","748,569.64","113,300,000.00","-","JP1024541PB7","BPP4863","0.66","Japan","-","USD","1.60","0.12","151.38","01-Nov-2025","0.10","1.59","-","0.12","1.59","0.12","JPY","01-Nov-2023","01-Nov-2023" "BELGIUM (KINGDOM OF) RegS","Treasuries","Fixed Income","748,088.70","0.14","748,088.70","624,940.00","-","BE0000331406","BDT2DG4","116.61","Belgium","-","USD","14.67","3.24","0.92","22-Jun-2045","3.75","14.41","-","3.24","14.41","3.24","EUR","17-Sep-2013","17-Sep-2013" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","747,688.25","0.14","747,688.25","763,000.00","-","IT0005383309","BHNV7V8","97.28","Italy","-","USD","5.68","3.23","0.92","01-Apr-2030","1.35","5.65","-","3.23","5.65","3.23","EUR","01-Sep-2019","02-Sep-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","747,402.48","0.14","747,402.48","626,000.00","-","ES00000123C7","B5SNSG7","115.19","Spain","-","USD","2.15","3.00","0.92","30-Jul-2026","5.90","2.12","-","3.00","2.12","3.00","EUR","15-Mar-2011","15-Mar-2011" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","747,033.56","0.14","747,033.56","803,000.00","-","DE0001102531","BNBTHS3","93.03","Germany","-","USD","6.82","2.22","0.92","15-Feb-2031","0.00","6.74","-","2.22","6.74","2.22","EUR","08-Jan-2021","08-Jan-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","746,735.68","0.14","746,735.68","532,000.00","913995XT8","GB0002404191","0240419","138.07","United Kingdom","-","USD","4.05","3.81","0.79","07-Dec-2028","6.00","4.05","-","3.81","4.05","3.81","GBP","29-Jan-1998","29-Jan-1998" "ISRAEL (STATE OF)","Treasuries","Fixed Income","743,785.45","0.14","743,785.45","3,947,000.00","-","IL0011840761","BP493W0","18.60","Israel","-","USD","17.12","4.87","3.68","29-Nov-2052","2.80","16.98","-","4.87","16.98","4.87","ILS","08-Feb-2022","08-Feb-2022" "JAPAN (GOVERNMENT OF) 10YR #350","Treasuries","Fixed Income","741,882.17","0.14","741,882.17","113,150,000.00","-","JP1103501J35","BFNRRV2","0.66","Japan","-","USD","3.97","0.29","151.38","20-Mar-2028","0.10","3.97","-","0.29","3.97","0.29","JPY","20-Mar-2018","20-Mar-2018" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","741,527.19","0.14","741,527.19","622,000.00","-","IT0004923998","B9B45S6","118.85","Italy","-","USD","13.42","4.08","0.92","01-Sep-2044","4.75","13.34","-","4.08","13.34","4.08","EUR","01-Mar-2013","22-May-2013" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","740,073.52","0.14","740,073.52","752,000.00","-","ES0000012G34","BMWWMM3","97.87","Spain","-","USD","6.26","2.86","0.92","31-Oct-2030","1.25","6.15","-","2.86","6.15","2.86","EUR","30-Apr-2020","30-Apr-2020" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","735,205.11","0.14","735,205.11","1,134,000.00","-","AU3TB0000150","B8NFF91","63.92","Australia","-","USD","4.56","3.69","1.53","21-Apr-2029","3.25","4.56","-","3.69","4.56","3.69","AUD","21-Oct-2012","17-Oct-2012" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","734,870.79","0.14","734,870.79","994,000.00","-","SGXF51035222","-","73.61","Singapore","-","USD","4.04","3.06","1.35","01-Aug-2028","2.88","4.04","-","3.06","4.04","3.06","SGD","01-Aug-2023","01-Aug-2023" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","733,406.46","0.14","733,406.46","1,103,000.00","-","AT0000A2KQ43","BMTMDL2","66.49","Austria","-","USD","16.37","2.98","0.92","20-Oct-2040","0.00","16.09","-","2.98","16.09","2.98","EUR","22-Oct-2020","22-Oct-2020" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","732,889.75","0.14","732,889.75","753,000.00","-","ES0000012I08","BMZ3DK8","97.33","Spain","-","USD","3.80","2.79","0.92","31-Jan-2028","0.00","3.74","-","2.79","3.74","2.79","EUR","23-Mar-2021","23-Mar-2021" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","726,186.09","0.14","726,186.09","770,000.00","-","AT0000A2WSC8","-","94.21","Austria","-","USD","7.55","2.74","0.92","20-Feb-2032","0.90","7.43","-","2.74","7.43","2.74","EUR","30-Mar-2022","30-Mar-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","723,940.88","0.14","723,940.88","1,101,000.00","135087P99","CA135087P998","BQ97KX6","65.10","Canada","-","USD","20.18","3.34","1.36","01-Dec-2055","2.75","20.07","-","3.34","20.07","3.34","CAD","30-Jan-2023","30-Jan-2023" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","715,419.20","0.14","715,419.20","747,000.00","-","FI4000148630","BVVQ166","95.00","Finland","-","USD","6.75","2.67","0.92","15-Apr-2031","0.75","6.65","-","2.67","6.65","2.67","EUR","10-Mar-2015","10-Mar-2015" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","715,231.23","0.14","715,231.23","690,000.00","-","IT0005210650","BDH63H9","103.22","Italy","-","USD","2.60","3.07","0.92","01-Dec-2026","1.25","2.59","-","3.07","2.59","3.07","EUR","01-Aug-2016","01-Aug-2016" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","713,879.34","0.14","713,879.34","1,004,000.00","-","SG3254976487","B6WTXD0","71.13","Singapore","-","USD","14.03","3.05","1.35","01-Apr-2042","2.75","14.02","-","3.05","14.02","3.05","SGD","02-Apr-2012","02-Apr-2012" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","710,320.51","0.14","710,320.51","669,000.00","-","IT0005240830","BYMTYV1","105.42","Italy","-","USD","3.03","3.08","0.92","01-Jun-2027","2.20","3.02","-","3.08","3.02","3.08","EUR","01-Feb-2017","01-Feb-2017" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","706,700.26","0.13","706,700.26","649,000.00","-","DE000BU3Z005","BQ84ZS8","108.61","Germany","-","USD","8.04","2.25","0.92","15-Feb-2033","2.30","7.94","-","2.25","7.94","2.25","EUR","13-Jan-2023","03-May-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","705,978.42","0.13","705,978.42","776,000.00","-","DE0001102580","BPR9QW8","90.98","Germany","-","USD","7.80","2.22","0.92","15-Feb-2032","0.00","7.72","-","2.22","7.72","2.22","EUR","07-Jan-2022","07-Jan-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","705,631.67","0.13","705,631.67","599,000.00","-","IT0005518128","BLBRDQ3","115.88","Italy","-","USD","7.46","3.51","0.92","01-May-2033","4.40","7.40","-","3.51","7.40","3.51","EUR","01-Nov-2022","01-Nov-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","697,321.99","0.13","697,321.99","753,000.00","-","IT0005422891","BLF7F74","92.13","Italy","-","USD","6.68","3.32","0.92","01-Apr-2031","0.90","6.65","-","3.32","6.65","3.32","EUR","01-Oct-2020","01-Oct-2020" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","695,999.23","0.13","695,999.23","666,000.00","-","AT0000A2QRW0","BMC1QD9","104.50","Austria","-","USD","1.05","3.32","0.92","20-Apr-2025","0.00","1.03","-","3.32","1.03","3.32","EUR","20-Apr-2021","20-Apr-2021" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","694,993.75","0.13","694,993.75","672,000.00","-","FR0013131877","BYPKWB7","102.97","France","-","USD","2.12","2.84","0.92","25-May-2026","0.50","2.09","-","2.84","2.09","2.84","EUR","25-May-2015","07-Mar-2016" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","694,770.71","0.13","694,770.71","629,000.00","-","DE000BU25018","BPXYP42","108.42","Germany","-","USD","4.26","2.35","0.92","19-Oct-2028","2.40","4.21","-","2.35","4.21","2.35","EUR","15-Jun-2023","15-Jun-2023" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","693,109.86","0.13","693,109.86","643,000.00","-","ES00000126Z1","BVGC318","106.22","Spain","-","USD","1.06","3.33","0.92","30-Apr-2025","1.60","1.04","-","3.33","1.04","3.33","EUR","27-Jan-2015","27-Jan-2015" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","687,463.19","0.13","687,463.19","731,000.00","-","DE0001102507","BL6K486","94.04","Germany","-","USD","6.31","2.22","0.92","15-Aug-2030","0.00","6.25","-","2.22","6.25","2.22","EUR","19-Jun-2020","19-Jun-2020" "UK CONV GILT 0.5 1/31/29 RegS","Treasuries","Fixed Income","685,662.45","0.13","685,662.45","635,000.00","-","GB00BLPK7227","BLPK722","107.88","United Kingdom","-","USD","4.70","3.82","0.79","31-Jan-2029","0.50","4.69","-","3.82","4.69","3.82","GBP","02-Sep-2021","02-Sep-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","683,968.96","0.13","683,968.96","907,000.00","135087ZS6","CA135087ZS68","B6R2TV4","74.58","Canada","-","USD","15.03","3.41","1.36","01-Dec-2045","3.50","15.00","-","3.41","15.00","3.41","CAD","13-Jun-2011","13-Jun-2011" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","683,625.21","0.13","683,625.21","696,000.00","-","DE0001102465","BHZ4TX1","98.19","Germany","-","USD","4.81","2.27","0.92","15-Feb-2029","0.25","4.75","-","2.27","4.75","2.27","EUR","11-Jan-2019","11-Jan-2019" "JAPAN (GOVERNMENT OF) 20YR #169","Treasuries","Fixed Income","682,638.01","0.13","682,638.01","117,450,000.00","-","JP1201691K75","BJSG1B0","0.58","Japan","-","USD","14.76","1.24","151.38","20-Jun-2039","0.30","14.77","-","1.24","14.77","1.24","JPY","20-Jun-2019","18-Jul-2019" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","680,977.71","0.13","680,977.71","7,081,000.00","-","NO0012712506","BNTFDM9","9.46","Norway","-","USD","13.58","3.34","10.79","06-Oct-2042","3.50","13.33","-","3.34","13.33","3.34","NOK","06-Oct-2022","06-Oct-2022" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","680,248.41","0.13","680,248.41","768,000.00","-","FR0013257524","BYXX4T0","86.76","France","-","USD","18.10","3.19","0.92","25-May-2048","2.00","17.77","-","3.19","17.77","3.19","EUR","25-May-2017","25-May-2017" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","676,537.58","0.13","676,537.58","918,000.00","-","SG31A0000001","BYMSKM1","73.13","Singapore","-","USD","1.14","3.59","1.35","01-Jun-2025","2.38","1.14","-","3.59","1.14","3.59","SGD","02-Jun-2015","02-Jun-2015" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","672,978.09","0.13","672,978.09","870,000.00","-","FR0013404969","BJP0WP6","75.99","France","-","USD","20.16","3.20","0.92","25-May-2050","1.50","19.79","-","3.20","19.79","3.20","EUR","25-May-2018","26-Feb-2019" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","672,408.38","0.13","672,408.38","1,261,000.00","-","NL0015614579","BK80T93","53.32","Netherlands","-","USD","27.48","2.58","0.92","15-Jan-2052","0.00","27.10","-","2.58","27.10","2.58","EUR","24-Sep-2020","24-Sep-2020" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","672,137.85","0.13","672,137.85","686,000.00","-","ES00000128C6","BYZ0LZ4","96.71","Spain","-","USD","16.08","3.59","0.92","31-Oct-2046","2.90","15.73","-","3.59","15.73","3.59","EUR","15-Mar-2016","15-Mar-2016" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","669,362.31","0.13","669,362.31","620,000.00","-","DE0001102622","BM8HPT0","107.14","Germany","-","USD","5.28","2.29","0.92","15-Nov-2029","2.10","5.22","-","2.29","5.22","2.29","EUR","20-Oct-2022","20-Oct-2022" "JAPAN (GOVERNMENT OF) 10YR #351","Treasuries","Fixed Income","667,868.30","0.13","667,868.30","101,950,000.00","-","JP1103511J74","BFWVX62","0.65","Japan","-","USD","4.22","0.31","151.38","20-Jun-2028","0.10","4.22","-","0.31","4.22","0.31","JPY","20-Jun-2018","04-Jul-2018" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","667,453.45","0.13","667,453.45","667,000.00","-","FR0014003513","BNDMDP9","100.07","France","-","USD","2.88","2.72","0.92","25-Feb-2027","0.00","2.84","-","2.72","2.84","2.72","EUR","25-Feb-2021","26-Apr-2021" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","666,128.49","0.13","666,128.49","597,000.00","-","AT0000A33SK7","-","110.10","Austria","-","USD","19.26","3.06","0.92","20-Oct-2053","3.15","18.92","-","3.06","18.92","3.06","EUR","25-Apr-2023","25-Apr-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","664,295.62","0.13","664,295.62","632,000.00","-","IT0005274805","BD1MF44","104.78","Italy","-","USD","3.20","3.08","0.92","01-Aug-2027","2.05","3.19","-","3.08","3.19","3.08","EUR","04-Jul-2017","04-Jul-2017" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","663,975.50","0.13","663,975.50","541,485.00","-","FR0010371401","B2PHTV3","120.80","France","-","USD","11.21","3.00","0.92","25-Oct-2038","4.00","11.03","-","3.00","11.03","3.00","EUR","25-Oct-2005","12-Sep-2006" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","662,585.63","0.13","662,585.63","644,000.00","-","ES0000012E51","BG5Q6H3","101.46","Spain","-","USD","4.82","2.78","0.92","30-Apr-2029","1.45","4.74","-","2.78","4.74","2.78","EUR","29-Jan-2019","29-Jan-2019" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","659,287.26","0.13","659,287.26","809,000.00","-","AT0000A1K9F1","BYN4DM9","81.33","Austria","-","USD","18.63","3.02","0.92","20-Feb-2047","1.50","18.32","-","3.02","18.32","3.02","EUR","23-Feb-2016","23-Feb-2016" "UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasuries","Fixed Income","659,090.11","0.13","659,090.11","504,000.00","-","GB00BMF9LG83","BMF9LG8","129.05","United Kingdom","-","USD","3.76","3.93","0.79","07-Jun-2028","4.50","3.75","-","3.93","3.75","3.93","GBP","21-Jun-2023","21-Jun-2023" "JAPAN (GOVERNMENT OF) 20YR #183","Treasuries","Fixed Income","652,412.53","0.12","652,412.53","98,500,000.00","-","JP1201831P14","BPSP926","0.66","Japan","-","USD","16.28","1.41","151.38","20-Dec-2042","1.40","16.36","-","1.41","16.36","1.41","JPY","20-Dec-2022","20-Jan-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","648,483.77","0.12","648,483.77","574,000.00","-","IT0005519787","BMDZRR1","111.80","Italy","-","USD","5.10","3.23","0.92","15-Dec-2029","3.85","5.06","-","3.23","5.06","3.23","EUR","15-Nov-2022","15-Nov-2022" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","647,910.31","0.12","647,910.31","649,000.00","-","ES0000012J15","BPBLN85","99.83","Spain","-","USD","2.81","2.87","0.92","31-Jan-2027","0.00","2.77","-","2.87","2.77","2.87","EUR","26-Oct-2021","26-Oct-2021" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","646,450.90","0.12","646,450.90","499,345.00","-","FR0010870956","B3N6265","125.47","France","-","USD","20.01","3.24","0.92","25-Apr-2060","4.00","19.58","-","3.24","19.58","3.24","EUR","25-Apr-2009","17-Mar-2010" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","646,212.71","0.12","646,212.71","636,000.00","-","IT0005494239","BPCPPV3","100.74","Italy","-","USD","7.67","3.45","0.92","01-Dec-2032","2.50","7.62","-","3.45","7.62","3.45","EUR","03-May-2022","03-May-2022" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","644,217.23","0.12","644,217.23","669,000.00","-","ES0000012F43","BKC9Q39","96.03","Spain","-","USD","5.44","2.80","0.92","31-Oct-2029","0.60","5.35","-","2.80","5.35","2.80","EUR","19-Jun-2019","19-Jun-2019" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","642,484.36","0.12","642,484.36","613,000.00","-","BE0000337460","BYW8CL4","103.99","Belgium","-","USD","2.18","2.82","0.92","22-Jun-2026","1.00","2.15","-","2.82","2.15","2.82","EUR","20-Jan-2016","20-Jan-2016" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","641,925.40","0.12","641,925.40","472,000.00","-","DE0001135325","B1P8H15","132.65","Germany","-","USD","11.50","2.46","0.92","04-Jul-2039","4.25","11.38","-","2.46","11.38","2.46","EUR","26-Jan-2007","26-Jan-2007" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","636,302.93","0.12","636,302.93","1,666,000.00","-","AU0000097495","BMZ8B65","37.89","Australia","-","USD","18.90","4.41","1.53","21-Jun-2051","1.75","19.06","-","4.41","19.06","4.41","AUD","21-Jun-2020","05-Aug-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","635,287.63","0.12","635,287.63","883,000.00","135087N34","CA135087N340","BNYBM70","71.41","Canada","-","USD","0.98","7.49","1.36","01-Apr-2025","1.50","0.98","-","7.49","0.98","7.49","CAD","24-Jan-2022","24-Jan-2022" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","631,741.85","0.12","631,741.85","545,000.00","-","FR001400L834","BRBS1F3","114.64","France","-","USD","8.23","2.79","0.92","25-Nov-2033","3.50","8.09","-","2.79","8.09","2.79","EUR","25-Nov-2022","09-Oct-2023" "JAPAN (GOVERNMENT OF) 30YR #34","Treasuries","Fixed Income","631,524.93","0.12","631,524.93","84,150,000.00","-","JP1300341B39","B5V3ZN0","0.75","Japan","-","USD","14.29","1.23","151.38","20-Mar-2041","2.20","14.37","-","1.23","14.37","1.23","JPY","20-Mar-2011","22-Mar-2011" "JAPAN (GOVERNMENT OF) 30YR #32","Treasuries","Fixed Income","630,554.44","0.12","630,554.44","82,550,000.00","-","JP1300321A34","B645J83","0.76","Japan","-","USD","13.52","1.15","151.38","20-Mar-2040","2.30","13.59","-","1.15","13.59","1.15","JPY","20-Mar-2010","23-Mar-2010" "UK CONV GILT RegS","Treasuries","Fixed Income","630,071.95","0.12","630,071.95","527,000.00","-","GB00BYZW3G56","BYZW3G5","119.22","United Kingdom","-","USD","2.23","4.05","0.79","22-Jul-2026","1.50","2.24","-","4.05","2.24","4.05","GBP","18-Feb-2016","18-Feb-2016" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","629,177.49","0.12","629,177.49","624,000.00","-","IT0005416570","BL9X2S8","100.80","Italy","-","USD","3.38","3.07","0.92","15-Sep-2027","0.95","3.36","-","3.07","3.36","3.07","EUR","16-Jul-2020","16-Jul-2020" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","628,615.00","0.12","628,615.00","654,000.00","-","NL0015000LS8","BP816W3","96.12","Netherlands","-","USD","4.75","2.50","0.92","15-Jan-2029","0.00","4.69","-","2.50","4.69","2.50","EUR","30-Sep-2021","30-Sep-2021" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","628,056.21","0.12","628,056.21","618,000.00","-","IT0005437147","BKQN7H8","101.63","Italy","-","USD","1.98","3.16","0.92","01-Apr-2026","0.00","1.98","-","3.16","1.98","3.16","EUR","01-Mar-2021","01-Mar-2021" "JAPAN (GOVERNMENT OF) 30YR #26","Treasuries","Fixed Income","627,302.67","0.12","627,302.67","81,000,000.00","-","JP1300261748","B1W62F1","0.77","Japan","-","USD","11.31","0.92","151.38","20-Mar-2037","2.40","11.33","-","0.92","11.33","0.92","JPY","20-Mar-2007","20-Apr-2007" "JAPAN (GOVERNMENT OF) 30YR #33","Treasuries","Fixed Income","625,697.15","0.12","625,697.15","85,350,000.00","-","JP1300331A99","B64GKL6","0.73","Japan","-","USD","14.11","1.20","151.38","20-Sep-2040","2.00","14.17","-","1.20","14.17","1.20","JPY","20-Sep-2010","21-Sep-2010" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","625,247.07","0.12","625,247.07","664,000.00","-","NL00150012X2","BPWBVY6","93.74","Netherlands","-","USD","21.76","2.65","0.92","15-Jan-2054","2.00","21.45","-","2.65","21.45","2.65","EUR","29-Sep-2022","29-Sep-2022" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","625,222.53","0.12","625,222.53","700,000.00","-","ES0000012H41","BMV7YT0","89.22","Spain","-","USD","6.98","2.87","0.92","30-Apr-2031","0.10","6.86","-","2.87","6.86","2.87","EUR","20-Jan-2021","20-Jan-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","621,073.41","0.12","621,073.41","589,000.00","-","ES00000128P8","BDFFX89","103.97","Spain","-","USD","2.96","2.84","0.92","30-Apr-2027","1.50","2.92","-","2.84","2.92","2.84","EUR","31-Jan-2017","31-Jan-2017" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","618,212.12","0.12","618,212.12","582,000.00","-","IT0005370306","BJJNNZ8","105.77","Italy","-","USD","2.22","3.14","0.92","15-Jul-2026","2.10","2.22","-","3.14","2.22","3.14","EUR","15-Apr-2019","15-Apr-2019" "JAPAN (GOVERNMENT OF) 10YR #371","Treasuries","Fixed Income","616,511.81","0.12","616,511.81","95,400,000.00","-","JP1103711P74","BRZRFX2","0.65","Japan","-","USD","9.03","0.66","151.38","20-Jun-2033","0.40","9.03","-","0.66","9.03","0.66","JPY","20-Jun-2023","05-Jul-2023" "UK CONV GILT RegS","Treasuries","Fixed Income","614,134.00","0.12","614,134.00","643,000.00","-","GB00BZB26Y51","BZB26Y5","95.39","United Kingdom","-","USD","11.49","4.14","0.79","07-Sep-2037","1.75","11.51","-","4.14","11.51","4.14","GBP","09-Nov-2016","09-Nov-2016" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","610,306.00","0.12","610,306.00","632,000.00","-","NL0013332430","BJFVFZ0","96.38","Netherlands","-","USD","5.20","2.48","0.92","15-Jul-2029","0.25","5.13","-","2.48","5.13","2.48","EUR","14-Feb-2019","14-Feb-2019" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","609,977.65","0.12","609,977.65","669,000.00","-","IT0005449969","BMCR154","90.85","Italy","-","USD","7.29","3.36","0.92","01-Dec-2031","0.95","7.25","-","3.36","7.25","3.36","EUR","01-Jun-2021","15-Jun-2021" "JAPAN (GOVERNMENT OF) 30YR #36","Treasuries","Fixed Income","608,665.19","0.12","608,665.19","83,600,000.00","-","JP1300361C33","B7JKVV7","0.73","Japan","-","USD","15.15","1.30","151.38","20-Mar-2042","2.00","15.24","-","1.30","15.24","1.30","JPY","20-Mar-2012","21-Mar-2012" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","608,562.64","0.12","608,562.64","612,000.00","-","IT0005240350","BYMZ293","99.25","Italy","-","USD","8.32","3.52","0.92","01-Sep-2033","2.45","8.26","-","3.52","8.26","3.52","EUR","01-Sep-2016","25-Jan-2017" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","607,561.89","0.12","607,561.89","579,000.00","-","DE0001102606","BQ2H8X9","103.80","Germany","-","USD","7.71","2.24","0.92","15-Aug-2032","1.70","7.62","-","2.24","7.62","2.24","EUR","08-Jul-2022","08-Jul-2022" "JAPAN (GOVERNMENT OF) 20YR #184","Treasuries","Fixed Income","606,838.76","0.12","606,838.76","96,950,000.00","-","JP1201841P46","BMDZV79","0.63","Japan","-","USD","16.91","1.45","151.38","20-Mar-2043","1.10","17.00","-","1.45","17.00","1.45","JPY","20-Mar-2023","21-Apr-2023" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","605,338.91","0.12","605,338.91","472,000.00","-","ES00000121S7","B4KCFS6","124.90","Spain","-","USD","12.13","3.50","0.92","30-Jul-2041","4.70","11.89","-","3.50","11.89","3.50","EUR","28-Sep-2009","28-Sep-2009" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","604,646.54","0.12","604,646.54","1,130,000.00","-","AU0000018442","BF5J6P3","52.88","Australia","-","USD","12.83","4.33","1.53","21-May-2041","2.75","12.90","-","4.33","12.90","4.33","AUD","21-May-2018","27-Jul-2018" "UK CONV GILT RegS","Treasuries","Fixed Income","604,532.87","0.12","604,532.87","542,000.00","-","GB00BN65R313","BN65R31","110.75","United Kingdom","-","USD","13.97","4.41","0.79","22-Jan-2045","3.50","14.08","-","4.41","14.08","4.41","GBP","25-Jun-2014","25-Jun-2014" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","603,970.25","0.12","603,970.25","687,000.00","135087XG4","CA135087XG49","BW4Q6F4","86.56","Canada","-","USD","7.21","3.49","1.36","01-Jun-2033","5.75","7.20","-","3.49","7.20","3.49","CAD","15-Oct-2001","15-Oct-2001" "UK CONV GILT RegS","Treasuries","Fixed Income","603,492.52","0.12","603,492.52","445,000.00","-","GB00B00NY175","B00NY17","133.80","United Kingdom","-","USD","10.46","4.20","0.79","07-Dec-2038","4.75","10.51","-","4.20","10.51","4.20","GBP","23-Apr-2004","23-Apr-2004" "JAPAN (GOVERNMENT OF) 10YR #348","Treasuries","Fixed Income","603,182.64","0.12","603,182.64","91,750,000.00","-","JP1103481H98","BD3JV67","0.66","Japan","-","USD","3.48","0.24","151.38","20-Sep-2027","0.10","3.47","-","0.24","3.47","0.24","JPY","20-Sep-2017","20-Sep-2017" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","599,818.43","0.11","599,818.43","660,000.00","-","ES0000012I32","BP7L7Q5","90.66","Spain","-","USD","7.36","2.91","0.92","31-Oct-2031","0.50","7.23","-","2.91","7.23","2.91","EUR","29-Jun-2021","29-Jun-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","599,670.57","0.11","599,670.57","902,000.00","135087D35","CA135087D358","BY8L4R7","65.83","Canada","-","USD","17.22","3.38","1.36","01-Dec-2048","2.75","17.17","-","3.38","17.17","3.38","CAD","02-Jun-2014","02-Jun-2014" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","599,000.91","0.11","599,000.91","1,154,000.00","-","FI4000480488","BMCXYY2","51.78","Finland","-","USD","26.90","2.85","0.92","15-Apr-2052","0.13","26.46","-","2.85","26.46","2.85","EUR","09-Feb-2021","09-Feb-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","598,664.60","0.11","598,664.60","857,000.00","135087K94","CA135087K940","BM97LJ1","69.83","Canada","-","USD","1.40","4.22","1.36","01-Sep-2025","0.50","1.40","-","4.22","1.40","4.22","CAD","03-Apr-2020","03-Apr-2020" "UK CONV GILT RegS","Treasuries","Fixed Income","598,150.72","0.11","598,150.72","551,000.00","-","GB00BJMHB534","BJMHB53","108.08","United Kingdom","-","USD","5.31","3.77","0.79","22-Oct-2029","0.88","5.31","-","3.77","5.31","3.77","GBP","19-Jun-2019","19-Jun-2019" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","597,065.87","0.11","597,065.87","748,000.00","-","BE0000348574","BJ4LD68","78.42","Belgium","-","USD","19.73","3.28","0.92","22-Jun-2050","1.70","19.35","-","3.28","19.35","3.28","EUR","05-Feb-2019","05-Feb-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","596,344.49","0.11","596,344.49","564,000.00","-","ES0000012K61","BPG7NH7","104.62","Spain","-","USD","7.65","2.99","0.92","31-Oct-2032","2.55","7.51","-","2.99","7.51","2.99","EUR","14-Jun-2022","14-Jun-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","596,266.88","0.11","596,266.88","462,000.00","-","GB0032452392","3245239","128.77","United Kingdom","-","USD","9.29","4.04","0.79","07-Mar-2036","4.25","9.31","-","4.04","9.31","4.04","GBP","27-Feb-2003","27-Feb-2003" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","595,784.74","0.11","595,784.74","549,000.00","-","FI4000566294","-","107.97","Finland","-","USD","20.39","2.96","0.92","15-Apr-2055","2.95","20.04","-","2.96","20.04","2.96","EUR","24-Jan-2024","24-Jan-2024" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","595,619.10","0.11","595,619.10","712,000.00","-","DE0001102515","BMQ5WP1","83.65","Germany","-","USD","11.01","2.34","0.92","15-May-2035","0.00","10.88","-","2.34","10.88","2.34","EUR","13-May-2020","13-May-2020" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","594,460.31","0.11","594,460.31","657,000.00","-","NL00150006U0","BKPSL50","90.48","Netherlands","-","USD","7.22","2.48","0.92","15-Jul-2031","0.00","7.12","-","2.48","7.12","2.48","EUR","11-Feb-2021","11-Feb-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","594,424.48","0.11","594,424.48","522,000.00","-","ES0000012L78","BQWRWS2","112.32","Spain","-","USD","8.13","3.08","0.92","31-Oct-2033","3.55","7.97","-","3.08","7.97","3.08","EUR","14-Jun-2023","14-Jun-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","591,802.37","0.11","591,802.37","552,000.00","-","IT0005495731","BMH3SQ7","106.36","Italy","-","USD","4.80","3.18","0.92","15-Jun-2029","2.80","4.77","-","3.18","4.77","3.18","EUR","16-May-2022","16-May-2022" "JAPAN (GOVERNMENT OF) 20YR #170","Treasuries","Fixed Income","591,157.06","0.11","591,157.06","102,350,000.00","-","JP1201701KA5","BKPFTJ1","0.58","Japan","-","USD","15.01","1.27","151.38","20-Sep-2039","0.30","15.02","-","1.27","15.02","1.27","JPY","20-Sep-2019","25-Oct-2019" "UK CONV GILT RegS","Treasuries","Fixed Income","590,184.87","0.11","590,184.87","488,000.00","-","GB00BK5CVX03","BK5CVX0","120.70","United Kingdom","-","USD","1.17","4.47","0.79","07-Jun-2025","0.63","1.17","-","4.47","1.17","4.47","GBP","03-Jul-2019","03-Jul-2019" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","589,904.80","0.11","589,904.80","656,000.00","-","IT0005466013","BNVW1L3","89.60","Italy","-","USD","7.74","3.40","0.92","01-Jun-2032","0.95","7.69","-","3.40","7.69","3.40","EUR","01-Nov-2021","01-Nov-2021" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","586,476.01","0.11","586,476.01","554,000.00","-","DE0001102382","BYSG557","105.20","Germany","-","USD","1.35","3.08","0.92","15-Aug-2025","1.00","1.33","-","3.08","1.33","3.08","EUR","17-Jul-2015","17-Jul-2015" "JAPAN (GOVERNMENT OF) 5YR #163","Treasuries","Fixed Income","585,776.92","0.11","585,776.92","88,400,000.00","-","JP1051631PB2","BS718L8","0.66","Japan","-","USD","4.44","0.33","151.38","20-Sep-2028","0.40","4.44","-","0.33","4.44","0.33","JPY","20-Sep-2023","15-Nov-2023" "UK CONV GILT RegS","Treasuries","Fixed Income","583,380.15","0.11","583,380.15","450,965.00","-","GB00B16NNR78","B16NNR7","127.73","United Kingdom","-","USD","3.36","3.91","0.79","07-Dec-2027","4.25","3.35","-","3.91","3.35","3.91","GBP","06-Sep-2006","06-Sep-2006" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","579,961.33","0.11","579,961.33","472,000.00","-","DE0001135432","B4Y6DJ1","120.31","Germany","-","USD","13.83","2.48","0.92","04-Jul-2042","3.25","13.68","-","2.48","13.68","2.48","EUR","04-Jul-2010","23-Jul-2010" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","579,504.54","0.11","579,504.54","610,000.00","-","DE0001102499","BKMG469","95.00","Germany","-","USD","5.82","2.23","0.92","15-Feb-2030","0.00","5.76","-","2.23","5.76","2.23","EUR","10-Jan-2020","10-Jan-2020" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","579,043.90","0.11","579,043.90","549,000.00","-","IT0005358806","BHPRQP1","105.22","Italy","-","USD","9.09","3.69","0.92","01-Mar-2035","3.35","9.03","-","3.69","9.03","3.69","EUR","01-Sep-2018","22-Jan-2019" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","575,940.85","0.11","575,940.85","1,029,000.00","135087H72","CA135087H722","BFMC871","55.50","Canada","-","USD","19.80","3.37","1.36","01-Dec-2051","2.00","19.73","-","3.37","19.73","3.37","CAD","22-Dec-2017","22-Dec-2017" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","575,916.78","0.11","575,916.78","572,000.00","-","NL0015031501","BMFH3W2","100.68","Netherlands","-","USD","2.77","2.60","0.92","15-Jan-2027","0.00","2.73","-","2.60","2.73","2.60","EUR","28-May-2020","28-May-2020" "UK CONV GILT RegS","Treasuries","Fixed Income","573,880.79","0.11","573,880.79","494,000.00","-","GB00BDRHNP05","BDRHNP0","115.89","United Kingdom","-","USD","3.19","3.92","0.79","22-Jul-2027","1.25","3.19","-","3.92","3.19","3.92","GBP","15-Mar-2017","15-Mar-2017" "JAPAN (GOVERNMENT OF) 30YR #29","Treasuries","Fixed Income","571,184.44","0.11","571,184.44","73,750,000.00","-","JP13002918A0","B3F3YW4","0.77","Japan","-","USD","12.40","1.04","151.38","20-Sep-2038","2.40","12.44","-","1.04","12.44","1.04","JPY","20-Sep-2008","24-Oct-2008" "UK CONV GILT RegS","Treasuries","Fixed Income","570,807.83","0.11","570,807.83","433,003.00","9139969U0","GB0004893086","0489308","130.20","United Kingdom","-","USD","6.82","3.81","0.79","07-Jun-2032","4.25","6.81","-","3.81","6.81","3.81","GBP","25-May-2000","25-May-2000" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","569,256.71","0.11","569,256.71","567,000.00","-","DE0001141851","BNGDG61","100.40","Germany","-","USD","3.02","2.48","0.92","16-Apr-2027","0.00","2.98","-","2.48","2.98","2.48","EUR","20-Jan-2022","20-Jan-2022" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","566,788.26","0.11","566,788.26","448,000.00","08013Z9H5","DE0001135044","5286601","121.38","Germany","-","USD","2.91","2.56","0.92","04-Jul-2027","6.50","2.87","-","2.56","2.87","2.56","EUR","04-Jul-1997","04-Jul-1997" "JAPAN (GOVERNMENT OF) 20YR #172","Treasuries","Fixed Income","565,541.57","0.11","565,541.57","97,250,000.00","-","JP1201721L45","BMVD948","0.58","Japan","-","USD","15.35","1.31","151.38","20-Mar-2040","0.40","15.36","-","1.31","15.36","1.31","JPY","20-Mar-2020","22-Apr-2020" "JAPAN (GOVERNMENT OF) 5YR #155","Treasuries","Fixed Income","565,445.59","0.11","565,445.59","85,400,000.00","-","JP1051551P11","BQXNK63","0.66","Japan","-","USD","3.71","0.26","151.38","20-Dec-2027","0.30","3.71","-","0.26","3.71","0.26","JPY","20-Dec-2022","16-Jan-2023" "EUR CASH","Cash and/or Derivatives","Cash","563,541.48","0.11","563,541.48","520,809.00","-","-","-","108.21","European Union","-","USD","0.00","3.84","0.92","-","0.00","0.00","-","3.84","0.00","3.84","EUR","-","01-Jan-1989" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","563,273.15","0.11","563,273.15","541,000.00","-","ES00000127A2","BW1YWV9","102.73","Spain","-","USD","5.87","2.83","0.92","30-Jul-2030","1.95","5.78","-","2.83","5.78","2.83","EUR","04-Mar-2015","04-Mar-2015" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","562,808.78","0.11","562,808.78","1,459,000.00","-","NZGOVDT541C9","BL58BK2","38.19","New Zealand","-","USD","13.62","4.91","1.67","15-May-2041","1.75","13.66","-","4.91","13.66","4.91","NZD","15-May-2020","21-Jul-2020" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","556,101.58","0.11","556,101.58","537,250.00","-","DE0001141828","BMZ6LW5","103.51","Germany","-","USD","1.52","2.93","0.92","10-Oct-2025","0.00","1.49","-","2.93","1.49","2.93","EUR","10-Jul-2020","10-Jul-2020" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","553,193.68","0.11","553,193.68","513,000.00","-","IT0005340929","BF2F3M0","106.87","Italy","-","USD","4.33","3.11","0.92","01-Dec-2028","2.80","4.31","-","3.11","4.31","3.11","EUR","01-Aug-2018","01-Aug-2018" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","552,428.54","0.11","552,428.54","532,000.00","-","ES0000012B39","BF5F9L8","102.47","Spain","-","USD","3.91","2.79","0.92","30-Apr-2028","1.40","3.84","-","2.79","3.84","2.79","EUR","30-Jan-2018","30-Jan-2018" "JAPAN (GOVERNMENT OF) 30YR #38","Treasuries","Fixed Income","550,510.11","0.10","550,510.11","78,350,000.00","-","JP1300381D38","B969HP7","0.70","Japan","-","USD","16.03","1.38","151.38","20-Mar-2043","1.80","16.15","-","1.38","16.15","1.38","JPY","20-Mar-2013","21-Mar-2013" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","549,153.50","0.10","549,153.50","541,000.00","-","DE0001102416","BYW2H66","101.48","Germany","-","USD","2.84","2.51","0.92","15-Feb-2027","0.25","2.81","-","2.51","2.81","2.51","EUR","13-Jan-2017","13-Jan-2017" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","547,373.79","0.10","547,373.79","778,000.00","-","FI4000440557","BMTD393","70.21","Finland","-","USD","15.83","2.98","0.92","15-Sep-2040","0.25","15.56","-","2.98","15.56","2.98","EUR","17-Jun-2020","17-Jun-2020" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","546,256.67","0.10","546,256.67","428,178.00","-","FR0010171975","B06BX63","123.59","France","-","USD","18.35","3.26","0.92","25-Apr-2055","4.00","17.99","-","3.26","17.99","3.26","EUR","25-Apr-2004","28-Feb-2005" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","545,470.12","0.10","545,470.12","517,000.00","-","FR001400FTH3","BMZMFB0","102.78","France","-","USD","19.23","3.26","0.92","25-May-2054","3.00","18.84","-","3.26","18.84","3.26","EUR","25-May-2022","14-Feb-2023" "SINGAPORE (REPUBLIC OF)","Treasuries","Fixed Income","544,816.84","0.10","544,816.84","809,000.00","-","SGXF76205099","BL97688","67.06","Singapore","-","USD","6.72","3.11","1.35","01-Jul-2031","1.63","6.72","-","3.11","6.72","3.11","SGD","01-Jul-2021","01-Jul-2021" "JAPAN (GOVERNMENT OF) 20YR #166","Treasuries","Fixed Income","544,603.83","0.10","544,603.83","87,250,000.00","-","JP1201661JA3","BGN70M1","0.62","Japan","-","USD","13.68","1.14","151.38","20-Sep-2038","0.70","13.69","-","1.14","13.69","1.14","JPY","20-Sep-2018","19-Oct-2018" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","541,295.04","0.10","541,295.04","401,000.00","-","ES00000124H4","BFNYDZ9","132.73","Spain","-","USD","13.51","3.57","0.92","31-Oct-2044","5.15","13.23","-","3.57","13.23","3.57","EUR","16-Oct-2013","16-Oct-2013" "UK CONV GILT RegS","Treasuries","Fixed Income","541,153.15","0.10","541,153.15","736,000.00","-","GB00BDCHBW80","BDCHBW8","73.19","United Kingdom","-","USD","17.73","4.40","0.79","22-Jul-2047","1.50","17.84","-","4.40","17.84","4.40","GBP","21-Sep-2016","21-Sep-2016" "UK CONV GILT RegS","Treasuries","Fixed Income","541,000.15","0.10","541,000.15","433,000.00","-","GB00B128DP45","B128DP4","123.31","United Kingdom","-","USD","14.03","4.42","0.79","07-Dec-2046","4.25","14.17","-","4.42","14.17","4.42","GBP","12-May-2006","12-May-2006" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","539,608.22","0.10","539,608.22","477,000.00","-","DE000BU2Z015","BMB3V08","111.15","Germany","-","USD","8.23","2.27","0.92","15-Aug-2033","2.60","8.13","-","2.27","8.13","2.27","EUR","14-Jul-2023","14-Jul-2023" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","539,624.61","0.10","539,624.61","555,000.00","-","IT0005445306","BMBTZC6","97.12","Italy","-","USD","4.21","3.08","0.92","15-Jul-2028","0.50","4.19","-","3.08","4.19","3.08","EUR","17-May-2021","17-May-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","534,716.98","0.10","534,716.98","508,000.00","-","FI4000527551","-","103.85","Finland","-","USD","2.93","2.77","0.92","15-Apr-2027","1.38","2.89","-","2.77","2.89","2.77","EUR","30-Aug-2022","30-Aug-2022" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","531,237.68","0.10","531,237.68","722,000.00","135087P57","CA135087P576","BMGCS65","73.40","Canada","-","USD","3.63","3.57","1.36","01-Mar-2028","3.50","3.63","-","3.57","3.63","3.57","CAD","21-Oct-2022","21-Oct-2022" "JAPAN (GOVERNMENT OF) 40YR #15","Treasuries","Fixed Income","530,739.75","0.10","530,739.75","105,100,000.00","-","JP1400151N57","BLD6Z06","0.50","Japan","-","USD","29.73","2.12","151.38","20-Mar-2062","1.00","30.26","-","2.12","30.26","2.12","JPY","20-Mar-2022","27-May-2022" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","530,227.69","0.10","530,227.69","621,000.00","-","DE0001102432","BF51GY8","84.55","Germany","-","USD","20.19","2.45","0.92","15-Aug-2048","1.25","19.95","-","2.45","19.95","2.45","EUR","15-Aug-2017","22-Sep-2017" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","528,424.71","0.10","528,424.71","652,000.00","-","IT0005398406","BJVB695","80.86","Italy","-","USD","18.06","4.05","0.92","01-Sep-2050","2.45","17.93","-","4.05","17.93","4.05","EUR","01-Sep-2019","22-Jan-2020" "JAPAN (GOVERNMENT OF) 10YR #372","Treasuries","Fixed Income","527,588.41","0.10","527,588.41","79,050,000.00","-","JP1103721PA1","BRBT3T4","0.67","Japan","-","USD","9.12","0.69","151.38","20-Sep-2033","0.80","9.12","-","0.69","9.12","0.69","JPY","20-Sep-2023","04-Oct-2023" "JAPAN (GOVERNMENT OF) 30YR #30","Treasuries","Fixed Income","527,404.01","0.10","527,404.01","68,850,000.00","-","JP1300301940","B3VV701","0.77","Japan","-","USD","12.82","1.07","151.38","20-Mar-2039","2.30","12.87","-","1.07","12.87","1.07","JPY","20-Mar-2009","17-Apr-2009" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","523,364.06","0.10","523,364.06","549,000.00","-","IT0005467482","BMFRBH3","95.28","Italy","-","USD","4.78","3.13","0.92","15-Feb-2029","0.45","4.76","-","3.13","4.76","3.13","EUR","15-Nov-2021","15-Nov-2021" "JAPAN (GOVERNMENT OF) 20YR #175","Treasuries","Fixed Income","523,122.94","0.10","523,122.94","89,650,000.00","-","JP1201751M13","BMD96M1","0.58","Japan","-","USD","15.87","1.37","151.38","20-Dec-2040","0.50","15.89","-","1.37","15.89","1.37","JPY","20-Dec-2020","20-Jan-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","523,024.45","0.10","523,024.45","431,000.00","-","ES00000124C5","BC9SCG8","119.10","Spain","-","USD","4.11","2.78","0.92","31-Oct-2028","5.15","4.04","-","2.78","4.04","2.78","EUR","16-Jul-2013","16-Jul-2013" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","522,752.85","0.10","522,752.85","717,000.00","135087Q49","CA135087Q491","BMXCSN5","72.74","Canada","-","USD","4.08","3.53","1.36","01-Sep-2028","3.25","4.08","-","3.53","4.08","3.53","CAD","21-Apr-2023","21-Apr-2023" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","521,224.06","0.10","521,224.06","474,000.00","-","ES0000012M85","BPYS9T6","109.29","Spain","-","USD","8.63","3.13","0.92","30-Apr-2034","3.25","8.45","-","3.13","8.45","3.13","EUR","17-Jan-2024","17-Jan-2024" "NEW ZEALAND (GOVERNMENT OF)","Treasuries","Fixed Income","517,498.24","0.10","517,498.24","840,000.00","-","NZGOVDT554C2","-","60.51","New Zealand","-","USD","15.06","4.94","1.67","15-May-2054","5.00","15.27","-","4.94","15.27","4.94","NZD","15-Nov-2023","28-Feb-2024" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","516,284.55","0.10","516,284.55","722,000.00","135087K52","CA135087K528","BK26BC4","71.44","Canada","-","USD","0.91","4.49","1.36","01-Mar-2025","1.25","0.91","-","4.49","0.91","4.49","CAD","11-Oct-2019","11-Oct-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","516,092.40","0.10","516,092.40","497,000.00","-","ES00000128Q6","BYXQMJ5","102.17","Spain","-","USD","8.25","3.04","0.92","30-Jul-2033","2.35","8.09","-","3.04","8.09","3.04","EUR","01-Mar-2017","01-Mar-2017" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","512,819.59","0.10","512,819.59","732,000.00","-","AU0000300535","BLFCN97","69.24","Australia","-","USD","15.97","4.38","1.53","21-Jun-2054","4.75","16.20","-","4.38","16.20","4.38","AUD","21-Jun-2023","24-Oct-2023" "JAPAN (GOVERNMENT OF) 5YR #159","Treasuries","Fixed Income","510,645.75","0.10","510,645.75","77,950,000.00","-","JP1051591P70","BM9M0N3","0.65","Japan","-","USD","4.22","0.31","151.38","20-Jun-2028","0.10","4.22","-","0.31","4.22","0.31","JPY","20-Jun-2023","12-Jul-2023" "JAPAN (GOVERNMENT OF) 20YR #179","Treasuries","Fixed Income","509,697.44","0.10","509,697.44","88,950,000.00","-","JP1201791N14","BMWV004","0.57","Japan","-","USD","16.75","1.45","151.38","20-Dec-2041","0.50","16.78","-","1.45","16.78","1.45","JPY","20-Dec-2021","17-Jan-2022" "JAPAN (GOVERNMENT OF) 30YR #75","Treasuries","Fixed Income","507,217.93","0.10","507,217.93","84,500,000.00","-","JP1300751N79","BMWSLK2","0.60","Japan","-","USD","22.85","1.81","151.38","20-Jun-2052","1.30","23.14","-","1.81","23.14","1.81","JPY","20-Jun-2022","08-Jul-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","506,891.86","0.10","506,891.86","636,000.00","-","GB00BJQWYH73","BJQWYH7","79.02","United Kingdom","-","USD","14.73","4.31","0.79","22-Oct-2041","1.25","14.77","-","4.31","14.77","4.31","GBP","22-Jan-2020","22-Jan-2020" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","506,716.28","0.10","506,716.28","529,000.00","-","ES0000012E69","BJRJGG0","94.47","Spain","-","USD","9.99","3.20","0.92","30-Jul-2035","1.85","9.80","-","3.20","9.80","3.20","EUR","05-Mar-2019","05-Mar-2019" "UK CONV GILT RegS","Treasuries","Fixed Income","505,957.15","0.10","505,957.15","517,000.00","-","GB00BMGR2809","BMGR280","97.82","United Kingdom","-","USD","7.13","3.80","0.79","31-Jul-2031","0.25","7.13","-","3.80","7.13","3.80","GBP","13-Nov-2020","13-Nov-2020" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","505,228.29","0.10","505,228.29","492,000.00","-","IT0005484552","BN45WK5","102.11","Italy","-","USD","2.92","3.09","0.92","01-Apr-2027","1.10","2.91","-","3.09","2.91","3.09","EUR","01-Mar-2022","01-Mar-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","505,147.63","0.10","505,147.63","473,000.00","-","IT0005127086","BZ1KR57","106.10","Italy","-","USD","1.63","3.22","0.92","01-Dec-2025","2.00","1.62","-","3.22","1.62","3.22","EUR","01-Sep-2015","01-Sep-2015" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","505,049.31","0.10","505,049.31","626,600.00","-","BE0000338476","BYQ64Q3","79.28","Belgium","-","USD","18.28","3.26","0.92","22-Jun-2047","1.60","17.93","-","3.26","17.93","3.26","EUR","08-Mar-2016","08-Mar-2016" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","504,907.24","0.10","504,907.24","431,000.00","-","IT0005544082","BRJTS57","115.25","Italy","-","USD","7.80","3.58","0.92","01-Nov-2033","4.35","7.74","-","3.58","7.74","3.58","EUR","02-May-2023","02-May-2023" "JAPAN (GOVERNMENT OF) 20YR #145","Treasuries","Fixed Income","504,327.38","0.10","504,327.38","69,550,000.00","-","JP1201451D66","BBNNTL6","0.72","Japan","-","USD","8.55","0.63","151.38","20-Jun-2033","1.70","8.56","-","0.63","8.56","0.63","JPY","20-Jun-2013","20-Jun-2013" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","498,778.79","0.10","498,778.79","423,000.00","-","NL0015001RG8","BMWJL61","117.22","Netherlands","-","USD","14.84","2.70","0.92","15-Jan-2044","3.25","14.65","-","2.70","14.65","2.70","EUR","19-Oct-2023","19-Oct-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","498,528.93","0.10","498,528.93","526,000.00","-","DE0001102614","BN6NGB6","93.58","Germany","-","USD","21.96","2.45","0.92","15-Aug-2053","1.80","21.69","-","2.45","21.69","2.45","EUR","15-Aug-2022","18-Oct-2022" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","497,051.03","0.09","497,051.03","622,000.00","-","IT0005421703","BM9C8B7","79.77","Italy","-","USD","13.98","3.98","0.92","01-Mar-2041","1.80","13.89","-","3.98","13.89","3.98","EUR","15-Sep-2020","15-Sep-2020" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","496,519.28","0.09","496,519.28","5,800,000.00","-","NO0010844079","BJLZXQ3","8.47","Norway","-","USD","5.09","3.51","10.79","06-Sep-2029","1.75","5.00","-","3.51","5.00","3.51","NOK","06-Mar-2019","06-Mar-2019" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","494,171.85","0.09","494,171.85","448,000.00","-","DE0001102341","BK35KG7","108.64","Germany","-","USD","16.94","2.48","0.92","15-Aug-2046","2.50","16.75","-","2.48","16.75","2.48","EUR","28-Feb-2014","28-Feb-2014" "NORWAY KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","493,929.00","0.09","493,929.00","5,283,000.00","-","NO0013148338","-","9.31","Norway","-","USD","8.43","3.57","10.79","13-Apr-2034","3.63","8.27","-","3.57","8.27","3.57","NOK","13-Feb-2024","13-Feb-2024" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","492,252.30","0.09","492,252.30","815,000.00","-","FR0013480613","BK6L1W5","59.72","France","-","USD","23.70","3.18","0.92","25-May-2052","0.75","23.24","-","3.18","23.24","3.18","EUR","25-May-2019","04-Feb-2020" "JAPAN (GOVERNMENT OF) 20YR #180","Treasuries","Fixed Income","492,057.19","0.09","492,057.19","81,750,000.00","-","JP1201801N46","BPSHQT8","0.60","Japan","-","USD","16.55","1.42","151.38","20-Mar-2042","0.80","16.59","-","1.42","16.59","1.42","JPY","20-Mar-2022","15-Apr-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","491,906.42","0.09","491,906.42","413,760.00","-","GB00B54QLM75","B54QLM7","117.98","United Kingdom","-","USD","18.07","4.36","0.79","22-Jan-2060","4.00","18.22","-","4.36","18.22","4.36","GBP","22-Oct-2009","22-Oct-2009" "JAPAN (GOVERNMENT OF) 20YR #150","Treasuries","Fixed Income","490,839.30","0.09","490,839.30","69,900,000.00","-","JP1201501E99","BQWJS35","0.70","Japan","-","USD","9.76","0.75","151.38","20-Sep-2034","1.40","9.77","-","0.75","9.77","0.75","JPY","20-Sep-2014","22-Sep-2014" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","490,723.84","0.09","490,723.84","467,000.00","-","IT0005363111","BJJ05B9","104.79","Italy","-","USD","16.02","4.09","0.92","01-Sep-2049","3.85","15.91","-","4.09","15.91","4.09","EUR","01-Sep-2018","13-Feb-2019" "JAPAN (GOVERNMENT OF) 2YR #455","Treasuries","Fixed Income","489,600.08","0.09","489,600.08","74,300,000.00","-","JP1024551PC4","BNKGB05","0.66","Japan","-","USD","1.68","0.16","151.38","01-Dec-2025","0.01","1.68","-","0.16","1.68","0.16","JPY","01-Dec-2023","01-Dec-2023" "JAPAN (GOVERNMENT OF) 20YR #178","Treasuries","Fixed Income","486,578.87","0.09","486,578.87","84,750,000.00","-","JP1201781MA3","BMG9684","0.57","Japan","-","USD","16.55","1.44","151.38","20-Sep-2041","0.50","16.58","-","1.44","16.58","1.44","JPY","20-Sep-2021","20-Oct-2021" "JAPAN (GOVERNMENT OF) 20YR #182","Treasuries","Fixed Income","486,470.08","0.09","486,470.08","77,250,000.00","-","JP1201821NA5","BLFDJ92","0.63","Japan","-","USD","16.54","1.42","151.38","20-Sep-2042","1.10","16.61","-","1.42","16.61","1.42","JPY","20-Sep-2022","19-Oct-2022" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","484,949.38","0.09","484,949.38","821,000.00","-","FR0014004J31","BP68F96","58.39","France","-","USD","24.34","3.20","0.92","25-May-2053","0.75","23.86","-","3.20","23.86","3.20","EUR","25-May-2021","13-Jul-2021" "JAPAN (GOVERNMENT OF) 5YR #158","Treasuries","Fixed Income","483,878.96","0.09","483,878.96","73,800,000.00","-","JP1051581P56","BMXLNN7","0.66","Japan","-","USD","3.97","0.29","151.38","20-Mar-2028","0.10","3.97","-","0.29","3.97","0.29","JPY","20-Mar-2023","16-May-2023" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","483,549.39","0.09","483,549.39","406,000.00","-","ES0000012932","B05L4R2","118.41","Spain","-","USD","10.14","3.29","0.92","31-Jan-2037","4.20","9.94","-","3.29","9.94","3.29","EUR","31-Jan-2005","17-Jan-2005" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","481,847.60","0.09","481,847.60","551,000.00","-","FR0014009O62","BN4BYK7","86.32","France","-","USD","12.58","3.03","0.92","25-May-2038","1.25","12.36","-","3.03","12.36","3.03","EUR","25-May-2021","11-Apr-2022" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","480,433.62","0.09","480,433.62","463,000.00","-","DE0001102390","BDGS558","103.70","Germany","-","USD","1.86","2.79","0.92","15-Feb-2026","0.50","1.83","-","2.79","1.83","2.79","EUR","15-Jan-2016","15-Jan-2016" "JAPAN (GOVERNMENT OF) 20YR #104","Treasuries","Fixed Income","479,526.79","0.09","479,526.79","67,150,000.00","-","JP1201041884","B3CVL19","0.71","Japan","-","USD","4.05","0.30","151.38","20-Jun-2028","2.10","4.05","-","0.30","4.05","0.30","JPY","20-Jun-2008","29-Aug-2008" "JAPAN (GOVERNMENT OF) 30YR #74","Treasuries","Fixed Income","476,892.84","0.09","476,892.84","85,900,000.00","-","JP1300741N49","BNNFY22","0.56","Japan","-","USD","23.61","1.87","151.38","20-Mar-2052","1.00","23.86","-","1.87","23.86","1.87","JPY","20-Mar-2022","08-Apr-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","476,626.98","0.09","476,626.98","419,000.00","-","GB00B6RNH572","B6RNH57","112.91","United Kingdom","-","USD","16.34","4.41","0.79","22-Jul-2052","3.75","16.53","-","4.41","16.53","4.41","GBP","28-Sep-2011","28-Sep-2011" "JAPAN (GOVERNMENT OF) 20YR #151","Treasuries","Fixed Income","469,989.67","0.09","469,989.67","68,100,000.00","-","JP1201511EC7","BTL1DB6","0.69","Japan","-","USD","10.04","0.78","151.38","20-Dec-2034","1.20","10.05","-","0.78","10.05","0.78","JPY","20-Dec-2014","22-Dec-2014" "JAPAN (GOVERNMENT OF) 30YR #69","Treasuries","Fixed Income","469,132.74","0.09","469,132.74","90,100,000.00","-","JP1300691M16","BL6JRN9","0.52","Japan","-","USD","23.62","1.91","151.38","20-Dec-2050","0.70","23.78","-","1.91","23.78","1.91","JPY","20-Dec-2020","12-Jan-2021" "JAPAN (GOVERNMENT OF) 20YR #147","Treasuries","Fixed Income","469,053.90","0.09","469,053.90","65,300,000.00","-","JP1201471DC6","BHBFX70","0.72","Japan","-","USD","9.01","0.69","151.38","20-Dec-2033","1.60","9.02","-","0.69","9.02","0.69","JPY","20-Dec-2013","20-Dec-2013" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","468,954.00","0.09","468,954.00","480,000.00","-","IT0005321325","BFWK4S8","97.47","Italy","-","USD","11.51","3.89","0.92","01-Sep-2038","2.95","11.44","-","3.89","11.44","3.89","EUR","01-Sep-2017","17-Jan-2018" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","468,139.39","0.09","468,139.39","497,000.00","-","IT0005403396","BLKNZS8","94.04","Italy","-","USD","6.08","3.28","0.92","01-Aug-2030","0.95","6.05","-","3.28","6.05","3.28","EUR","01-Mar-2020","02-Mar-2020" "JAPAN (GOVERNMENT OF) 10YR #373","Treasuries","Fixed Income","467,963.52","0.09","467,963.52","71,500,000.00","-","JP1103731Q12","BR88M86","0.65","Japan","-","USD","9.42","0.72","151.38","20-Dec-2033","0.60","9.42","-","0.72","9.42","0.72","JPY","20-Dec-2023","11-Jan-2024" "UK CONV GILT RegS","Treasuries","Fixed Income","467,474.87","0.09","467,474.87","483,000.00","-","GB00BM8Z2S21","BM8Z2S2","96.62","United Kingdom","-","USD","8.73","3.90","0.79","31-Jul-2033","0.88","8.74","-","3.90","8.74","3.90","GBP","22-Sep-2021","22-Sep-2021" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","465,700.50","0.09","465,700.50","470,000.00","-","IT0005273013","BYVMY00","98.82","Italy","-","USD","15.83","4.06","0.92","01-Mar-2048","3.45","15.73","-","4.06","15.73","4.06","EUR","01-Mar-2017","14-Jun-2017" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","465,083.56","0.09","465,083.56","456,000.00","-","IT0005390874","BJTPF69","101.81","Italy","-","USD","2.74","3.09","0.92","15-Jan-2027","0.85","2.73","-","3.09","2.73","3.09","EUR","15-Nov-2019","15-Nov-2019" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","461,512.29","0.09","461,512.29","465,000.00","-","DE0001102523","BMFFSR6","99.25","Germany","-","USD","3.59","2.40","0.92","15-Nov-2027","0.00","3.55","-","2.40","3.55","2.40","EUR","14-May-2020","14-May-2020" "UK CONV GILT RegS","Treasuries","Fixed Income","459,326.39","0.09","459,326.39","363,000.00","-","GB00B3KJDS62","B3KJDS6","126.24","United Kingdom","-","USD","11.17","4.25","0.79","07-Sep-2039","4.25","11.21","-","4.25","11.21","4.25","GBP","05-Mar-2009","05-Mar-2009" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","453,447.46","0.09","453,447.46","711,000.00","-","AU3TB0000192","BR2XZ66","62.72","Australia","-","USD","9.98","4.14","1.53","21-Apr-2037","3.75","10.01","-","4.14","10.01","4.14","AUD","21-Oct-2014","21-Oct-2014" "JAPAN (GOVERNMENT OF) 30YR #68","Treasuries","Fixed Income","448,872.62","0.09","448,872.62","88,500,000.00","-","JP1300681LA7","BN4JC74","0.51","Japan","-","USD","23.82","1.92","151.38","20-Sep-2050","0.60","23.96","-","1.92","23.96","1.92","JPY","20-Sep-2020","07-Oct-2020" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","447,822.07","0.09","447,822.07","483,000.00","-","BE0000349580","BJVB6J5","92.63","Belgium","-","USD","6.15","2.63","0.92","22-Jun-2030","0.10","6.06","-","2.63","6.06","2.63","EUR","22-Jan-2020","22-Jan-2020" "JAPAN (GOVERNMENT OF) 20YR #146","Treasuries","Fixed Income","446,797.47","0.09","446,797.47","61,850,000.00","-","JP1201461D98","BF10LG6","0.72","Japan","-","USD","8.80","0.66","151.38","20-Sep-2033","1.70","8.80","-","0.66","8.80","0.66","JPY","20-Sep-2013","20-Sep-2013" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","445,413.29","0.08","445,413.29","605,000.00","-","FR0013515806","BMWJ202","73.17","France","-","USD","15.11","3.07","0.92","25-May-2040","0.50","14.84","-","3.07","14.84","3.07","EUR","25-May-2020","03-Jun-2020" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","444,871.15","0.08","444,871.15","510,000.00","-","BE0000343526","BYP56X2","85.37","Belgium","-","USD","21.67","3.31","0.92","22-Jun-2057","2.25","21.21","-","3.31","21.21","3.31","EUR","14-Feb-2017","14-Feb-2017" "JAPAN (GOVERNMENT OF) 30YR #31","Treasuries","Fixed Income","443,284.32","0.08","443,284.32","58,650,000.00","-","JP13003119A4","B4TQX85","0.76","Japan","-","USD","13.25","1.11","151.38","20-Sep-2039","2.20","13.30","-","1.11","13.30","1.11","JPY","20-Sep-2009","14-Oct-2009" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","439,136.61","0.08","439,136.61","438,000.00","-","FR001400CMX2","BNNPF41","97.99","France","-","USD","14.69","3.16","0.92","25-May-2043","2.50","14.43","-","3.16","14.43","3.16","EUR","25-May-2022","13-Sep-2022" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","436,831.61","0.08","436,831.61","389,000.00","-","AT0000A33SH3","-","109.41","Austria","-","USD","4.69","2.67","0.92","23-May-2029","2.90","4.62","-","2.67","4.62","2.67","EUR","25-Apr-2023","25-Apr-2023" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","432,035.37","0.08","432,035.37","393,000.00","-","IT0005534281","BN91LV2","108.10","Italy","-","USD","0.96","3.53","0.92","28-Mar-2025","3.40","0.96","-","3.53","0.96","3.53","EUR","24-Feb-2023","24-Feb-2023" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","431,357.60","0.08","431,357.60","394,000.00","-","AT0000A39UW5","-","108.95","Austria","-","USD","8.62","2.82","0.92","20-Feb-2034","2.90","8.47","-","2.82","8.47","2.82","EUR","25-Jan-2024","25-Jan-2024" "JAPAN (GOVERNMENT OF) 30YR #42","Treasuries","Fixed Income","430,911.65","0.08","430,911.65","62,850,000.00","-","JP1300421E39","BKKXD09","0.69","Japan","-","USD","16.83","1.46","151.38","20-Mar-2044","1.70","16.96","-","1.46","16.96","1.46","JPY","20-Mar-2014","20-Mar-2014" "JAPAN (GOVERNMENT OF) 30YR #70","Treasuries","Fixed Income","430,817.99","0.08","430,817.99","83,250,000.00","-","JP1300701M48","BNKDTM4","0.52","Japan","-","USD","23.86","1.92","151.38","20-Mar-2051","0.70","24.03","-","1.92","24.03","1.92","JPY","20-Mar-2021","07-Apr-2021" "JAPAN (GOVERNMENT OF) 40YR #13","Treasuries","Fixed Income","429,557.09","0.08","429,557.09","99,650,000.00","-","JP1400131L54","BMC2Z46","0.43","Japan","-","USD","31.47","2.25","151.38","20-Mar-2060","0.50","31.72","-","2.25","31.72","2.25","JPY","20-Mar-2020","27-May-2020" "JAPAN (GOVERNMENT OF) 40YR #5","Treasuries","Fixed Income","428,430.27","0.08","428,430.27","61,050,000.00","-","JP1400051C51","B89BJ91","0.70","Japan","-","USD","21.24","1.67","151.38","20-Mar-2052","2.00","21.60","-","1.67","21.60","1.67","JPY","20-Mar-2012","17-May-2012" "JAPAN (GOVERNMENT OF) 40YR #4","Treasuries","Fixed Income","427,563.21","0.08","427,563.21","58,450,000.00","-","JP1400041B55","B401R76","0.73","Japan","-","USD","20.35","1.63","151.38","20-Mar-2051","2.20","20.68","-","1.63","20.68","1.63","JPY","20-Mar-2011","20-May-2011" "UK CONV GILT RegS","Treasuries","Fixed Income","426,408.10","0.08","426,408.10","397,000.00","-","GB00BBJNQY21","BBJNQY2","106.62","United Kingdom","-","USD","20.50","4.29","0.79","22-Jul-2068","3.50","20.40","-","4.29","20.40","4.29","GBP","26-Jun-2013","26-Jun-2013" "JAPAN (GOVERNMENT OF) 20YR #164","Treasuries","Fixed Income","425,138.39","0.08","425,138.39","69,500,000.00","-","JP1201641J38","BYVQFV0","0.61","Japan","-","USD","13.42","1.11","151.38","20-Mar-2038","0.50","13.42","-","1.11","13.42","1.11","JPY","20-Mar-2018","20-Mar-2018" "JAPAN (GOVERNMENT OF) 30YR #67","Treasuries","Fixed Income","425,065.78","0.08","425,065.78","83,300,000.00","-","JP1300671L78","BMVQTR0","0.51","Japan","-","USD","23.57","1.91","151.38","20-Jun-2050","0.60","23.71","-","1.91","23.71","1.91","JPY","20-Jun-2020","08-Jul-2020" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","423,867.48","0.08","423,867.48","334,000.00","-","AT0000A0U299","B71HY06","126.22","Austria","-","USD","21.61","3.05","0.92","26-Jan-2062","3.80","21.17","-","3.05","21.17","3.05","EUR","26-Jan-2012","26-Jan-2012" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","423,843.49","0.08","423,843.49","364,000.00","-","ES0000012L60","BP0Y0C8","113.66","Spain","-","USD","11.50","3.47","0.92","30-Jul-2039","3.90","11.26","-","3.47","11.26","3.47","EUR","28-Feb-2023","28-Feb-2023" "JAPAN (GOVERNMENT OF) 20YR #154","Treasuries","Fixed Income","417,241.12","0.08","417,241.12","60,850,000.00","-","JP1201541F90","BYRJVT3","0.69","Japan","-","USD","10.72","0.84","151.38","20-Sep-2035","1.20","10.73","-","0.84","10.73","0.84","JPY","20-Sep-2015","24-Sep-2015" "JAPAN (GOVERNMENT OF) 30YR #71","Treasuries","Fixed Income","413,405.25","0.08","413,405.25","79,950,000.00","-","JP1300711M79","BP5D0M0","0.52","Japan","-","USD","23.99","1.93","151.38","20-Jun-2051","0.70","24.16","-","1.93","24.16","1.93","JPY","20-Jun-2021","07-Jul-2021" "JAPAN (GOVERNMENT OF) 5YR #151","Treasuries","Fixed Income","411,681.04","0.08","411,681.04","62,700,000.00","-","JP1051511N46","BMB0JH2","0.66","Japan","-","USD","2.98","0.21","151.38","20-Mar-2027","0.01","2.98","-","0.21","2.98","0.21","JPY","20-Mar-2022","13-Apr-2022" "JAPAN (GOVERNMENT OF) 20YR #171","Treasuries","Fixed Income","409,913.07","0.08","409,913.07","71,250,000.00","-","JP1201711L13","BKRQD01","0.57","Japan","-","USD","15.23","1.29","151.38","20-Dec-2039","0.30","15.24","-","1.29","15.24","1.29","JPY","20-Dec-2019","20-Jan-2020" "UK CONV GILT RegS","Treasuries","Fixed Income","409,671.96","0.08","409,671.96","589,000.00","-","GB00BD0XH204","BD0XH20","69.16","United Kingdom","-","USD","21.22","4.33","0.79","22-Jul-2057","1.75","21.38","-","4.33","21.38","4.33","GBP","25-Jan-2017","25-Jan-2017" "JAPAN (GOVERNMENT OF) 20YR #176","Treasuries","Fixed Income","409,195.92","0.08","409,195.92","70,600,000.00","-","JP1201761M45","BNDBGK2","0.58","Japan","-","USD","16.11","1.39","151.38","20-Mar-2041","0.50","16.14","-","1.39","16.14","1.39","JPY","20-Mar-2021","21-Apr-2021" "NETHERLANDS (KINGDOM OF)","Treasuries","Fixed Income","408,949.87","0.08","408,949.87","380,000.00","-","NL0015001XZ6","BSMP536","107.26","Netherlands","-","USD","9.07","2.60","0.92","15-Jul-2034","2.50","8.94","-","2.60","8.94","2.60","EUR","08-Feb-2024","08-Feb-2024" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","407,922.09","0.08","407,922.09","402,000.00","-","IT0005496770","BNVQT22","101.22","Italy","-","USD","11.04","3.89","0.92","01-Mar-2038","3.25","10.97","-","3.89","10.97","3.89","EUR","01-Mar-2022","31-May-2022" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","407,547.10","0.08","407,547.10","370,000.00","-","IT0005556011","BMB3SB8","110.01","Italy","-","USD","2.35","3.17","0.92","15-Sep-2026","3.85","2.34","-","3.17","2.34","3.17","EUR","17-Jul-2023","17-Jul-2023" "UK CONV GILT RegS","Treasuries","Fixed Income","407,215.16","0.08","407,215.16","303,000.00","-","GB00BPJJKP77","BPJJKP7","132.23","United Kingdom","-","USD","12.53","4.39","0.79","22-Oct-2043","4.75","12.63","-","4.39","12.63","4.39","GBP","16-Nov-2023","16-Nov-2023" "JAPAN (GOVERNMENT OF) 30YR #37","Treasuries","Fixed Income","402,809.23","0.08","402,809.23","56,250,000.00","-","JP1300371C98","B8DNJ93","0.72","Japan","-","USD","15.59","1.34","151.38","20-Sep-2042","1.90","15.69","-","1.34","15.69","1.34","JPY","20-Sep-2012","20-Sep-2012" "JAPAN (GOVERNMENT OF) 30YR #77","Treasuries","Fixed Income","400,305.39","0.08","400,305.39","62,200,000.00","-","JP1300771P16","BQFL6P6","0.64","Japan","-","USD","22.40","1.76","151.38","20-Dec-2052","1.60","22.74","-","1.76","22.74","1.76","JPY","20-Dec-2022","12-Jan-2023" "JAPAN (GOVERNMENT OF) 20YR #123","Treasuries","Fixed Income","398,114.48","0.08","398,114.48","54,050,000.00","-","JP1201231AC0","B533QV3","0.73","Japan","-","USD","6.29","0.43","151.38","20-Dec-2030","2.10","6.29","-","0.43","6.29","0.43","JPY","20-Dec-2010","20-Dec-2010" "JAPAN (GOVERNMENT OF) 30YR #72","Treasuries","Fixed Income","396,819.46","0.08","396,819.46","77,150,000.00","-","JP1300721MA9","BNYLMM5","0.51","Japan","-","USD","24.23","1.93","151.38","20-Sep-2051","0.70","24.41","-","1.93","24.41","1.93","JPY","20-Sep-2021","13-Oct-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","396,569.07","0.08","396,569.07","425,000.00","-","ES0000012B47","BFX1703","92.13","Spain","-","USD","17.23","3.62","0.92","31-Oct-2048","2.70","16.84","-","3.62","16.84","3.62","EUR","27-Feb-2018","27-Feb-2018" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","395,924.58","0.08","395,924.58","299,000.00","1199959D2","DE0001135143","5880508","130.88","Germany","-","USD","4.99","2.33","0.92","04-Jan-2030","6.25","4.93","-","2.33","4.93","2.33","EUR","04-Jan-2000","21-Jan-2000" "JPY CASH","Cash and/or Derivatives","Cash","395,482.31","0.08","395,482.31","59,866,135.00","-","-","-","0.66","Japan","-","USD","0.00","0.14","151.38","-","0.00","0.00","-","0.14","0.00","0.14","JPY","-","01-Jan-1990" "UK CONV GILT RegS","Treasuries","Fixed Income","393,989.03","0.08","393,989.03","472,000.00","-","GB00BLPK7334","BLPK733","83.25","United Kingdom","-","USD","13.03","4.24","0.79","31-Jan-2039","1.13","13.05","-","4.24","13.05","4.24","GBP","14-Jul-2021","14-Jul-2021" "JAPAN (GOVERNMENT OF) 20YR #186","Treasuries","Fixed Income","393,883.27","0.08","393,883.27","59,100,000.00","-","JP1201861PA6","BLC89W3","0.67","Japan","-","USD","16.75","1.44","151.38","20-Sep-2043","1.50","16.85","-","1.44","16.85","1.44","JPY","20-Sep-2023","18-Oct-2023" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","390,337.78","0.07","390,337.78","623,000.00","-","AU000XCLWAX7","BFYTYN8","62.03","Australia","-","USD","5.11","3.72","1.53","21-Nov-2029","2.75","5.11","-","3.72","5.11","3.72","AUD","21-Nov-2017","25-Jan-2018" "UK CONV GILT RegS","Treasuries","Fixed Income","389,572.50","0.07","389,572.50","603,000.00","-","GB00BNNGP775","BNNGP77","64.44","United Kingdom","-","USD","18.36","4.38","0.79","31-Jan-2046","0.88","18.43","-","4.38","18.43","4.38","GBP","20-Jan-2021","20-Jan-2021" "JAPAN (GOVERNMENT OF) 10YR #345","Treasuries","Fixed Income","389,091.61","0.07","389,091.61","59,050,000.00","-","JP1103451GC0","BYYNK79","0.66","Japan","-","USD","2.73","0.20","151.38","20-Dec-2026","0.10","2.73","-","0.20","2.73","0.20","JPY","20-Dec-2016","20-Dec-2016" "JAPAN (GOVERNMENT OF) 20YR #159","Treasuries","Fixed Income","386,866.82","0.07","386,866.82","61,100,000.00","-","JP1201591GC4","BYNZXN3","0.63","Japan","-","USD","12.18","0.98","151.38","20-Dec-2036","0.60","12.19","-","0.98","12.19","0.98","JPY","20-Dec-2016","20-Dec-2016" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","383,626.09","0.07","383,626.09","737,000.00","-","AU000XCLWAS7","BYM54C0","52.02","Australia","-","USD","15.40","4.41","1.53","21-Mar-2047","3.00","15.54","-","4.41","15.54","4.41","AUD","21-Sep-2016","19-Oct-2016" "JAPAN (GOVERNMENT OF) 20YR #134","Treasuries","Fixed Income","383,252.04","0.07","383,252.04","52,850,000.00","-","JP1201341C38","B78K2Z9","0.72","Japan","-","USD","7.48","0.53","151.38","20-Mar-2032","1.80","7.48","-","0.53","7.48","0.53","JPY","20-Mar-2012","21-Mar-2012" "JAPAN (GOVERNMENT OF) 40YR #10","Treasuries","Fixed Income","382,647.76","0.07","382,647.76","74,350,000.00","-","JP1400101H56","BF37927","0.51","Japan","-","USD","27.28","2.02","151.38","20-Mar-2057","0.90","27.61","-","2.02","27.61","2.02","JPY","20-Mar-2017","29-May-2017" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","380,720.58","0.07","380,720.58","491,000.00","-","IT0005433195","BMD8R81","77.47","Italy","-","USD","11.87","3.78","0.92","01-Mar-2037","0.95","11.79","-","3.78","11.79","3.78","EUR","12-Jan-2021","12-Jan-2021" "JAPAN (GOVERNMENT OF) 40YR #16","Treasuries","Fixed Income","377,363.11","0.07","377,363.11","68,300,000.00","-","JP1400161P53","BRBMT95","0.55","Japan","-","USD","28.78","2.06","151.38","20-Mar-2063","1.30","29.47","-","2.06","29.47","2.06","JPY","20-Mar-2023","26-May-2023" "JAPAN (GOVERNMENT OF) 20YR #148","Treasuries","Fixed Income","375,885.16","0.07","375,885.16","53,000,000.00","-","JP1201481E36","BKWPYL1","0.71","Japan","-","USD","9.29","0.71","151.38","20-Mar-2034","1.50","9.30","-","0.71","9.30","0.71","JPY","20-Mar-2014","20-Mar-2014" "JAPAN (GOVERNMENT OF) 10YR #346","Treasuries","Fixed Income","374,661.99","0.07","374,661.99","56,900,000.00","-","JP1103461H35","BF0D3Q0","0.66","Japan","-","USD","2.98","0.21","151.38","20-Mar-2027","0.10","2.97","-","0.21","2.97","0.21","JPY","20-Mar-2017","21-Mar-2017" "JAPAN (GOVERNMENT OF) 20YR #97","Treasuries","Fixed Income","374,446.93","0.07","374,446.93","53,050,000.00","-","JP1200971792","B27ZKV2","0.71","Japan","-","USD","3.37","0.23","151.38","20-Sep-2027","2.20","3.37","-","0.23","3.37","0.23","JPY","20-Sep-2007","28-Sep-2007" "JAPAN (GOVERNMENT OF) 30YR #28","Treasuries","Fixed Income","372,778.19","0.07","372,778.19","47,600,000.00","-","JP1300281845","B2QZ3B4","0.78","Japan","-","USD","11.98","0.99","151.38","20-Mar-2038","2.50","12.02","-","0.99","12.02","0.99","JPY","20-Mar-2008","18-Apr-2008" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","372,641.86","0.07","372,641.86","440,960.00","-","BE0000340498","BD5YBH1","82.73","Belgium","-","USD","25.17","3.17","0.92","22-Jun-2066","2.15","24.59","-","3.17","24.59","3.17","EUR","06-May-2016","06-May-2016" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","371,058.03","0.07","371,058.03","324,000.00","-","BE0000359688","BP4Y3C5","111.68","Belgium","-","USD","13.91","3.22","0.92","22-Jun-2043","3.45","13.66","-","3.22","13.66","3.22","EUR","24-May-2023","24-May-2023" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","370,508.47","0.07","370,508.47","381,000.00","-","BE0000335449","BVG7BQ4","96.42","Belgium","-","USD","6.87","2.67","0.92","22-Jun-2031","1.00","6.76","-","2.67","6.76","2.67","EUR","17-Feb-2015","17-Feb-2015" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","368,053.94","0.07","368,053.94","357,000.00","-","ES00000128E2","BYZK819","100.64","Spain","-","USD","21.45","3.78","0.92","30-Jul-2066","3.45","20.83","-","3.78","20.83","3.78","EUR","18-May-2016","18-May-2016" "JAPAN (GOVERNMENT OF) 10YR #363","Treasuries","Fixed Income","366,059.55","0.07","366,059.55","56,950,000.00","-","JP1103631M74","BNSPSH0","0.64","Japan","-","USD","7.19","0.49","151.38","20-Jun-2031","0.10","7.19","-","0.49","7.19","0.49","JPY","20-Jun-2021","02-Jul-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","366,072.39","0.07","366,072.39","332,000.00","-","ES0000012L29","BPTJ251","107.77","Spain","-","USD","2.07","2.99","0.92","31-May-2026","2.80","2.04","-","2.99","2.04","2.99","EUR","17-Jan-2023","17-Jan-2023" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","363,937.54","0.07","363,937.54","510,000.00","135087R48","CA135087R481","BSLJLL9","70.81","Canada","-","USD","8.61","3.44","1.36","01-Jun-2034","3.00","8.60","-","3.44","8.60","3.44","CAD","27-Dec-2023","27-Dec-2023" "JAPAN (GOVERNMENT OF) 30YR #46","Treasuries","Fixed Income","362,079.27","0.07","362,079.27","54,950,000.00","-","JP1300461F39","BVW2F49","0.66","Japan","-","USD","17.79","1.52","151.38","20-Mar-2045","1.50","17.93","-","1.52","17.93","1.52","JPY","20-Mar-2015","20-Mar-2015" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","359,987.26","0.07","359,987.26","395,000.00","-","BE0000344532","BF2MYY0","89.94","Belgium","-","USD","11.71","3.02","0.92","22-Jun-2037","1.45","11.50","-","3.02","11.50","3.02","EUR","31-May-2017","31-May-2017" "UK CONV GILT RegS","Treasuries","Fixed Income","359,020.16","0.07","359,020.16","296,000.00","-","GB00BQC4R999","BQC4R99","120.54","United Kingdom","-","USD","10.52","4.19","0.79","29-Jan-2038","3.75","10.55","-","4.19","10.55","4.19","GBP","09-Nov-2022","09-Nov-2022" "IRELAND (GOVERNMENT) RegS","Treasuries","Fixed Income","358,569.16","0.07","358,569.16","482,000.00","-","IE00BMQ5JM72","-","73.84","Ireland","-","USD","15.82","2.94","0.92","22-Apr-2041","0.55","15.56","-","2.94","15.56","2.94","EUR","22-Apr-2021","22-Apr-2021" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","356,272.26","0.07","356,272.26","473,000.00","-","ES0000012K46","BNYDTS6","74.49","Spain","-","USD","20.29","3.68","0.92","31-Oct-2052","1.90","19.81","-","3.68","19.81","3.68","EUR","16-Feb-2022","16-Feb-2022" "JAPAN (GOVERNMENT OF) 40YR #9","Treasuries","Fixed Income","355,922.19","0.07","355,922.19","81,050,000.00","-","JP1400091G59","BD4DBH9","0.44","Japan","-","USD","29.03","2.18","151.38","20-Mar-2056","0.40","29.20","-","2.18","29.20","2.18","JPY","20-Mar-2016","30-May-2016" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","355,807.17","0.07","355,807.17","646,000.00","-","DE0001102572","BLGYFP2","55.08","Germany","-","USD","28.06","2.41","0.92","15-Aug-2052","0.00","27.72","-","2.41","27.72","2.41","EUR","15-Aug-2021","08-Sep-2021" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","355,687.10","0.07","355,687.10","307,000.00","-","IT0004889033","B9CDFS2","115.50","Italy","-","USD","4.01","3.13","0.92","01-Sep-2028","4.75","3.99","-","3.13","3.99","3.13","EUR","22-Jan-2013","22-Jan-2013" "JAPAN (GOVERNMENT OF) 30YR #27","Treasuries","Fixed Income","355,193.32","0.07","355,193.32","45,350,000.00","-","JP13002717A6","B28PKL1","0.78","Japan","-","USD","11.63","0.95","151.38","20-Sep-2037","2.50","11.66","-","0.95","11.66","0.95","JPY","20-Sep-2007","22-Oct-2007" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","354,769.18","0.07","354,769.18","436,000.00","-","DE0001102549","BMV38F2","81.37","Germany","-","USD","11.99","2.38","0.92","15-May-2036","0.00","11.85","-","2.38","11.85","2.38","EUR","05-Mar-2021","05-Mar-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","353,271.98","0.07","353,271.98","347,000.00","-","GB00BL68HH02","BL68HH0","101.60","United Kingdom","-","USD","6.35","3.76","0.79","22-Oct-2030","0.38","6.35","-","3.76","6.35","3.76","GBP","13-May-2020","13-May-2020" "JAPAN (GOVERNMENT OF) 30YR #59","Treasuries","Fixed Income","353,238.79","0.07","353,238.79","65,300,000.00","-","JP1300591J79","BFYWPV2","0.54","Japan","-","USD","21.73","1.78","151.38","20-Jun-2048","0.70","21.84","-","1.78","21.84","1.78","JPY","20-Jun-2018","06-Jul-2018" "JAPAN (GOVERNMENT OF) 20YR #152","Treasuries","Fixed Income","353,081.97","0.07","353,081.97","51,400,000.00","-","JP1201521F37","BVZCMC3","0.69","Japan","-","USD","10.28","0.81","151.38","20-Mar-2035","1.20","10.29","-","0.81","10.29","0.81","JPY","20-Mar-2015","20-Mar-2015" "UK CONV GILT RegS","Treasuries","Fixed Income","353,029.47","0.07","353,029.47","529,000.00","-","GB00BM8Z2V59","BM8Z2V5","66.44","United Kingdom","-","USD","20.48","4.39","0.79","31-Jul-2053","1.50","20.63","-","4.39","20.63","4.39","GBP","22-Oct-2021","22-Oct-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","352,693.17","0.07","352,693.17","283,000.00","-","GB00B39R3707","B39R370","123.00","United Kingdom","-","USD","15.02","4.42","0.79","07-Dec-2049","4.25","15.20","-","4.42","15.20","4.42","GBP","03-Sep-2008","03-Sep-2008" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","350,737.38","0.07","350,737.38","515,000.00","-","IT0005425233","BN4NT20","67.97","Italy","-","USD","19.98","3.96","0.92","01-Sep-2051","1.70","19.83","-","3.96","19.83","3.96","EUR","01-Sep-2020","29-Oct-2020" "JAPAN (GOVERNMENT OF) 30YR #76","Treasuries","Fixed Income","349,861.25","0.07","349,861.25","57,150,000.00","-","JP1300761NA3","BP6HTN5","0.61","Japan","-","USD","22.83","1.79","151.38","20-Sep-2052","1.40","23.15","-","1.79","23.15","1.79","JPY","20-Sep-2022","13-Oct-2022" "JAPAN (GOVERNMENT OF) 20YR #130","Treasuries","Fixed Income","349,267.70","0.07","349,267.70","48,300,000.00","-","JP1201301B94","B5THST1","0.72","Japan","-","USD","7.04","0.49","151.38","20-Sep-2031","1.80","7.04","-","0.49","7.04","0.49","JPY","20-Sep-2011","20-Sep-2011" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","349,236.07","0.07","349,236.07","311,000.00","-","AT0000A0DXC2","B5ZTSV3","112.12","Austria","-","USD","1.90","2.93","0.92","15-Mar-2026","4.85","1.87","-","2.93","1.87","2.93","EUR","15-Mar-2009","23-Jun-2009" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","348,958.08","0.07","348,958.08","362,000.00","-","IT0005083057","BVFD721","96.15","Italy","-","USD","15.40","4.05","0.92","01-Sep-2046","3.25","15.30","-","4.05","15.30","4.05","EUR","01-Sep-2014","22-Jan-2015" "JAPAN (GOVERNMENT OF) 40YR #12","Treasuries","Fixed Income","347,030.11","0.07","347,030.11","79,500,000.00","-","JP1400121K57","BJYGMN3","0.44","Japan","-","USD","30.74","2.23","151.38","20-Mar-2059","0.50","30.97","-","2.23","30.97","2.23","JPY","20-Mar-2019","29-May-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","346,442.46","0.07","346,442.46","322,000.00","-","ES00000127G9","BYYTKZ5","106.65","Spain","-","USD","1.55","3.08","0.92","31-Oct-2025","2.15","1.53","-","3.08","1.53","3.08","EUR","09-Jun-2015","09-Jun-2015" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","345,940.73","0.07","345,940.73","302,000.00","-","AT0000A38239","-","113.00","Austria","-","USD","5.87","2.70","0.92","20-Oct-2030","3.45","5.77","-","2.70","5.77","2.70","EUR","27-Oct-2023","27-Oct-2023" "JAPAN (GOVERNMENT OF) 30YR #65","Treasuries","Fixed Income","345,567.64","0.07","345,567.64","70,900,000.00","-","JP1300651L15","BJVC814","0.49","Japan","-","USD","23.88","1.93","151.38","20-Dec-2049","0.40","23.97","-","1.93","23.97","1.93","JPY","20-Dec-2019","10-Jan-2020" "JAPAN (GOVERNMENT OF) 2YR #450","Treasuries","Fixed Income","344,209.56","0.07","344,209.56","52,150,000.00","-","JP1024501P76","BPXZZ89","0.66","Japan","-","USD","1.26","0.07","151.38","01-Jul-2025","0.01","1.26","-","0.07","1.26","0.07","JPY","01-Jul-2023","03-Jul-2023" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","340,982.91","0.07","340,982.91","582,000.00","-","AU000XCLWAP3","BYZB942","58.03","Australia","-","USD","11.50","4.24","1.53","21-Jun-2039","3.25","11.55","-","4.24","11.55","4.24","AUD","21-Jun-2015","21-Oct-2015" "UK CONV GILT RegS","Treasuries","Fixed Income","337,837.74","0.06","337,837.74","406,000.00","-","GB00BYYMZX75","BYYMZX7","82.65","United Kingdom","-","USD","21.47","4.29","0.79","22-Jul-2065","2.50","21.46","-","4.29","21.46","4.29","GBP","21-Oct-2015","21-Oct-2015" "UK CONV GILT RegS","Treasuries","Fixed Income","334,686.49","0.06","334,686.49","253,000.00","-","GB00B52WS153","B52WS15","131.98","United Kingdom","-","USD","8.31","3.97","0.79","07-Sep-2034","4.50","8.32","-","3.97","8.32","3.97","GBP","17-Jun-2009","17-Jun-2009" "JAPAN (GOVERNMENT OF) 20YR #99","Treasuries","Fixed Income","329,092.36","0.06","329,092.36","46,400,000.00","-","JP12009917C3","B2B35B7","0.71","Japan","-","USD","3.59","0.26","151.38","20-Dec-2027","2.10","3.59","-","0.26","3.59","0.26","JPY","20-Dec-2007","25-Dec-2007" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","328,961.22","0.06","328,961.22","461,000.00","-","BE0000355645","BMT7VT1","70.20","Belgium","-","USD","22.03","3.29","0.92","22-Jun-2053","1.40","21.59","-","3.29","21.59","3.29","EUR","22-Feb-2022","22-Feb-2022" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","327,906.67","0.06","327,906.67","410,000.00","-","ES0000012I24","BMF1JG0","79.37","Spain","-","USD","12.28","3.36","0.92","30-Jul-2037","0.85","12.03","-","3.36","12.03","3.36","EUR","20-Apr-2021","20-Apr-2021" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","327,231.27","0.06","327,231.27","492,000.00","-","FR0014002JM6","BLF8SY5","66.10","France","-","USD","18.61","3.12","0.92","25-Jun-2044","0.50","18.27","-","3.12","18.27","3.12","EUR","25-Jun-2020","23-Mar-2021" "JAPAN (GOVERNMENT OF) 20YR #94","Treasuries","Fixed Income","326,671.80","0.06","326,671.80","46,800,000.00","-","JP1200941746","B1WM1L8","0.70","Japan","-","USD","2.91","0.20","151.38","20-Mar-2027","2.10","2.90","-","0.20","2.90","0.20","JPY","20-Mar-2007","27-Apr-2007" "UK CONV GILT RegS","Treasuries","Fixed Income","325,133.40","0.06","325,133.40","276,967.00","-","GB00BL68HJ26","BL68HJ2","117.37","United Kingdom","-","USD","1.80","4.15","0.79","30-Jan-2026","0.13","1.80","-","4.15","1.80","4.15","GBP","03-Jun-2020","03-Jun-2020" "JAPAN (GOVERNMENT OF) 2YR #449","Treasuries","Fixed Income","323,474.78","0.06","323,474.78","49,000,000.00","-","JP1024491P60","BQRHMM1","0.66","Japan","-","USD","1.18","0.07","151.38","01-Jun-2025","0.01","1.18","-","0.07","1.18","0.07","JPY","01-Jun-2023","01-Jun-2023" "UK CONV GILT RegS","Treasuries","Fixed Income","321,126.85","0.06","321,126.85","268,000.00","-","GB00BMF9LF76","BMF9LF7","117.66","United Kingdom","-","USD","18.67","4.36","0.79","22-Oct-2063","4.00","18.74","-","4.36","18.74","4.36","GBP","17-May-2023","17-May-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","320,864.18","0.06","320,864.18","341,000.00","-","DE0001030708","BN2B7Y4","94.10","Germany","-","USD","6.31","2.21","0.92","15-Aug-2030","0.00","6.25","-","2.21","6.25","2.21","EUR","19-Jun-2020","31-Aug-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","319,970.93","0.06","319,970.93","456,000.00","135087J39","CA135087J397","BYQLD27","69.64","Canada","-","USD","4.79","3.39","1.36","01-Jun-2029","2.25","4.79","-","3.39","4.79","3.39","CAD","27-Jul-2018","27-Jul-2018" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","316,822.21","0.06","316,822.21","408,000.00","-","ES0000012G42","BMHMXB4","77.13","Spain","-","USD","14.52","3.51","0.92","31-Oct-2040","1.20","14.21","-","3.51","14.21","3.51","EUR","16-Jun-2020","16-Jun-2020" "JAPAN (GOVERNMENT OF) 20YR #131","Treasuries","Fixed Income","314,991.76","0.06","314,991.76","43,850,000.00","-","JP1201311BB0","B58BSY9","0.72","Japan","-","USD","7.06","0.49","151.38","20-Sep-2031","1.70","7.06","-","0.49","7.06","0.49","JPY","20-Sep-2011","28-Nov-2011" "JAPAN (GOVERNMENT OF) 30YR #40","Treasuries","Fixed Income","314,816.35","0.06","314,816.35","44,950,000.00","-","JP1300401D91","BDT2DD1","0.70","Japan","-","USD","16.38","1.41","151.38","20-Sep-2043","1.80","16.50","-","1.41","16.50","1.41","JPY","20-Sep-2013","20-Sep-2013" "JAPAN (GOVERNMENT OF) 20YR #149","Treasuries","Fixed Income","314,323.65","0.06","314,323.65","44,200,000.00","-","JP1201491E67","BNGK4V3","0.71","Japan","-","USD","9.47","0.74","151.38","20-Jun-2034","1.50","9.48","-","0.74","9.48","0.74","JPY","20-Jun-2014","20-Jun-2014" "JAPAN (GOVERNMENT OF) 20YR #133","Treasuries","Fixed Income","313,653.93","0.06","313,653.93","43,150,000.00","-","JP1201331C14","B6WF6H3","0.72","Japan","-","USD","7.23","0.52","151.38","20-Dec-2031","1.80","7.23","-","0.52","7.23","0.52","JPY","20-Dec-2011","31-Jan-2012" "JAPAN (GOVERNMENT OF) 20YR #127","Treasuries","Fixed Income","312,786.95","0.06","312,786.95","43,100,000.00","-","JP1201271B58","B4KNYJ3","0.73","Japan","-","USD","6.57","0.45","151.38","20-Mar-2031","1.90","6.58","-","0.45","6.58","0.45","JPY","20-Mar-2011","31-May-2011" "BELGIUM (KINGDOM OF)","Treasuries","Fixed Income","312,601.02","0.06","312,601.02","328,000.00","-","BE0000336454","BYNFFF9","93.74","Belgium","-","USD","12.10","3.07","0.92","22-Jun-2038","1.90","11.89","-","3.07","11.89","3.07","EUR","16-Sep-2015","16-Sep-2015" "JAPAN (GOVERNMENT OF) 20YR #161","Treasuries","Fixed Income","312,275.55","0.06","312,275.55","49,700,000.00","-","JP1201611H69","BF5GM01","0.63","Japan","-","USD","12.63","1.03","151.38","20-Jun-2037","0.60","12.64","-","1.03","12.64","1.03","JPY","20-Jun-2017","20-Jun-2017" "UK CONV GILT RegS","Treasuries","Fixed Income","311,221.97","0.06","311,221.97","284,000.00","-","GB00BMBL1G81","BMBL1G8","109.56","United Kingdom","-","USD","3.76","3.87","0.79","31-Jan-2028","0.13","3.76","-","3.87","3.76","3.87","GBP","12-Jun-2020","12-Jun-2020" "JAPAN (GOVERNMENT OF) 30YR #58","Treasuries","Fixed Income","310,138.71","0.06","310,138.71","55,900,000.00","-","JP1300581J30","BFYD571","0.55","Japan","-","USD","21.33","1.75","151.38","20-Mar-2048","0.80","21.44","-","1.75","21.44","1.75","JPY","20-Mar-2018","20-Mar-2018" "JAPAN (GOVERNMENT OF) 20YR #156","Treasuries","Fixed Income","309,847.85","0.06","309,847.85","49,700,000.00","-","JP1201561G37","BZ6V603","0.62","Japan","-","USD","11.64","0.92","151.38","20-Mar-2036","0.40","11.65","-","0.92","11.65","0.92","JPY","20-Mar-2016","22-Mar-2016" "UK CONV GILT RegS","Treasuries","Fixed Income","307,094.63","0.06","307,094.63","481,000.00","-","GB00BLH38158","BLH3815","63.60","United Kingdom","-","USD","20.37","4.38","0.79","31-Jul-2051","1.25","20.50","-","4.38","20.50","4.38","GBP","28-Apr-2021","28-Apr-2021" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","304,314.78","0.06","304,314.78","416,000.00","135087Q64","CA135087Q640","BMCN9V4","72.76","Canada","-","USD","1.29","4.37","1.36","01-Aug-2025","3.50","1.29","-","4.37","1.29","4.37","CAD","12-May-2023","12-May-2023" "JAPAN (GOVERNMENT OF) 10YR #362","Treasuries","Fixed Income","302,554.00","0.06","302,554.00","47,000,000.00","-","JP1103621M43","BNVTFW3","0.64","Japan","-","USD","6.94","0.48","151.38","20-Mar-2031","0.10","6.94","-","0.48","6.94","0.48","JPY","20-Mar-2021","02-Apr-2021" "JAPAN (GOVERNMENT OF) 20YR #100","Treasuries","Fixed Income","300,653.99","0.06","300,653.99","42,300,000.00","-","JP1201001839","B2QGGK7","0.71","Japan","-","USD","3.84","0.28","151.38","20-Mar-2028","2.20","3.83","-","0.28","3.83","0.28","JPY","20-Mar-2008","25-Mar-2008" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","297,798.92","0.06","297,798.92","304,000.00","-","IT0005377152","BKC9S55","97.72","Italy","-","USD","12.29","3.96","0.92","01-Mar-2040","3.10","12.22","-","3.96","12.22","3.96","EUR","01-Mar-2019","19-Jun-2019" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","296,926.70","0.06","296,926.70","284,000.00","-","ES00000128H5","BD9FJJ8","103.98","Spain","-","USD","2.53","2.88","0.92","31-Oct-2026","1.30","2.48","-","2.88","2.48","2.88","EUR","26-Jul-2016","26-Jul-2016" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","294,700.71","0.06","294,700.71","304,000.00","-","IT0005433690","BMPRJ24","96.93","Italy","-","USD","3.90","3.08","0.92","15-Mar-2028","0.25","3.89","-","3.08","3.89","3.08","EUR","18-Jan-2021","18-Jan-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","294,361.49","0.06","294,361.49","304,000.00","-","FI4000369467","BJDQ223","96.54","Finland","-","USD","5.33","2.64","0.92","15-Sep-2029","0.50","5.25","-","2.64","5.25","2.64","EUR","12-Feb-2019","12-Feb-2019" "JAPAN (GOVERNMENT OF) 40YR #3","Treasuries","Fixed Income","294,117.65","0.06","294,117.65","40,050,000.00","-","JP1400031A58","B3R7SY4","0.73","Japan","-","USD","19.83","1.59","151.38","20-Mar-2050","2.20","20.12","-","1.59","20.12","1.59","JPY","20-Mar-2010","18-May-2010" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","292,637.26","0.06","292,637.26","504,000.00","-","AU000XCLWAM0","BWH6468","57.59","Australia","-","USD","9.34","4.06","1.53","21-Jun-2035","2.75","9.35","-","4.06","9.35","4.06","AUD","21-Dec-2014","31-Mar-2015" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","292,155.14","0.06","292,155.14","319,000.00","-","ES0000012K20","BP6HFG0","90.90","Spain","-","USD","7.73","2.95","0.92","30-Apr-2032","0.70","7.59","-","2.95","7.59","2.95","EUR","18-Jan-2022","18-Jan-2022" "JAPAN (GOVERNMENT OF) 40YR #14","Treasuries","Fixed Income","291,761.40","0.06","291,761.40","63,600,000.00","-","JP1400141M51","BNVRWZ9","0.46","Japan","-","USD","30.85","2.20","151.38","20-Mar-2061","0.70","31.21","-","2.20","31.21","2.20","JPY","20-Mar-2021","28-May-2021" "JAPAN (GOVERNMENT OF) 20YR #163","Treasuries","Fixed Income","291,572.05","0.06","291,572.05","46,750,000.00","-","JP1201631HC6","BYVNTK8","0.62","Japan","-","USD","13.08","1.08","151.38","20-Dec-2037","0.60","13.09","-","1.08","13.09","1.08","JPY","20-Dec-2017","20-Dec-2017" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","290,500.77","0.06","290,500.77","277,000.00","-","DE0001030740","BQMS995","104.24","Germany","-","USD","3.43","2.39","0.92","15-Oct-2027","1.30","3.39","-","2.39","3.39","2.39","EUR","30-Jun-2022","07-Sep-2022" "JAPAN (GOVERNMENT OF) 20YR #185","Treasuries","Fixed Income","282,539.36","0.05","282,539.36","45,150,000.00","-","JP1201851P76","BN2ZNQ0","0.62","Japan","-","USD","17.06","1.47","151.38","20-Jun-2043","1.10","17.14","-","1.47","17.14","1.47","JPY","20-Jun-2023","14-Jul-2023" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","281,205.66","0.05","281,205.66","340,000.00","135087WL4","CA135087WL43","BW4Q6D2","81.35","Canada","-","USD","4.44","3.51","1.36","01-Jun-2029","5.75","4.44","-","3.51","4.44","3.51","CAD","02-Feb-1998","02-Feb-1998" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","280,249.53","0.05","280,249.53","330,000.00","-","IT0005402117","BKT1DG0","84.81","Italy","-","USD","10.71","3.74","0.92","01-Mar-2036","1.45","10.63","-","3.74","10.63","3.74","EUR","18-Feb-2020","18-Feb-2020" "JAPAN (GOVERNMENT OF) 10YR #353","Treasuries","Fixed Income","279,756.64","0.05","279,756.64","42,850,000.00","-","JP1103531K10","BHPH4T1","0.65","Japan","-","USD","4.71","0.36","151.38","20-Dec-2028","0.10","4.71","-","0.36","4.71","0.36","JPY","20-Dec-2018","09-Jan-2019" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","279,156.01","0.05","279,156.01","370,000.00","135087Q98","CA135087Q988","BPP4M94","75.24","Canada","-","USD","4.44","3.50","1.36","01-Mar-2029","4.00","4.44","-","3.50","4.44","3.50","CAD","13-Oct-2023","13-Oct-2023" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","277,666.91","0.05","277,666.91","216,480.00","-","BE0000320292","B60W847","123.68","Belgium","-","USD","12.15","3.15","0.92","28-Mar-2041","4.25","11.94","-","3.15","11.94","3.15","EUR","21-Apr-2010","21-Apr-2010" "JAPAN (GOVERNMENT OF) 30YR #23","Treasuries","Fixed Income","277,049.82","0.05","277,049.82","35,250,000.00","-","JP1300231675","B197LL6","0.78","Japan","-","USD","10.64","0.85","151.38","20-Jun-2036","2.50","10.66","-","0.85","10.66","0.85","JPY","20-Jun-2006","20-Jul-2006" "UK CONV GILT RegS","Treasuries","Fixed Income","276,116.55","0.05","276,116.55","400,000.00","-","GB00BJLR0J16","BJLR0J1","68.15","United Kingdom","-","USD","20.44","4.37","0.79","22-Oct-2054","1.63","20.60","-","4.37","20.60","4.37","GBP","15-May-2019","15-May-2019" "JAPAN (GOVERNMENT OF) 20YR #126","Treasuries","Fixed Income","275,288.72","0.05","275,288.72","37,700,000.00","-","JP1201261B43","B52GWL5","0.73","Japan","-","USD","6.56","0.45","151.38","20-Mar-2031","2.00","6.56","-","0.45","6.56","0.45","JPY","20-Mar-2011","26-Apr-2011" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","274,788.15","0.05","274,788.15","261,000.00","-","FR0012517027","BVVT6R1","104.83","France","-","USD","1.14","3.28","0.92","25-May-2025","0.50","1.12","-","3.28","1.12","3.28","EUR","25-May-2014","09-Feb-2015" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","274,584.03","0.05","274,584.03","398,000.00","135087P32","CA135087P329","BPH2JS4","68.40","Canada","-","USD","7.63","3.45","1.36","01-Dec-2032","2.50","7.62","-","3.45","7.62","3.45","CAD","08-Aug-2022","08-Aug-2022" "JAPAN (GOVERNMENT OF) 30YR #73","Treasuries","Fixed Income","273,924.24","0.05","273,924.24","53,300,000.00","-","JP1300731N17","BMBSYR1","0.51","Japan","-","USD","24.36","1.94","151.38","20-Dec-2051","0.70","24.55","-","1.94","24.55","1.94","JPY","20-Dec-2021","11-Jan-2022" "JAPAN (GOVERNMENT OF) 5YR #154","Treasuries","Fixed Income","273,157.91","0.05","273,157.91","41,550,000.00","-","JP1051541NA0","BPDGZD7","0.66","Japan","-","USD","3.48","0.24","151.38","20-Sep-2027","0.10","3.48","-","0.24","3.48","0.24","JPY","20-Sep-2022","17-Oct-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","272,601.83","0.05","272,601.83","214,725.00","-","GB0030880693","3088069","126.61","United Kingdom","-","USD","0.91","4.72","0.79","07-Mar-2025","5.00","0.91","-","4.72","0.91","4.72","GBP","27-Sep-2001","27-Sep-2001" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","271,988.02","0.05","271,988.02","425,000.00","-","AT0000A2EJ08","BKSFP01","63.98","Austria","-","USD","23.25","2.97","0.92","20-Mar-2051","0.75","22.86","-","2.97","22.86","2.97","EUR","02-Apr-2020","02-Apr-2020" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","271,650.21","0.05","271,650.21","247,000.00","-","IT0004513641","B66W7L1","109.60","Italy","-","USD","0.90","3.61","0.92","01-Mar-2025","5.00","0.90","-","3.61","0.90","3.61","EUR","01-Mar-2009","15-Jul-2009" "JAPAN (GOVERNMENT OF) 30YR #25","Treasuries","Fixed Income","271,503.67","0.05","271,503.67","35,250,000.00","-","JP1300251715","B1P1446","0.77","Japan","-","USD","11.12","0.90","151.38","20-Dec-2036","2.30","11.14","-","0.90","11.14","0.90","JPY","20-Dec-2006","25-Jan-2007" "JAPAN (GOVERNMENT OF) 20YR #125","Treasuries","Fixed Income","271,276.20","0.05","271,276.20","36,700,000.00","-","JP1201251B37","B3R9XJ0","0.74","Japan","-","USD","6.52","0.45","151.38","20-Mar-2031","2.20","6.52","-","0.45","6.52","0.45","JPY","20-Mar-2011","22-Mar-2011" "JAPAN (GOVERNMENT OF) 30YR #78","Treasuries","Fixed Income","270,115.30","0.05","270,115.30","44,250,000.00","-","JP1300781P48","BN6TYW1","0.61","Japan","-","USD","23.13","1.80","151.38","20-Mar-2053","1.40","23.46","-","1.80","23.46","1.80","JPY","20-Mar-2023","07-Apr-2023" "JAPAN (GOVERNMENT OF) 20YR #141","Treasuries","Fixed Income","269,561.31","0.05","269,561.31","37,200,000.00","-","JP1201411CC4","B96L366","0.72","Japan","-","USD","8.12","0.59","151.38","20-Dec-2032","1.70","8.12","-","0.59","8.12","0.59","JPY","20-Dec-2012","20-Dec-2012" "UK CONV GILT RegS","Treasuries","Fixed Income","268,295.99","0.05","268,295.99","508,000.00","-","GB00BMBL1F74","BMBL1F7","52.48","United Kingdom","-","USD","22.20","4.36","0.79","22-Oct-2050","0.63","22.29","-","4.36","22.29","4.36","GBP","10-Jun-2020","10-Jun-2020" "JAPAN (GOVERNMENT OF) 20YR #132","Treasuries","Fixed Income","263,820.23","0.05","263,820.23","36,550,000.00","-","JP1201321BC7","B7FQHN3","0.72","Japan","-","USD","7.26","0.52","151.38","20-Dec-2031","1.70","7.25","-","0.52","7.25","0.52","JPY","20-Dec-2011","20-Dec-2011" "JAPAN (GOVERNMENT OF) 20YR #110","Treasuries","Fixed Income","262,415.71","0.05","262,415.71","36,600,000.00","-","JP1201101944","B40R3K9","0.72","Japan","-","USD","4.76","0.36","151.38","20-Mar-2029","2.10","4.76","-","0.36","4.76","0.36","JPY","20-Mar-2009","24-Apr-2009" "JAPAN (GOVERNMENT OF) 10YR #370","Treasuries","Fixed Income","261,801.91","0.05","261,801.91","40,100,000.00","-","JP1103701P43","BP6HSN8","0.65","Japan","-","USD","8.76","0.64","151.38","20-Mar-2033","0.50","8.76","-","0.64","8.76","0.64","JPY","20-Mar-2023","05-Apr-2023" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","261,109.86","0.05","261,109.86","334,000.00","-","AT0000A2T198","-","78.06","Austria","-","USD","12.18","2.93","0.92","20-Oct-2036","0.25","11.97","-","2.93","11.97","2.93","EUR","23-Sep-2021","23-Sep-2021" "JAPAN (GOVERNMENT OF) 30YR #39","Treasuries","Fixed Income","260,077.83","0.05","260,077.83","36,350,000.00","-","JP1300391D69","BBGTHY0","0.71","Japan","-","USD","16.03","1.39","151.38","20-Jun-2043","1.90","16.14","-","1.39","16.14","1.39","JPY","20-Jun-2013","20-Jun-2013" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","259,146.85","0.05","259,146.85","238,000.00","-","DE000BU2Z007","BQFM6Q0","108.61","Germany","-","USD","8.04","2.25","0.92","15-Feb-2033","2.30","7.94","-","2.25","7.94","2.25","EUR","13-Jan-2023","13-Jan-2023" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","256,463.25","0.05","256,463.25","219,000.00","-","IT0005534141","BNG8LJ4","114.74","Italy","-","USD","16.44","4.19","0.92","01-Oct-2053","4.50","16.31","-","4.19","16.31","4.19","EUR","23-Feb-2023","23-Feb-2023" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","256,033.13","0.05","256,033.13","497,000.00","-","AT0000A2HLC4","BMB3J71","50.83","Austria","-","USD","49.95","2.17","0.92","30-Jun-2120","0.85","48.53","-","2.17","48.53","2.17","EUR","30-Jun-2020","30-Jun-2020" "JAPAN (GOVERNMENT OF) 30YR #50","Treasuries","Fixed Income","254,028.91","0.05","254,028.91","44,650,000.00","-","JP1300501G30","BYZ0CS4","0.57","Japan","-","USD","19.76","1.66","151.38","20-Mar-2046","0.80","19.86","-","1.66","19.86","1.66","JPY","20-Mar-2016","22-Mar-2016" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","253,057.70","0.05","253,057.70","223,000.00","-","ES00000122E5","B3M35Z7","110.17","Spain","-","USD","1.28","3.24","0.92","30-Jul-2025","4.65","1.26","-","3.24","1.26","3.24","EUR","24-Feb-2010","24-Feb-2010" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","252,021.04","0.05","252,021.04","230,000.00","-","DE000BU2D004","BQXK2R9","109.21","Germany","-","USD","21.38","2.46","0.92","15-Aug-2054","2.50","21.11","-","2.46","21.11","2.46","EUR","06-Feb-2024","06-Feb-2024" "JAPAN (GOVERNMENT OF) 10YR #368","Treasuries","Fixed Income","250,751.00","0.05","250,751.00","39,250,000.00","-","JP1103681NA2","BNBTJ87","0.64","Japan","-","USD","8.40","0.61","151.38","20-Sep-2032","0.20","8.39","-","0.61","8.39","0.61","JPY","20-Sep-2022","05-Oct-2022" "UK CONV GILT RegS","Treasuries","Fixed Income","250,515.23","0.05","250,515.23","197,000.00","-","GB00B6460505","B646050","125.54","United Kingdom","-","USD","11.64","4.30","0.79","07-Dec-2040","4.25","11.70","-","4.30","11.70","4.30","GBP","30-Jun-2010","30-Jun-2010" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","249,070.30","0.05","249,070.30","410,000.00","-","ES0000012G00","BLH9192","60.31","Spain","-","USD","21.67","3.62","0.92","31-Oct-2050","1.00","21.17","-","3.62","21.17","3.62","EUR","03-Mar-2020","03-Mar-2020" "JAPAN (GOVERNMENT OF) 30YR #64","Treasuries","Fixed Income","248,187.21","0.05","248,187.21","50,850,000.00","-","JP1300641KA3","BKV2769","0.49","Japan","-","USD","23.71","1.93","151.38","20-Sep-2049","0.40","23.78","-","1.93","23.78","1.93","JPY","20-Sep-2019","11-Oct-2019" "JAPAN (GOVERNMENT OF) 10YR #355","Treasuries","Fixed Income","247,404.41","0.05","247,404.41","38,000,000.00","-","JP1103551K72","BKDXJ75","0.65","Japan","-","USD","5.21","0.39","151.38","20-Jun-2029","0.10","5.21","-","0.39","5.21","0.39","JPY","20-Jun-2019","03-Jul-2019" "JAPAN (GOVERNMENT OF) 20YR #108","Treasuries","Fixed Income","246,968.04","0.05","246,968.04","34,700,000.00","-","JP1201081914","B4JMP09","0.71","Japan","-","USD","4.53","0.35","151.38","20-Dec-2028","1.90","4.53","-","0.35","4.53","0.35","JPY","20-Dec-2008","30-Jan-2009" "JAPAN (GOVERNMENT OF) 30YR #43","Treasuries","Fixed Income","246,938.49","0.05","246,938.49","35,900,000.00","-","JP1300431E60","BN894W9","0.68","Japan","-","USD","16.93","1.47","151.38","20-Jun-2044","1.70","17.07","-","1.47","17.07","1.47","JPY","20-Jun-2014","20-Jun-2014" "JAPAN (GOVERNMENT OF) 30YR #54","Treasuries","Fixed Income","246,302.57","0.05","246,302.57","43,850,000.00","-","JP1300541H31","BYXD3Z9","0.56","Japan","-","USD","20.55","1.71","151.38","20-Mar-2047","0.80","20.66","-","1.71","20.66","1.71","JPY","20-Mar-2017","21-Mar-2017" "JAPAN (GOVERNMENT OF) 40YR #11","Treasuries","Fixed Income","245,778.50","0.05","245,778.50","49,850,000.00","-","JP1400111J52","BDF1064","0.49","Japan","-","USD","28.39","2.07","151.38","20-Mar-2058","0.80","28.70","-","2.07","28.70","2.07","JPY","20-Mar-2018","30-May-2018" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","244,056.27","0.05","244,056.27","218,000.00","-","IT0005542797","BMTPF93","110.83","Italy","-","USD","5.51","3.29","0.92","15-Jun-2030","3.70","5.48","-","3.29","5.48","3.29","EUR","17-Apr-2023","17-Apr-2023" "JAPAN (GOVERNMENT OF) 20YR #138","Treasuries","Fixed Income","243,943.13","0.05","243,943.13","34,250,000.00","-","JP1201381C70","B8FHZX9","0.71","Japan","-","USD","7.74","0.56","151.38","20-Jun-2032","1.50","7.74","-","0.56","7.74","0.56","JPY","20-Jun-2012","30-Jul-2012" "JAPAN (GOVERNMENT OF) 20YR #143","Treasuries","Fixed Income","243,624.59","0.05","243,624.59","34,000,000.00","-","JP1201431D38","B8VH0P0","0.72","Japan","-","USD","8.40","0.61","151.38","20-Mar-2033","1.60","8.40","-","0.61","8.40","0.61","JPY","20-Mar-2013","21-Mar-2013" "JAPAN (GOVERNMENT OF) 5YR #152","Treasuries","Fixed Income","242,970.61","0.05","242,970.61","36,900,000.00","-","JP1051521N69","BP0WR10","0.66","Japan","-","USD","2.98","0.21","151.38","20-Mar-2027","0.10","2.97","-","0.21","2.97","0.21","JPY","20-Mar-2022","22-Jun-2022" "JAPAN (GOVERNMENT OF) 40YR #2","Treasuries","Fixed Income","241,516.76","0.05","241,516.76","32,800,000.00","-","JP1400021950","B4RKLQ3","0.74","Japan","-","USD","19.28","1.56","151.38","20-Mar-2049","2.20","19.53","-","1.56","19.53","1.56","JPY","20-Mar-2009","19-May-2009" "JAPAN (GOVERNMENT OF) 20YR #168","Treasuries","Fixed Income","241,047.24","0.05","241,047.24","40,650,000.00","-","JP1201681K44","BK8V554","0.59","Japan","-","USD","14.43","1.21","151.38","20-Mar-2039","0.40","14.44","-","1.21","14.44","1.21","JPY","20-Mar-2019","17-Apr-2019" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","240,848.15","0.05","240,848.15","333,000.00","135087D50","CA135087D507","BNM8NP8","71.80","Canada","-","USD","1.14","4.39","1.36","01-Jun-2025","2.25","1.14","-","4.39","1.14","4.39","CAD","30-Jun-2014","30-Jun-2014" "JAPAN (GOVERNMENT OF) 40YR #6","Treasuries","Fixed Income","239,002.37","0.05","239,002.37","34,850,000.00","-","JP1400061D58","B9ZKDC0","0.69","Japan","-","USD","21.98","1.71","151.38","20-Mar-2053","1.90","22.36","-","1.71","22.36","1.71","JPY","20-Mar-2013","23-May-2013" "JAPAN (GOVERNMENT OF) 20YR #174","Treasuries","Fixed Income","237,462.85","0.05","237,462.85","41,250,000.00","-","JP1201741LA9","BMDV887","0.58","Japan","-","USD","15.80","1.35","151.38","20-Sep-2040","0.40","15.82","-","1.35","15.82","1.35","JPY","20-Sep-2020","21-Oct-2020" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","237,115.61","0.05","237,115.61","467,000.00","-","AT0000A2QQB6","-","50.07","Austria","-","USD","35.21","2.75","0.92","20-Apr-2071","0.70","34.54","-","2.75","34.54","2.75","EUR","20-Apr-2021","20-Apr-2021" "JAPAN (GOVERNMENT OF) 20YR #157","Treasuries","Fixed Income","236,089.62","0.05","236,089.62","38,950,000.00","-","JP1201571G68","BD6RRV5","0.61","Japan","-","USD","12.02","0.96","151.38","20-Jun-2036","0.20","12.02","-","0.96","12.02","0.96","JPY","20-Jun-2016","27-Jun-2016" "UK CONV GILT RegS","Treasuries","Fixed Income","235,442.08","0.04","235,442.08","189,033.00","-","GB00B06YGN05","B06YGN0","122.92","United Kingdom","-","USD","16.71","4.41","0.79","07-Dec-2055","4.25","16.90","-","4.41","16.90","4.41","GBP","27-May-2005","27-May-2005" "JAPAN (GOVERNMENT OF) 30YR #41","Treasuries","Fixed Income","235,287.05","0.04","235,287.05","34,100,000.00","-","JP1300411DC2","BH7CTV1","0.69","Japan","-","USD","16.60","1.44","151.38","20-Dec-2043","1.70","16.72","-","1.44","16.72","1.44","JPY","20-Dec-2013","20-Dec-2013" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","231,966.81","0.04","231,966.81","306,000.00","-","FR0013154028","BD10344","74.22","France","-","USD","26.48","3.09","0.92","25-May-2066","1.75","25.90","-","3.09","25.90","3.09","EUR","25-May-2015","19-Apr-2016" "JAPAN (GOVERNMENT OF) 30YR #11","Treasuries","Fixed Income","230,953.66","0.04","230,953.66","31,850,000.00","-","JP1300111372","6672975","0.72","Japan","-","USD","8.55","0.63","151.38","20-Jun-2033","1.70","8.56","-","0.63","8.56","0.63","JPY","20-Jun-2003","30-Jul-2003" "JAPAN (GOVERNMENT OF) 20YR #124","Treasuries","Fixed Income","230,235.79","0.04","230,235.79","31,450,000.00","-","JP1201241B22","B5PVGZ9","0.73","Japan","-","USD","6.31","0.43","151.38","20-Dec-2030","2.00","6.31","-","0.43","6.31","0.43","JPY","20-Dec-2010","25-Feb-2011" "JAPAN (GOVERNMENT OF) 30YR #44","Treasuries","Fixed Income","228,268.45","0.04","228,268.45","33,350,000.00","-","JP1300441E92","BQS8364","0.68","Japan","-","USD","17.17","1.47","151.38","20-Sep-2044","1.70","17.31","-","1.47","17.31","1.47","JPY","20-Sep-2014","22-Sep-2014" "JAPAN (GOVERNMENT OF) 30YR #55","Treasuries","Fixed Income","227,700.93","0.04","227,700.93","40,550,000.00","-","JP1300551H61","BF29ZG0","0.56","Japan","-","USD","20.69","1.72","151.38","20-Jun-2047","0.80","20.81","-","1.72","20.81","1.72","JPY","20-Jun-2017","20-Jun-2017" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","225,108.10","0.04","225,108.10","197,000.00","-","IT0005561888","BKPLWB2","112.69","Italy","-","USD","5.77","3.33","0.92","15-Nov-2030","4.00","5.74","-","3.33","5.74","3.33","EUR","15-Sep-2023","15-Sep-2023" "JAPAN (GOVERNMENT OF) 30YR #80","Treasuries","Fixed Income","224,829.83","0.04","224,829.83","33,600,000.00","-","JP1300801PA2","BRX94D3","0.67","Japan","-","USD","22.46","1.74","151.38","20-Sep-2053","1.80","22.85","-","1.74","22.85","1.74","JPY","20-Sep-2023","06-Oct-2023" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","224,020.38","0.04","224,020.38","201,000.00","-","BE0000361700","BNNK5D5","111.02","Belgium","-","USD","19.32","3.36","0.92","22-Jun-2055","3.50","18.92","-","3.36","18.92","3.36","EUR","14-Feb-2024","14-Feb-2024" "JAPAN (GOVERNMENT OF) 30YR #22","Treasuries","Fixed Income","222,951.11","0.04","222,951.11","28,550,000.00","-","JP1300221643","B134Y03","0.78","Japan","-","USD","10.51","0.83","151.38","20-Mar-2036","2.50","10.53","-","0.83","10.53","0.83","JPY","20-Mar-2006","25-Apr-2006" "ILS CASH","Cash and/or Derivatives","Cash","222,445.37","0.04","222,445.37","818,043.00","-","-","-","27.19","Israel","-","USD","0.00","4.43","3.68","-","0.00","0.00","-","4.43","0.00","4.43","ILS","-","01-Jan-1990" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","220,208.09","0.04","220,208.09","359,000.00","-","AU0000013740","BZ1HM31","60.77","Australia","-","USD","5.56","3.76","1.53","21-May-2030","2.50","5.56","-","3.76","5.56","3.76","AUD","21-May-2018","13-Jun-2018" "JAPAN (GOVERNMENT OF) 20YR #117","Treasuries","Fixed Income","220,004.73","0.04","220,004.73","30,250,000.00","-","JP1201171A43","B682X55","0.73","Japan","-","USD","5.66","0.38","151.38","20-Mar-2030","2.10","5.66","-","0.38","5.66","0.38","JPY","20-Mar-2010","27-Apr-2010" "JAPAN (GOVERNMENT OF) 20YR #144","Treasuries","Fixed Income","219,313.22","0.04","219,313.22","30,850,000.00","-","JP1201441D44","B9612X6","0.71","Japan","-","USD","8.43","0.61","151.38","20-Mar-2033","1.50","8.43","-","0.61","8.43","0.61","JPY","20-Mar-2013","22-Apr-2013" "JAPAN (GOVERNMENT OF) 20YR #136","Treasuries","Fixed Income","217,916.95","0.04","217,916.95","30,500,000.00","-","JP1201361C58","B7N1Z03","0.71","Japan","-","USD","7.53","0.54","151.38","20-Mar-2032","1.60","7.52","-","0.54","7.52","0.54","JPY","20-Mar-2012","28-May-2012" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","217,656.73","0.04","217,656.73","462,999.00","-","BE0000353624","BKPKLP6","46.47","Belgium","-","USD","35.57","2.87","0.92","22-Jun-2071","0.65","34.85","-","2.87","34.85","2.87","EUR","09-Feb-2021","09-Feb-2021" "FRANCE (REPUBLIC OF) RegS","Treasuries","Fixed Income","216,400.96","0.04","216,400.96","217,000.00","-","FR0013341682","BF1DNG9","99.45","France","-","USD","4.54","2.61","0.92","25-Nov-2028","0.75","4.47","-","2.61","4.47","2.61","EUR","25-Nov-2017","11-Jun-2018" "JAPAN (GOVERNMENT OF) 20YR #113","Treasuries","Fixed Income","215,583.11","0.04","215,583.11","29,850,000.00","-","JP1201131990","B4MR233","0.72","Japan","-","USD","5.21","0.37","151.38","20-Sep-2029","2.10","5.21","-","0.37","5.21","0.37","JPY","20-Sep-2009","24-Sep-2009" "JAPAN (GOVERNMENT OF) 30YR #79","Treasuries","Fixed Income","214,902.61","0.04","214,902.61","36,850,000.00","-","JP1300791P79","BRBQ9H5","0.58","Japan","-","USD","23.76","1.83","151.38","20-Jun-2053","1.20","24.07","-","1.83","24.07","1.83","JPY","20-Jun-2023","07-Jul-2023" "JAPAN (GOVERNMENT OF) 10YR #369","Treasuries","Fixed Income","214,850.01","0.04","214,850.01","32,800,000.00","-","JP1103691P11","BNNT8R7","0.65","Japan","-","USD","8.52","0.62","151.38","20-Dec-2032","0.50","8.52","-","0.62","8.52","0.62","JPY","20-Dec-2022","06-Jan-2023" "UNITED KINGDOM OF GREAT BRITAIN AN RegS","Treasuries","Fixed Income","214,724.82","0.04","214,724.82","160,000.00","-","GB00BPJJKN53","BPJJKN5","133.30","United Kingdom","-","USD","7.87","3.94","0.79","31-Jan-2034","4.63","7.87","-","3.94","7.87","3.94","GBP","12-Oct-2023","12-Oct-2023" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","213,772.70","0.04","213,772.70","231,000.00","-","IT0005177909","BD2YGS0","92.37","Italy","-","USD","10.61","3.77","0.92","01-Sep-2036","2.25","10.54","-","3.77","10.54","3.77","EUR","01-Mar-2016","26-Apr-2016" "JAPAN (GOVERNMENT OF) 30YR #14","Treasuries","Fixed Income","211,836.95","0.04","211,836.95","27,650,000.00","-","JP1300141445","B00V8T7","0.77","Japan","-","USD","8.98","0.69","151.38","20-Mar-2034","2.40","8.99","-","0.69","8.99","0.69","JPY","20-Mar-2004","20-Apr-2004" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","210,611.70","0.04","210,611.70","248,000.00","-","AT0000A1XML2","BYWJV21","83.75","Austria","-","USD","35.37","2.78","0.92","20-Sep-2117","2.10","34.13","-","2.78","34.13","2.78","EUR","20-Sep-2017","20-Sep-2017" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","210,460.80","0.04","210,460.80","194,000.00","-","ES0000012K95","BP0Q6X7","106.03","Spain","-","USD","13.86","3.60","0.92","30-Jul-2043","3.45","13.56","-","3.60","13.56","3.60","EUR","27-Sep-2022","27-Sep-2022" "AUSTRALIA (COMMONWEALTH OF) RegS","Treasuries","Fixed Income","208,153.57","0.04","208,153.57","310,000.00","-","AU000XCLWAI8","BKRV2Z4","65.95","Australia","-","USD","1.93","3.70","1.53","21-Apr-2026","4.25","1.93","-","3.70","1.93","3.70","AUD","21-Oct-2013","19-Mar-2014" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","207,678.10","0.04","207,678.10","286,000.00","-","ES0000012J07","BMG8V97","71.90","Spain","-","USD","16.04","3.51","0.92","30-Jul-2042","1.00","15.70","-","3.51","15.70","3.51","EUR","14-Sep-2021","14-Sep-2021" "AUSTRIA (REPUBLIC OF)","Treasuries","Fixed Income","207,550.70","0.04","207,550.70","312,000.00","-","AT0000A1PEF7","BYYB642","65.88","Austria","-","USD","33.91","2.85","0.92","02-Nov-2086","1.50","33.02","-","2.85","33.02","2.85","EUR","02-Nov-2016","02-Nov-2016" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","207,254.05","0.04","207,254.05","211,000.00","-","IT0005413171","BMBKK79","97.65","Italy","-","USD","6.23","3.31","0.92","01-Dec-2030","1.65","6.19","-","3.31","6.19","3.31","EUR","01-Jun-2020","10-Jun-2020" "JAPAN (GOVERNMENT OF) 30YR #15","Treasuries","Fixed Income","205,769.61","0.04","205,769.61","26,450,000.00","-","JP1300151485","B02KTV1","0.77","Japan","-","USD","9.10","0.71","151.38","20-Jun-2034","2.50","9.11","-","0.71","9.11","0.71","JPY","20-Jun-2004","20-Aug-2004" "UK CONV GILT RegS","Treasuries","Fixed Income","204,931.52","0.04","204,931.52","335,000.00","-","GB00BFMCN652","BD5MHT9","60.29","United Kingdom","-","USD","25.31","4.15","0.79","22-Oct-2071","1.63","24.99","-","4.15","24.99","4.15","GBP","16-May-2018","16-May-2018" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","204,509.32","0.04","204,509.32","275,000.00","-","IT0005480980","BNYLK98","74.20","Italy","-","USD","19.38","4.05","0.92","01-Sep-2052","2.15","19.23","-","4.05","19.23","4.05","EUR","12-Jan-2022","12-Jan-2022" "JAPAN (GOVERNMENT OF) 30YR #21","Treasuries","Fixed Income","203,362.34","0.04","203,362.34","26,450,000.00","-","JP1300211610","B0X4BZ0","0.76","Japan","-","USD","10.35","0.83","151.38","20-Dec-2035","2.30","10.37","-","0.83","10.37","0.83","JPY","20-Dec-2005","25-Jan-2006" "JAPAN (GOVERNMENT OF) 20YR #181","Treasuries","Fixed Income","203,248.70","0.04","203,248.70","33,250,000.00","-","JP1201811N77","BP2FS92","0.61","Japan","-","USD","16.57","1.43","151.38","20-Jun-2042","0.90","16.63","-","1.43","16.63","1.43","JPY","20-Jun-2022","15-Jul-2022" "JAPAN (GOVERNMENT OF) 30YR #49","Treasuries","Fixed Income","201,195.34","0.04","201,195.34","31,150,000.00","-","JP1300491FC9","BD2NRL7","0.64","Japan","-","USD","18.40","1.56","151.38","20-Dec-2045","1.40","18.55","-","1.56","18.55","1.56","JPY","20-Dec-2015","21-Dec-2015" "JAPAN (GOVERNMENT OF) 30YR #53","Treasuries","Fixed Income","199,677.40","0.04","199,677.40","37,050,000.00","-","JP1300531GC0","BDRYP55","0.54","Japan","-","USD","20.79","1.74","151.38","20-Dec-2046","0.60","20.87","-","1.74","20.87","1.74","JPY","20-Dec-2016","20-Dec-2016" "JAPAN (GOVERNMENT OF) 10YR #347","Treasuries","Fixed Income","198,460.89","0.04","198,460.89","30,150,000.00","-","JP1103471H66","BF3N1X0","0.66","Japan","-","USD","3.22","0.22","151.38","20-Jun-2027","0.10","3.22","-","0.22","3.22","0.22","JPY","20-Jun-2017","20-Jun-2017" "JAPAN (GOVERNMENT OF) 20YR #137","Treasuries","Fixed Income","198,462.25","0.04","198,462.25","27,450,000.00","-","JP1201371C64","B8C0MR4","0.72","Japan","-","USD","7.69","0.56","151.38","20-Jun-2032","1.70","7.69","-","0.56","7.69","0.56","JPY","20-Jun-2012","20-Jun-2012" "JAPAN (GOVERNMENT OF) 20YR #118","Treasuries","Fixed Income","195,586.82","0.04","195,586.82","26,850,000.00","-","JP1201181A66","B624MF0","0.72","Japan","-","USD","5.87","0.40","151.38","20-Jun-2030","2.00","5.87","-","0.40","5.87","0.40","JPY","20-Jun-2010","21-Jun-2010" "SEK CASH","Cash and/or Derivatives","Cash","194,145.81","0.04","194,145.81","2,060,052.00","-","-","-","9.42","Sweden","-","USD","0.00","4.01","10.61","-","0.00","0.00","-","4.01","0.00","4.01","SEK","-","01-Jan-1990" "JAPAN (GOVERNMENT OF) 20YR #122","Treasuries","Fixed Income","190,736.46","0.04","190,736.46","26,550,000.00","-","JP1201221AA5","B5W08Y2","0.72","Japan","-","USD","6.15","0.42","151.38","20-Sep-2030","1.80","6.15","-","0.42","6.15","0.42","JPY","20-Sep-2010","26-Oct-2010" "JAPAN (GOVERNMENT OF) 30YR #18","Treasuries","Fixed Income","188,948.75","0.04","188,948.75","24,750,000.00","-","JP1300181540","B07G7Z4","0.76","Japan","-","USD","9.81","0.77","151.38","20-Mar-2035","2.30","9.83","-","0.77","9.83","0.77","JPY","20-Mar-2005","20-Apr-2005" "UK CONV GILT RegS","Treasuries","Fixed Income","188,131.80","0.04","188,131.80","154,000.00","-","GB00BTHH2R79","BTHH2R7","122.03","United Kingdom","-","USD","1.40","4.44","0.79","07-Sep-2025","2.00","1.40","-","4.44","1.40","4.44","GBP","20-Mar-2015","20-Mar-2015" "JAPAN (GOVERNMENT OF) 30YR #56","Treasuries","Fixed Income","187,853.90","0.04","187,853.90","33,650,000.00","-","JP1300561H93","BD5ZML5","0.56","Japan","-","USD","20.94","1.73","151.38","20-Sep-2047","0.80","21.05","-","1.73","21.05","1.73","JPY","20-Sep-2017","20-Sep-2017" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","187,324.07","0.04","187,324.07","273,000.00","135087M84","CA135087M847","BL64G71","68.55","Canada","-","USD","2.83","3.74","1.36","01-Mar-2027","1.25","2.83","-","3.74","2.83","3.74","CAD","15-Oct-2021","15-Oct-2021" "JAPAN (GOVERNMENT OF) 20YR #135","Treasuries","Fixed Income","186,722.75","0.04","186,722.75","25,950,000.00","-","JP1201351C43","B8CM9V3","0.72","Japan","-","USD","7.50","0.54","151.38","20-Mar-2032","1.70","7.50","-","0.54","7.50","0.54","JPY","20-Mar-2012","26-Apr-2012" "JAPAN (GOVERNMENT OF) 30YR #66","Treasuries","Fixed Income","185,994.29","0.04","185,994.29","38,450,000.00","-","JP1300661L47","BKPQWC8","0.48","Japan","-","USD","24.12","1.95","151.38","20-Mar-2050","0.40","24.21","-","1.95","24.21","1.95","JPY","20-Mar-2020","08-Apr-2020" "JAPAN (GOVERNMENT OF) 30YR #51","Treasuries","Fixed Income","182,944.33","0.03","182,944.33","36,200,000.00","-","JP1300511G61","BD5VSM6","0.50","Japan","-","USD","21.15","1.78","151.38","20-Jun-2046","0.30","21.20","-","1.78","21.20","1.78","JPY","20-Jun-2016","20-Jun-2016" "JAPAN (GOVERNMENT OF) 20YR #129","Treasuries","Fixed Income","180,215.71","0.03","180,215.71","24,850,000.00","-","JP1201291B88","B401CD7","0.72","Japan","-","USD","6.79","0.47","151.38","20-Jun-2031","1.80","6.79","-","0.47","6.79","0.47","JPY","20-Jun-2011","30-Aug-2011" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","178,435.57","0.03","178,435.57","156,000.00","-","IT0005530032","BQVX258","114.04","Italy","-","USD","13.16","4.09","0.92","01-Sep-2043","4.45","13.08","-","4.09","13.08","4.09","EUR","01-Sep-2022","17-Jan-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","172,814.57","0.03","172,814.57","156,000.00","-","DE000BU27006","BM9B1V5","109.05","Germany","-","USD","6.06","2.27","0.92","15-Nov-2030","2.40","5.99","-","2.27","5.99","2.27","EUR","28-Jul-2023","28-Jul-2023" "JAPAN (GOVERNMENT OF) 30YR #45","Treasuries","Fixed Income","172,506.91","0.03","172,506.91","26,050,000.00","-","JP1300451EC6","BTF8KP6","0.66","Japan","-","USD","17.55","1.51","151.38","20-Dec-2044","1.50","17.69","-","1.51","17.69","1.51","JPY","20-Dec-2014","22-Dec-2014" "JAPAN (GOVERNMENT OF) 30YR #17","Treasuries","Fixed Income","171,404.61","0.03","171,404.61","22,150,000.00","-","JP1300171525","B068LQ0","0.77","Japan","-","USD","9.53","0.74","151.38","20-Dec-2034","2.40","9.54","-","0.74","9.54","0.74","JPY","20-Dec-2004","21-Feb-2005" "JAPAN (GOVERNMENT OF) 10YR #359","Treasuries","Fixed Income","169,448.28","0.03","169,448.28","26,150,000.00","-","JP1103591L73","BMJ0ST9","0.65","Japan","-","USD","6.20","0.42","151.38","20-Jun-2030","0.10","6.20","-","0.42","6.20","0.42","JPY","20-Jun-2020","03-Jul-2020" "JAPAN (GOVERNMENT OF) 10YR #356","Treasuries","Fixed Income","169,399.29","0.03","169,399.29","26,050,000.00","-","JP1103561KA2","BKLNWP6","0.65","Japan","-","USD","5.46","0.39","151.38","20-Sep-2029","0.10","5.46","-","0.39","5.46","0.39","JPY","20-Sep-2019","02-Oct-2019" "JAPAN (GOVERNMENT OF) 20YR #107","Treasuries","Fixed Income","168,426.13","0.03","168,426.13","23,450,000.00","-","JP12010718C2","B3KM7S3","0.71","Japan","-","USD","4.51","0.35","151.38","20-Dec-2028","2.10","4.51","-","0.35","4.51","0.35","JPY","20-Dec-2008","22-Dec-2008" "JAPAN (GOVERNMENT OF) 30YR #12","Treasuries","Fixed Income","168,005.36","0.03","168,005.36","22,500,000.00","-","JP13001213B5","6714479","0.75","Japan","-","USD","8.67","0.65","151.38","20-Sep-2033","2.10","8.67","-","0.65","8.67","0.65","JPY","20-Sep-2003","20-Nov-2003" "BUONI POLIENNALI DEL TESORO","Treasuries","Fixed Income","166,682.05","0.03","166,682.05","202,000.00","-","IT0005217390","BD3VHH6","82.30","Italy","-","USD","22.29","4.00","0.92","01-Mar-2067","2.80","22.03","-","4.00","22.03","4.00","EUR","01-Sep-2016","11-Oct-2016" "JAPAN (GOVERNMENT OF) 5YR #146","Treasuries","Fixed Income","164,714.63","0.03","164,714.63","24,950,000.00","-","JP1051461M13","BMQ7X21","0.66","Japan","-","USD","1.73","0.15","151.38","20-Dec-2025","0.10","1.73","-","0.15","1.73","0.15","JPY","20-Dec-2020","14-Jan-2021" "UK CONV GILT RegS","Treasuries","Fixed Income","163,051.58","0.03","163,051.58","414,000.00","-","GB00BMBL1D50","BMBL1D5","39.11","United Kingdom","-","USD","29.61","4.14","0.79","22-Oct-2061","0.50","29.65","-","4.14","29.65","4.14","GBP","20-May-2020","20-May-2020" "JAPAN (GOVERNMENT OF) 30YR #52","Treasuries","Fixed Income","160,916.27","0.03","160,916.27","30,500,000.00","-","JP1300521G93","BD8CPW5","0.53","Japan","-","USD","20.87","1.75","151.38","20-Sep-2046","0.50","20.94","-","1.75","20.94","1.75","JPY","20-Sep-2016","20-Sep-2016" "JAPAN (GOVERNMENT OF) 40YR #8","Treasuries","Fixed Income","160,873.52","0.03","160,873.52","26,700,000.00","-","JP1400081F45","BX1D7G3","0.60","Japan","-","USD","24.31","1.85","151.38","20-Mar-2055","1.40","24.68","-","1.85","24.68","1.85","JPY","20-Mar-2015","27-Apr-2015" "JAPAN (GOVERNMENT OF) 30YR #16","Treasuries","Fixed Income","159,688.54","0.03","159,688.54","20,600,000.00","-","JP13001614A6","B03FBM0","0.77","Japan","-","USD","9.35","0.72","151.38","20-Sep-2034","2.50","9.36","-","0.72","9.36","0.72","JPY","20-Sep-2004","25-Oct-2004" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","159,600.08","0.03","159,600.08","290,000.00","-","ES0000012H58","BLH1ZL8","54.40","Spain","-","USD","27.92","3.68","0.92","31-Oct-2071","1.45","27.10","-","3.68","27.10","3.68","EUR","16-Feb-2021","16-Feb-2021" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","152,703.05","0.03","152,703.05","264,000.00","-","DE0001030724","BNXM5J7","57.84","Germany","-","USD","26.08","2.40","0.92","15-Aug-2050","0.00","25.77","-","2.40","25.77","2.40","EUR","15-Aug-2020","18-May-2021" "AUSTRIA (REPUBLIC OF) MTN","Treasuries","Fixed Income","151,450.69","0.03","151,450.69","149,000.00","-","AT0000A1VGK0","BYYLYS2","101.14","Austria","-","USD","3.00","2.75","0.92","20-Apr-2027","0.50","2.95","-","2.75","2.95","2.75","EUR","20-Apr-2017","20-Apr-2017" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","151,259.71","0.03","151,259.71","232,000.00","135087C93","CA135087C939","BM7RZV3","64.55","Canada","-","USD","23.15","3.30","1.36","01-Dec-2064","2.75","22.96","-","3.30","22.96","3.30","CAD","01-May-2014","01-May-2014" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","150,394.40","0.03","150,394.40","141,000.00","-","BE0000356650","BMGBC48","103.90","Belgium","-","USD","12.00","3.08","0.92","22-Apr-2039","2.75","11.79","-","3.08","11.79","3.08","EUR","21-Sep-2022","21-Sep-2022" "JAPAN (GOVERNMENT OF) 30YR #24","Treasuries","Fixed Income","149,691.89","0.03","149,691.89","19,150,000.00","-","JP13002416A5","B1G3S16","0.78","Japan","-","USD","10.89","0.88","151.38","20-Sep-2036","2.50","10.91","-","0.88","10.91","0.88","JPY","20-Sep-2006","20-Oct-2006" "JAPAN (GOVERNMENT OF) 20YR #111","Treasuries","Fixed Income","148,961.95","0.03","148,961.95","20,500,000.00","-","JP1201111968","B619NG4","0.72","Japan","-","USD","4.95","0.37","151.38","20-Jun-2029","2.20","4.95","-","0.37","4.95","0.37","JPY","20-Jun-2009","22-Jun-2009" "JAPAN (GOVERNMENT OF) 30YR #20","Treasuries","Fixed Income","148,176.71","0.03","148,176.71","19,000,000.00","-","JP13002015A5","B0MT639","0.78","Japan","-","USD","10.13","0.79","151.38","20-Sep-2035","2.50","10.14","-","0.79","10.14","0.79","JPY","20-Sep-2005","25-Oct-2005" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","147,431.67","0.03","147,431.67","210,000.00","135087E67","CA135087E679","BYSGCN4","69.85","Canada","-","USD","2.10","3.95","1.36","01-Jun-2026","1.50","2.10","-","3.95","2.10","3.95","CAD","21-Jul-2015","21-Jul-2015" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","147,117.12","0.03","147,117.12","215,000.00","-","IT0005441883","BMT7KZ0","68.26","Italy","-","USD","24.94","3.88","0.92","01-Mar-2072","2.15","24.61","-","3.88","24.61","3.88","EUR","01-Mar-2021","14-Apr-2021" "JAPAN (GOVERNMENT OF) 40YR #7","Treasuries","Fixed Income","146,301.48","0.03","146,301.48","22,450,000.00","-","JP1400071E55","BN33VW5","0.65","Japan","-","USD","22.95","1.77","151.38","20-Mar-2054","1.70","23.34","-","1.77","23.34","1.77","JPY","20-Mar-2014","29-May-2014" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","143,295.18","0.03","143,295.18","151,000.00","-","DE0001030757","BQ83SK8","93.70","Germany","-","USD","21.97","2.44","0.92","15-Aug-2053","1.80","21.70","-","2.44","21.70","2.44","EUR","15-Aug-2022","20-Jun-2023" "JAPAN (GOVERNMENT OF) 30YR #48","Treasuries","Fixed Income","142,552.26","0.03","142,552.26","22,100,000.00","-","JP1300481F92","BZ0G4L1","0.64","Japan","-","USD","18.29","1.55","151.38","20-Sep-2045","1.40","18.44","-","1.55","18.44","1.55","JPY","20-Sep-2015","24-Sep-2015" "JAPAN (GOVERNMENT OF) 20YR #93","Treasuries","Fixed Income","142,341.94","0.03","142,341.94","20,450,000.00","-","JP1200931739","B1VKKH2","0.70","Japan","-","USD","2.91","0.20","151.38","20-Mar-2027","2.00","2.91","-","0.20","2.91","0.20","JPY","20-Mar-2007","26-Mar-2007" "JAPAN (GOVERNMENT OF) 20YR #78","Treasuries","Fixed Income","141,874.43","0.03","141,874.43","20,900,000.00","-","JP1200781563","B0BV7F5","0.68","Japan","-","USD","1.22","0.08","151.38","20-Jun-2025","1.90","1.22","-","0.08","1.22","0.08","JPY","20-Jun-2005","27-Jun-2005" "JAPAN (GOVERNMENT OF) 30YR #47","Treasuries","Fixed Income","141,547.21","0.03","141,547.21","21,050,000.00","-","JP1300471F60","BYZSCC2","0.67","Japan","-","USD","17.74","1.52","151.38","20-Jun-2045","1.60","17.90","-","1.52","17.90","1.52","JPY","20-Jun-2015","22-Jun-2015" "UK CONV GILT RegS","Treasuries","Fixed Income","139,265.07","0.03","139,265.07","129,000.00","-","GB00B84Z9V04","B84Z9V0","107.22","United Kingdom","-","USD","13.76","4.40","0.79","22-Jan-2044","3.25","13.86","-","4.40","13.86","4.40","GBP","24-Oct-2012","24-Oct-2012" "JAPAN (GOVERNMENT OF) 10YR #339","Treasuries","Fixed Income","137,445.81","0.03","137,445.81","20,700,000.00","-","JP1103391F65","BYYTQF7","0.66","Japan","-","USD","1.23","0.07","151.38","20-Jun-2025","0.40","1.23","-","0.07","1.23","0.07","JPY","20-Jun-2015","22-Jun-2015" "JAPAN (GOVERNMENT OF) 20YR #96","Treasuries","Fixed Income","137,313.28","0.03","137,313.28","19,500,000.00","-","JP1200961785","B2485Y2","0.70","Japan","-","USD","3.13","0.22","151.38","20-Jun-2027","2.10","3.13","-","0.22","3.13","0.22","JPY","20-Jun-2007","31-Aug-2007" "JAPAN (GOVERNMENT OF) 20YR #139","Treasuries","Fixed Income","136,706.44","0.03","136,706.44","19,050,000.00","-","JP1201391C86","B8HT2Z4","0.71","Japan","-","USD","7.72","0.56","151.38","20-Jun-2032","1.60","7.72","-","0.56","7.72","0.56","JPY","20-Jun-2012","27-Aug-2012" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","136,677.10","0.03","136,677.10","315,000.00","-","FR0014001NN8","BMDH0M3","42.94","France","-","USD","37.92","2.79","0.92","25-May-2072","0.50","37.19","-","2.79","37.19","2.79","EUR","25-May-2020","26-Jan-2021" "JAPAN (GOVERNMENT OF) 20YR #101","Treasuries","Fixed Income","135,680.16","0.03","135,680.16","18,950,000.00","-","JP1201011853","B39MW45","0.72","Japan","-","USD","3.82","0.28","151.38","20-Mar-2028","2.40","3.82","-","0.28","3.82","0.28","JPY","20-Mar-2008","30-May-2008" "BELGIUM KINGDOM OF (GOVERNMENT)","Treasuries","Fixed Income","134,607.31","0.03","134,607.31","133,070.00","-","BE0000345547","BFFY5T5","100.50","Belgium","-","USD","4.11","2.60","0.92","22-Jun-2028","0.80","4.05","-","2.60","4.05","2.60","EUR","23-Jan-2018","23-Jan-2018" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","128,106.67","0.02","128,106.67","188,000.00","135087F82","CA135087F825","BD454Q5","67.91","Canada","-","USD","3.07","3.59","1.36","01-Jun-2027","1.00","3.07","-","3.59","3.07","3.59","CAD","03-Aug-2016","03-Aug-2016" "ITALY (REPUBLIC OF) RegS","Treasuries","Fixed Income","127,466.53","0.02","127,466.53","114,000.00","-","IT0005548315","BRJVJD8","111.19","Italy","-","USD","3.99","3.14","0.92","01-Aug-2028","3.80","3.97","-","3.14","3.97","3.14","EUR","01-Jun-2023","01-Jun-2023" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","127,300.71","0.02","127,300.71","163,000.00","-","FI4000415153","BK5C107","77.97","Finland","-","USD","11.79","2.91","0.92","15-Apr-2036","0.13","11.59","-","2.91","11.59","2.91","EUR","11-Feb-2020","11-Feb-2020" "JAPAN (GOVERNMENT OF) 30YR #60","Treasuries","Fixed Income","124,100.00","0.02","124,100.00","22,000,000.00","-","JP1300601JA9","BF4KX45","0.56","Japan","-","USD","21.46","1.75","151.38","20-Sep-2048","0.90","21.59","-","1.75","21.59","1.75","JPY","20-Sep-2018","12-Oct-2018" "UK CONV GILT RegS","Treasuries","Fixed Income","119,983.51","0.02","119,983.51","247,000.00","-","GB00BLBDX619","BLBDX61","47.97","United Kingdom","-","USD","28.67","4.02","0.79","22-Oct-2073","1.13","28.22","-","4.02","28.22","4.02","GBP","09-Feb-2022","09-Feb-2022" "IRELAND (REPUBLIC OF) RegS","Treasuries","Fixed Income","119,350.33","0.02","119,350.33","122,100.00","-","IE00BFZRPZ02","BFZRPZ0","96.53","Ireland","-","USD","8.44","2.64","0.92","15-May-2033","1.30","8.31","-","2.64","8.31","2.64","EUR","17-Apr-2018","17-Apr-2018" "JAPAN (GOVERNMENT OF) 20YR #121","Treasuries","Fixed Income","116,697.62","0.02","116,697.62","16,150,000.00","-","JP1201211A94","B3VKGZ6","0.72","Japan","-","USD","6.13","0.42","151.38","20-Sep-2030","1.90","6.13","-","0.42","6.13","0.42","JPY","20-Sep-2010","21-Sep-2010" "JAPAN (GOVERNMENT OF) 20YR #98","Treasuries","Fixed Income","114,325.15","0.02","114,325.15","16,250,000.00","-","JP12009817B7","B29L8H0","0.70","Japan","-","USD","3.38","0.23","151.38","20-Sep-2027","2.10","3.37","-","0.23","3.37","0.23","JPY","20-Sep-2007","30-Nov-2007" "FRANCE (REPUBLIC OF)","Treasuries","Fixed Income","110,528.66","0.02","110,528.66","103,000.00","-","FR001400NEF3","BQHPX88","104.86","France","-","USD","17.29","3.18","0.92","25-Jun-2049","3.00","16.98","-","3.18","16.98","3.18","EUR","25-Jun-2023","23-Jan-2024" "JAPAN (GOVERNMENT OF) 20YR #106","Treasuries","Fixed Income","109,861.07","0.02","109,861.07","15,350,000.00","-","JP12010618A8","B3F8T24","0.72","Japan","-","USD","4.29","0.32","151.38","20-Sep-2028","2.20","4.29","-","0.32","4.29","0.32","JPY","20-Sep-2008","31-Oct-2008" "JAPAN (GOVERNMENT OF) 10YR #349","Treasuries","Fixed Income","107,071.05","0.02","107,071.05","16,300,000.00","-","JP1103491HC4","BF13422","0.66","Japan","-","USD","3.72","0.26","151.38","20-Dec-2027","0.10","3.72","-","0.26","3.72","0.26","JPY","20-Dec-2017","20-Dec-2017" "JAPAN (GOVERNMENT OF) 30YR #8","Treasuries","Fixed Income","102,718.59","0.02","102,718.59","14,050,000.00","-","JP13000812B5","6565796","0.73","Japan","-","USD","8.01","0.58","151.38","22-Nov-2032","1.80","8.02","-","0.58","8.02","0.58","JPY","20-Nov-2002","20-Nov-2002" "CAD CASH","Cash and/or Derivatives","Cash","102,500.58","0.02","102,500.58","139,283.00","-","-","-","73.59","Canada","-","USD","0.00","5.29","1.36","-","0.00","0.00","-","5.29","0.00","5.29","CAD","-","01-Jan-1989" "JAPAN (GOVERNMENT OF) 10YR #365","Treasuries","Fixed Income","99,677.02","0.02","99,677.02","15,600,000.00","-","JP1103651N11","BNYJV11","0.64","Japan","-","USD","7.69","0.55","151.38","20-Dec-2031","0.10","7.68","-","0.55","7.68","0.55","JPY","20-Dec-2021","06-Jan-2022" "JAPAN (GOVERNMENT OF) 30YR #7","Treasuries","Fixed Income","97,677.46","0.02","97,677.46","12,900,000.00","-","JP1300071253","6528465","0.75","Japan","-","USD","7.45","0.53","151.38","20-May-2032","2.30","7.46","-","0.53","7.46","0.53","JPY","20-May-2002","20-May-2002" "JAPAN (GOVERNMENT OF) 5YR #149","Treasuries","Fixed Income","95,660.51","0.02","95,660.51","14,550,000.00","-","JP1051491MA0","BMHMRW3","0.66","Japan","-","USD","2.49","0.20","151.38","20-Sep-2026","0.01","2.48","-","0.20","2.48","0.20","JPY","20-Sep-2021","15-Oct-2021" "JAPAN (GOVERNMENT OF) 30YR #13","Treasuries","Fixed Income","94,833.04","0.02","94,833.04","12,750,000.00","-","JP1300131420","6743291","0.74","Japan","-","USD","8.87","0.68","151.38","20-Dec-2033","2.00","8.88","-","0.68","8.88","0.68","JPY","20-Dec-2003","27-Feb-2004" "JAPAN (GOVERNMENT OF) 20YR #128","Treasuries","Fixed Income","93,806.18","0.02","93,806.18","12,850,000.00","-","JP1201281B64","B51Y1P7","0.73","Japan","-","USD","6.77","0.47","151.38","20-Jun-2031","1.90","6.77","-","0.47","6.77","0.47","JPY","20-Jun-2011","20-Jun-2011" "GBP CASH","Cash and/or Derivatives","Cash","92,811.03","0.02","92,811.03","73,487.00","-","-","-","126.29","United Kingdom","-","USD","0.00","5.29","0.79","-","0.00","0.00","-","5.29","0.00","5.29","GBP","-","01-Jan-1989" "JAPAN (GOVERNMENT OF) 20YR #109","Treasuries","Fixed Income","92,719.82","0.02","92,719.82","13,050,000.00","-","JP1201091939","B3LZMP3","0.71","Japan","-","USD","4.78","0.36","151.38","20-Mar-2029","1.90","4.77","-","0.36","4.77","0.36","JPY","20-Mar-2009","23-Mar-2009" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","88,368.01","0.02","88,368.01","124,000.00","-","IT0005438004","BMCDFT4","70.60","Italy","-","USD","16.88","3.98","0.92","30-Apr-2045","1.50","16.77","-","3.98","16.77","3.98","EUR","30-Oct-2020","10-Mar-2021" "NOK CASH","Cash and/or Derivatives","Cash","80,963.03","0.02","80,963.03","873,530.00","-","-","-","9.27","Norway","-","USD","0.00","4.61","10.79","-","0.00","0.00","-","4.61","0.00","4.61","NOK","-","01-Jan-1990" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","75,274.49","0.01","75,274.49","83,000.00","-","DE0001102598","BNRR4J1","89.76","Germany","-","USD","12.85","2.44","0.92","15-May-2038","1.00","12.70","-","2.44","12.70","2.44","EUR","29-Apr-2022","29-Apr-2022" "JAPAN (GOVERNMENT OF) 10YR #357","Treasuries","Fixed Income","74,406.92","0.01","74,406.92","11,450,000.00","-","JP1103571L10","BKV88D1","0.65","Japan","-","USD","5.70","0.40","151.38","20-Dec-2029","0.10","5.70","-","0.40","5.70","0.40","JPY","20-Dec-2019","08-Jan-2020" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","74,313.02","0.01","74,313.02","108,000.00","135087L93","CA135087L930","BMD03G7","68.76","Canada","-","USD","2.36","3.86","1.36","01-Sep-2026","1.00","2.36","-","3.86","2.36","3.86","CAD","16-Apr-2021","16-Apr-2021" "FINLAND (REPUBLIC OF)","Treasuries","Fixed Income","72,702.59","0.01","72,702.59","72,000.00","-","FI4000511449","BM8Z5K5","100.98","Finland","-","USD","2.44","2.84","0.92","15-Sep-2026","0.00","2.40","-","2.84","2.40","2.84","EUR","31-Aug-2021","31-Aug-2021" "BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","69,999.97","0.01","69,999.97","70,000.00","066922477","US0669224778","6922477","1.00","United States","-","USD","0.13","5.13","1.00","-","5.34","0.14","-","5.13","0.14","5.13","USD","-","04-Feb-2009" "NZD CASH","Cash and/or Derivatives","Cash","65,562.96","0.01","65,562.96","109,272.00","-","-","-","60.00","New Zealand","-","USD","0.00","5.59","1.67","-","0.00","0.00","-","5.59","0.00","5.59","NZD","-","01-Jan-1990" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","65,478.22","0.01","65,478.22","82,000.00","135087YQ1","CA135087YQ12","B39VLH8","78.91","Canada","-","USD","12.43","3.44","1.36","01-Jun-2041","4.00","12.41","-","3.44","12.41","3.44","CAD","09-Jun-2008","09-Jun-2008" "AUD CASH","Cash and/or Derivatives","Cash","63,930.35","0.01","63,930.35","97,993.00","-","-","-","65.24","Australia","-","USD","0.00","4.30","1.53","-","0.00","0.00","-","4.30","0.00","4.30","AUD","-","01-Jan-1990" "JAPAN (GOVERNMENT OF) 20YR #173","Treasuries","Fixed Income","61,424.61","0.01","61,424.61","10,600,000.00","-","JP1201731L76","BMX1FX1","0.58","Japan","-","USD","15.56","1.33","151.38","20-Jun-2040","0.40","15.57","-","1.33","15.57","1.33","JPY","20-Jun-2020","22-Jul-2020" "JAPAN (GOVERNMENT OF) 5YR #153","Treasuries","Fixed Income","55,437.21","0.01","55,437.21","8,450,000.00","-","JP1051531N75","BNQNHJ1","0.66","Japan","-","USD","3.23","0.22","151.38","20-Jun-2027","0.01","3.23","-","0.22","3.23","0.22","JPY","20-Jun-2022","13-Jul-2022" "SPAIN (KINGDOM OF)","Treasuries","Fixed Income","54,697.91","0.01","54,697.91","53,000.00","-","ES0000012B88","BD35VZ4","102.21","Spain","-","USD","4.15","2.77","0.92","30-Jul-2028","1.40","4.09","-","2.77","4.09","2.77","EUR","03-Jul-2018","03-Jul-2018" "JAPAN (GOVERNMENT OF) 20YR #112","Treasuries","Fixed Income","53,507.72","0.01","53,507.72","7,400,000.00","-","JP1201121975","B3YFPT5","0.72","Japan","-","USD","4.96","0.37","151.38","20-Jun-2029","2.10","4.96","-","0.37","4.96","0.37","JPY","20-Jun-2009","27-Jul-2009" "SGD CASH","Cash and/or Derivatives","Cash","52,978.46","0.01","52,978.46","71,434.00","-","-","-","74.16","Singapore","-","USD","0.00","4.02","1.35","-","0.00","0.00","-","4.02","0.00","4.02","SGD","-","01-Jan-1990" "GERMANY (FEDERAL REPUBLIC OF)","Treasuries","Fixed Income","51,833.36","0.01","51,833.36","47,000.00","-","DE000BU25000","BKS7JY9","107.47","Germany","-","USD","3.77","2.38","0.92","13-Apr-2028","2.20","3.73","-","2.38","3.73","2.38","EUR","19-Jan-2023","19-Jan-2023" "CHF CASH","Cash and/or Derivatives","Cash","47,238.14","0.01","47,238.14","42,781.00","-","-","-","110.42","Switzerland","-","USD","0.00","2.14","0.91","-","0.00","0.00","-","2.14","0.00","2.14","CHF","-","01-Jan-1990" "ITALY (REPUBLIC OF)","Treasuries","Fixed Income","40,178.30","0.01","40,178.30","35,000.00","-","IT0005542359","BN70WJ6","113.03","Italy","-","USD","6.48","3.36","0.92","30-Oct-2031","4.00","6.44","-","3.36","6.44","3.36","EUR","13-Apr-2023","13-Apr-2023" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","38,662.82","0.01","38,662.82","42,000.00","-","DE0001030732","BMYRF83","92.05","Germany","-","USD","7.30","2.21","0.92","15-Aug-2031","0.00","7.23","-","2.21","7.23","2.21","EUR","18-Jun-2021","10-Sep-2021" "JAPAN (GOVERNMENT OF) 10YR #364","Treasuries","Fixed Income","38,108.66","0.01","38,108.66","5,950,000.00","-","JP1103641MA8","BLNMFJ3","0.64","Japan","-","USD","7.44","0.52","151.38","20-Sep-2031","0.10","7.44","-","0.52","7.44","0.52","JPY","20-Sep-2021","06-Oct-2021" "JAPAN (GOVERNMENT OF) 30YR #61","Treasuries","Fixed Income","29,798.21","0.01","29,798.21","5,550,000.00","-","JP1300611K15","BJB9V05","0.54","Japan","-","USD","22.12","1.81","151.38","20-Dec-2048","0.70","22.23","-","1.81","22.23","1.81","JPY","20-Dec-2018","11-Jan-2019" "CANADA (GOVERNMENT OF)","Treasuries","Fixed Income","27,740.10","0.01","27,740.10","32,000.00","135087XW9","CA135087XW98","BW4Q6B0","85.51","Canada","-","USD","9.80","3.46","1.36","01-Jun-2037","5.00","9.78","-","3.46","9.78","3.46","CAD","19-Jul-2004","19-Jul-2004" "JAPAN (GOVERNMENT OF) 20YR #114","Treasuries","Fixed Income","24,760.50","0.00","24,760.50","3,400,000.00","-","JP12011419C6","B58CCL7","0.72","Japan","-","USD","5.41","0.38","151.38","20-Dec-2029","2.10","5.41","-","0.38","5.41","0.38","JPY","20-Dec-2009","21-Dec-2009" "JAPAN (GOVERNMENT OF) 20YR #95","Treasuries","Fixed Income","21,971.56","0.00","21,971.56","3,100,000.00","-","JP1200951760","B1Z68T4","0.70","Japan","-","USD","3.12","0.22","151.38","20-Jun-2027","2.30","3.12","-","0.22","3.12","0.22","JPY","20-Jun-2007","29-Jun-2007" "JAPAN (GOVERNMENT OF) 20YR #142","Treasuries","Fixed Income","18,257.19","0.00","18,257.19","2,500,000.00","-","JP1201421D22","B87LSB8","0.73","Japan","-","USD","8.09","0.59","151.38","20-Dec-2032","1.80","8.10","-","0.59","8.10","0.59","JPY","20-Dec-2012","25-Feb-2013" "JAPAN (GOVERNMENT OF) 40YR #1","Treasuries","Fixed Income","16,835.11","0.00","16,835.11","2,200,000.00","-","JP14000117B7","B292T58","0.76","Japan","-","USD","18.45","1.50","151.38","20-Mar-2048","2.40","18.68","-","1.50","18.68","1.50","JPY","20-Sep-2007","20-Nov-2007" "GERMANY (FEDERAL REPUBLIC OF) RegS","Treasuries","Fixed Income","11,043.92","0.00","11,043.92","10,000.00","-","DE000BU22015","BN122Y3","107.67","Germany","-","USD","1.16","3.22","0.92","12-Jun-2025","2.80","1.14","-","3.22","1.14","3.22","EUR","27-Apr-2023","27-Apr-2023" "KRW CASH","Cash and/or Derivatives","Cash","37.69","0.00","37.69","50,841.00","-","-","-","0.07","Korea (South)","-","USD","0.00","3.55","1,348.75","-","0.00","0.00","-","3.55","0.00","3.55","KRW","-","01-Jan-1989" "FUTURES KRW MARGIN BALANCE","Cash and/or Derivatives","Cash Collateral and Margins","0.26","0.00","0.26","347.00","-","-","-","0.07","Korea (South)","-","USD","0.00","3.55","1,348.75","28-Mar-2024","3.55","0.00","-","3.55","0.00","3.55","KRW","01-Jan-2000","01-Jan-2000" "USD CASH","Cash and/or Derivatives","Cash","-27,201.57","-0.01","-27,201.57","-27,202.00","-","-","-","100.00","United States","-","USD","0.00","5.34","1.00","-","0.00","0.00","-","5.34","0.00","5.34","USD","-","01-Jan-1989" "DKK CASH","Cash and/or Derivatives","Cash","-130,862.94","-0.02","-130,862.94","-902,064.00","-","-","-","14.51","Denmark","-","USD","0.00","3.85","6.89","-","0.00","0.00","-","3.85","0.00","3.85","DKK","-","01-Jan-1990"